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关于矩阵方程X+A*X^(-α)A+B*X^(-β)B=I的正定解

ON THE POSITIVE DEFINITE SOLUTION OF MATRIX EQUATION X + A*X^(-α) A + B*X^(-β) B = I
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摘要 本文研究了矩阵方程X+A*X-αA+B*X-βB=I在α,β∈(0,1]时的正定解.利用单调有界极限存在准则,构造三种迭代算法,获得了方程的正定解,拓宽了此类方程的求解方法.数值算例说明算法的可行性. The positive definite solutions of the matrix equationX+A^*X^-αA+B^*X^-βB=I=Iare investigated in this paper. By using monotone bounded limit existence criteria,three iterative algorithms are constructed to obtain the positive definite solution which widenthe solution of such equation. Numerical examples are given to illustrate the effectiveness of themethods.
出处 《数学杂志》 CSCD 北大核心 2014年第6期1149-1154,共6页 Journal of Mathematics
关键词 矩阵方程 正定解 迭代方法 matrix equation positive definite solution iterative methods
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参考文献12

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