双变量矩阵方程组对称最小二乘解的迭代算法

本文研究了求双变量线性矩阵方程组的对称最小二乘解的问题.利用求解线性代数方程组的共轭梯度法的基本思想,通过对有关矩阵和系数的变形与近似处理,建立了一种迭代算法.拓宽了共轭梯度法的适用范围.算例表明,迭代算法是有效的.     

AN ITERATED-SUBSPACE MINIMIZATION METHODS WITH SYMMETRIC RANK-ONE UPDATING

We consider an Iterated-Subspace Minimization(ISM) method for solving large-scale unconstrained minimization problems.At each major iteration of the method, a two-dimensional manifold, the iterated subspace, is constructed and an approximate minimizer of the objective function in this manifold then determined, and a symmetric rank-one updating is used to solve the inner minimization problem.