摘要
本文针对系数矩阵为方阵的非线性二次矩阵方程AX2+BX+C=0,结合多分裂法及牛顿法,给出了二次矩阵方程的两种迭代算法。同时,运用积分中值定理,对所得算法的收敛性进行了分析,得到相应算法的收敛性定理。最后,通过数值示例,对文中论述进行了强有力的验证。
We analyze the problem of the computation of the nonlinear quadratic matrix equation (QME) AX^2 +BX+C =0, where A, B and C are square matrices. We propose a technique based on parallel multisplitting methods, and show how to incorporate Newton's method into it. Also we give a local convergence theorem by making use of the integral meanvalue theorem. Numerical experiments validate the effectiveness of this algorithm.
出处
《计算机工程与科学》
CSCD
北大核心
2009年第9期74-76,94,共4页
Computer Engineering & Science
基金
国家自然科学基金资助项目(60672001)
关键词
二次矩阵方程
并行算法
牛顿法
积分中值定理
quadratic matrix equation
parallel multisplitting
Newton' s method
integral mean-value theorem