Iterative Method for Least Squares Reflexive Solution of General Linear Matrix Equation
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Iterative Method for Least Squares Reflexive Solution of General Linear Matrix Equation
求线性矩阵方程自反最小二乘解的迭代方法
Vol. 31, Issue 6, Pages: 548-553(2010)
作者机构:
西北工业大学应用数学系
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Published:2010
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张凯院, 田小红, 郑凤芹. Iterative Method for Least Squares Reflexive Solution of General Linear Matrix Equation[J]. 2010, 31(6): 548-553.
DOI:
张凯院, 田小红, 郑凤芹. Iterative Method for Least Squares Reflexive Solution of General Linear Matrix Equation[J]. 2010, 31(6): 548-553.DOI:
Iterative Method for Least Squares Reflexive Solution of General Linear Matrix Equation
摘要
基于求线性代数方程组的共轭梯度法的思想
建立了求一般线性矩阵方程的自反最小二乘解的迭代算法
并证明了迭代算法的收敛性.不考虑舍入误差时
迭代算法能够在有限步计算之后得到矩阵方程的自反最小二乘解;选取特殊的初始矩阵时
可求得极小范数自反最小二乘解.同时
也能够给出指定矩阵的最佳逼近自反矩阵.最后
用数值算例对有关结果进行了验证.
Abstract
On the base of conjugate gradient method of solving linear algebraic equations
an iterative method is presented to find the least squares reflexive solution of the general linear matrix equation and its convergence is proved.By the iterative method
the least squares reflexive solution can be obtained within finite iterative steps in the absence of round off errors.And the least squares solution with minimal norm can be obtained by choosing a special initial reflexive matrix.In addition
its optimal approximation matrix to a given matrix can be obtained.The given numerical examples show that the iterative method is quite efficient.
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references
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