Successive projection iterative method for solving matrix equation AX=B

Authors:
Fan-Liang Li;Li-sha Gong;Xi-Yan Hu;Lei Zhang
Affiliations:
Institute of Mathematics and Physics, School of Sciences, Central South University of Forestry and Technology, Changsha, 410004, PR China;School of Applied Mathematics, University of Electronic Science and Technology of China, Chengdu, Sichuan, 610054, PR China;College of Mathematics and Econometrics, Hunan University, Changsha, 410082, PR China;College of Mathematics and Econometrics, Hunan University, Changsha, 410082, PR China
Venue:
Journal of Computational and Applied Mathematics
Year:
2010

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Abstract

In this paper, we present a new iterative method (successive projection iterative method) to solve matrix equation AX=B, where A is a symmetric positive definite (SPD) matrix. Based on this method an algorithm is proposed and proved to be convergent. In addition, analysis of the algorithm and numerical experiments are also given to show the efficiency of the method.