On the least squares generalized Hamiltonian solution of generalized coupled Sylvester-conjugate matrix equations

In this paper, we discuss the finite iterative algorithm to solve a class of generalized coupled Sylvester-conjugate matrix equations. We prove that if the system is consistent, an exact generalized Hamiltonian solution can be obtained within finite iterative steps in the absence of round-off errors for any initial matrices; if the system is inconsistent, the least squares generalized Hamiltonian solution can be obtained within finite iterative steps in the absence of round-off errors. Furthermore, we provide a method for choosing the initial matrices to obtain the minimum norm least squares generalized Hamiltonian solution of the system. Finally, numerical examples are presented to demonstrate the algorithm is efficient.