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Sylvester Equation


A Sylvester equation is a matrix equation of the form

 AX+XB=C,

where A is m×m, B is n×n, C is m×n, and the m×n matrix X is to be determined. The matrices may have real or complex entries. The equation has a unique solution for every C iff no eigenvalue of A is the negative of an eigenvalue of B, or equivalently, if the matrix spectra of A and -B are disjoint.

Using matrix vectorization to stack the columns of X gives the equivalent linear system of equations

 [I_n tensor A+B^T tensor I_m]vec(X)=vec(C),

where  tensor denotes the Kronecker product and I_k is the k×k identity matrix. The eigenvalues of its coefficient matrix are the pairwise sums of the eigenvalues of A and B, which gives the uniqueness criterion (Higham 2002, pp. 305-319).

Replacing B by -B gives the alternative form AX-XB=C. Its homogeneous equation AX=XB has a nonzero solution iff A and B have a common eigenvalue (Sylvester 1884, Trott 2006). For square matrices of the same size, an invertible solution exists iff the two are similar matrices.

The Bartels-Stewart algorithm solves the equation after applying a Schur decomposition to A and B.


See also

Eigenvalue, Kronecker Product, Lyapunov Equation, Matrix Equation, Matrix Spectrum, Matrix Vectorization, Schur Decomposition

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References

Bartels, R. H. and Stewart, G. W. "Algorithm 432 [C2]: Solution of the Matrix Equation AX+XB=C [F4]." Commun. ACM 15, 820-826, 1972. https://doi.org/10.1145/361573.361582.Higham, N. J. "The Sylvester Equation." Ch. 16 in Accuracy and Stability of Numerical Algorithms, 2nd ed. Philadelphia, PA: SIAM, pp. 305-319, 2002. https://doi.org/10.1137/1.9780898718027.ch16.Sylvester, J. J. "Sur l'équation en matrices px=xq." C. R. Acad. Sci. Paris 99, 67-71 and 115-116, 1884. https://rcin.org.pl/Content/121877/PDF/WA35_145270-11371-4_Art25.pdf.Trott, M. "Solution of Equations." §1.5 in The Mathematica GuideBook for Symbolics. New York: Springer-Verlag, 2006. https://doi.org/10.1007/0-387-28815-5. https://www.mathematicaguidebooks.org/.

Cite this as:

Weisstein, Eric W. "Sylvester Equation." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/SylvesterEquation.html

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