Math 2.0

Linear and multilinear algebra; matrix theory Definition

Sylvester equation

Builds on MatrixFieldEigenvalueKronecker product

Definition

Let ๐•‚\mathbb{K} be a field and let m,nโ‰ฅ1m, n \ge 1. Let AA be an mร—mm \times m matrix, BB an nร—nn \times n matrix and CC an mร—nm \times n matrix over ๐•‚\mathbb{K}. The Sylvester equation for AA, BB, CC is the equation AX+XB=CAX + XB = C for an unknown mร—nm \times n matrix XX over ๐•‚\mathbb{K}.

Remarks

The map Xโ†ฆAX+XBX \mapsto AX + XB is linear, and with the Kronecker product the equation reads (InโŠ—A+BTโŠ—Im)vecโก(X)=vecโก(C)(I_n \otimes A + B^T \otimes I_m) \operatorname{vec}(X) = \operatorname{vec}(C). It has a unique solution for every CC if and only if AA and โˆ’B-B have no common eigenvalue in an algebraic closure of ๐•‚\mathbb{K}. Example: A=diagโก(1,2)A = \operatorname{diag}(1, 2), B=1B = 1 and C=(23)C = \begin{pmatrix} 2 \\ 3 \end{pmatrix} give x1+x1=2x_1 + x_1 = 2 and 2x2+x2=32x_2 + x_2 = 3, so X=(11)X = \begin{pmatrix} 1 \\ 1 \end{pmatrix}. Non-example: the equation AXB=CAXB = C is not a Sylvester equation, since XX is multiplied on both sides in one term. For B=โˆ’AB = -A, the equation AXโˆ’XA=CAX - XA = C never has a unique solution, because AA and AA share their eigenvalues.

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  1. Eigenvalue concept
  2. Field concept
  3. Kronecker product concept
  4. Matrix concept
  5. Sylvester equation definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Sylvester_equation
About this page
Tag312GG23DN4
URIm2://312GG23DN4
Kinddefinition
WritingW0 stub
MSC15A24, 65F45
DefinesSylvester equation
UsesMatrix, Field, Eigenvalue, Kronecker product
Changed2 November 2026

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