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Mathematical Computation
September 2013, Volume 2, Issue 3, PP.57-61
The Anti-symmetric Solution for the Mixed-
type Lyapunov Matrix Equation by Parameter
Iterative Method
Xindong Zhang
1
, J uan Liu
1
, Leilei Wei
2

1. College of Mathematics Sciences, Xinjiang Normal University, Urumqi, Xinjiang, 830054, P.R. China
2. College of Science, Henan University of Technology, Zhengzhou 450001, P.R. China
E-mail address: liaoyuan1126@163.com
Abstract
Lyapunov matrix equations (LMEs) have played a fundamental role in numerous problems in control, communication systems
theory and power systems. As one of LMEs, mixed-type Lyapunov matrix equation (MTLME) also has a wide range of
applications in practice. In this paper, the anti-symmetric solution of the MTLME
T T
A X XA B XB C + + = is solved by using
an iterative algorithm with a parameter. The steps and the conditions of convergence for this algorithm are given. Choice of the
parameter is discussed. Finally, the results are illustrated by numerical example.
Keywords: Mixed-type Lyapunov Matrix Equation; Anti-symmetric Solution; I terative Algorithm
1 INTRODUCTION
LMEs have played a fundamental role in numerous problems in control, communication systems theory and power
systems. They arise naturally in optimal control theory
[1]
, stability analysis of dynamical systems
[2]
, and model
reduction of linear time-invariant systems
[3,4]
. LMEs have been widely studied from different perspectives
[5, 6, 7]
. It is
well known that there have been many methods for the solution of the LMEs. For example, the GMRES algorithm
[8]

for the large Lyapunov equations has been proposed. Many direct methods are based on matrix transformations into
forms for which solutions may be readily computed; and examples of such forms include the Jordan canonical form

[9]
, the companion form
[10,11]
, and the Hessenberg-Schur form
[5,12]
. Iterative methods are popular in the areas of
matrix algebra and systems identification
[13]
. For instance, Starke and Niethammer presented an iterative method for
the solutions of CT Sylvester equations by using the SOR (successive over relaxation) technique
[14]
, and Mukaidani
et al. discussed an iterative algorithm for generalized algebraic Lyapunov equations
[15]
.
MTLME and its solvability have been studied by Xu et al
[16]
. In this paper, the anti-symmetric solution of MTLME
has been investigated by using an iterative algorithm with a parameter.
2 BASIC IDEA
In this section, the anti-symmetric solution of the following matrix equation is studied
(1)
It is difficult to find the solution of matrix equation Eq. (1) directly, so the following form can be obtained by
equivalence transformation,
1 1 1 1
1 1 1 2
,
,
T T
T T
A X X A B X B C
A Y Y A B Y B C
+ + =

+ + =

(2)

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then we can get
1 1 1 1
1 1 1 2
,
,
T T T T T T
T T T T T T
A X X A B X B C
A Y Y A B Y B C
+ + =

+ + =

(3)
By Eq. (2) and Eq. (3), we can obtain
,
,
T T
T T
A X XA B XB C
A Y YA B YB C
+ + =

+ + =

(4)
where (the set of all anti-symmetric matrices), and
. have the following forms:

and the forms of are determined by . It is easy to know that (the set of all
symmetric matrices).
From above discussion, it can be seen that the solution of Eq. (1) can be obtained from Eq. (4). So if the solution
of (4) is determined, then let and , where , for
and for , therefore, the solution of Eq. (1) will be expressed as . For Eq. (4),
only one equation of it need to be done, and the other may be acquired easily.
By matrix operator, the necessary and sufficient conditions for consistence and uniqueness of solution for Eq. (4)
are:


where is defined as , and denote
the line space of matrix and the Kronecker product, respectively.
If Eq. (1) is consistent, we discuss how to get anti-symmetric solution by its symmetric solution. An iterative
algorithm with a parameter is given.
3 MAIN RESULT
The symmetric and anti-symmetric matrices have practical application in many fields. The anti-symmetric problem
can be transformed into symmetric problem. It is assumed that and the following MTLME is
taken into consideration
(5)
The key of solving the MTLME is that how to create a high convergence iterative scheme. The purpose of parameter
is to change the spectral radius of coefficient matrices. Spectral radius is expected to be as little as possible in order
to get a high convergence iterative scheme.
If , is partitioned into the following form:
(6)
where .
Substituting (6) into (5), we get:

where So the following equation should be directly discussed:
(7)
where . By parameter (7) may be transformed into the following
form:
(8)

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which is equivalent to the following form:
(9)
If ( ) A I I B B | + + is inverse, let ( ) x vec X = ,
1
[( ) ] [ ( )] M A I I B B I A I | |

= + + ,
1
[( ) ] ( ) c A I I B B vec C |

= + + , then (9) can be expressed as , thus we can get the following
iterative scheme:
(10)
Lemma 1. If (5) is consistent, the sequence by iterative scheme (10) converges to one solution of (5) if and only if
where denotes the spectral radius of matrix .
Let , and , then (8) can be
expressed as:
(11)
We can get the following iterative scheme by (11):
( 1)
( ) ( ),
1, 2, , ; 1, 2,
k k
i i i i
A I B x c X a
i n k
| |
+
+ + =

= =

(12)
Theorem 2. If the maximum and minimum eigenelement of and
are and , respectively. If parameter satisfies
(13)
where , the sequence acquired by iterative scheme (12) converges to one
solution of (7) for every initial matrix .
Proof. It is well know that (10) is equivalent to (12). (10) is convergent if and only if . Thus, it is only
needed to show that as (13) is held.
By the relation between eigenvalues of symmetric matrix and the characteristic of Kronecker product, we get that

where For , we get that

and

Then, it can be obtained that

Therefore, as (13) is held, it can be obtained that which means (12) is convergent.
By Theorem 2, it is known that the choice of is controlled by (13). Especially, when , we get
, by (13) is known, so (12) is
convergent. If a high convergence iterative scheme is expected, the choice of must make
as little as possible.
The steps of iterative scheme as following:
Step 1. Input A, B, C* and initial matrix ;
Step 2. By the analysis in section 1 we may get (4) from (1);
Step 3. Get Q by (6);

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Step 4. Let
T
A QAQ = , , ,
T T
B
X QXQ C QCQ B = = = A we get (7);
Step 5. If the coefficient matrices of (7) content the conditions in Theorem 2, choosing | by Theorem 2;
Step 6. Compute
(1) 1 1 1
1 2
( , , , )
n
X x x x = by (12);
Step 7. Let
(1) (1) (1) (1)
R AX X A BX B C = + + , if contents (precision require), let ,
otherwise, replace by and repeat Step 6, until the precision require is content;
Step 8. Let
T
X Q =
( )
ij n n
Q x

=
and where , for
and for ;
Step 9. Let
*
1 1
X X Y = + ;
Step 10. Stop.
4 NUMERICAL EXAMPLE
For given coefficient matrices of finding the solution of it. Where

B=
with and , , .
It is learnt that this equation has the form of (7), and if is large enough , then
and . Based on the
analysis above, this equation has unique solution. Let initial matrix and
by Matlab 6.5, we get the result (in Table 1), where number(s) means the iterative
number and time(s) means the CPU time for given .
In the table, it is found that when and , the convergence speed is close, but when
0 | = , the speed becomes slow.
TABLE 1 THE NUMBER(S) AND TIME(S) FOR DIFFERENT n WITH
10
2
10 R

< .
|
10 n = 30 n = 50 n =
number(s) time(s) number(s) time(s) number(s) time(s)
1
1
( )
2
n
+ 3 0.0320 4 15.7190 4 306.6560
1
4 0.0470 4 15.6250 4 306.7650
n
3 0.0310 4 15.6100 4 306.0940
0 6 0.0630 6 23.4690 6 459.4380
5 CONCLUSIONS
In this paper, we have discussed how to solve mixed-type Laypunov matrix equation. At first, anti-symmetric matrix
solution has been transformed into symmetric matrix solution and then how to deal with the symmetric problem has

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been investigated. Further, an iterative scheme with parameter has been created and the way to select parameter was
also illustrated. At the end, the efficiency of the iterative scheme has been verified by numerical example.
ACKNOWLEDGMENT
This work is supported by the NSF of Xinjiang Uigur Autonomous Region (No.2013211B12).
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AUTHORS
Xindong Zhang, Male, Han Nationality,
PhD, Lecturer Current Research Interests:
Numerical solutions of partial differential
equations. Study for doctoral degree in
Xinjiang University from 2010.


Juan Liu, Female, Han Nationality, PhD, Aassociate Professor,
Current Research Interests: Graph Theory and its Application.
Study for doctoral degree in Xinjiang University from 2006.
Leilei Wei, Male, Han Nationality, PhD, Lecturer, Current
Research Interests: Numerical solutions of partial differential
equations. Study for doctoral degree in Xian Jiaotong
University from 2009.