迭代求解矩阵方程AXA~T+BYB~T=C的广义中心对称解[EB/OL]
北京:中国科技论文在线
相应矩阵方程的解均可经过有限步迭代而得到.同时用这种方法得到了最佳逼近问题的解.最后给出了数值例子. 关键词: 迭代法
给出了求解矩阵方程AXA~T+BYB~T=C的广义中心对称解的一种迭代法.矩阵方程的可解性由迭代法自动判断.在不考虑机器误差等的影响时
Optimal approximation 下载PDF阅读器 PDF全文下载: 初稿 ( 258 ) 作者简介: 通信联系人: 【收录情况】 中国科技论文在线: 高红桃
尤传华
尤传华
solution pair [X, Y ] of matrix equation AXA~T+BYB~T=C
The solvability of the matrix equation can be determined automatically in the iterative process
When the matrix equation is consistent, the solution pair can be obtained within finite steps in the absence of round-off errors
Meanwhile,the optimal approximation solution for given matrix pair [X*, Y*] can be derived by this method
Finally,the numerical examples given illustrate the efficiency of the iterative algorithm
Keywords: Iterative method; Generalized centro-symmetric matrix; Least-norm solution