In this paper the gradient based iterative algorithm is
presented to solve the linear matrix equation AXB +CXTD = E,
where X is unknown matrix, A,B,C,D,E are the given constant
matrices. It is proved that if the equation has a solution, then the
unique minimum norm solution can be obtained by choosing a special
kind of initial matrices. Two numerical examples show that the
introduced iterative algorithm is quite efficient.
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