摘要
采用参数迭代法求一类混合型Lyapunov矩阵方程A^TX+XA+B^TXB=C的对称解.在方程相容的条件下,给出了迭代法收敛的充要条件和一些充分条件,以及参数的选取方法.最后,利用数值算例对有关结果进行了验证.
Symmetric solution of the mixed-type Lyapunov matrix equation A^Tx ＋XA＋ B^TXB=C is solved by using an iterative algorithm with a parameter. The necessary and sufficient conditions and some sufficient conditions of convergence for this algorithm are given. Choose of the parameter is discussed when the matrix equation exists a solution. Finally, the results are illustrated by numerical examples.
出处
《计算数学》
CSCD
北大核心
2007年第3期285-292,共8页
Mathematica Numerica Sinica
基金
国家自然科学基金(10462001)
广西教育厅科研基金(桂教科研2006J26)资助项目.
