On the base of the modified conjugate gradient for solving the same constrained solution of the linear matrix equations, a modified conjugate method is presented for solving a linear matrix equations with several unknown matrices over different constrained matrices. The convergence of this method is also given. By this method, we not only can judge whether the matrix equations is consistent over different constrained matrices, but also can obtain the solution within finite iterative steps in the absence of round off errors when the matrix equations is consistent, and the different constrained solution with least-norm can be got by choosing special initial matrices. In addition, the optimal approximation matrix of the given matrix can be obtained in the set of the different constrained solution. The numerical example show that the method is quite efficient.
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