几类非线性矩阵方程的迭代解法研究-数学专业论文.docxVIP

I万方数据 I 万方数据 摘 要 摘 要 伴随着现代科学技术的飞速发展,在近代数学、工程技术、应用物理、管理科学、 生物科学以及经济理论等应用领域中越来越多的涉及到非线性矩阵方程问题.因此, 关于非线性矩阵方程的求解问题的讨论，也已成为近年来数学研究的热点之一.本篇 硕士论文研究了几类非线性矩阵方程的迭代解法以及各迭代法的收敛性问题. 本文主要结果如下： 1.研究了矩阵方程 X ??AT X ?1 A ??Q 的牛顿迭代解法.给出了求解非线性矩阵方程 X ??AT X ?1 A ??Q 的牛顿迭代解法,在给定初值的条件下,证明了迭代方法产生的矩阵 序列包含在确定的闭球内并收敛到闭球内唯一的矩阵方程 X ??AT X ?1 A ??Q 的解,同时 给出了近似解与真解的误差估计式.此外,也给出了说明算法有效性的数值例子. 2.研究了矩阵方程 X ??AT X ?1 A ??I 的双迭代解法.根据已研究的求解一类非线性 矩阵方程的牛顿迭代解法的相关结论,先利用牛顿法求解方程 X ??AT X ?1 A ??I 的对称 解,再应用修正共轭梯度法求解由牛顿法每一次迭代得到的线性矩阵方程,从而建立 了求解矩阵方程 X ??AT X ?1 A ??I 的对称解的双迭代算法,并给出了说明这种双迭代算 法有效性的数值例子. 3.研究了矩阵方程 X s ??A* X ?t A ??Q 的无逆迭代法.讨论了在 0 ??s ??t 情况下求矩 阵方程 X s ??A* X ?t A ??Q 的无逆迭代法.将矩阵方程等价转化为形如 Y ??A*Y ?t s A ??Q （其中Y ??X s ）的矩阵方程,再根据参考文献[51]中的一种迭代格式,得到了求解方程 X s ??A* X ?t A ??Q 的无逆迭代法.最后证明了迭代法的收敛性并列举了说明算法有效 性的数值算例. 关键词：非线性矩阵方程；牛顿迭代法；MCG 迭代解法；双迭代解法；无逆迭代法. II万方数据 II 万方数据 Abstract Abstract Along with the rapid development of modern science and technology, the problem of nonlinear matrix equations have been more and more involved in the areas of modern mathematics, engineering and technology, applied physics, management science, biological science and economic theory. Therefore, the discussion for the solving of nonlinear matrix equations has become a hot topic of mathematics research in recent years. In this paper, the iterative method for several types of nonlinear matrix equations are studied. The convergence of iterative methods are also studied. The main results are as follows: The Newton’s iterative method for solving the nonlinear equation X ??AT X ?1 A ??Q is studied. For giving the initial matrix, the matrix sequences generated by the iterative method are included in the fixed closed ball. It is also converges to the only solution of the matrix equation X ??AT X ?1 A ??Q in that closed ball. The error estimate of the approximate solution with the true solution is also given. In addition, numerical example to illustrate the effectiveness of the algorithm is presented. he double algorithm fo