Successive projection iterative method for solving matrix equation AX=B

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摘要

In this paper, we present a new iterative method (successive projection iterative method) to solve matrix equation AX=B, where A is a symmetric positive definite (SPD) matrix. Based on this method an algorithm is proposed and proved to be convergent. In addition, analysis of the algorithm and numerical experiments are also given to show the efficiency of the method.

论文关键词：15A24,11Y40,Matrix equation,Symmetric positive definite matrix,A-orthogonal matrix group,Successive projection iterative method

论文评审过程：Received 31 August 2009, Revised 31 December 2009, Available online 19 March 2010.

论文官网地址：https://doi.org/10.1016/j.cam.2010.03.008