求解非线性矩阵方程X—A* 2m(√X-1) A = I的迭代方法

Haijuan Wang
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引用次数: 0

摘要

矩阵方程问题是计算数学研究的热点之一。矩阵方程的厄米正定解在实际应用中起着重要的作用。本文给出了非线性矩阵方程X—A* 2m平方根X—1 A = I正定解存在的充分条件,并给出了求该矩阵方程正定解的自然稳定迭代算法。最后,通过两个数值算例验证了算法的收敛性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Iteration Method for Solving Nonlinear Matrix Equation X -- A* 2m (square root X-1) A = I
Matrix equation problem is one of the topics of active research in the context of computational mathematics. The Hermitian positive definite solutions of a matrix equation play an important role in real applications. In this paper, we present the sufficient conditions for the existence of the positive definite solution to the nonlinear matrix equation X -- A* 2m square root X-1 A = I and propose a natural and stable iteration algorithm for obtaining a positive definite solution of this matrix equation. Finally, two numerical examples for the convergence behavior of the proposed algorithm are conducted to demonstrate the effectiveness.
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