非线性矩阵方程数值解的广义哈密顿算法
An Extended Hamiltonian Algorithm for the Numerical Solution of the Nonlinear Matrix Equation
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摘要: 采用具有近二阶收敛速度的算法计算一类非线性矩阵方程的数值解.根据矩阵方程的解的特征,提出一个基于正定矩阵流形几何结构的广义哈密顿算法.进而比较广义哈密顿算法与经典的多步定常迭代方法的计算行为.最后通过数值模拟表明广义哈密顿算法具有更快的收敛速度.Abstract: In this paper, a second-order learning algorithm was used to solve a class of the nonlinear matrix equations. Specifically, the extended Hamiltonian algorithm was proposed based on manifold of positive definite symmetric matrices. Furthermore, this algorithm was compared with the multi-step iterative method to analyze its operation character. Finally, the simulation results show that, the convergence speed of the extended Hamiltonian algorithm is faster than the traditional algorithm.
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