We construct a modified Bernoulli iteration method for solving the quadratic matrix equation AX^2 ＋ BX ＋ C = 0, where A, B and C are square matrices. This method is motivated from the Gauss-Seidel iteration for solv...We construct a modified Bernoulli iteration method for solving the quadratic matrix equation AX^2 ＋ BX ＋ C = 0, where A, B and C are square matrices. This method is motivated from the Gauss-Seidel iteration for solving linear systems and the ShermanMorrison-Woodbury formula for updating matrices. Under suitable conditions, we prove the local linear convergence of the new method. An algorithm is presented to find the solution of the quadratic matrix equation and some numerical results are given to show the feasibility and the effectiveness of the algorithm. In addition, we also describe and analyze the block version of the modified Bernoulli iteration method.展开更多
A unified convergence theory is derived for a class of stationary iterative methods for solving linear equality constrained quadratic programs or saddle point problems.This class is constructed from essentially all po...A unified convergence theory is derived for a class of stationary iterative methods for solving linear equality constrained quadratic programs or saddle point problems.This class is constructed from essentially all possible splittings of the submatrix residing in the(1,1)-block of the augmented saddle point matrix that would produce non-expansive iterations.The classic augmented Lagrangian method and alternating direction method of multipliers are two special members of this class.展开更多
应用求解算子方程的Ulm方法构造了求解一类矩阵特征值反问题(IEP)的新算法.所给算法避免了文献[Aishima K.,A quadratically convergent algorithm based on matrix equations for inverse eigenvalue problems,Linear Algebra and its ...应用求解算子方程的Ulm方法构造了求解一类矩阵特征值反问题(IEP)的新算法.所给算法避免了文献[Aishima K.,A quadratically convergent algorithm based on matrix equations for inverse eigenvalue problems,Linear Algebra and its Applications,2018,542:310-333]中算法在每次迭代中要求解一个线性方程组的不足,证明了在给定谱数据互不相同的条件下所给算法具有根收敛意义下的二次收敛性.数值实验表明本文所给算法在矩阵阶数较大时计算效果优于上文所给算法.展开更多
基金Supported by The Special Funds For Major State Basic Research Projects （No. G1999032803） The China NNSF 0utstanding Young Scientist Foundation （No. 10525102）+1 种基金 The National Natural Science Foundation （No. 10471146） The National Basic Research Program （No. 2005CB321702）, P.R. China.
文摘We construct a modified Bernoulli iteration method for solving the quadratic matrix equation AX^2 ＋ BX ＋ C = 0, where A, B and C are square matrices. This method is motivated from the Gauss-Seidel iteration for solving linear systems and the ShermanMorrison-Woodbury formula for updating matrices. Under suitable conditions, we prove the local linear convergence of the new method. An algorithm is presented to find the solution of the quadratic matrix equation and some numerical results are given to show the feasibility and the effectiveness of the algorithm. In addition, we also describe and analyze the block version of the modified Bernoulli iteration method.
基金This paper is a polished version of the Rice University technical report CAAMTR10-24which was a work supported in part by the National Natural Science Foundation(No.DMS-0811188)Office of Navy Research(No.N00014-08-1-1101).
文摘A unified convergence theory is derived for a class of stationary iterative methods for solving linear equality constrained quadratic programs or saddle point problems.This class is constructed from essentially all possible splittings of the submatrix residing in the(1,1)-block of the augmented saddle point matrix that would produce non-expansive iterations.The classic augmented Lagrangian method and alternating direction method of multipliers are two special members of this class.
文摘应用求解算子方程的Ulm方法构造了求解一类矩阵特征值反问题(IEP)的新算法.所给算法避免了文献[Aishima K.,A quadratically convergent algorithm based on matrix equations for inverse eigenvalue problems,Linear Algebra and its Applications,2018,542:310-333]中算法在每次迭代中要求解一个线性方程组的不足,证明了在给定谱数据互不相同的条件下所给算法具有根收敛意义下的二次收敛性.数值实验表明本文所给算法在矩阵阶数较大时计算效果优于上文所给算法.
