关于非线性矩阵方程Xs-A1*X-t1A1-A2*X-t2A2=Q的若干结果
Some Results on the Nonlinear Matrix Equation Xs-A1*X-t1A1-A2*X-t2A2=Q
摘要: 本文主要研究非线性矩阵方程Xs− A1X−t1A1−A2X−t2A2=Q的正定解,其中A1、A2为n×n复矩阵,s、t1、t2为正整数,Q为n×n正定矩阵。文中将矩阵方程等价变形后,基于线性方程组在系数矩阵非列满秩时有非零解和矩阵特征值、特征向量的定义,研究了该矩阵方程正定解的最大和最小特征值的性质。通过正定矩阵的Cholesky分解给出了该非线性矩阵方程存在Hermitian正定解的新的充分必要条件。
Abstract: In this paper, we mainly investigate the Hermitian positive definite solution of the nonlinear matrix equation Xs− A1X−t1A1−A2X−t2A2=Q, where A1,A2 are n×n complex matrices, s、t1、t2 are positive integers and Q is an n×n positive definite matrix. Firstly, by equivalent deformation of the matrix equation, with the help of the theory that linear equations have non-zero solutions when the coefficient matrix is not full columnrank, and the definition of matrix eigenvalue and ei-genvector, the property of the maximum and minimum eigenvalues of positive definite solutionsis studied. Next, by Cholesky decomposition of positive definite matrix, a new sufficient and necessary condition for the equation to have a positive definite solution is proposed.
文章引用:裴伟娟. 关于非线性矩阵方程Xs-A1*X-t1A1-A2*X-t2A2=Q的若干结果[J]. 理论数学, 2023, 13(12): 3798-3802. https://doi.org/10.12677/PM.2023.1312393

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