Research Article

Algorithms for Solving Nonhomogeneous Generalized Sylvester Matrix Equations

Algorithm 4

The proposed algorithm for .
Input: Matrices and .
Output: Matrices and .
Assumptions: , , and is 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 3.
Step 5: Compute and .