摘要
本文针对求矩阵方程AXB+CXD=F唯一解的参数迭代法,分析当矩阵A, B,C,D均是Hermite正(负)定矩阵时,迭代矩阵的特征值表达式,给出了最优参数的确定方法,并提出了相应的加速算法.
In this paper, we considered the parameter iterative method of matrix equation AXB+CXD = F when it has a unique solution. Through eigenvalues analysis of iterative matrix, the optimal parameter is given when A, B, C, D are Hermite positive-definite matrices.Moreover the acceleration of algorithm about the parameter iterative method is proposed.Some numerical results show that this method is effective for the given problem.
引文
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