J4 ›› 2010, Vol. 48 ›› Issue (1): 26-32.

• 数学 • 上一篇    下一篇

矩阵方程X-A*XA-B*XB=I的正定解

杜忠复   

  1. 北华大学 数学学院, 吉林 吉林 132013
  • 收稿日期:2009-02-23 出版日期:2010-01-26 发布日期:2010-01-27
  • 通讯作者: 杜忠复 E-mail:zhongfudu@126.com.

Positive Definite Solutions of the Matrix EquationX-A*XA-B*XB=I

DU Zhongfu   

  1. College of Mathematics, Beihua University, Jilin 132013, Jilin Province, China
  • Received:2009-02-23 Online:2010-01-26 Published:2010-01-27
  • Contact: DU Zhongfu E-mail:zhongfudu@126.com.

摘要:

研究矩阵方程X-A*XA-B*XB=I在α,β∈(0,1]时的正定解, 给出了该方程有正定解的充要条件, 得到了方程有唯一正定解的必要条件及求该解的迭代方法, 并给出了求解该方程的两种迭代公式.

关键词: 关键词: 矩阵方程, 正定解, 迭代方法

Abstract:

The positive definite solutions of the matrix equation X-A*XA-B*XB=Iα,β∈(0,1] were investigated. Necessary and sufficient conditions for   the existence of positive definite solutions were derived, which generalize the existing related results. Anecessary condition for the existence of the equation to have only a solution and the iterative formula for this solution were obtained. Finally, we got an inverse iterative method for solving the equation.

Key words: matrix equation, positive definite solution, iterative method

中图分类号: 

  • O151.2