Successive projection iterative method for solving matrix equation AX = B

被引：20

作者：

Li, Fan-Liang ^{[1
]}

Gong, Li-sha ^{[2
]}

Hu, Xi-Yan ^{[3
]}

Zhang, Lei ^{[3
]}

机构：

[1] Cent S Univ Forestry & Technol, Sch Sci, Inst Math & Phys, Changsha 410004, Hunan, Peoples R China

[2] Univ Elect Sci & Technol China, Sch Appl Math, Chengdu 610054, Sichuan, Peoples R China

[3] Hunan Univ, Coll Math & Econometr, Changsha 410082, Hunan, Peoples R China

来源：

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS | 2010年 / 234卷 / 08期

基金：

中国国家自然科学基金;

关键词：

Matrix equation; Symmetric positive definite matrix; A-orthogonal matrix group; Successive projection iterative method; SINGULAR-VALUE DECOMPOSITION; LINEAR-SYSTEMS;

D O I：

10.1016/j.cam.2010.03.008

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we present a new iterative method (successive projection iterative method) to solve matrix equation AX = B, where A is a symmetric positive definite (SPD) matrix. Based on this method an algorithm is proposed and proved to be convergent. In addition, analysis of the algorithm and numerical experiments are also given to show the efficiency of the method. (C) 2010 Elsevier B.V. All rights reserved.

引用

页码：2405 / 2410

页数：6

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