Gradient based iterative solutions for general linear matrix equations

被引：179

作者：

Xie, Li ^{[1
]}

Ding, Jie ^{[1
]}

Ding, Feng ^{[1
]}

机构：

[1] Jiangnan Univ, Sch Commun & Control Engn, Wuxi 214122, Peoples R China

来源：

COMPUTERS & MATHEMATICS WITH APPLICATIONS | 2009年 / 58卷 / 07期

关键词：

Lyapunov matrix equations; Sylvester matrix equations; Iterations; Least-squares; Estimation; LEAST-SQUARES SOLUTIONS; IDENTIFICATION METHODS; PERFORMANCE ANALYSIS; NUMERICAL ALGORITHM; SYSTEMS;

D O I：

10.1016/j.camwa.2009.06.047

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we present a gradient based iterative algorithm for solving general linear matrix equations by extending the Jacobi iteration and by applying the hierarchical identification principle. Convergence analysis indicates that the iterative solutions always converge fast to the exact solutions for any initial values and small condition numbers of the associated matrices. Two numerical examples are provided to show that the proposed algorithm is effective. (C) 2009 Elsevier Ltd. All rights reserved.

引用

页码：1441 / 1448

页数：8

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