On solutions of matrix equation AXB + CYD = F

AbstractIn this paper, the matrix equation with two unknown matrices X, Y of form AXB + CYD = F is discussed. By applying the canonical correlation decomposition (CCD) of matrix pairs, we obtain expressions of the least-squares solutions of the matrix equation, and sufficient and necessary conditions for the existence and uniqueness of the solutions. We also derive a general form of the solutions. We also study the least-squares Hermitian (skew-Hermitian) solutions of equation AXAH + CYCH = F