Research Article
Algorithms for Solving Nonhomogeneous Generalized Sylvester Matrix Equations
Algorithm 2
The proposed algorithm for
. | Input: Matrices and . | | Output: Matrices and . | | Assumptions: , , and are nonsingular matrix as shown in [19] and eigenvalues of matrix must be distinct. | | Step 1: Reduce to an unreduced upper Hessenberg . Let be an orthogonal matrix. | | Step 2: Construct the matrix generated by (6). | | Step 3: Compute the matrix by solving . | | Step 4: Construct the matrices and as shown in Algorithm 1. | | Step 5: Compute and . |
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