The symmetric solutions of the matrix inequalityAX≥Bin least-squares sense

Jingjing Peng, Zhenyun Peng · International Journal of Computer Mathematics · 2012

In this paper, we present an iterative method to compute the symmetric solutions of the matrix inequality AX≥B in least-squares sense. The presented iteration method can be also used to compute the symmetric solutions of the matrix equation AX=B and the consistent matrix inequality AX≥B. Numerical experiments are given to illustrate the usefulness of the proposed approach.

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