摘要
本文讨论了矩阵方程X-A*XqA=Q(q>0)的Hermite正定解,给出了q>1时解存在的必要条件,存在区间,以及迭代求解的方法.证明了0<q<1时解的存在唯一性.
We study the Hermitian positive definite solutions of the matrix equation X - A*XqA = Q with q 〉 0. When q 〉 1, a necessary condition for existence is given and the basic fixed point iterations for the equation are discussed in some detail. When 0 〈 q 〈 1, it shows that there exists a uique positive definite solution to the equation.
出处
《计算数学》
CSCD
北大核心
2007年第1期73-80,共8页
Mathematica Numerica Sinica
基金
数学天元基金资助项目(A0324654)
关键词
矩阵方程
正定解
迭代方法
Matrix equation, positive definite solution, iterative method