Research Article
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A Global Krylov Subspace Method for the Sylvester Quaternion Matrix Equation

Year 2024, , 39 - 51, 30.06.2024
https://doi.org/10.53570/jnt.1469996

Abstract

This study concerns the Sylvester matrix equation in the quaternion setting when the coefficient matrices as well as the unknown matrix have quaternion entries. We propose a global Generalized Minimal Residual (GMRES) method for the solution of such a matrix equation. The proposed approach works directly with the Sylvester operator to generate orthonormal bases for Krylov subspaces formed of matrices. Then, the best approximate matrix solution to the Sylvester equation at hand in such a Krylov subspace is constructed from a matrix minimizing the Frobenius norm of the residual. We describe how this minimization of the residual norm can be carried out efficiently and report numerical results on real examples related to image restoration.

References

  • J. J. Sylvester, Sur l’equation en matrices px = xq, Comptes Rendus de l’Academie des Sciences Paris 99 (2) (1884) 67–71, 115–116.
  • A. M. Lypunov, The general problem of the stability of motion, International Journal of Control 55 (3) (1992) 531–534.
  • E. B. Castelan, V. G. Silva, On the solution of a Sylvester equation appearing in descriptor systems control theory, Systems Control Letters 54 (2) (2005) 109–117.
  • G. R. Duan, Eigenstructure assignment in descriptor systems via output feedback – A new complete parametric approach, International Journal of Systems Science 72 (4) (1999) 345–364.
  • U. Baur, P. Benner, Cross-Gramian based model reduction for data-sparse systems, Electronic Transactions on Numerical Analysis 31 (2008) 256–270.
  • D. Calvetti, L. Reichel, Application of ADI iterative methods to the restoration of noisy images, Society for Industrial and Applied Mathematics Journal on Matrix Analysis and Applications 17 (1) (1995) 165–186.
  • A. Bouhamidi, K. Jbilou, Sylvester Tikhonov-regularization methods in image restoration, Journal of Computational and Applied Mathematics 206 (1) (2007) 86–98.
  • M. Epton, Methods for the solution of AXD − BXC = E and its application in the numerical solution of implicit ordinary differential equations, BIT Numerical Mathematics 20 (3) (1980) 341–345.
  • V. Simoncini, Computational methods for linear matrix equations, Society for Industrial and Applied Mathematics Review 58 (3) (2006) 377–441.
  • L. Rodman, Topics in quaternion linear algebra, Princeton University Press, Princeton, 2014.
  • M. Wei, Y. Li, F. Zhang, J. Zhao, Quaternion matrix computations, Nova Science Publishers, New York, 2018.
  • S. Şimşek, Least–squares solutions of generalized Sylvester–type quaternion matrix equations, Advances in Applied Clifford Algebras 33 (3) (2023) Article Number 28 23 pages.
  • S. Yuan, Q. Wang, L-structured quaternion matrices and quaternion linear matrix equations, Linear and Multilinear Algebra 64 (2) (2016) 321–339.
  • I. Kyrchei, Cramer’s rules for Sylvester quaternion matrix equation and its special cases, Advances in Applied Clifford Algebras 28 (5) (2018) Article Number 90 26 pages.
  • I. Kyrchei, Cramer’s Rules of η-Skew-hermitian solutions to the quaternion Sylvester-type matrix equations, Advances in Applied Clifford Algebras 29 (3) (2019) Article Number 56 31 pages.
  • S. Şimşek, M. Sarduvan, H. Özdemir, Centrohermitian and skew-centrohermitian solutions to the minimum residual and matrix nearness problems of the quaternion matrix equation (AXB,DXE) = (C, F), Advances in Applied Clifford Algebras 27 (3) (2017) 2201–2214.
  • F. P. A. Beik, S. Ahmadl-Asl, An iterative algorithm for η-anti-hermitian least squares solutions of quaternion matrix equations, Electronic Journal of Linear Algebra 30 (2015) 372–401.
  • S. Şimşek, A block quaternion GMRES method and its convergence analysis, Calcolo 61 (2) (2024) Article Number 33 27 pages.
  • S. Şimşek, A. Körükçü, A block conjugate gradient method for quaternion linear systems, Yuzuncu Yil University Journal of the Institute of Natural and Applied Sciences 28 (2) (2023) 394–403.
  • Z. Jia, M. K. Ng, Structure preserving quaternion generalized minimal residual method, Society for Industrial and Applied Mathematics Journal of Matrix Analysis and Applications 42 (2) (2021) 616–634.
  • T. Li, Q. W. Wang, Structure preserving quaternion full orthogonalization method with applications, Numerical Linear Algebra with Applications 30 (5) (2023) e2495 15 pages.
  • R. H. Bartels, G. W. Stewart, Algorithm 432: Solution of the matrix equation AX + XB = C, Communications of the ACM 15 (9) (1972) 820–826.
  • G. H. Golub, S. Nash, C. Van Loan, A Hessenberg-Schur method for the problem AX +XB = C, IEEE Transactions on Automatic Control 24 (6) (1979) 909–913.
  • K. Jbilou, A. Messaoudi, H. Sadok, Global FOM and GMRES algorithms for matrix equations, Applied Numerical Mathematics 31 (1) (1999) 49–63.
  • A. El Guennouni, K. Jbilou, A. J. Riquet, Block Krylov subspace methods for solving large Sylvester equations, Numerical Algorithms 29 (1-3) (2002) 75–96.
  • M. Heyouni, K. Jbilou, Matrix Krylov subspace methods for large scale model reduction problems, Applied Mathematics and Computation 181 (2) (2006) 1215–1228.
  • K. Jbilou, A. J. Riquet, Projection methods for large Lyapunov matrix equations, Linear Algebra and its Applications 415 (2-3) (2006) 344–358.
  • A. Bouhamidi, K. Jbilou, A note on the numerical approximate solutions for generalized Sylvester matrix equations with applications, Applied Mathematics and Computation 206 (2) (2008) 687– 694.
  • J. Zhang, H. Dai, J. Zhao, A new family of global methods for linear systems with multiple righthand sides, Journal of Computational and Applied Mathematics 236 (6) (2011) 1562–1575.
  • F. P. A. Beik, D. K. Salkuyeh, On the global Krylov subspace methods for solving general coupled matrix equations, Computers and Mathematics with Applications 62 (12) (2011) 4605–4613.
  • A. Kaabi, On the numerical solution of generalized Sylvester matrix equations, Bulletin of the Iranian Mathematical Society 40 (1) (2014) 101–113.
  • F. P. A. Beik, Theoretical results on the global GMRES method for solving generalized Sylvester matrix equations, Bulletin of the Iranian Mathematical Society 40 (5) (2014) 1097–1117.
  • S. K. Li, T. Z. Huang, Global FOM and GMRES algorithms for a class complex matrix equations, Journal of Computational and Applied Mathematics 335 (2018) 227–241.
  • S. K. Li, M. X. Wang, G. Liu, A global variant of the COCR method for the complex symmetric Sylvester matrix equation AX+XB=C, Computers and Mathematics with Applications 94 (2021) 104–113.
  • A. Bouhamidi, K. Jbilou, R. Sadaka, H. Sadok, Convergence properties of some block Krylov subspace methods for multiple linear systems, Journal of Computational and Applied Mathematics 196 (2) (2006) 498–511.
  • D. R. Farenick, B. A. F. Pidkowich, The spectral theorem in quaternions, Linear Algebra and Its Applications 371 (2003) 75–102.
  • R. A. Horn, C. R. Johnson, Matrix Analysis, Cambridge University Press, New York, 1985.
Year 2024, , 39 - 51, 30.06.2024
https://doi.org/10.53570/jnt.1469996

Abstract

References

  • J. J. Sylvester, Sur l’equation en matrices px = xq, Comptes Rendus de l’Academie des Sciences Paris 99 (2) (1884) 67–71, 115–116.
  • A. M. Lypunov, The general problem of the stability of motion, International Journal of Control 55 (3) (1992) 531–534.
  • E. B. Castelan, V. G. Silva, On the solution of a Sylvester equation appearing in descriptor systems control theory, Systems Control Letters 54 (2) (2005) 109–117.
  • G. R. Duan, Eigenstructure assignment in descriptor systems via output feedback – A new complete parametric approach, International Journal of Systems Science 72 (4) (1999) 345–364.
  • U. Baur, P. Benner, Cross-Gramian based model reduction for data-sparse systems, Electronic Transactions on Numerical Analysis 31 (2008) 256–270.
  • D. Calvetti, L. Reichel, Application of ADI iterative methods to the restoration of noisy images, Society for Industrial and Applied Mathematics Journal on Matrix Analysis and Applications 17 (1) (1995) 165–186.
  • A. Bouhamidi, K. Jbilou, Sylvester Tikhonov-regularization methods in image restoration, Journal of Computational and Applied Mathematics 206 (1) (2007) 86–98.
  • M. Epton, Methods for the solution of AXD − BXC = E and its application in the numerical solution of implicit ordinary differential equations, BIT Numerical Mathematics 20 (3) (1980) 341–345.
  • V. Simoncini, Computational methods for linear matrix equations, Society for Industrial and Applied Mathematics Review 58 (3) (2006) 377–441.
  • L. Rodman, Topics in quaternion linear algebra, Princeton University Press, Princeton, 2014.
  • M. Wei, Y. Li, F. Zhang, J. Zhao, Quaternion matrix computations, Nova Science Publishers, New York, 2018.
  • S. Şimşek, Least–squares solutions of generalized Sylvester–type quaternion matrix equations, Advances in Applied Clifford Algebras 33 (3) (2023) Article Number 28 23 pages.
  • S. Yuan, Q. Wang, L-structured quaternion matrices and quaternion linear matrix equations, Linear and Multilinear Algebra 64 (2) (2016) 321–339.
  • I. Kyrchei, Cramer’s rules for Sylvester quaternion matrix equation and its special cases, Advances in Applied Clifford Algebras 28 (5) (2018) Article Number 90 26 pages.
  • I. Kyrchei, Cramer’s Rules of η-Skew-hermitian solutions to the quaternion Sylvester-type matrix equations, Advances in Applied Clifford Algebras 29 (3) (2019) Article Number 56 31 pages.
  • S. Şimşek, M. Sarduvan, H. Özdemir, Centrohermitian and skew-centrohermitian solutions to the minimum residual and matrix nearness problems of the quaternion matrix equation (AXB,DXE) = (C, F), Advances in Applied Clifford Algebras 27 (3) (2017) 2201–2214.
  • F. P. A. Beik, S. Ahmadl-Asl, An iterative algorithm for η-anti-hermitian least squares solutions of quaternion matrix equations, Electronic Journal of Linear Algebra 30 (2015) 372–401.
  • S. Şimşek, A block quaternion GMRES method and its convergence analysis, Calcolo 61 (2) (2024) Article Number 33 27 pages.
  • S. Şimşek, A. Körükçü, A block conjugate gradient method for quaternion linear systems, Yuzuncu Yil University Journal of the Institute of Natural and Applied Sciences 28 (2) (2023) 394–403.
  • Z. Jia, M. K. Ng, Structure preserving quaternion generalized minimal residual method, Society for Industrial and Applied Mathematics Journal of Matrix Analysis and Applications 42 (2) (2021) 616–634.
  • T. Li, Q. W. Wang, Structure preserving quaternion full orthogonalization method with applications, Numerical Linear Algebra with Applications 30 (5) (2023) e2495 15 pages.
  • R. H. Bartels, G. W. Stewart, Algorithm 432: Solution of the matrix equation AX + XB = C, Communications of the ACM 15 (9) (1972) 820–826.
  • G. H. Golub, S. Nash, C. Van Loan, A Hessenberg-Schur method for the problem AX +XB = C, IEEE Transactions on Automatic Control 24 (6) (1979) 909–913.
  • K. Jbilou, A. Messaoudi, H. Sadok, Global FOM and GMRES algorithms for matrix equations, Applied Numerical Mathematics 31 (1) (1999) 49–63.
  • A. El Guennouni, K. Jbilou, A. J. Riquet, Block Krylov subspace methods for solving large Sylvester equations, Numerical Algorithms 29 (1-3) (2002) 75–96.
  • M. Heyouni, K. Jbilou, Matrix Krylov subspace methods for large scale model reduction problems, Applied Mathematics and Computation 181 (2) (2006) 1215–1228.
  • K. Jbilou, A. J. Riquet, Projection methods for large Lyapunov matrix equations, Linear Algebra and its Applications 415 (2-3) (2006) 344–358.
  • A. Bouhamidi, K. Jbilou, A note on the numerical approximate solutions for generalized Sylvester matrix equations with applications, Applied Mathematics and Computation 206 (2) (2008) 687– 694.
  • J. Zhang, H. Dai, J. Zhao, A new family of global methods for linear systems with multiple righthand sides, Journal of Computational and Applied Mathematics 236 (6) (2011) 1562–1575.
  • F. P. A. Beik, D. K. Salkuyeh, On the global Krylov subspace methods for solving general coupled matrix equations, Computers and Mathematics with Applications 62 (12) (2011) 4605–4613.
  • A. Kaabi, On the numerical solution of generalized Sylvester matrix equations, Bulletin of the Iranian Mathematical Society 40 (1) (2014) 101–113.
  • F. P. A. Beik, Theoretical results on the global GMRES method for solving generalized Sylvester matrix equations, Bulletin of the Iranian Mathematical Society 40 (5) (2014) 1097–1117.
  • S. K. Li, T. Z. Huang, Global FOM and GMRES algorithms for a class complex matrix equations, Journal of Computational and Applied Mathematics 335 (2018) 227–241.
  • S. K. Li, M. X. Wang, G. Liu, A global variant of the COCR method for the complex symmetric Sylvester matrix equation AX+XB=C, Computers and Mathematics with Applications 94 (2021) 104–113.
  • A. Bouhamidi, K. Jbilou, R. Sadaka, H. Sadok, Convergence properties of some block Krylov subspace methods for multiple linear systems, Journal of Computational and Applied Mathematics 196 (2) (2006) 498–511.
  • D. R. Farenick, B. A. F. Pidkowich, The spectral theorem in quaternions, Linear Algebra and Its Applications 371 (2003) 75–102.
  • R. A. Horn, C. R. Johnson, Matrix Analysis, Cambridge University Press, New York, 1985.
There are 37 citations in total.

Details

Primary Language English
Subjects Numerical Analysis
Journal Section Research Article
Authors

Sinem Şimşek 0000-0001-5893-7080

Publication Date June 30, 2024
Submission Date April 17, 2024
Acceptance Date June 24, 2024
Published in Issue Year 2024

Cite

APA Şimşek, S. (2024). A Global Krylov Subspace Method for the Sylvester Quaternion Matrix Equation. Journal of New Theory(47), 39-51. https://doi.org/10.53570/jnt.1469996
AMA Şimşek S. A Global Krylov Subspace Method for the Sylvester Quaternion Matrix Equation. JNT. June 2024;(47):39-51. doi:10.53570/jnt.1469996
Chicago Şimşek, Sinem. “A Global Krylov Subspace Method for the Sylvester Quaternion Matrix Equation”. Journal of New Theory, no. 47 (June 2024): 39-51. https://doi.org/10.53570/jnt.1469996.
EndNote Şimşek S (June 1, 2024) A Global Krylov Subspace Method for the Sylvester Quaternion Matrix Equation. Journal of New Theory 47 39–51.
IEEE S. Şimşek, “A Global Krylov Subspace Method for the Sylvester Quaternion Matrix Equation”, JNT, no. 47, pp. 39–51, June 2024, doi: 10.53570/jnt.1469996.
ISNAD Şimşek, Sinem. “A Global Krylov Subspace Method for the Sylvester Quaternion Matrix Equation”. Journal of New Theory 47 (June 2024), 39-51. https://doi.org/10.53570/jnt.1469996.
JAMA Şimşek S. A Global Krylov Subspace Method for the Sylvester Quaternion Matrix Equation. JNT. 2024;:39–51.
MLA Şimşek, Sinem. “A Global Krylov Subspace Method for the Sylvester Quaternion Matrix Equation”. Journal of New Theory, no. 47, 2024, pp. 39-51, doi:10.53570/jnt.1469996.
Vancouver Şimşek S. A Global Krylov Subspace Method for the Sylvester Quaternion Matrix Equation. JNT. 2024(47):39-51.


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