A Sylvester equation is a matrix equation of the form
where
is
,
is
,
is
, and the
matrix
is to be determined. The matrices
may have real or complex
entries. The equation has a unique solution for every
iff no eigenvalue
of
is the negative of an eigenvalue of
, or equivalently, if the matrix
spectra of
and
are disjoint.
Using matrix vectorization to stack the columns of
gives the equivalent linear system of equations
where
denotes the Kronecker product and
is the
identity matrix.
The eigenvalues of its coefficient matrix
are the pairwise sums of the eigenvalues of
and
, which gives the uniqueness criterion
(Higham 2002, pp. 305-319).
Replacing
by
gives the alternative form
. Its homogeneous equation
has a nonzero
solution iff
and
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 and
.