Finite iterative algorithms for the generalized Sylvester-conjugate matrix equation {AX+BY=E\overline{X}F+S}

This paper investigates the generalized Sylvester-conjugate matrix equation, which includes the normal Sylvester-conjugate, Kalman–Yakubovich-conjugate and generalized Sylvester matrix equations as its special cases. An iterative algorithm is presented for solving such a kind of matrix equations. This iterative method can give an exact solution within finite iteration steps for any initial values in the absence of round-off errors. Another feature of the proposed algorithm is that it is implemented by original coefficient matrices. By specifying the proposed algorithm, iterative algorithms for some special matrix equations are also developed. Two numerical examples are given to illustrate the effectiveness of the proposed methods.