THE POSITIVE SEMIDEFINITE SOLUTION OF THE MATRIX EQUATION (A^TXA, B^TXB) = (C, D)  

THE POSITIVE SEMIDEFINITE SOLUTION OF THE MATRIX EQUATION (A^TXA, B^TXB) = (C, D)

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作  者:欧阳柏玉  佟文廷  

机构地区:[1]Department of Mathematics, Hunan Normal University, Changsha 410081,PRC/Department of Mathematics, Nanjing University, Nanjing 210093, PRC [2]Department of Mathematics, Nanjing University, Nanjing 210093, PRC

出  处:《Numerical Mathematics A Journal of Chinese Universities(English Series)》2004年第1期72-80,共9页

基  金:Partially supported by the National Natural Science Foundation of China(No10071035) and the Doctor Foundation of Hunan Normal University.

摘  要:In this paper, we consider the positive semidefinite solution of the matrix equation (AT X A, BT X B) - (C, D). A necessary and sufficient condition for the existence of such solution is derived using the generalized singular value decomposition.The general forms of positive semidefinite solution are given.In this paper,we consider the positive semidefinite solution of the matrixequation (A^TXA, B^TXB) = (C, D). A necessary and sufficient condition for the ex-istence of such solution is derived using the generalized singular value decomposition.The general forms of positive semidefinite solution are given.

关 键 词:积极半确定解 通用单值分解 矩阵方程 平方根 

分 类 号:O151.21[理学—数学]

 

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