Numerical solution of a class of quasi-linear matrix equations

Abstract

Given the matrix equation ${\bf A X} + {\bf X B} + f({\bf X }) {\bf C} ={\bf D}$ in the unknown $n\times m$ matrix ${\bf X }$, we analyze existence and uniqueness conditions, together with computational solution strategies for $f \,: \mathbb{R}^{n \times m} \to \mathbb{R}$ being a linear or nonlinear function. We characterize different properties of the matrix equation and of its solution, depending on the considered classes of functions $f$. Our analysis mainly concerns small dimensional problems, though several considerations also apply to large scale matrix equations.