与M-矩阵相关的一类二次矩阵方程的新迭代法（英文）

本文研究与M-矩阵相关的一类二次矩阵方程的数值解法.这类方程源于马尔可夫链的带噪Wiener-Hopf问题,其解中具有实际意义的是M-矩阵解.通过简单的变换,将该二次矩阵方程转化为M-矩阵代数Riccati方程.提出一种新的迭代方法,并对其进行收敛性分析.数值实验表明,新的迭代方法是可行的,且在一定条件下比现有的一些方法更为有效.     

矩阵方程ATXA=D的条件数与向后扰动分析

讨论矩阵方程ATXA=D,该方程源于振动反问题和结构模型修正.本文利用Moore-Penrose广义逆的性质,给出该方程解的条件数的上、下界估计.同时,利用Schauder不动点理论给出该方程的向后扰动界,这些结果可用于该矩阵方程的数值计算.     

摄动离散矩阵Lyapunov方程向后误差分析

研究摄动离散矩阵Lyapunov方程解的向后误差,利用矩阵Kronecker积的性质以及矩阵范数的性质,给出方程近似解的向后误差界,最后通过数值例子说明解的向后稳定性.     

矩阵方程X-A*XqA=I(0＜q＜1)Hermite正定解的扰动分析

首先证明了非线性矩阵方程X-A~*X~qA=I(0相似文献   

一类四元数矩阵三次方程的可解性(英文)

确立了某类分块矩阵[M（₁1） M₁₂ XM₂₁ Y M₂₃Z M₃₂ M₃₃]的最大秩公式,其中,X,Y和Z是三个受限于四元数线性矩阵方程A₁X=C₁,XB₁=C₂,A₂Y=D₁,YB₂=D₂,A₃Z=E₁,ZB₃=E₂的变量矩阵.作为该公式的一项应用,我们推导出上述矩阵方程解集等同于某类四元数三次矩阵方程组A₁X=C₁,XB₁=C₂,A₂Y=D₁,YB₂=D₂,A₃Z=E₁,ZB₃=E₂,XYZ=J解集的条件.     

二次矩阵方程X~2-bX-C=O的正定解

研究二次矩阵方程X2-bX-C=O（b〉0,C为n×n阶正定阵）的正定解,证明了解的存在唯一性并且给出了求解方法.     

M-矩阵Sylvester方程的一类Smith-like迭代法（英文）

本文研究了M-矩阵Sylvester方程的数值解法,这类矩阵方程广泛出现在科学计算和工程应用的许多领域.利用M-矩阵的性质和Smith方法的思想,提出了一类Smith-like迭代法以求解M-矩阵Sylvester方程,并给出了新方法的收敛性分析.数值实验表明,新方法是可行的,而且在一定条件下也是较为有效的.     

一类线性方程组的结构向后误差分析

考虑如下结构线性方程组(A B C 0)(x y)=(a b),其中A∈R~(m×m),B∈R~(m×n),C∈R~(n×m).本文给出该类结构方程组的结构向后扰动误差的显式表达式.数值例子表明求解该类问题稳定的算法得到的解不必是强稳定的.     

带多重右边的不定最小二乘问题的条件数

本文研究了带多重右边的不定最小二乘问题的条件数,给出了范数型、混合型及分量型条件数的表达式,同时,也给出了相应的结构条件数的表达式.所考虑的结构矩阵包含Toeplitz 矩阵、Hankel矩阵、对称矩阵、三对角矩阵等线性结构矩阵与Vandermonde矩阵、Cauchy矩阵等非线性结构矩阵.数值例子显示结构条件数总是紧于非结构条件数.     

一类矩阵方程的对称次反对称解及其最佳逼近

利用矩阵的广义奇异值分解 ,得到了矩阵方程 ATXA =B有对称次反对称解的充分必要条件及其通解的表达式 ,并且给出了在矩阵方程的解集合中与给定矩阵的最佳逼近解的表达式 .     

Condition numbers and backward perturbation bound for linear matrix equations

This paper deals with the normwise perturbation theory for linear (Hermitian) matrix equations. The definition of condition number for the linear (Hermitian) matrix equations is presented. The lower and upper bounds for the condition number are derived. The estimation for the optimal backward perturbation bound for the Hermitian matrix equations is obtained. Copyright © 2010 John Wiley & Sons, Ltd.     

The homogeneous projective transformation of general quadratic matrix equations

^** Email: vassilios.tsachouridis{at}ieee.org^*** Email: basil.kouvaritakis{at}eng.ox.ac.uk Algebraic quadratic equations are a special case of a singlegeneralized algebraic quadratic matrix equation (GQME). Hence,the importance of that equation in science and engineering isevident. This paper focus on the study of solutions of thatGQME and a unified framework for the characterization and identificationof solutions at infinity and of finite solutions of generalquadratic algebraic matrix equations is presented. The analysisis based on the concept of homogeneous projective transformationfor general polynomial systems (Morgan, 1986). In addition,a numerical error analysis for the computed solutions is providedfor the assessment of numerical accuracy, stability and conditioningof the computed solutions. The proposed framework is independentof any numerical method and therefore it can be used along withvarious possible numerical methods for the GQME solution, especiallymatrix flow-based algorithms (Chu, 1994) (e.g. continuation/homotopy,Morgan, 1989).     

Backward error and perturbation bounds for high order Sylvester tensor equation

In this article, we investigate the backward error and perturbation bounds for the high order Sylvester tensor equation (STE). The bounds of the backward error and three types of upper bounds for the perturbed STE with or without dropping the second order terms are presented. The classic perturbation results for the Sylvester equation are extended to the high order case.     

Numerical analysis of a quadratic matrix equation

The quadratic matrix equation AX²+ BX + C = 0in n x nmatricesarises in applications and is of intrinsic interest as oneof the simplest nonlinear matrix equations. We give a completecharacterization of solutions in terms of the generalized Schurdecomposition and describe and compare various numerical solutiontechniques. In particular, we give a thorough treatment offunctional iteration methods based on Bernoulli’s method.Other methods considered include Newton’s method with exact line searches, symbolic solution and continued fractions.We show that functional iteration applied to the quadraticmatrix equation can provide an efficient way to solve the associated quadratic eigenvalue problem (²A + B + C)x = 0.     

A modified Tikhonov regularization method for an axisymmetric backward heat equation

This paper deals with the inverse time problem for an axisymmetric heat equation. The problem is ill-posed. A modified Tikhonov regularization method is applied to formulate regularized solution which is stably convergent to the exact one. estimate between the approximate solution and exact technical inequality and improving a priori smoothness Meanwhile, a logarithmic-HSlder type error solution is obtained by introducing a rather assumption.     

Inaccurate linear equation system with a restricted-rank error matrix

It is well-known that the solution set of an interval linear equation system is a union of convex polyhedra the number of which increases, in general, exponentially with the problem size. As a consequence, the problem of finding the interval hull of the solution set is NP-hard as J. Rohn and V. Kreinovich proved in [13]. The purpose of this paper is to show that the solution set analysis can be simplified substantially provided the rank of the error matrix is restricted even if the assumption of interval character of data errors is replaced by a more general one. Especially, in the case of a rank-one error matrix we have to look into at most two convex subsets. Besides, a dual approach to describing the solution set is discussed. The original version of this approach was suggested in [7].     

关于一类二阶矩阵方程的敏度分析

In this paper, the sensitivity of the solution for a class of quadratic matrix equation which arises in the analysis of structural systems and vibration problems is discussed. With Brouwer fixed piont theory, the perturbation of the quadratic matrix equation is analyzed and two computational perturbation bounds are derived. Then a Rice condition number of some kind of solutions is given using the analytic expansion method. Two examples are presented in the last part.     

Perturbation and error analyses for block downdating of a Cholesky decomposition

A new perturbation result is presented for the problem of block downdating a Cholesky decompositionX ^T X = R ^T R. Then, a condition number for block downdating is proposed and compared to other downdating condition numbers presented in literature recently. This new condition number is shown to give a tighter bound in many cases. Using the perturbation theory, an error analysis is presented for the block downdating algorithms based on the LINPACK downdating algorithm and stabilized hyperbolic transformations. An error analysis is also given for block downdating using Corrected Seminormal Equations (CSNE), and it is shown that for ill-conditioned downdates this method gives more accurate results than the algorithms based on the LINPACK downdating algorithm or hyperbolic transformations. We classify the problems for which the CSNE downdating method produces a downdated upper triangular matrix which is comparable in accuracy to the upper triangular factor obtained from the QR decomposition by Householder transformations on the data matrix with the row block deleted.Dedicated to Ji-guang Sun in honour of his 60th birthdayThe work of the second author was supported in part by the National Science Foundation grant CCR-9209726.     

Lower bounds for the condition number of a real confluent Vandermonde matrix

Lower bounds on the condition number of a real confluent Vandermonde matrix are established in terms of the dimension , or and the largest absolute value among all nodes that define the confluent Vandermonde matrix and the interval that contains the nodes. In particular, it is proved that for any modest (the largest multiplicity of distinct nodes), behaves no smaller than , or than if all nodes are nonnegative. It is not clear whether those bounds are asymptotically sharp for modest .

     

Class number bounds and Catalan's equation

We improve a criterion of Inkeri and show that if there is a solution to Catalan's equation

with and prime numbers greater than 3 and both congruent to 3 , then and form a double Wieferich pair. Further, we refine a result of Schwarz to obtain similar criteria when only one of the exponents is congruent to 3 . Indeed, in light of the results proved here it is reasonable to suppose that if , then and form a double Wieferich pair.