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Iterative algorithms for least-squares solutions of a quaternion matrix equation
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This paper deals with developing four efficient algorithms (including the conjugate gradient least-squares, least-squares with QR factorization, least-squares minimal residual and Paige algorithms) to numerically find the (least-squares) solutions of the following (in-) consistent quaternion matrix equation $$\begin{aligned} {A_1}X + {\left( {{A_1}X} \right) ^{\eta H}} + {B_1}YB_1^{\eta H} + {C_1}ZC_1^{\eta H} = {D_1}, \end{aligned}$$in which the coefficient matrices are large and sparse. More precisely, we construct four efficient iterative algorithms for determining triple least-squares solutions (X, Y, Z) such that X may have a special assumed structure, Y and Z can be either \(\eta \)-Hermitian or \(\eta \)-anti-Hermitian matrices. In order to speed up the convergence of the offered algorithms for the case that the coefficient matrices are possibly ill-conditioned, a preconditioned technique is employed. Some numerical test problems are examined to illustrate the effectiveness and feasibility of presented algorithms.KeywordsQuaternion matrix equations\(\eta \)-(anti)-Hermitian matrixIterative algorithmPreconditionerConvergenceMathematics Subject ClassificationPrimary 15A24Secondary 65F1015B33References1.Aliev, F.A., Larin, V.B.: Optimization of Linear Control Systems: Analytical Methods and Computational Algorithms. CRC Press, Boca Raton (1998)MATHGoogle Scholar2.Baur, U., Benner, P.: Factorized solution of Lyapunov equations based on hierarchical matrix arithmetic. Computing 78(3), 211–234 (2006)MathSciNetCrossRefMATHGoogle Scholar3.Beik, F.P.A., Salkuyeh, D.K.: An iterative algorithm for the least-squares solutions of matrix equations over symmetric arrowhead matrices. J. Korean Math. Soc. 52(2), 349–372 (2015)MathSciNetCrossRefMATHGoogle Scholar4.Beik, F.P.A., Salkuyeh, D.K.: The coupled Sylvester-transpose matrix equations over generalized centro-symmetric matrices. Int. J. 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