Abstract
A pair of complex Hermitian matrices A and B of the same size are said to satisfy an inequality A >= B in the Lowner partial ordering if A-B is nonnegative definite. In this note, we first derive the general solutions in closed-form for the linear matrix equation AXB + (AXB)* = C by using generalized inverses of matrices, and then derive general solutions of the linear matrix inequality AXB + (AXB)* >= C when C is a Hermitian nonnegative definite matrix.
| Original language | English |
|---|---|
| Pages (from-to) | 537-548 |
| Number of pages | 12 |
| Journal | Mathematical Inequalities and Applications |
| Volume | 15 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 2012 |
Keywords
- Linear matrix equation
- linear matrix inequality
- Lowner partial ordering
- general solution
- generalized inverses of matrices
- rank
- inertia
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