摘要
Dykstra’s alternating projection algorithm was proposed to treat the problem of finding the projection of a given point onto the intersection of some closed convex sets. In this paper, we first apply Dykstra’s alternating projection algorithm to compute the optimal approximate symmetric positive semidefinite solution of the matrix equations AXB = E, CXD = F. If we choose the initial iterative matrix X<sub>0</sub> = 0, the least Frobenius norm symmetric positive semidefinite solution of these matrix equations is obtained. A numerical example shows that the new algorithm is feasible and effective.
Dykstra’s alternating projection algorithm was proposed to treat the problem of finding the projection of a given point onto the intersection of some closed convex sets. In this paper, we first apply Dykstra’s alternating projection algorithm to compute the optimal approximate symmetric positive semidefinite solution of the matrix equations AXB = E, CXD = F. If we choose the initial iterative matrix X<sub>0</sub> = 0, the least Frobenius norm symmetric positive semidefinite solution of these matrix equations is obtained. A numerical example shows that the new algorithm is feasible and effective.
作者
Chunmei Li
Xuefeng Duan
Zhuling Jiang
Chunmei Li;Xuefeng Duan;Zhuling Jiang(College of Mathematics and Computational Science, Guilin University of Electronic Technology, Guilin, China)
