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对称矩阵特征值反问题的最佳逼近解的一种数值解法

, PP. 473-477

Keywords: 复合最速下降法,特征值反问题,最佳逼近

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Abstract:

利用复合最速下降法,给出了对称矩阵特征值反问题AX=XΛ有解和无解两种情况下最佳逼近解的通用数值算法,对任意给定的初始矩阵A0,经过有限步迭代可以得到对称矩阵特征值反问题的最佳逼近解,并分别给出有解和无解两种情况下的数值实例,证明了此算法的可行性.另外,结合投影算法,可以用此算法来求解其它凸约束下矩阵特征值反问题的最佳逼近解,从而扩大了此算法的求解范围.

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