于波

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教授

博士生导师

硕士生导师

主要任职:盘锦校区基础教学部部长

性别:男

毕业院校:吉林大学

学位:博士

所在单位:数学科学学院

学科:计算数学. 金融数学与保险精算

电子邮箱:yubo@dlut.edu.cn

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The GPBiCOR Method for Solving the General Matrix Equation and the General Discrete-Time Periodic Matrix Equations

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论文类型:期刊论文

第一作者:Selim, Basem, I

通讯作者:Yu, B (reprint author), Dalian Univ Technol, Sch Math Sci, Dalian 116024, Peoples R China.

合写作者:Du, Lei,Yu, Bo

发表时间:2018-01-01

发表刊物:IEEE ACCESS

收录刊物:SCIE

卷号:6

页面范围:68649-68674

ISSN号:2169-3536

关键字:GPBiCOR method; iterative method; general matrix equation; general periodic discrete-time matrix equations; Kronecker product; vectorization operator

摘要:This paper is concerned with the numerical solutions of the general matrix equation Sigma(p)(i=1) Sigma(si)(j=1)A(ij)X(i)B(ij) = C, and the general discrete-time periodic matrix equations Sigma(p)(i=1) Sigma(si)(j=1)( A(i,j,k)X(i,k)B(i,j,k +) Ci,j,kXi,k+1Di,j,k) = M-k,M- for k = 1, 2, . . . , t, which include the well-known Lyapunov, Stein, and Sylvester matrix equations that appear in a wide range of applications in engineering and mechanical problems. Recently the generalized product-type BiCOR method, denoted as GPBiCOR, has been originally proposed to solve the nonsymmetric linear systems Ax = b, and its significant convergence performance has been confirmed in many numerical results. By applying the Kronecker product and the vectorization operator, we develop a matrix form of the GPBiCOR method to approximate the solutions of the above-mentioned general matrix equation and general discrete-time periodic matrix equations. We present the theoretical background of the extended GPBiCOR method and its main computational aspects. Furthermore, several numerical examples of matrix equations arising in different applications are considered to exhibit the accuracy and the efficiency of the proposed method as compared with other popular methods in the literature.