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SOLVING THE MATRIX INEQUALITY AXB plus (AXB)* >= C

Publication: Contribution to journalJournal articlepeer-review

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 languageEnglish
Pages (from-to)537-548
Number of pages12
JournalMathematical Inequalities and Applications
Volume15
Issue number3
DOIs
Publication statusPublished - 2012

Keywords

  • Linear matrix equation
  • linear matrix inequality
  • Lowner partial ordering
  • general solution
  • generalized inverses of matrices
  • rank
  • inertia

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