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非单调谱投影梯度法求解Toeplitz矩阵的正则化逼近

Nonmonotone Spectral Projected Gradient Method for Computing the Regularization Approximation of Toeplitz Matrices
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摘要 研究Toeplitz矩阵的正则化逼近问题,先利用迹函数的French导数给出目标函数的梯度,再计算任意矩阵到可行集上的投影,最后利用谱投影梯度方法求解Toeplitz矩阵的正则化逼近问题,并用数值例子验证迭代方法的可行性. In this paper,we study the problem of the regularization approximation of Toeplitz matrices. We use the French derivative of the trace function to solve the gradient norm of the objective function,then calculate the projection of arbitrary matrix on the feasible set,and design nonmonotone spectral projected gradient method to compute the regularization approximation of the Toeplitz matrix. The numerical examples are tested to illustrate the feasibility of the iterative method.
出处 《赣南师范学院学报》 2016年第3期11-13,共3页 Journal of Gannan Teachers' College(Social Science(2))
基金 国家自然科学基金项目(11561015)
关键词 TOEPLITZ矩阵 正则化逼近 非单调谱投影梯度法 toeplitz matrix regularized approximation nonmonotone spectral projected gradient method
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参考文献12

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