How to Solve the Extended Sylvester Equation?

  • Context: Graduate 
  • Thread starter Thread starter matematikawan
  • Start date Start date
Click For Summary

Discussion Overview

The discussion revolves around solving the extended Sylvester equation of the form AX + XB + CXD + E = 0, where A, B, C, D, and E are n by n matrices. Participants explore both numerical and analytical methods for finding solutions, building on their understanding of the standard Sylvester equation.

Discussion Character

  • Exploratory
  • Technical explanation
  • Debate/contested

Main Points Raised

  • One participant suggests using MATLAB's lyap function for the standard Sylvester equation and inquires about methods for the extended version.
  • Another participant proposes expanding the equation, collecting terms, and reformulating it into a matrix equation of the form AX = B, suggesting that this could lead to a solution.
  • Some participants express skepticism about the feasibility of expressing the extended Sylvester equation as AX = B, noting that diagonalization of matrices is necessary for solving the standard equation.
  • There are suggestions to perform algebraic manipulations on paper to derive the necessary conditions and possibly develop an algorithm for solving the equation.
  • Concerns are raised about potential conditions under which the proposed methods may not hold, indicating the complexity of the problem.

Areas of Agreement / Disagreement

Participants do not reach a consensus on the approach to solving the extended Sylvester equation. There are competing views on whether it can be reformulated as AX = B and the necessity of diagonalization.

Contextual Notes

Participants note that the solution may depend on specific properties of the matrices involved, and there may be conditions under which certain methods do not apply. The discussion highlights the need for careful algebraic manipulation and consideration of matrix characteristics.

matematikawan
Messages
336
Reaction score
0
Given n by n matrices A, B, C. I know how to solve the Sylvester equation

AX + XB + C = 0

using the MATLAB command >> X=lyap(A,B,C)

But how do we solve the extended Sylvester equation
AX + XB + CXD + E = 0 ?

Either numerical or analytical method I'm willing to learn.
 
Physics news on Phys.org
matematikawan said:
Given n by n matrices A, B, C. I know how to solve the Sylvester equation

AX + XB + C = 0

using the MATLAB command >> X=lyap(A,B,C)

But how do we solve the extended Sylvester equation
AX + XB + CXD + E = 0 ?

Either numerical or analytical method I'm willing to learn.

Hey matematikawan.

Have you tried just expanding out the system, collecting the terms and getting a form of AX = B?

In other words you get a matrix corresponding to ZX = F and then apply the formula X = Z^-1 x F. For the Z matrix you will need to do some algebra to get this and in this particular example, F = -E.
 
I don't think it is possible to express it as AX=B.
Even to solve the Sylvester equation you have to diagonalize the matrices.
 
matematikawan said:
I don't think it is possible to express it as AX=B.
Even to solve the Sylvester equation you have to diagonalize the matrices.

Try pen and paper first instead of using a computer.

What will happen is that when you collect everything together you should get a linear system in terms of your X and some matrix that is premultiplied by it. Once you have separated the matrix from your X by specifying what that matrix is then you can do normal inversion techniques.

You might have to write the algorithm yourself after doing a pen and paper derivation, but the idea doesn't change.

Also when you expand out everything using algebra, I'm sure you'll find conditions for when this does not hold, possibly even as a function of A, B, and C.

Again I urge you to do the pen and paper algebraic computation if you can't use any other known results.
 

Similar threads

  • · Replies 7 ·
Replies
7
Views
4K
  • · Replies 8 ·
Replies
8
Views
3K
  • · Replies 6 ·
Replies
6
Views
2K
  • · Replies 12 ·
Replies
12
Views
2K
  • · Replies 12 ·
Replies
12
Views
2K
  • · Replies 2 ·
Replies
2
Views
943
  • · Replies 4 ·
Replies
4
Views
3K
  • · Replies 3 ·
Replies
3
Views
2K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 4 ·
Replies
4
Views
2K