Related papers: Toward Solution of Matrix Equation X=Af(X)B+C
We use a new approach with a matrix transformation to obtain a new global solvability criterion for matrix Riccati equations. The proven theorem completes an well known result in directions of extension of classes of coefficient of…
There is a recently discovered formulation of the multidimensional consistency integrability condition for lattice equations, called consistency-around-a-face-centered-cube(CAFCC), which is applicable to equations defined on a vertex and…
In this paper, we present an algorithm for computing a fundamental matrix of formal solutions of completely integrable Pfaffian systems with normal crossings in several variables. This algorithm is a generalization of a method developed for…
Given a matrix $A$, a matrix nearness problem seeks an $X$ that most closely approximates $A$ in the sense of minimizing $\lVert A - X\rVert$ under a variety of constraints on $X$. A generalized matrix nearness problem seeks the same but…
Let f be an analytic function defined on a complex domain Omega and A be a (n,n) complex matrix. We assume that there exists a unique alpha satisfying f(alpha)=0. When f'(alpha)=0 and A is non derogatory, we solve completely the equation…
In this work, we investigate the interval generalized Sylvester matrix equation ${\bf{A}}X{\bf{B}}+{\bf{C}}X{\bf{D}}={\bf{F}}$ and develop some techniques for obtaining outer estimations for the so-called united solution set of this…
The absolute value equations (AVE) problem is an algebraic problem of solving Ax+|x|=b. So far, most of the research focused on methods for solving AVEs, but we address the problem itself by analysing properties of AVE and the corresponding…
We consider the solution of the Sylvester equation $AX+XB=C$ in mixed precision. We derive a new iterative refinement scheme to solve perturbed quasi-triangular Sylvester equations; our rounding error analysis provides sufficient conditions…
Let $A=\begin{pmatrix} a & b \\ c & d \end{pmatrix}\in M_2\left(\mathbb{Z}\right)$ be a given matrix such that $bc\neq0$ and let $C(A)=\{B\in M_2(\mathbb{Z}): AB=BA\}$. In this paper, we give a necessary and sufficient condition for the…
This paper deals with necessary and sufficient condition for consistency of the matrix equation $AXB = C$. We will be concerned with the minimal number of free parameters in Penrose's formula $X = A^(1)CB^(1) + Y - A^(1)AYBB^(1)$ for…
We study self-adjoint matrix polynomial equations in a single variable and prove existence of self-adjoint solutions under some assumptions on the leading form. Our main result is that any self-adjoint matrix polynomial equation of odd…
In this paper, we study the solvability problem for one kind of fully coupled forward-backward stochastic difference equations (FBS{\Delta}Es). With the help of the necessary and sufficient condition for the solvability of the linear…
We give a full analytic solution to a particular case of the algebraic Riccati equation $XWW^*WX=W^*$ for any matrix $W$ (possibly non-square or non-symmetric) in using the Schur method, terms of the SVD decomposition of $W$. In particular,…
In this article, we propose an idea to develop some sufficient conditions for the existence and uniqueness of a positive definite common solution to a pair of non-linear matrix equations. To proceed this, we present some interesting common…
The concepts of differentiation and integration for matrices are known. As far as each matrix is differentiable, it is not clear a priori whether a given matrix is integrable or not. Recently some progress was obtained for diagonalizable…
We study the spectrum of generalized Wishart matrices, defined as $\mathbf{F}=( X Y^\top + Y X^\top)/2T$, where $X$ and $Y$ are $N \times T$ matrices with zero mean, unit variance IID entries and such that $\mathbb{E}[X_{it} Y_{jt}]=c…
This paper examines various aspects related to the Cauchy functional equation $f(x+y)=f(x)+f(y)$, a fundamental equation in the theory of functional equations. In particular, it considers its solvability and its stability relative to…
We consider the equation $$ ab + cd = \lambda, \qquad a\in A, b \in B, c\in C, d \in D, $$ over a finite field $F_q$ of $q$ elements, with variables from arbitrary sets $ A, B, C, D \subseteq F_q$. The question of solvability of such and…
Over an algebraically closed field, we describe the affine varieties of solutions to the linear equations $a(xb)=c$ and $a(bx)=c$ over the split-octonions. We also determine the dimensions of the solution sets of arbitrary linear monomial…
For a linear matrix function $f$ in $X \in \R^{m\times n}$ we consider inhomogeneous linear matrix equations $f(X) = E$ for $E \neq 0$ that have or do not have solutions. For such systems we compute optimal norm constrained solutions…