Solving coupled matrix equations over generalized bisymmetric matrices

In this paper, an iterative algorithm is established for finding the generalized bisymmetric solution group to the coupled matrix equations (including the generalized (coupled) Lyapunov and Sylvester matrix equations as special cases). It is proved that proposed algorithm consistently converges to the generalized bisymmetric solution group for any initial generalized bisymmetric matrix group. Finally a numerical example indicates that proposed algorithm works quite effectively in practice.     

Generalized variational inclusions and generalized resolvent equations in banach spaces

In this paper, we introduce and study generalized variational inclusions and generalized resolvent equations in real Banach spaces. It is established that generalized variational inclusion problems in uniformly smooth Banach spaces are equivalent to fixed-point problems. We also establish a relationship between generalized variational inclusions and generalized resolvent equations. By using Nadler's fixed-point theorem and resolvent operator technique for m-accretive mappings in real Banach spaces, we propose an iterative algorithm for computing the approximate solutions of generalized variational inclusions. The iterative algorithms for finding the approximate solutions of generalized resolvent equations are also proposed. The convergence of approximate solutions of generalized variational inclusions and generalized resolvent equations obtained by the proposed iterative algorithms is also studied. Our results are new and represent a significant improvement of previously known results. Some special cases are also discussed.     

Gradient-based maximal convergence rate iterative method for solving linear matrix equations

This paper is concerned with numerical solutions to general linear matrix equations including the well-known Lyapunov matrix equation and Sylvester matrix equation as special cases. Gradient based iterative algorithm is proposed to approximate the exact solution. A necessary and sufficient condition guaranteeing the convergence of the algorithm is presented. A sufficient condition that is easy to compute is also given. The optimal convergence factor such that the convergence rate of the algorithm is maximized is established. The proposed approach not only gives a complete understanding on gradient based iterative algorithm for solving linear matrix equations, but can also be served as a bridge between linear system theory and numerical computing. Numerical example shows the effectiveness of the proposed approach.     

矩阵方程AXB+CYD=E最佳逼近自反解的迭代算法

利用复合最速下降法的迭代算法能够求出矩阵方程[AXB+CYD=E]的最佳逼近自反解,但其收敛速度很慢。针对这一问题,提出一种利用共轭方向法的迭代算法。对于任给初始自反矩阵[X1]和[Y1],无论矩阵方程[AXB+CYD=E]是否相容,该算法都可以经过有限次迭代计算出其最佳逼近自反解。两个数值例子表明该算法是可行的,且收敛速度更快。     

基于GaBP算法的快速潮流计算方法

研究在潮流迭代求解过程中雅可比矩阵方程组的迭代求解方法及其收敛性。首先利用PQ分解法进行潮流迭代求解,并针对求解过程中雅可比矩阵对称且对角占优的特性,对雅可比矩阵方程组采用高斯置信传播算法(GaBP)进行求解,再结合Steffensen加速迭代法以提高GaBP算法的收敛性。对IEEE118、IEEE300节点标准系统和两个波兰互联大规模电力系统进行仿真计算后结果表明：随着系统规模的增长,使用Steffensen加速迭代法进行加速的GaBP算法相对于基于不完全LU的预处理广义极小残余方法(GMRES)具有更好的收敛性,为大规模电力系统潮流计算的快速求解提供了一种新思路。     

利用并行方法解AX+XB=C型线性矩阵方程

提出了一种新的递推算法用于求解AX+XB=C型线性矩阵方程,这种算法可以用脉 动阵列结构并行实现,该算法和结构还可求解其它几种类似的线性矩阵方程,特殊情况下求解 方程的阵列结构可进一步简化.仿真结果表明,这种并行方法有较高的加速比及效率.     

An algorithm to solve matrix equationsPH^{T} = GandP= φPφT+ γγT

An iterative algorithm is presented for the numerical solution of matrix equationsPH^{T} = GandP = PhiPPhi^{T} + GammaGamma^{T}, whereP geq 0andG, H, andPhiare given. These equations arise in various identification, network synthesis, and stability analysis problems.     

Convergence characterisation of an iterative algorithm for periodic Lyapunov matrix equations

This paper is concerned with convergence characterisation of an iterative algorithm for a class of reverse discrete periodic Lyapunov matrix equation associated with discrete-time linear periodic systems. Firstly, a simple necessary condition is given for this algorithm to be convergent. Then, a necessary and sufficient condition is presented for the convergence of the algorithm in terms of the roots of polynomial equations. In addition, with the aid of the necessary condition explicit expressions of the optimal parameter such that the algorithm has the fastest convergence rate are provided for two special cases. The advantage of the proposed approaches is illustrated by numerical examples.     

Parametric Solutions to the Generalized Discrete Yakubovich‐Transpose Matrix Equation

This paper is concerned with the complete parametric solutions to the generalized discrete Yakubovich‐transpose matrix equation X − AX^TB = CY. which is related with several types of matrix equations in control theory. One of the parametric solutions has a neat and elegant form in terms of the Krylov matrix, a block Hankel matrix and an observability matrix. In addition, the special case of the generalized discrete Yakubovich‐transpose matrix equation, which is called the Karm‐Yakubovich‐transpose matrix equation, is considered. The explicit solutions to the Karm‐Yakubovich‐transpose matrix equation are also presented by the so‐called generalized Leverrier algorithm. At the end of the paper, two examples are given to show the efficiency of the proposed algorithm.     

输入约束不确定系统的点对点迭代学习控制与优化

为解决工业过程中机械臂等特殊重复运行系统的输出在有限时间内无需实现全轨迹跟踪,仅需跟踪期望轨迹上某些特殊关键点的控制问题,针对线性时不变离散系统提出一种基于范数最优的点对点迭代学习控制算法.通过输入输出时间序列矩阵模型变换构建综合性多目标点性能指标函数,求解二次型最优解得到优化迭代学习控制律,同时给出模型标称和不确定情形下最大奇异值形式鲁棒控制算法收敛的充分条件,并进一步推广得到输入约束系统优化控制算法的收敛性结果,最后在三轴龙门机器人模型上验证算法的有效性.     

Weighted steepest descent method for solving matrix equations

This paper describes iterative methods for solving the general linear matrix equation including the well-known Lyapunov matrix equation, Sylvester matrix equation and some related matrix equations encountered in control system theory, as special cases. We develop the methods from the optimization point of view in the sense that the iterative algorithms are constructed to solve some optimization problems whose solutions are closely related to the unique solution to the linear matrix equation. Actually, two optimization problems are considered and, therefore, two iterative algorithms are proposed to solve the linear matrix equation. To solve the two optimization problems, the steepest descent method is adopted. By means of the so-called weighted inner product that is defined and studied in this paper, the convergence properties of the algorithms are analysed. It is shown that the algorithms converge at least linearly for arbitrary initial conditions. The proposed approaches are expected to be numerically reliable as only matrix manipulation is required. Numerical examples show the effectiveness of the proposed algorithms.     

A new numerical solution ofẊ = A_{1}X + XA_{2} + D, X(0) = C

Another numerical solution of the general matrix differential equationcirc{X}=A_{1}X+XA_{2}+D, X(0)=Cfor X is considered without any stability condition for A1and A2. Like Davison's method, the proposed algorithm requires only some n2words of memory andn_{3multiplications wheren=max(n_{1},n_{2})andA in R^{n_{1} times n_{1}},A_{2} in R^{n_{2} times n_{2}}. This new approach is well suited to solve large and possibly unstable systems. We take the opportunity to run the differential equation for various D. A very efficient technique follows to design the so-called receding horizon control problem.     

BCR method for solving generalized coupled Sylvester equations over centrosymmetric or anti-centrosymmetric matrix

This paper introduces another version of biconjugate residual method (BCR) for solving the generalized coupled Sylvester matrix equations over centrosymmetric or anti-centrosymmetric matrix. We prove this version of BCR algorithm can find the centrosymmetric solution group of the generalized coupled matrix equations for any initial matrix group within finite steps in the absence of round-off errors. Furthermore, a method is provided for choosing the initial matrices to obtain the least norm solution of the problem. At last, some numerical examples are provided to illustrate the efficiency and validity of methods we have proposed.     

The numerical solution ofẊ = A_{1}X + XA_{2} + D, X(0) = C

An improved method of solving the general matrix differential equationdot{X} = A_{1}X + XA_{2} + D, X(0) = CforXis considered where A1and A2are stable matrices. The algorithm proposed requires only5n^{2}words of memory and converges in approximately43n^{3} mus where μ is the multiplication time of the digital computer andn = max(n_{1},n_{2})whereA_{1} in R^{n_{1} times n_{1}}, A_{2} in R^{n_{2} times n_{2}}. The algorithm is extremely simple to implement.     

Gradient-based iterative algorithms for generalized coupled Sylvester-conjugate matrix equations

By applying the hierarchical identification principle, the gradient-based iterative algorithm is suggested to solve a class of complex matrix equations. With the real representation of a complex matrix as a tool, the sufficient and necessary conditions for the convergence factor are determined to guarantee that the iterative solutions given by the proposed algorithm converge to the exact solution for any initial matrices. Also, we solve the problem which is proposed by Wu et al. (2010). Finally, some numerical examples are provided to illustrate the effectiveness of the proposed algorithms and testify the conclusions suggested in this paper.     

Solving Stable Sylvester Equations via Rational Iterative Schemes

We investigate the numerical solution of stable Sylvester equations via iterative schemes proposed for computing the sign function of a matrix. In particular, we discuss how the rational iterations for the matrix sign function can efficiently be adapted to the special structure implied by the Sylvester equation. For Sylvester equations with factored constant term as those arising in model reduction or image restoration, we derive an algorithm that computes the solution in factored form directly. We also suggest convergence criteria for the resulting iterations and compare the accuracy and performance of the resulting methods with existing Sylvester solvers. The algorithms proposed here are easy to parallelize. We report on the parallelization of those algorithms and demonstrate their high efficiency and scalability using experimental results obtained on a cluster of Intel Pentium Xeon processors     

Gradient Based Iterative Algorithms for Solving a Class of Matrix Equations

In this note, we apply a hierarchical identification principle to study solving the Sylvester and Lyapunov matrix equations. In our approach, we regard the unknown matrix to be solved as system parameters to be identified, and present a gradient iterative algorithm for solving the equations by minimizing certain criterion functions. We prove that the iterative solution consistently converges to the true solution for any initial value, and illustrate that the rate of convergence of the iterative solution can be enhanced by choosing the convergence factor (or step-size) appropriately. Furthermore, the iterative method is extended to solve general linear matrix equations. The algorithms proposed require less storage capacity than the existing numerical ones. Finally, the algorithms are tested on computer and the results verify the theoretical findings.     

Shape Partitioning via $${L}_{p}$$ Compressed Modes

The eigenfunctions of the Laplace–Beltrami operator (manifold harmonics) define a function basis that can be used in spectral analysis on manifolds. In Ozoli et al. (Proc Nat Acad Sci 110(46):18368–18373, 2013) the authors recast the problem as an orthogonality constrained optimization problem and pioneer the use of an \(L_1\) penalty term to obtain sparse (localized) solutions. In this context, the notion corresponding to sparsity is compact support which entails spatially localized solutions. We propose to enforce such a compact support structure by a variational optimization formulation with an \(L_p\) penalization term, with \(0<p<1\). The challenging solution of the orthogonality constrained non-convex minimization problem is obtained by applying splitting strategies and an ADMM-based iterative algorithm. The effectiveness of the novel compact support basis is demonstrated in the solution of the 2-manifold decomposition problem which plays an important role in shape geometry processing where the boundary of a 3D object is well represented by a polygonal mesh. We propose an algorithm for mesh segmentation and patch-based partitioning (where a genus-0 surface patching is required). Experiments on shape partitioning are conducted to validate the performance of the proposed compact support basis.     

带状线性方程组的并行交替方向算法

提出了分布式存储环境下求解带状线性方程组的并行交替方向迭代算法。充分利用系数矩阵的结构特点,给出了在系数矩阵分别为Hermite正定矩阵和M-矩阵时算法的充分条件,并针对采用的分裂方式,讨论了参数的收敛范围,最后在HPrx2600集群系统上进行了数值计算,结果表明实算与理论相一致,算法简便可行且具有良好的并行性。