ON SOLUTIONS OF MATRIX EQUATION AXAT + BYBT=C
在矩阵方程 A 的答案上 X A~T + BYB~T = C作者机构:ICMSECAcademyofMathematicsandSystemSciencesChineseAcademyofSciencesBeijing100080China CollegeofMathematicsandEconometricsHunanUniversityChangsha310082China
出 版 物:《Journal of Computational Mathematics》 (计算数学(英文))
年 卷 期:2005年第23卷第1期
页 面:17-26页
核心收录:
学科分类:12[管理学] 1201[管理学-管理科学与工程(可授管理学、工学学位)] 07[理学] 070105[理学-运筹学与控制论] 070102[理学-计算数学] 0701[理学-数学]
基 金:国家自然科学基金
主 题:matrix equation matrix norm QSVD constrained condition optimal problem
摘 要:By making use of the quotient singular value decomposition (QSVD) of a matrix pair,this paper establishes the necessary and sufficient conditions for the existence of and the expressions for the general solutions of the linear matrix equation AXA^T+BYB^T=C with the unknown X and Y, which may be both symmetric, skew-symmetric, nonnegativede finite, positive definite or some cross combinations respectively. Also, the solutions of some optimal problems are derived.