用正交投影迭代法求矩阵方程AXA^H=B的Hermite解

Orthogonal Projection Iterative Method for the Hermite Solution of Matrix Equation AXA^H= B

本文讨论了矩阵方程AXAH=B的Hermite解及其最佳逼近的正交投影迭代法,证明了算法的收敛性,得到收敛速率的估计式.通过数值试验也检验了算法的有效性.

In this paper, an orthogonal projection iterative method is given for finding the hermitian solution of the matrix equation AXA^H = B, the convergence of the algorithm is proved, and the convergence rate of the algorithm is estimated. The efficiency of our method is showed by numerical experiments.