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ON SOLUTIONS TO THE QUATERNION MATRIX EQUATION

AXB+CY D=E∗

QING-WEN WANG†, HUA-SHENG ZHANG, AND SHAO-WEN YU

Abstract. Expressions, as well as necessary and sufficient conditions are given for the existence

of the real and pure imaginary solutions to the consistent quaternion matrix equationAXB+CY D=

E. Formulas are established for the extreme ranks of real matricesXi, Yi, i= 1,· · ·,4,in a solution pairX=X1+X2i+X3j+X4kandY =Y1+Y2i+Y3j+Y4kto this equation. Moreover, necessary and sufficient conditions are derived for all solution pairsX and Y of this equation to be real or pure imaginary, respectively. Some known results can be regarded as special cases of the results in this paper.

Key words. Quaternion matrix equation, Extreme rank, Generalized inverse.

AMS subject classifications.15A03, 15A09, 15A24, 15A33.

1. Introduction. Throughout this paper, we denote the real number field by

R, and the set of allm×nmatrices over the quaternion algebra

H={a0+a1i+a2j+a3k|i2=j2=k2=ijk=−1,a0, a1, a2, a3 ∈R} byHm×n.The symbolsI, AT, R(A), N(A),dimR(A) stand for the identity matrix

of the appropriate size, the transpose, the column right space, the row left space of a

matrixAoverH, and the dimension ofR(A),respectively. By [6], for a quaternion

matrixA,dimR(A) = dimN(A),which is called the rank ofAand denoted byr(A).

A generalized inverse of a matrix A which satisfies AA−

A = A is denoted by A−

.

Moreover,RA andLA stand for the two projectorsLA=I−A−A, RA=I−AA−

induced byA.For an arbitrary quaternion matrixM =M1+M2i+M3j+M4k, we

define a mapφ(·) fromHm×n toR4m×4n by

(1.1) φ(M) =

   

M4 M3 M2 M1

−M3 M4 M1 −M2

M2 M1 −M4 −M3

M1 −M2 M3 −M4    .

Received by the editors August 2, 2007. Accepted for publication July 21, 2008. Handling

Editor: Michael Neumann.

Department of Mathematics, Shanghai University, Shanghai 200444, P.R. China

(wqw858@yahoo.com.cn). The first author was supported by the Natural Science Foundation of China (60672160), Shanghai Pujiang Program (06PJ14039), and by the Shanghai Leading Academic Discipline Project(J50101).

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By (1.1), it is easy to verify thatφ(·) satisfies the following properties:

(a)M =N ⇐⇒ φ(M) =φ(N).

(b)φ(M+N) =φ(M) +φ(N), φ(M N) =φ(M)φ(N), φ(kM) =kφ(M), k∈R. (c)φ(M) =−T−1

m φ(M)Tn =−R−m1φ(M)Rn=Sm−1φ(M)Sn,wheret=m, n,

Rt=

0 −I2t

I2t 0

, Tt=    

0 −It 0 0

It 0 0 0

0 0 0 It

0 0 −It 0

   , St=

   

0 0 0 −It

0 0 It 0

0 −It 0 0

It 0 0 0

   .

(d)r[φ(M)] = 4r(M).

Tian [17] in 2003 gave the maximal and minimal ranks of two real matrices X0

andX1 in complex solutionX=X0+iX1 to the classical linear matrix equation

(1.2) AXB =C.

Liu [11] in 2006 investigated the extreme ranks of solution pairs X and Y,and the

extreme ranks of four real matricesX0, X1, Y0andY1in a pair of a complex solutions

X =X0+iX1 andY =Y0+iY1 to the generalized Sylvester matrix equation

(1.3) AX+Y B =C,

which is widely studied (see, e.g., [4], [5], [7], [8], [11], [13], [22]-[24], [33], [34]). As an extension of (1.2) and (1.3), the matrix equation

(1.4) AXB+CY D=E

has been well-studied in matrix theory (see, e.g., [2], [9], [10], [12], [14], [18]-[21], [35]). For instance, Baksalary and Kala [2] gave necessary and sufficient conditions

for the existence and an representation of the general solution to (1.4). Ozg¨¨ uler

[12] investigated (1.4) over a principal ideal domain. Huang and Zeng [9] considered

(1.4) over a simple Artinian ring. Wang [20]−[21] investigated (1.4) over an arbitrary

division ring and on any regular ring with identity in 1996 and 2004, respectively. Tian [19] in 2006 established formulas for extremal ranks of the solution of (1.4) over the complex number field. Note that, to our knowledge, the real and pure imaginary

solutions to (1.4) over the quaternion algebraH have not been investigated so far in

the literature. Motivated by the work mentioned above, and keeping the applications and interests of quaternion matrices in view (e.g., [1], [3], [25]-[32], [36]-[37]), in this

paper we consider the real and pure imaginary solutions to (1.4) overH. We first

derive the formulas for extremal ranks of real matricesXi, Yi, i= 1,· · ·,4,in a solution

pairX =X1+X2i+X3j+X4kandY =Y1+Y2i+Y3j+Y4kto (1.4), then use the

results to derive necessary and sufficient conditions for (1.4) over H to have a real

solution and a pure imaginary solution, respectively. Finally, we establish necessary

and sufficient conditions for all solutions (X, Y) to (1.4) over H to be real or pure

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2. Main results. In this section, we consider (1.4) over H, where A = A1+

A2i+A3j+A4k, B=B1+B2i+B3j+B4k, C=C1+C2i+C3j+C4k, D=D1+D2i+

D3j+D4k, E=E1+E2i+E3j+E4kare known andX=X1+X2i+X3j+X4k∈

Hn×s, Y =Y

1+Y2i+Y3j+Y4k ∈ Hl×k unknown; here Ai, Bi, Ci, Di, Ei, Xi and

Yi, i= 1,· · ·,4,are real matrices with suitable sizes.

The following lemmas are due to Tian (see [15], [16] and [18]) that can be gener-alized toH.

Lemma 2.1. Let AHm×k, BHl×n, CHm×i, DHj×n, EHm×n and

p(X, Y, Z) =E−AXB−CY −ZD.Then

(2.1) max

X,Y,Zr[p(X, Y, Z)] = min

 

m, n, r

E A C D 0 0

, r

 

E C B 0

D 0  

  ;

min

X,Y,Zr[p(X, Y, Z)] =r

 

E C B 0

D 0  −r

 

E A C B 0 0

D 0 0   (2.2)

+r

E A C D 0 0

−r(C)−r(D).

Lemma 2.2. Let A∈Hm×n, BHm×k andCHl×n. Then

r(B, ALC) =r

B A

0 C

−r(C); r

C RBA

=r

C 0

A B

−r(B).

Lemma 2.3. Suppose that matrix equation (1.4) is consistent over H. Then its general solutions can be expressed as

X =X0+S1LGU RHT1+LAV1+V2RB,

(2.3)

Y =Y0+S2LGU RHT2+LCW1+W2RD

(2.4)

where X0 andY0 are a pair of special solutions of (1.4), S1 = (Ip,0), S2= (0, Is),

T1= (Iq,0)T,T2= (0, It)T, G= (A, C), H=

BT,−DTT,the quaternion matrices

U , V1, V2, W1 andW2 are arbitrary with suitable sizes.

In the following theorems and corollaries,X0,Y0,S1,S2,T1,T2, G and H are de-fined as in Lemma 2.3.

Theorem 2.4. Matrix equation (1.4) is consistent over H if and only if the matrix equation

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is consistent overR. In that case, the general solution of (1.4) overH can be written as

X =X1+X2i+X3j+X4k (2.6)

=1

4(X11+X22−X33−X44) + 1

4(X12−X21+X43−X34)i

+1

4(X13+X31−X24−X42)j+ 1

4(X41+X14+X32+X23)k,

Y =Y1+Y2i+Y3j+Y4k (2.7)

=1

4(Y11+Y22−Y33−Y44) + 1

4(Y12−Y21+Y43−Y34)i

+1

4(Y31+Y13−Y24−Y42)j+ 1

4(Y41+Y14+Y32+Y23)k.

Written in an explicit form,Xi andYi, i= 1,· · ·,4, in (2.6) are as follows.

X1= 1

4P1φ(X0)Q1+ 1

4P2φ(X0)Q2− 1

4P3φ(X0)Q3− 1

4P4φ(X0)Q4 (2.8)

+1

4(P1R1, P2R1,−P3R1,−P4R1)U    

L1Q1

L1Q2

L1Q3

L1Q4    

+P1Lφ(A), P2Lφ(A),−P3Lφ(A),−P4Lφ(A)

V+U

   

Rφ(B)Q1

Rφ(B)Q2

−Rφ(B)Q3

−Rφ(B)Q4    ,

X2= 1

4P1φ(X0)Q2− 1

4P2φ(X0)Q1+ 1

4P4φ(X0)Q3− 1

4P3φ(X0)Q4 (2.9)

+1

4(P1R1,−P2R1,−P3R1, P4R1)U    

L1Q2

L1Q1

L1Q4

L1Q3    

+−P2Lφ(A), P1Lφ(A), P4Lφ(A),−P3Lφ(A)

V +U

   

−Rφ(B)Q2

Rφ(B)Q1

Rφ(B)Q4

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X3= 1

4P1φ(X0)Q3− 1

4P2φ(X0)Q4+ 1

4P3φ(X0)Q1− 1

4P4φ(X0)Q2 (2.10)

+1

4(P1R1,−P2R1, P3R1,−P4R1)U    

L1Q3

L1Q4

L1Q1

L1Q2    

+P3Lφ(A),−P2Lφ(A), P1Lφ(A),−P4Lφ(A)

V +U

   

Rφ(B)Q3

−Rφ(B)Q2

Rφ(B)Q1

−Rφ(B)Q4    ,

X4= 1

4P1φ(X0)Q4+ 1

4P2φ(X0)Q3+ 1

4P3φ(X0)Q2+ 1

4P4φ(X0)Q1 (2.11)

+1

4(P1R1, P2R1, P3R1, P4R1)U    

L1Q4

L1Q3

L1Q2

L1Q1    

+P4Lφ(A), P3Lφ(A), P2Lφ(A), P1Lφ(A)

V +U

   

Rφ(B)Q4

Rφ(B)Q3

Rφ(B)Q2

Rφ(B)Q1    ,

Y1= 1

4S1φ(Y0)T1+ 1

4S2φ(Y0)T2− 1

4S3φ(Y0)T3− 1

4S4φ(Y0)T4 (2.12)

+1

4(S1R2, S2R2,−S3R2,−S4R2)U    

L2T1

L2T2

L2T3

L2T4    

+S1Lφ(A), S2Lφ(A),−S3Lφ(A),−S4Lφ(A) U+W    

Rφ(B)T1

Rφ(B)T2

−Rφ(B)T3

(6)

Y2= 1

4S1φ(Y0)T2− 1

4S2φ(Y0)T1− 1

4S3φ(Y0)T4+ 1

4S4φ(Y0)T3 (2.13)

+1

4(S1R2,−S2R2,−S3R2, S4R2)U    

L2T2

L2T1

L2T4

L2T3    

+−S2Lφ(A), S1Lφ(A), S4Lφ(A),−S3Lφ(A) U+W    

−Rφ(B)T2

Rφ(B)T1

Rφ(B)T4

−Rφ(B)T3    ,

Y3= 1

4S1φ(Y0)T3− 1

4S2φ(Y0)T4+ 1

4S3φ(Y0)T1− 1

4S4φ(Y0)T2 (2.14)

+1

4(S1R2,−S2R2, S3R2,−S4R2)U    

L2T3

L2T4

L2T1

L2T2    

+S3Lφ(A),−S4Lφ(A), S1Lφ(A),−S2Lφ(A) U+W    

Rφ(B)T3

−Rφ(B)T4

Rφ(B)T1

−Rφ(B)T2    ,

Y4= 1

4S1φ(Y0)T4+ 1

4S2φ(Y0)T3+ 1

4S3φ(Y0)T2+ 1

4S4φ(Y0)T1 (2.15)

+1

4(S1R2, S2R2, S3R2, S4R2)U    

L2T4

L2T3

L2T2

L2T1    

+S4Lφ(A), S3Lφ(A), S2Lφ(A), S1Lφ(A) U+W    

Rφ(B)T4

Rφ(B)T3

Rφ(B)T2

Rφ(B)T1    ,

where

P1= (Ip,0,0,0), P2= (0, Ip,0,0), P3= (0,0, Ip,0), P4= (0,0,0, Ip),

S1= (Im,0,0,0), S2= (0, Im,0,0), S3= (0,0, Im,0), S4= (0,0,0, Im),

Q1= (In,0,0,0)T, Q2= (0, In,0,0)T, Q3= (0,0, In,0)T, Q4= (0,0,0, In)T,

T1= (Iq,0,0,0)T, T2= (0, Iq,0,0)T, T3= (0,0, Iq,0)T, T4= (0,0,0, Iq)T,

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andU,U , U , Vˆ andW are arbitrary real matrices with compatible sizes.

Proof. Suppose that (1.4) has a solution pairX, Y overH. Applying properties (a) and (b) ofφ(·) above to (1.4) yields

φ(A)φ(X)φ(B) +φ(C)φ(Y)φ(D) =φ(E),

which implies thatφ(X), φ(Y) is a solution pair to (2.5). Conversely, suppose that

(2.5) has a solution pair

ˆ

X = (Xij)4×4, Yˆ = (Yij)4×4, i, j= 1,2,3,4. i.e.

φ(A) ˆXφ(B) +φ(C) ˆY φ(D) =φ(E).

Then, applying property (c) ofφ(·) above, it yields

T−1

m φ(A)TpXTˆ q−1φ(B)Tn+Tm−1φ(C)TpY Tˆ q−1φ(D)Tn =−Tm−1φ(E)Tn,

R−1

mφ(A)RpXRˆ −q1φ(B)Rn+Rm−1φ(C)RpY Rˆ q−1φ(D)Rn =−Rm−1φ(E)Rn,

S−1

m φ(A)SpXSˆ q−1φ(B)Sn+Sm−1φ(C)SpY Sˆ q−1φ(D)Sn =S−m1φ(E)Sn.

Hence,

φ(A)TpXTˆ q−1φ(B) +φ(C)TmY Tˆ q−1φ(D) =φ(E),

φ(A)RpXRˆ n−1φ(B) +φ(C)RmY Rˆ −q1φ(D) =φ(E),

φ(A)SpXSˆ n−1φ(B) +φ(C)SmY Sˆ q−1φ(D) =φ(E),

which implies thatTpXTˆ n−1, TmY Tˆ q−1, RpXRˆ −n1, RmY Rˆ q−1andSpXSˆ n−1, SmY Sˆ q−1are

also solutions of (2.5). Thus, 1

4( ˆX−TpXTˆ

−1

n −RpXRˆ −n1+SpXSˆ n−1),

1

4( ˆY −TmY Tˆ

−1

q −RmY Rˆ −q1+SmY Sˆ q−1)

is a solution pair of (2.5), where

ˆ

X−TpXTˆ n−1−RpXRˆ −n1+SpXSˆ n−1=

Xij

4×4, i, j= 1,2,3,4 and

X11=X11+X22−X33−X44,X12=X12−X21+X43−X34,

X13=X13+X31−X24−X42,X14=X41+X14+X32+X23,

X21=X21−X12+X34−X43,X22=X11+X22−X33−X44,

X23=X41+X14+X32+X23,X24=X24+X42−X13−X31,

X31=X13+X31−X24−X42,X32=X41+X14+X32+X23,

X33=X33+X44−X11−X22,X34=X21−X12+X34−X43,

X41=X41+X14+X32+X23,X42=X24+X42−X13−X31,

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ˆ

Y −TmY Tˆ q−1−RmY Rˆ q−1+SmY Sˆ q−1 has a form similar to

Xij

4×4. We omit it here for simplicity.

Let

X =1

4(X11+X22−X33−X44) + 1

4(X12−X21+X43−X34)i

+1

4(X13+X31−X24−X42)j+ 1

4(X41+X14+X32+X23)k,

Y =1

4(Y11+Y22−Y33−Y44) + 1

4(Y12−Y21+Y43−Y34)i

+1

4(Y31+Y13−Y24−Y42)j+ 1

4(Y41+Y14+Y32+Y23)k. Then, by (1.1),

φ(X) = 1

4( ˆX−TpXTˆ

−1

n −RpXRˆ −n1+SpXSˆ n−1),

φ(Y) = 1

4( ˆY −TmY Tˆ

−1

q −RmY Rˆ −q1+SmY Sˆ q−1)

is a solution pair of (2.5). Hence, by property (a) of φ(·), we know that X, Y is a solution pair of (1.4). The above discussion shows that the two matrix equations (1.4) and (2.5) have the same solvability condition and their solutions satisfy (2.6) and (2.7). Observe thatXij andYij, i, j= 1,2,3,4 in (2.5) can be written as

Xij =PiXQ j, Yij =SiY T j.

From Lemma 2.3, the general solution to (2.5) can be written as

X =φ(X0) +φ(S1)Lφ(G)U Rφ(H)φ(T1) + 4Lφ(A)V + 4UTRφ(B),

Y =φ(Y0) +φ(S2)Lφ(G)U Rφ(H)φ(T2) + 4Lφ(C)U+ 4WTRφ(D). Hence,

Xij =Piφ(X0)Qj+Piφ(S1)Lφ(G)U Rφ(H)φ(T1)Qj+ 4PiLφ(A)Vj+ 4UiRφ(B)Qj,

Yij =Siφ(Y0)Tj+Siφ(S2)Lφ(G)U Rφ(H)φ(T2)Tj+ 4SiLφ(C)Uˆj+ 4WiRφ(D)Tj,

whereU , U1,· · ·, U4∈Rp×4q, V1,· · · , V4∈R4p×q,Uˆ1,· · · ,Uˆ4∈R4p×q,W1,· · ·, W4∈

Rp×4q are arbitrary, and

V = (V1, V2, V3, V4),UT =U1T, U2T, U3T, U4T

,

U =Uˆ1,Uˆ2,Uˆ3,Uˆ4

, WT =W1T, W2T, W3T, W4T.

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Now we consider the extreme ranks of real matrices X1,· · ·, X4 and Y1,· · · , Y4 in the solution (X, Y) to (1.4) overH.

Theorem 2.5. Suppose that (1.4) over H is consistent, and fori, j= 1,2,3,4,

Ji=

Xi∈Rn×s|A(X1+X2i+X3j+X4k)B+C(Y1+Y2i+Y3j+Y4k)D=E

,

Kj=

Yj ∈Rl×k|A(X1+X2i+X3j+X4k)B+C(Y1+Y2i+Y3j+Y4k)D=E

.

Then we have the following:

(a)The maximal and minimal ranks of Xi in the solutionX =X1+X2i+X3j+X4k to (1.4) are given by

max

Xi∈Ji

r(Xi) = min

p, q, p+q+r

0 0 Bi

Ai φ(C) φ(E)

−4(r(B)−r(A, C)),

p+q+r

  

0 Bi

0 φ(D)

Ai φ(E)

 

−4r(A)−4r

B D   , min

Xi∈Ji

r(Xi) =r

0 0 Bi

Ai φ(C) φ(E)

+r

  

0 Bi

0 φ(D)

Ai φ(E)

  −r   

0 0 Bi

0 0 φ(D)

Ai φ(C) φ(E)

  

where

A1=    

A2 A3 −A4

−A1 −A4 −A3

A4 −A1 A2

A3 −A2 −A1    ,A2=

   

−A1 A3 −A4

−A2 −A4 −A3

−A3 −A1 A2

A4 −A2 −A1    ,

A3=    

−A1 A2 −A4

−A2 −A1 −A3

−A3 A4 A2

A4 A3 −A1    ,A4=

   

−A1 A2 A3

−A2 −A1 −A4

−A3 A4 −A1

A4 A3 −A2    ,

B1=  

−B2 −B1 −B4 −B3

−B3 −B4 −B1 B2

B4 B3 −B2 −B1  ,B2=

 

−B1 B2 B3 −B4

−B3 −B4 −B1 B2

B4 B3 −B2 −B1  ,

B3=  

−B1 B2 B3 −B4

−B2 −B1 −B4 −B3

B4 B3 −B2 −B1  ,B4=

 

−B1 B2 B3 −B4

−B2 −B1 −B4 −B3

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(b) The maximal and minimal ranks ofYj in the solutionY =Y1+Y2i+Y3j+Y4k to (1.4) are given by

max

Yj∈Kj

r(Yj) = min

s, t, s+t+r

0 0 Dj

Cj φ(A) φ(E)

−4r(B)−4r(C, A)

s+t+r

  

0 Dj

0 φ(B)

Cj φ(E)

 

−4r(C)−4r

B D   , min

Yj∈Kj

r(Yj) =r

0 0 Dj

Cj φ(A) φ(E)

+r

  

0 Dj

0 φ(B)

Cj φ(E)

  −r   

0 0 Dj

0 0 φ(B)

Cj φ(A) φ(E)

  

where

C1=    

C2 C3 −C4

−C1 −C4 −C3

C4 −C1 C2

C3 −C2 −C1    ,C2=

   

−C1 C3 −C4

−C2 −C4 −C3

−C3 −C1 C2

C4 −C2 −C1    ,

C3=    

−C1 C2 −C4

−C2 −C1 −C3

−C3 C4 C2

C4 C3 −C1    ,C4=

   

−C1 C2 C3

−C2 −C1 −C4

−C3 C4 −C1

C4 C3 −C2    ,

D1=  

−D2 −D1 −D4 −D3

−D3 D4 −D1 D2

D4 D3 −D2 −D1  ,D2=

 

−D1 D2 D3 −D4

−D3 D4 −D1 D2

D4 D3 −D2 −D1  ,

D3=  

−D1 D2 D3 −D4

−D2 −D1 −D4 −D3

D4 D3 −D2 −D1  ,D4=

 

−D1 D2 D3 −D4

−D2 −D1 −D4 −D3

−D3 D4 −D1 D2  .

Proof. We only derive the maximal and minimal ranks of the matrixX1; the otherr(Xi), r(Yj) can be established similarly. Applying (2.1) and (2.2) to (2.8), we

get the following

max

X1∈J1

r(X1) = min{p, q, r(M1), r(M2)}, min

X1∈J1

(11)

where

M1=

X0 P P

Q 0 0

, M2=   

X0 P

Q 0

Q 0   , M3=

  

X0 P P

Q 0 0

Q 0 0   ,

X0= 1

4P1φ(X0)Q1+ 1

4P2φ(X0)Q2− 1

4P3φ(X0)Q3− 1

4P4φ(X0)Q4,

P=P1Lφ(A), P2Lφ(A),−P3Lφ(A),−P4Lφ(A)

,

P=P1φ(S1)Lφ(G), P2φ(S1)Lφ(G),−P3φ(S1)Lφ(G),−P4φ(S1)Lφ(G) , Q=    

Rφ(B)Q1

Rφ(B)Q2

−Rφ(B)Q3

−Rφ(B)Q4    ,Q=

    

Rφ(H)φ(T1)Q1

Rφ(H)φ(T1)Q2

Rφ(H)φ(T1)Q3

Rφ(H)φ(T1)Q4     .

By Lemma 2.2, block Gaussian elimination andAX0B+CY0D =E, we have that

r(LA) =p−r(A), r(RB) =q−r(B),

r(M1) =     

X0 P P 0

Q 0 0 Ψ (B)

0 Ψ (A) 0 0

0 0 Ψ (G) 0

   

−4r(φ(A))−4r(φ(B))−4r(φ(G))

=r

#

0 0 φ(B1)

φ(A1) φ(C) φ(E) $

+p+q−4r(B)−4r(G)

where

P= (P1, P2,−P3,−P4), P =

P1φ(S1), P2φ(S1),−P3φ(S1),−P4φ(S1) , Q=     Q1 Q2 −Q3 −Q4   

, Ψ (Z) =    

φ(Z) 0 0 0

0 φ(Z) 0 0

0 0 φ(Z) 0

0 0 0 φ(Z)

  

, Z=A, B, G.

In the same manner, we can simplifyr(M2) andr(M3) as follows.

r(M2) =r   

0 B1

0 φ(D)

A1 φ(E)  

+p+q−4r(A)−4r(H),

r(M3) =r   

0 0 B1

0 0 φ(D)

A1 φ(C) φ(E)  

(12)

Thus, we have the results for the extreme ranks of the matrix X1 in (a). Similarly, applying (2.1) and (2.2) to (2.9), (2.10), (2.11), (2.12), (2.13), (2.14), (2.15) yields the other results in (a),(b).

In the following corollaries,Ai,Bi,Cj and Dj (i, j= 1,2,3,4) are defined as in

Theorem 2.5.

Corollary 2.6. Suppose that (1.4) over H is consistent. Then (a)(1.4) has a real solution forX if and only if

r

0 0 Bi

Ai φ(C) φ(E)

+r

  

0 Bi

0 φ(D)

Ai φ(E)

  =r

  

0 0 Bi

0 0 φ(D)

Ai φ(C) φ(E)

 

, i= 2,3,4.

In that case, the real solution X can be expressed as X=X1in (2.8). (b)All the solutions of (1.4) for X are real if and only if

p+q+r

0 0 Bi

Ai φ(C) φ(E)

= 4r(B) + 4r(A, C)

or

p+q+r

  

0 Bi

0 φ(D)

Ai φ(E)

 

= 4r(A) + 4r

B D

, i= 2,3,4.

In that case, the real solutions X can be expressed asX=X1 in (2.8). (c)(1.4) has a pure imaginary solution for X if and only if

r

0 0 B1

A1 φ(C) φ(E)

+r

  

0 B1

0 φ(D)

A1 φ(E)   =r

  

0 0 B1

0 0 φ(D)

A1 φ(C) φ(E)   .

In that case, the pure imaginary solution can be expressed asX =X2i+X3j+X4k whereX2,X3 andX4 are expressed as (2.9), (2.10) and (2.11), respectively.

(d)All the solutions of (1.4) forX are pure imaginary if and only if

p+q+r

0 0 B1

A1 φ(C) φ(E)

= 4r(B) + 4r(A, C)

or

p+q+r

  

0 B1

0 φ(D)

A1 φ(E)  

= 4r(A) + 4r

B D

(13)

In that case, the pure imaginary solutions can be expressed asX =X2i+X3j+X4k, whereX2, X3 andX4 are expressed as (2.9), (2.10) and (2.11), respectively.

Using the same method, we can get the corresponding results onY.

We now consider all solution pairsX andY to (1.4) overH to be real or pure

imaginary, respectively.

Theorem 2.7. Suppose that (1.4) overH is consistent,q(X1, Y1) =E−AX1B

CY1D, andJ1,K1 as in Theorem 2.2 are two independent sets. Then (2.16)

max

X1∈J1, Y1∈K1

r[q(X1, Y1)] = min %

r(A) +r(C)−r(A, C), r(B) +r(D)−r

B D

&

.

In particular:

(a)The solutions(X1, Y1)of (1.4) overH are independent, that is, for anyX1∈J1 andY1∈K1 the solutions X1 andY1 satisfy (1.4) over H if and only if

(2.17) r(A, C) =r(A) +r(C) orr

B D

=r(B) +r(D).

(b) Under (2.17), the general solution of (1.4) over H can be written as the two independent forms

X=X0+S1LGU1RHT1+LAV1+V2RB,

(2.18)

Y =Y0+S2LGU2RHT2+LCW1+W2RD,

(2.19)

where (X0, Y0) is a particular real solution of (1.4), U1, U2, V1, V2, W1 and W2 are arbitrary.

Proof. Writing (2.3) and (2.4) as two independent matrix expressions, that is,

replacing U in (2.3) and (2.4) by U1 and U2 respectively, then taking them into

E−AX1B−CY1D yields

q(X1, Y1) =E−AX0B−CY0D−AS1LGU1RHT1B−CS2LGU2RHT2D =AS1LG(−U1+U2)RHT1B,

whereU1 andU2 are arbitrary. Then by (2.1), it follows that

max

X1∈J1, Y1∈K1

r[q(X1, Y1)] = max

U1,U2

rAS1LG(−U1+U2)RHT1B

= min'rAS1LG

(14)

where

rAS1LG

=r

AS1

G

−r(G) =r(A) +r(C)−r(G),

rRHT1B

=rT1B, H

−r(H) =r(B) +r(D)−r(H).

Therefore, we have (2.16). The result in (2.17) follows directly from (2.16) and the solutions in (2.18) and (2.19) follow from (2.3) and (2.4).

Corollary 2.8. Suppose that (1.4) overH is consistent, and (2.17) holds. Then (a)All solution pairs X andY to (1.4) overH are real if and only if

p+q+r

0 0 Bi

Ai φ(C) φ(E)

= 4r(B) + 4r(A, C)

or

p+q+r

  

0 Bi

0 φ(D)

Ai φ(E)

 

= 4r(A) + 4r

B D

and

s+t+r

0 0 Dj

Cj φ(A) φ(E)

= 4r(B) + 4r(A, C)

or

s+t+r

 

0 Db

j

0 φ(B)

b

Cj φ(E)

= 4r(C) + 4r

B D

, i, j= 2,3,4.

(b)All solution pairs X andY to (1.4) over H are imaginary if and only if

p+q+r

#

0 0 B1

A1 φ(C) φ(E) $

= 4r(B) + 4r(A, C)

or

p+q+r

  

0 B1

0 φ(D)

A1 φ(E)  

= 4r(A) + 4r

B D

and

s+t+r

0 0 D1

C1 φ(A) φ(E)

(15)

or

s+t+r

  

0 D1

0 φ(B)

C1 φ(E)  

= 4r(C) + 4r

B D

.

Remark 2.9. The main results of [11], [17] and [19] can be regarded as special

cases of results in this paper.

Acknowledgment. The authors would like to thank Professor Michael Neumann and a referee very much for their valuable suggestions and comments, which resulted in great improvement of the original manuscript.

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