• Title/Summary/Keyword: positive definite

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THE STEEPEST DESCENT METHOD AND THE CONJUGATE GRADIENT METHOD FOR SLIGHTLY NON-SYMMETRIC, POSITIVE DEFINITE MATRICES

  • Shin, Dong-Ho;Kim, Do-Hyun;Song, Man-Suk
    • Communications of the Korean Mathematical Society
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    • v.9 no.2
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    • pp.439-448
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    • 1994
  • It is known that the steepest descent(SD) method and the conjugate gradient(CG) method [1, 2, 5, 6] converge when these methods are applied to solve linear systems of the form Ax = b, where A is symmetric and positive definite. For some finite difference discretizations of elliptic problems, one gets positive definite matrices that are almost symmetric. Practically, the SD method and the CG method work for these matrices. However, the convergence of these methods is not guaranteed theoretically. The SD method is also called Orthores(1) in iterative method papers. Elman [4] states that the convergence proof for Orthores($\kappa$), with $\kappa$ a positive integer, is not heard. In this paper, we prove that the SD method and the CG method converge when the $\iota$$^2$ matrix norm of the non-symmetric part of a positive definite matrix is less than some value related to the smallest and the largest eigenvalues of the symmetric part of the given matrix.(omitted)

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TWO INEQUALITIES INVOLVING HADAMARD PRODUCTS OF POSITIVE SEMI-DEFINITE HERMITIAN MATRICES

  • Cao, Chong-Guang;Yang, Zhong-Peng;Xian Zhang
    • Journal of applied mathematics & informatics
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    • v.10 no.1_2
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    • pp.101-109
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    • 2002
  • We extend two inequalities involving Hadamard Products of Positive definite Hermitian matrices to positive semi-definite Hermitian matrices. Simultaneously, we also show the sufficient conditions for equalities to hold. Moreover, some other matrix inequalities are also obtained. Our results and methods we different from those which are obtained by S. Liu in [J. Math. Anal. Appl. 243:458-463(2000)] and B.-Y Wang et al in [Lin. Alg. Appl. 302-303: 163-172(1999)] .

MULTI SPLITTING PRECONDITIONERS FOR A SYMMETRIC POSITIVE DEFINITE MATRIX

  • Yun Jae-Heon;Kim Eun-Heui;Oh Se-Young
    • Journal of applied mathematics & informatics
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    • v.22 no.1_2
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    • pp.169-180
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    • 2006
  • We study convergence of multisplitting method associated with a block diagonal conformable multisplitting for solving a linear system whose coefficient matrix is a symmetric positive definite matrix which is not an H-matrix. Next, we study the validity of m-step multisplitting polynomial preconditioners which will be used in the preconditioned conjugate gradient method.

IMPROVED STATIONARY $L_p$-APPROXIMATION ORDER OF INTERPOLATION BY CONDITIONALLY POSITIVE DEFINITE FUNCTIONS

  • Yoon, Jung-Ho
    • Journal of applied mathematics & informatics
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    • v.14 no.1_2
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    • pp.365-376
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    • 2004
  • The purpose of this study is to show that the accuracy of the interpolation method can be at least doubled when additional smoothness requirements and boundary conditions are met. In particular, as a basis function, we are interested in using a conditionally positive definite function $\Phi$ whose generalized Fourier transform is of the form $\Phi(\theta)\;=\;F(\theta)$\mid$\theta$\mid$^{-2m}$ with a bounded function F > 0.

CONVERGENCE OF MULTISPLITTING METHOD FOR A SYMMETRIC POSITIVE DEFINITE MATRIX

  • YUN JAE HEON;OH SEYOUNG;KIM EUN HEUI
    • Journal of applied mathematics & informatics
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    • v.18 no.1_2
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    • pp.59-72
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    • 2005
  • We study convergence of symmetric multisplitting method associated with many different multisplittings for solving a linear system whose coefficient matrix is a symmetric positive definite matrix which is not an H-matrix.

A SPARSE APPROXIMATE INVERSE PRECONDITIONER FOR NONSYMMETRIC POSITIVE DEFINITE MATRICES

  • Salkuyeh, Davod Khojasteh
    • Journal of applied mathematics & informatics
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    • v.28 no.5_6
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    • pp.1131-1141
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    • 2010
  • We develop an algorithm for computing a sparse approximate inverse for a nonsymmetric positive definite matrix based upon the FFAPINV algorithm. The sparse approximate inverse is computed in the factored form and used to work with some Krylov subspace methods. The preconditioner is breakdown free and, when used in conjunction with Krylov-subspace-based iterative solvers such as the GMRES algorithm, results in reliable solvers. Some numerical experiments are given to show the efficiency of the preconditioner.

POSITIVENESS FOR THE RIEMANNIAN GEODESIC BLOCK MATRIX

  • Hwang, Jinmi;Kim, Sejong
    • Communications of the Korean Mathematical Society
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    • v.35 no.3
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    • pp.917-925
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    • 2020
  • It has been shown that the geometric mean A#B of positive definite Hermitian matrices A and B is the maximal element X of Hermitian matrices such that $$\(\array{A&X\\X&B}\)$$ is positive semi-definite. As an extension of this result for the 2 × 2 block matrix, we consider in this article the block matrix [[A#wijB]] whose (i, j) block is given by the Riemannian geodesics of positive definite Hermitian matrices A and B, where wij ∈ ℝ for all 1 ≤ i, j ≤ m. Under certain assumption of the Loewner order for A and B, we establish the equivalent condition for the parameter matrix ω = [wij] such that the block matrix [[A#wijB]] is positive semi-definite.

ON THE NONLINEAR MATRIX EQUATION $X+\sum_{i=1}^{m}A_i^*X^{-q}A_i=Q$(0<q≤1)

  • Yin, Xiaoyan;Wen, Ruiping;Fang, Liang
    • Bulletin of the Korean Mathematical Society
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    • v.51 no.3
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    • pp.739-763
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    • 2014
  • In this paper, the nonlinear matrix equation $$X+\sum_{i=1}^{m}A_i^*X^{-q}A_i=Q(0<q{\leq}1)$$ is investigated. Some necessary conditions and sufficient conditions for the existence of positive definite solutions for the matrix equation are derived. Two iterative methods for the maximal positive definite solution are proposed. A perturbation estimate and an explicit expression for the condition number of the maximal positive definite solution are obtained. The theoretical results are illustrated by numerical examples.

THE EQUIVALENT FORM OF A MATRIX INEQUALITY AND ITS APPLICATION

  • ZHONGPENG YANG;XIAOXIA FENG
    • Journal of applied mathematics & informatics
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    • v.20 no.1_2
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    • pp.421-431
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    • 2006
  • In this paper, we establish a matrix inequality and its equivalent form. Applying the results, some matrix inequalities involving Khatri-Rao products of positive semi-definite matrices are generalized.