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总览 评价 胡太群 * , 赵丽君 , 胡锡炎 ( 湖南大学数学与计量经济学院; ) 摘要: 本文讨论了行对称矩阵的广义逆特征值问题及其最佳逼近.根据行对称矩阵的性质,得到该类矩阵的广义逆特征值问题的通解,并证明了最佳逼近解的存在性和唯一性,给出了通解和最
胡太群*, 赵丽君, 胡锡炎
(
湖南大学数学与计量经济学院; )
摘要:
本文讨论了行对称矩阵的广义逆特征值问题及其最佳逼近.根据行对称矩阵的性质,得到该类矩阵的广义逆特征值问题的通解,并证明了最佳逼近解的存在性和唯一性,给出了通解和最佳逼近解的表达式.最后提供了求最佳逼近解的算法和数值算例.
关键词:
行对称矩阵;广义逆特征值问题;最佳逼近
Taiqun Hu*, Lijun Zhao, Xiyan Hu
(
College of Mathematics and Econometrics,Hunan University; )
Abstract:
In this paper, a generalized inverse eigenvalue problem for row symmetric matrices and its optimal approximate problem are considered. According to the properties of row symmetric matrices,
we obtain the general solution to the generalized inverse eigenvalue
problem for row symmetric matrices, and prove the existence and
uniqueness of the optimal approximate solution. Expressions for the
general solution and the optimal approximate solution are presented. At last, a numerical method to find the optimal approximate solution and a numerical experiment are provided.
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