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求矩阵方程AXB+CXD=F的中心对称最小二乘解的迭代算法
引用本文:尚丽娜,张凯院.求矩阵方程AXB+CXD=F的中心对称最小二乘解的迭代算法[J].数学物理学报(A辑),2010,30(3):776-783.
作者姓名:尚丽娜  张凯院
作者单位:尚丽娜(西北工业大学应用数学系,西安710072;中国飞行试验研究院测试所,西安710089);张凯院(西北工业大学应用数学系,西安,710072) 
摘    要:该文建立了求矩阵方程AXB+CXD=F的中心对称最小二乘解的迭代算法.使用该算法不仅可以判断该矩阵方程的中心对称解的存在性,而且无论中心对称解是否存在,都能够在有限步迭代计算之后得到中心对称最小二乘解.选取特殊的初始矩阵时,可求得极小范数中心对称最小二乘解.同时,也能给出指定矩阵的最佳逼近中心对称矩阵.

关 键 词:矩阵方程  中心对称矩阵  最小二乘解  极小范数解  迭代算法  最佳逼近
收稿时间:2007-12-12
修稿时间:2009-08-30

An Iterative Method for the Least Squares Centrosymmetric Solution of the Matrix Equation AXB+CXD=F
SHANG Li-Na,ZHANG Kai-Yuan.An Iterative Method for the Least Squares Centrosymmetric Solution of the Matrix Equation AXB+CXD=F[J].Acta Mathematica Scientia,2010,30(3):776-783.
Authors:SHANG Li-Na  ZHANG Kai-Yuan
Institution:1. Applied Mathematics, Northwestern Polytechnical University, Xi'an 710072|2. Department of Test, Chinese Flight Test Establishment, Xi'an 710089
Abstract:An iterative method is presented to solve the minimum Frobenius norm residual problem: min AXB+CXD-F with unknown centrosymmetric matrix X. By this iterative method, for any initial centrosymmetric matrix X0, a solution X* can be obtained automatically within finite iteration steps in the absence of roundoff errors, and the solution X* with least Frobenius norm can be obtained by choosing a special initial centrosymmetric matrix. In addition, its optimal approximation matrix to a given matrix can be obtained. Numerical examples are given to show that the intertive method is quite efficient.
Keywords:Matrix equationzz  Centrosymmetric matrixzz  Least squares solutionzz  Least-norm solutionzz  Iterative methodzz  Optimal approximationzz
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