An iterative algorithm for solving a pair of matrix equations over generalized centro-symmetric matrices

A matrix is said to be a symmetric orthogonal matrix if . A matrix is said to be generalized centro-symmetric (generalized central anti-symmetric) with respect to P, if A=PAP (A=−PAP). The generalized centro-symmetric matrices have wide applications in information theory, linear estimate theory and numerical analysis. In this paper, we propose a new iterative algorithm to compute a generalized centro-symmetric solution of the linear matrix equations . We show, when the matrix equations are consistent over generalized centro-symmetric matrix Y, for any initial generalized centro-symmetric matrix Y₁, the sequence {Y_k} generated by the introduced algorithm converges to a generalized centro-symmetric solution of matrix equations . The least Frobenius norm generalized centro-symmetric solution can be derived when a special initial generalized centro-symmetric matrix is chosen. Furthermore, the optimal approximation generalized centro-symmetric solution to a given generalized centro-symmetric matrix can be derived. Several numerical examples are given to show the efficiency of the presented method.