Common solutions to a pair of linear matrix equations A₁XB₁ = C₁ and A₂XB₂ = C₂

Penrose (4) gave a necessary and sufficient condition for the consistency of the linear matrix equation AXB = C and also its complete class of solutions. A necessary and sufficient condition for the equations AX = C, XB = D to have a common solution was given by Cecioni (3) and an expression for the general common solution by Rao and Mitra ((6), p. 25). In the present paper, we obtain a necessary and sufficient condition for the equations A 1 XB 1 = C 1 and A 2 XB 2 = C 2 to have a common solution and also an expression for the general common solution. This result isuseful in computing a constrained inverse of a matrix, a concept originallyintroduced by Bott and Duffin(2) and recently extended by Rao and Mitra(7) who consider more general constraints with the object of bringing together the various generalized inverses and pseudoinverses under a common classification scheme.