English

Relation between the T-congruence Sylvester equation and the generalized Sylvester equation

Numerical Analysis 2019-06-10 v1

Abstract

The T-congruence Sylvester equation is the matrix equation AX+XTB=CAX+X^{\mathrm{T}}B=C, where ARm×nA\in\mathbb{R}^{m\times n}, BRn×mB\in\mathbb{R}^{n\times m}, and CRm×mC\in\mathbb{R}^{m\times m} are given, and XRn×mX\in\mathbb{R}^{n\times m} is to be determined. Recently, Oozawa et al. discovered a transformation that the matrix equation is equivalent to one of the well-studied matrix equations (the Lyapunov equation); however, the condition of the transformation seems to be too limited because matrices AA and BB are assumed to be square matrices (m=nm=n). In this paper, two transformations are provided for rectangular matrices AA and BB. One of them is an extension of the result of Oozawa et al. for the case mnm\ge n, and the other is a novel transformation for the case mnm\le n.

Keywords

Cite

@article{arxiv.1903.05360,
  title  = {Relation between the T-congruence Sylvester equation and the generalized Sylvester equation},
  author = {Yuki Satake and Masaya Oozawa and Tomohiro Sogabe and Yuto Miyatake and Tomoya Kemmochi and Shao-Liang Zhang},
  journal= {arXiv preprint arXiv:1903.05360},
  year   = {2019}
}