sylvester: Solve Sylvester equation AX + XB = C.

In sakuramomo1005/bi-ADMM: Convex bicluster alogrithm based on ADMM algorithm

Description

sylvester finds the matrix X that obey this equation, given matrices A, B, and C.

Usage

sylvester(A, B, C, tol = 1e-04)

Arguments

A	Input matrix
B	Input matrix
C	Input matrix
tol	The tolerance of the algorithm

Value

X Output matrix

Examples

set.seed(123)
A <- matrix(rnorm(9),3,3)
B <- matrix(rnorm(9),3,3)
Xtrue <- matrix(rnorm(9),3,3)
C <- A %*% Xtrue + Xtrue %*% B
X <- sylvester(A,B,C)
X - Xtrue

sakuramomo1005/bi-ADMM documentation built on Dec. 22, 2021, 9:20 p.m.