矩阵方程AXAT+BYBT=C的对称与反对称最小范数最小二乘解

对于任意给定的矩阵A∈Rk×m,B∈Rk×n和C∈Rk×k,利用奇异值分解和广义奇异值分解,我们给出了矩阵方程AXAT+BYBT=C的对称与反对称最小范数最小二乘解的表达式.     

OPTIMAL APPROXIMATE SOLUTION OF THE MATRIX EQUATION AXB = C OVER SYMMETRIC MATRICES

Let SE denote the least-squares symmetric solution set of the matrix equation A×B = C, where A, B and C are given matrices of suitable size. To find the optimal approximate solution in the set SE to a given matrix, we give a new feasible method based on the projection theorem, the generalized SVD and the canonical correction decomposition.     

A NEW SECANT METHOD FOR NONLINEAR LEAST SQUARES PROBLEMS

This paper is concerned with the solution of the nonlinear least squares problems. A new secant method is suggested in this paper, which is based on an affine model of the objective function and updates the first-order approximation each step when the iterations proceed. We present an algorithm which combines the new secant method with Gauss-Newton method for general nonlinear least squares problems. Furthermore, we prove that this algorithm is Q-superlinearly convergent for large residual problems under mild conditions.     

A NONMONOTONE TRUST REGION METHOD FOR NONLINEAR LEAST SQUARES PROBLEMS

In this paper we present a nonmonotone trust region method for nonlinear least squares problems with zero-residual and prove its convergence properties. The extensive numerical results are reported which show that the nonmonotone trust region method is generally superior to the usual trust region method.     

A PARALLEL NONOVERLAPPING DOMAIN DECOMPOSITION METHOD FOR STOKES PROBLEMS

A nonoverlapping domain decomposition iterative procedure is developed and analyzed for generalized Stokes problems and their finite element approximate problems in R^N（N=2,3）. The method is based on a mixed-type consistency condition with two parameters as a transmission condition together with a derivative-free transmission data updating technique on the artificial interfaces. The method can be applied to a general multi-subdomain decomposition and implemented on parallel machines with local simple communications naturally.     

A SUCCESSIVE LEAST SQUARES METHOD FOR STRUCTURED TOTAL LEAST SQUARES

A new method for Total Least Squares (TLS) problems is presented. It differs from previous approaches and is based on the solution of successive Least Squares problems.The method is quite suitable for Structured TLS (STLS) problems. We study mostly the case of Toeplitz matrices in this paper. The numerical tests illustrate that the method converges to the solution fast for Toeplitz STLS problems. Since the method is designed for general TLS problems, other structured problems can be treated similarly.     

ON THE LEAST SQUARES PROBLEM OF A MATRIX EQUATION

1.IntroductionThepurposeofthispaperistostudytheleastsquaresproblemofthematrixequationF~PGwithrespecttoPcSa,i.e.(PI)R\qIIF--PGll,whereF,GERnxmandG/0.Where11'11denotestheFrobeniusnorm,andSa~{XeS"fX20},S"={XER"""IX=X"}.Problem(PI)wasfirstformulatedbyAll...     

关于最小二乘QR分解算法(LSQR)的一个注记

本文从最小多项式出发,通过寻找包含奇异线性系统Ax=b最小范数解的一个解空间,获得了一个更简单的求解广义逆的计算公式.并从理论上对最小二乘QR分解算法（LSQR）收敛性进行了简单分析,分析表明LSQR的收敛性与矩阵A的非零奇异值密切相关,并用A的非零奇异值以及所寻找到的最小范数解空间将最小范数解线性表出.     

Van der Pol方程周期解的分解算法

1 引言 动力系统周期解方程的研究是一个重要而有兴趣的问题,当系统周期解的方程能够写出来时,不但可以确定它的准确或近似位置,而且还可以研究当周期解因微分方程中的参数变动而消失时,它是否跑到二维复空间中去,对于人所熟知的van der Pol方程     

非线性最小二乘问题的信赖域方法

本文提出一个新的非线性最小二乘的信赖域方法,在该方法中每个信赖域子问题只需要一次求解,而且每次迭代的一维搜索步长因子是给定的,避开一维搜索的环节,大大地提高了算法效率.文中证明了在一定的条件下算法的全局收敛性.     

EXTENDED OBLIQUE PROJECTION METHOD FOR GENERALIZED LEAST SQUARES PROBLEM

We extend the oblique projection method given by Y.Saad to solve the generalized least squares problem. The corresponding oblique projection operator is presented and the convergence theorems are proved. Some necessary and sufficient conditions for computing the solution or the minimum N-norm solution of the min || A x- b ||M2 have been proposed as well.     

关于一类奇异两点边值问题的 Chawla样条方法

1、引言 本文考虑如下的奇异两点边值问题。-1/w（x）（p（x）y＇（x））＇ = f（x,y（x））, x ∈ （0, 1）（1）limx→0＋ p（x）y＇（x） = 0,y（1）=A（2）。     

矩阵方程AXB=D的最小二乘Hermite解及其加权最佳逼近

本中,我们讨论了矩阵方程AXB=D的最小二乘Hermite解,通过运用广义奇异值分解(GSVD)，获得了解的通式。此外,对于给定矩阵F，也得到了它的加权最佳逼近表达式。     

非定常的热传导-对流问题的Petrov最小二乘混合有限元法及其误差估计

文提出了非定常的热传导-对流方程的一种Petrov最小二乘混合有限元法.Petrov最小二乘混合有限元法可以回避Babuska-Brezzi条件的约束,使得有限元空间可以自由地选择并获得最优阶的误差估计.     

矩阵方程ATXB+BTXTA=D的极小范数最小二乘解

1引言本文用Rm×n表示所有m×n实矩阵全体,ORn×n,ASRn×n分别表示n×n实正交矩阵类与反对称矩阵类.‖·‖F表示矩阵的Frobenius范数,A+为矩阵A的Moore-Penrose广义逆,A*B与A(?)B分别表示矩阵4与B的Hadamard乘积及Kronecker乘积,即若A=(aij),B=(bij),则A*B=(ajibij),A(?)B=(aijB),vec4表示矩阵A的按行拉直,即若A=[aT1,aT2,…,aTm],其中ai为A的行向量,则vecA=(a1a2…am)T.设A∈Rn×m,B∈Rp×m,D∈Rm×m,我们考虑不相容线性矩阵方程ATXB+BTXTA=D(1.1)     

定常的热传导-对流问题的Galerkin/Petrov最小二乘混合元方法

1.引言 热传导-对流问题是大气动力学中的一个重要的方程,这个方程组也称为强迫耗散的非线性系统方程组,其较Navier-Stokes方程多了一个未知函数温度场,且温度与速度和压力之间存在着复杂的非线性关系.从热动力学可知,任何运动都会产生热量即有温度,而且温度与速度和压力之间必定互相转化,因此对该非线性系统的研究更具有实际意义.[1]先对     

矩阵方程AXB+CYD=E对称最小范数最小二乘解的极小残差法

<正>1引言本文用R~(n×m)表示全体n×m实矩阵集合,用SR~(n×n)表示全体n×n实对称矩阵集合,OR~(n×n)表示全体n×n实正交矩阵集合.用I_n表示n阶单位矩阵,用A*B表示矩阵A与B的Hadamard乘积.对任意矩阵A,B∈R~(n×m),定义内积〈A,B〉=tr(B~T A),其中     

SUBSPACE SEARCH METHOD FOR A CLASS OF LEAST SQUARES PROBLEM

1. IntroductionNow the least squares problem is considered as follows:1Mid r(x,y) ~ SllAx By ~ bll' s.t. x 2 0 (1.1)where A E Rm",, B E R"q, and b E Re are given constant matrices and vectors,respectively.These problems arise in many areas of applications, such as scientific and engineering computing, physics, statistics, flited curve, economic, mathematical programming,social science, and as a component part of some large computation problem, as anexample, a nonlinear least squares pr…     

THE CONVERGENCE OF A DOMAIN DECOMPOSITION ALGORITHM FOR PARABOLIC PROBLEMS

At recent, Hourgat et gave a domain decomposition algorithm for elliptic problems which can be implemented in parallel. Many numerical experiments have illustrated its efficiency. In the present paper, we apply this algorithm to solve the discrete parabolic problems, analyse its convergence and show that its convergence rale is about (1 - 2p + σp2 ) which is nearly optimal and independent of the parameter τ, where σ τ O((1 +H )(1 + ln(H / h))2 ). 0 < p < 1 / σ,τ,h,H are the time step size, finite element parameter and subdomain diameter, respectively.