约束矩阵方程在自动控制理论、生物学、电学等领域有广泛的应用.本文研究了矩阵元素和特征值区间约束下矩阵方程AXB+CYD—E最小二乘解问题.给出矩阵对(X*,Y*)是问题的解的充分必要条件,给出计算约束解的迭代方法,证明了算法的全局收敛性.
The constraint matrix equation problems have been widely used in control theory, biology, electrici- ty and so on. In this paper, we solve the least squares problem of the matrix equation AXB + CYD = E with the matrix element and eigenvalue interval constraints. The necessary and sufficient condition for matrix pair (X*,Y* ) being a solution of the problem is derived. An iteration algorithm to solve the constraint solution is given, and the convergence of the algorithm is showed.