矩阵方程AX+XB=C的迭代解法-计算数学专业毕业论文.docxVIP

矩阵方程AX-4-XB=C的迭代解法摘要 矩阵方程AX-4-XB=C的迭代解法 摘要 Sylvester方程AX+XB=C在许多领域都有重要作用，例如在控 制论，在线性统计等领域中就经常需要解这类方程．因此这类方程解 的性质及如何求解也就成了许许多多学者研究的重点．1本文的主要 目的是将三种迭代法应用于求解Sylvester方程．数值例子表明，对于 系数矩阵A，B满足一定条件的Sylvester方程，本文所给出的三种迭代 方法是有效的． 本文首先将Sylvester方程变形成(A o厶+k o B7)贾=0，然后讨 论对系数矩阵A@k+koBT进行分裂的迭代懈法．第二章，讨论 Jacobi迭代格式．第三章，讨论Gauss—Seidel迭代方法．在第四章，对 于系数矩阵A，B是非奇M阵的情况，本文将一种带参数的分裂算法 应用于求解Sylvester方程．文章最后给出一个数值例子，分别用上述 三种算法得出方程在不同精度下的解并给出迭代所需步数． 关键词：Sylvester方程i Jacobi迭代?Gauss—Seidel迭代i分裂算法 Iteration Iteration Method to the Matrix Equation AX+x B=C Abstract Sylvester equation AX+x B=C plays an important role in many fields．For example，in control theory and in statistics，you will constantly meet such equa- tions．The properties of the solutions of the equation and the methods of solving the equation have been studied extensively．And some excellent algorithms have been presented．The main purpose of this article is，after special splitting to the coefficient matrix，using the familiar iterative methods to solve the Sylvester equation．The example in the end of the article shows that，to the matNces that meet some special conditions，the three methods presented in this article are effective． In the article，we first change the Sylvester equation into(A 0厶+k 0 B7)贾=e，then we split the coefficient matrix A 0厶+k 0 B丁．In chapter 2，Jacobi iteration is discussed．In chapter 3，Gauss—Seidel iterative method is discussed．If the Sylvester equation coefficient matrices A，B are non—singular M—matrix，we use a splitting-up method which has a parameter in chapter 4．In the last chapter，an example will be given using the three algorithms in different precisions．The numbers of the iterative steps will also be given． Key words：Sylvester Equation，Jacobi Method，Gauss—Seidel Method， Splitting-up Method 2 第一章 第一章 前言 1．1． Sylvester方程 矩阵方程 AX+XB=C (1) 其中A∈R””，B∈形“，C∈R““，x∈R““称为Sylvester方程．这 个方程是从应用数学和控制论的有关领域研究中产生，由Sylvester等 人首先提出来进行研究，此后它在许多领域都得到了广泛的应用． 例如，矩形域上的椭圆边值问题离散后可以写成Sylvester方程的形 式．在常微分方程定性理论研究及数值求解常微分方程的隐式Runge—