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矩阵方程X+A~*X~(-q)A=I(q>0)的Hermite正定解 总被引:13,自引:2,他引:13
1.引言 本文研究矩阵方程 X+A*X-qA=I (1)的Hermite正定解,其中I是一个n×n阶单位矩阵, A是一个n×n阶复矩阵, q是实数且q>0.q=1,q=2时的方程是从动态规划,随机过滤,控制理论和统计学中推导出来的,最近已有许多人对此进行了研究(见参考文献[1,2,4]),本文我们将研究方程(1)的解的存在性和解的性质,并讨论迭代求解及迭代解的收敛性. 对于Hermite矩阵X和Y,文中X≥Y表示X-Y是半正定的,X>y表示X-Y是正定的;对于方阵M,M*表示M的共轭转置,ρ(M)表示M的谱半径,λi(M) 相似文献
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矩阵方程X+A*X-nA=I的正定解 总被引:5,自引:1,他引:5
廖安平 《高等学校计算数学学报》2004,26(2):156-161
In this paper we give some sufficient conditions and some necessary conditions under which the matrix equation X A^*X^-nA=I has a positive definite solution. An iterative method which converges to a positive definite solution of this equation is constructed. And an error estimate formula on this iterative method is also derived. 相似文献
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矩阵方程X-A~*X~qA=Q(q>0)的Hermite正定解 总被引:1,自引:0,他引:1
本文讨论了矩阵方程X-A*XqA=Q(q>0)的Hermite正定解,给出了q>1时解存在的必要条件,存在区间,以及迭代求解的方法.证明了0
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考虑非线性矩阵方程X-A~*X~(-1)A=Q,其中A是n阶复矩阵,Q是n阶Hermite正定解,A~*是矩阵A的共轭转置.本文证明了此方程存在唯一的正定解,并推导出此正定解的扰动边界和条件数的显式表达式.以上结果用数值例子加以说明. 相似文献
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考虑非线性矩阵方程X-A*X-1A=Q,其中A是n阶复矩阵,Q是n阶Hermite正定解,A*是矩阵A的共轭转置.本文证明了此方程存在唯一的正定解,并推导出此正定解的扰动边界和条件数的显式表达式.以上结果用数值例子加以说明. 相似文献
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矩阵方程X=Q+A~* (I_m⊕ X-C)~(-1) A的Hermitian正定解 总被引:1,自引:0,他引:1
研究了一类来源于插值理论的非线性矩阵方程.利用Kronecker积的性质以及Banach空间单调有界序列收敛原理证明了此类方程正定解的存在唯一性.另外也给出了此方程正定解的范围. 相似文献
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Yu-hai Zhang 《计算数学(英文版)》2005,23(4):408-418
The Hermitian positive definite solutions of the matrix equation X-A^*X^-2 A=I are studied. A theorem for existence of solutions is given for every complex matrix A. A solution in case A is normal is given. The basic fixed point iterations for the equation are discussed in detail. Some convergence conditions of the basic fixed point iterations to approximate the solutions to the equation are given. 相似文献
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矩阵方程aX2+bX+cE=O的正定解和实对称解 总被引:2,自引:1,他引:2
给出了矩阵方程aX2+bX+cE=O,a,b,c∈R,a≠0有正定解,实对称解的充分必要条件及解的一般形式. 相似文献
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Minghui Wang Musheng Wei 《高等学校计算数学学报(英文版)》2006,15(1):67-73
In this paper,we study several iterative methods for finding the maximal-like solution of the matrix equation X A~*X~(-2)A=I,and deduce some properties of the maximal-like solution with these methods. 相似文献
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《应用数学与计算数学学报》2021,(1):123-135
In this paper,we study the nonlinear matrix equation X-AH(X)-1A =Q,where A,Q ∈ Cn×n,Q is a Hermitian positive definite matrix and X ∈ Cn×n is an unknown matrix.... 相似文献
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In this article, we discuss the positive definite solutions of the operator equation X m + A * X -n A = I , , on a Hilbert space. Necessary and sufficient conditions for the existence of a positive semi-definite solution are derived. Under some conditions, two effective iterative methods for getting a positive definite solution of this equation are proposed and error estimations are obtained. 相似文献
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In this paper, Hermitian positive definite solutions of the nonlinear matrix equation X + A^*X^-qA = Q (q≥1) are studied. Some new necessary and sufficient conditions for the existence of solutions are obtained. Two iterative methods are presented to compute the smallest and the quasi largest positive definite solutions, and the convergence analysis is also given. The theoretical results are illustrated by numerical examples. 相似文献
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提出了矩阵方程aX2+bX+cIn=O,a,b,c∈R且a≠0,In是n阶单位矩阵,X∈Cn×n的一种解法.首先将方程转化为Y2=O或In,然后讨论了Y的所有解,最后根据转化式,得到了原方程中X的所有解. 相似文献
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提出了矩阵方程aX2+bX+cIn=O,a,b,c∈R且a≠0,In是n阶单位矩阵,X∈Cn×n的一种解法.首先将方程转化为Y2=O或In,然后讨论了Y的所有解,最后根据转化式,得到了原方程中X的所有解. 相似文献
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Kh. D. Ikramov 《Mathematical Notes》2002,71(3-4):500-504
Solvability conditions are examined for the matrix equation
, which cannot be found in the well-known reference books on matrix theory. Methods for constructing solutions to this equation are indicated. 相似文献