几类非线性矩阵方程的迭代解法.pdfVIP

摘 要 最后通过具体的数值实验验证本文所提出的算法的有效性，同时本文最后给出了几种 算法的比较的数值实验，可以看到相比于其他几种算法，在求解时间上占有一定的优 势. 关键词：非线性矩阵方程 正定解 中心对称矩阵 迭代算法 收敛性 牛顿法 共轭梯度法 两点步长梯度法 II Abstract Abstract The problem of solving nonlinear matrix equation is one of important issuses in the field of numerical algebra and non-linear science in recent years. Actually, it is widely used in many fields such as structure design, system identification, dynamic programming, automatic control theory, vibration theory, statistics. In this paper, we use Newton method, Steepest descent method, conjugate gradient method, BB gradient method and some new kinds of methods to solve some kinds of nonlinear matrix equation. In Chapter 2, we study the existence of its positive definition solution, showing the existence of positive definition solution. Moreover the two methods were proposed to this nonlinear matrix equation, the convergence of the methods is also given. At last, the numerical experiments show the feasibility of our methods. In Chapter 3, we proposed a new method for the square root of matrix’ the constraint solution, the symmetric matrix solution and the central the symmetric matrix solution are researched, the convergence of solving symmetric matrix solution method is also given, the numerical examples were given to illustrate the feasibility of our algorithm. If we make a small change about some iteration steps, we can solve linear or other nonlinear matrix equation with some constrained solutions, Through several methods show the correct