The U.S. military was unable to save the lives of four Americans who were slain at sea Tuesday, when their pirate captors suddenly shot them on their yacht off the coast of Somalia.

The hostages were travelling aboard a yacht called the S/V Quest when they were hijacked Friday off the coast of Oman.

The boat was moving closer to the Somali coast over the weekend, and the U.S. Central Command said negotiations were underway to free the two couples at the time that they were killed. A U.S. warship had been shadowing the yacht for several days.

U.S. Vice Adm. Mark Fox, the commander of U.S. naval forces for Central Command, said that the pirates fired a rocket-propelled grenade at the nearby USS Sterett during the early hours of Tuesday morning.

The projectile missed its target and gunshots were soon heard coming from the yacht, Fox said in a televised briefing.

U.S. forces rushed to the yacht, but the captured Americans could not be saved.

An initial statement from Central Command said that "the forces discovered all four hostages had been shot by their captors. Despite immediate steps to provide life-saving care, all four hostages ultimately died of their wounds."

When U.S. forces rushed to the Quest on Tuesday, they killed two pirates and arrested 13 others.

A U.S. forces member killed one of those two pirates with a knife as he went inside the yacht, Fox said.

The bodies of two other pirates were found on board the yacht, whom Central Command said were "already dead."

White House spokesperson Jay Carney said that U.S. President Barack Obama had given the military clearance on the weekend to strike against the pirates if there was an imminent threat to the hostages on board the yacht.

Fox publicly identified the dead as Jean and Scott Adam of Marina del Ray, Calif., and Phyllis Macay and Bob Riggle, both of Seattle.

Gen. James N. Mattis, the Central Command commander, said in a statement that the military offered its "deepest condolences for the innocent lives callously lost aboard the Quest."

It is believed that the Quest victims are the first American hostages to be slain by pirates.

Pirates warned of attack repercussions

Minutes before the U.S. military reported that the U.S. hostages had been killed, a Somali pirate told The Associated Press that "the hostages will be the first to go" if the Quest were to be attacked.

In a telephone interview, Abdullahi Mohamed told AP that "some pirates have even suggested rigging the yacht with land mines and explosives so as the whole yacht explodes with the first gunshot."

Mohamed claimed that he was a friend of the pirates involved in the hijacking.

Graeme Gibbon-Brookes, the head of Dryad Maritime Intelligence, said it was unclear why the pirates would provoke the U.S. by killing the hostages they held.

"We have heard threats against the lives of Americans before but it strikes me as being very, very unusual why they would kill hostages outright," Gibbon-Brookes said Tuesday.

Typically, pirates have held hostages for lengthy periods of time, in order to extract hefty ransom payments from the businesses and families to whom their captives belong. But there has been a recent trend toward a more aggressive treatment of hostages by pirates.

Yacht owners at sea for years

Earlier this year, the Quest had been taking part in an international yacht race known as the Blue Water Rally. But the yacht left the race to chart an independent course from India to Oman.

The yacht was owned by the Adams. Macay and Riggle were travelling with them.

The Adams kept an online blog that chronicled their travels at sea since the Quest's first voyage in December 2001.

According to the svquest.com website, the couple had travelled 50,000 nautical miles -- or more than 92,000 kilometres -- in trips from New Zealand to Los Angeles, as well as trips to Mexico, Canada and elsewhere.

Their website indicates that they had planned to stop in Salalah, Oman, before sailing on to the capital of Djibouti.

One section of the website indicates that the Adams took part in "friendship evangelism," in which they brought donated bibles to many remote communities they visited in their travels.

With files from The Associated Press