journal6 ›› 2015, Vol. 36 ›› Issue (3): 1-6.DOI: 10.3969/j.cnki.jdxb.2015.03.001

• 数学 •    下一篇

一类矩阵方程组的正交投影迭代解法

周富照,田时宇,袁艳杰   

  1. (长沙理工大学数学与计算科学学院,湖南 长沙 410004)
  • 出版日期:2015-05-25 发布日期:2015-06-03
  • 作者简介:周富照(1964—),男,湖南涟源人,长沙理工大学数学与计算科学学院教授,博士,主要从事数值代数研究.
  • 基金资助:

    国家自然科学基金资助项目(11371072)

An Orthogonal Projection Iteration Method for a Matrix Equations

ZHOU  Fu-Zhao, TIAN  Shi-Yu, YUAN  Yan-Jie   

  1. (College of Mathematics and Computing Science,Changsha University of Science and Technology,Changsha 410004,China)
  • Online:2015-05-25 Published:2015-06-03

摘要:讨论了矩阵方程组AX=BXC=D一般解的正交投影迭代解法.利用正交投影原理和一般矩阵的结构、性质构造迭代算法,再利用矩阵的奇异值分解、F-范数的正交不变性及矩阵方程组解的性质,证明了算法的收敛性,且推导出收敛速率的估计式.经数值实例验证了算法的有效性.

关键词: 矩阵方程组, 一般解, 正交投影迭代法, 最佳逼近解, 极小范数解

Abstract: An orthogonal projection iteration method for matrix equations AX=B,XC=D is studied.Firstly,the iterative method is constructed by using the theory of orthogonal projection and the properties of general matrix;secondly,its convergence is proved by using the singular value decomposition,the orthogonal invariance of F-norm and the properties for solutions of the matrix equations and the estimation of its convergence rate is obtained;finally,numerical examples are given to verify the validity of the algorithm.

Key words: matrix equations, general solution, orthogonal projection iteration method, optimal approximation, minimum norm solution

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