LSQR iterative common symmetric solutions to matrix equations AXB = E and CXD = F

A new matrix based iterative method is presented to compute common symmetric solution or common symmetric least-squares solution of the pair of matrix equations AXB = E and CXD = F. By this iterative method, for any initial matrix X0, a solution X∗ can be obtained within finite iteration steps if exact arithmetic was used, and the solution X∗ with the minimum Frobenius norm can be obtained by choosing a special kind of initial matrix. In addition, the unique nearest common symmetric solution or common symmetric least-squares solution X^ to given matrix X∼ in Frobenius norm can be obtained by first finding the minimum Frobenius norm common symmetric solution or common symmetric least-squares solution of the new pair of matrix equations. The given numerical examples show that the matrix based iterative method proposed in this paper has faster convergence than the iterative methods proposed in [1] and [2] to solve the same problems.