A note on the iterative solutions of general coupled matrix equation

Recently, Ding and Chen F. Ding, T. Chen, On iterative solutions of general coupled matrix equations, SIAM J. Control Optim. 44 (2006) 2269-2284] developed a gradient-based iterative method for solving a class of coupled Sylvester matrix equations. The basic idea is to regard the unknown matrices to be solved as parameters of a system to be identified, so that the iterative solutions are obtained by applying hierarchical identification principle. In this note, by considering the coupled Sylvester matrix equation as a linear operator equation we give a natural way to derive this algorithm. We also propose some faster algorithms and present some numerical results.