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引用次数: 1
摘要
在一些研究中,研究了矩阵方程Xp + A * XA = Q的正定解。本文考虑了求矩阵p次根的不动点迭代和牛顿法。从这两个方面考虑,我们将使用牛顿-舒尔茨算法(n.s.a.)。我们将证明不动点迭代的残差关系和局部收敛性。局部收敛性保证了nsa算法的收敛性,并通过数值实验验证了nsa算法显著降低了cpu时间。
NEWTON SCHULZ METHOD FOR SOLVING NONLINEAR MATRIX EQUATION X p + A ⁎ XA = Q
The matrix equation Xp + A∗XA = Q has been studied to find the positive definite solution in several researches. In this paper, we consider fixed-point iteration and Newton’s method for finding the matrix p-th root. From these two considerations, we will use the NewtonSchulz algorithm (N.S.A). We will show the residual relation and the local convergence of the fixed-point iteration. The local convergence guarantees the convergence of N.S.A. We also show numerical experiments and easily check that the N.S. algorithm reduce the CPU-time significantly.
期刊介绍:
This journal endeavors to publish significant research of broad interests in pure and applied mathematics. One volume is published each year, and each volume consists of six issues (January, March, May, July, September, November).