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最速下降法解二次矩阵方程 被引量:7

The Steepest Descent Method for the Quadratic Matrix Equation
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摘要 分析了牛顿法解二次方程的优点和缺点.结合优化理论中最速下降法思想,给出一种新的算法解二次矩阵方程,并列出几个数值例子说明算法是可行的. The merit and defect of Newton method for the quadratic matrix equation were analyzed. The steepest descent method was applied in optimization to solve the quadratic matrix equation, and a new algorithm was given. Several numerical examples were presented to illustrate the feasibility of our algorithm
出处 《湖南大学学报(自然科学版)》 EI CAS CSCD 北大核心 2008年第4期85-88,共4页 Journal of Hunan University:Natural Sciences
基金 国家自然科学基金资助项目(10571047) 高校博士学科点专项科研基金资助项目(20060532014)
关键词 最速下降 Newton算法 矩阵方程 全局收敛 steepest descent Newton algorithm matrix equation global convergence
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参考文献9

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