On the solution of the linear matrix equation $X=Af(X)B+C$

Abstract

In this paper, we derive a formula to compute the solution of the linear matrix equation $X=Af(X)B+C$ via finding any solution of a specific Stein matrix equation $\mathcal{X}=\mathcal{A} \mathcal{X} \mathcal{B}+\mathcal{C}$, where the linear (or anti-linear) matrix operator $f$ is period-$n$. According to this formula, we should pay much attention to solve the Stein matrix equation from recently famous numerical methods. For instance, Smith-type iterations, Bartels-Stewart algorithm, and etc.. Moreover, this transformation is used to provide necessary and sufficient conditions of the solvable of the linear matrix equation. On the other hand, it can be proven that the general solution of the linear matrix equation can be presented by the general solution of the Stein matrix equation. The necessary condition of the uniquely solvable of the linear matrix equation is developed. It is shown that several representations of this formula are coincident. Some examples are presented to illustrate and explain our results.