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This paper focuses on the energy consumption problem in the downlink MIMO relay systems with multiple users. Power consumption under the target sum capacity is used as the energy efficient performance metric. Three transmission schemes, i.e. regenerate decode-and-forward (DF) relaying, linear non-regenerate relaying (SVD-ZFBF) and direct transmission with ZFBF are considered. The power model is developed at first, in which the power amplifier (PA) power, transmit circuit power at the base station (BS) and relay station (RS) and the receive circuit power at RS are taken into consideration. Then the power consumption expression for each scheme is derived. In order to optimize the power consumption, optimal rate allocation among different users is proposed and the energy efficient time allocation between the first and second phase for regenerate relaying is discussed. Simulation results show that optimal rate allocation can improve the energy efficiency significantly. Optimal time resource allocation of the DF scheme can further decrease the power consumption and it is the most promising scheme with the highest complexity. Furthermore, direct transmission benefits in the short distance scenario while relaying transmission benefits in the long distance scenario. Finally, the performance under different target sum capacity is discussed.