Efficient computation of the extreme solutions of X + A*X-1A = Q and X - A*X-1A = Q
Efficient computation of the extreme solutions of X + A*X-1A = Q and X - A*X-1A = Q
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DOI：
10.1090/s0025-5718-01-01368-0
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发表时间：
2001-11
期刊：
影响因子：
--
通讯作者：
B. Meini
中科院分区：
文献类型：
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作者：
B. Meini
本文提出了一种新的二次收敛算法，该算法可以同时逼近矩阵方程X + a *X -1 a = Q和X - a *X -1 a = Q的极值解，该算法基于循环约简方法，每步计算成本低，数值稳定性好。
We propose a new quadratically convergent algorithm, having a low computational cost per step and good numerical stability properties, which allows the simultaneous approximation of the extreme solutions of the matrix equations X + A*X -1 A = Q and X - A*X -1 A = Q. The algorithm is based on the cyclic reduction method.