Extending LSQR methods to solve the generalized Sylvester‐transpose and periodic Sylvester matrix equations

It is well known that the least‐squares QR‐factorization (LSQR) algorithm is a powerful method for solving linear systems Ax = b and unconstrained least‐squares problem min_x | | Ax ? b | | . In the paper, the LSQR approach is developed to obtain iterative algorithms for solving the generalized Sylvester‐transpose matrix equation the minimum Frobenius norm residual problem and the periodic Sylvester matrix equation Numerical results are given to illustrate the effect of the proposed algorithms. Copyright © 2013 John Wiley & Sons, Ltd.