The skew-Hermitian {P, k+1} Hamiltonian solutions of a linear matrix equation
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摘要: 给定矩阵$P\in {\rm {\bf C}}^{n\times n}$且$P^\ast =-P=P^{k+1}$.考虑了矩阵方程$AX=B$存在斜Hermite$\{P, k+1\}$ (斜) Hamilton解的充要条件, 并给出了解的表达式.进一步, 对于任意给定的矩阵$\tilde {A}\in {\rm {\bf C}}^{n\times n}$, 给出了使得Frobenius范数$\vert \vert \tilde {A}-\bar {A}\vert \vert $取得最小值的最佳逼近解$\bar {A}\in {\rm {\bf C}}^{n\times n}$.当矩阵方程$AX=B$不相容时, 给出了斜Hermite$\{P, k+1\}$ (斜) Hamilton最小二乘解, 在此条件下, 给出了对于任意给定矩阵的最佳逼近解.最后给出一些数值实例.
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关键词:
- 斜Hermite矩阵 /
- Hamilton矩阵 /
- 最小二乘解 /
- 斜Hermite{P, k+1}Hamilton矩阵
Abstract: Given $P\in {\rm {\bf C}}^{n\times n}$ and $P^\ast =-P=P^{k+1}$, we consider the necessary and sufficient conditions such that the matrix equation $AX=B$ is consistent with the skew-Hermitian $\{P, k+1\}$ (skew-) Hamiltonian structural constraint. Then, the corresponding expressions of the constraint solutions are also obtained. For any given matrix $\tilde {A}\in {\rm {\bf C}}^{n\times n}$, we present the optimal approximate solution $\bar {A}\in {\rm {\bf C}}^{n\times n}$ such that ${\vert}{\vert }\tilde {A}-\bar {A}\vert \vert $ is minimized in the Frobenius norm sense. If the matrix equation $AX=B$ is not consistent, its least-squares skew-Hermitian $\{P, k+1\}$ (skew-) Hamiltonian solutions are given. Under the least-square sense, we consider the best approximate solutions to any given matrix. Finally, some illustrative experiments are also presented. -
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