• Title/Summary/Keyword: positive definite matrices

Search Result 45, Processing Time 0.022 seconds

POSITIVE SOLUTIONS FOR A NONLINEAR MATRIX EQUATION USING FIXED POINT RESULTS IN EXTENDED BRANCIARI b-DISTANCE SPACES

  • Reena, Jain;Hemant Kumar, Nashine;J.K., Kim
    • Nonlinear Functional Analysis and Applications
    • /
    • v.27 no.4
    • /
    • pp.709-730
    • /
    • 2022
  • We consider the nonlinear matrix equation (NMEs) of the form 𝓤 = 𝓠 + Σki=1 𝓐*iℏ(𝓤)𝓐i, where 𝓠 is n × n Hermitian positive definite matrices (HPDS), 𝓐1, 𝓐2, . . . , 𝓐m are n × n matrices, and ~ is a nonlinear self-mappings of the set of all Hermitian matrices which are continuous in the trace norm. We discuss a sufficient condition ensuring the existence of a unique positive definite solution of a given NME and demonstrate this sufficient condition for a NME 𝓤 = 𝓠 + 𝓐*1(𝓤2/900)𝓐1 + 𝓐*2(𝓤2/900)𝓐2 + 𝓐*3(𝓤2/900)𝓐3. In order to do this, we define 𝓕𝓖w-contractive conditions and derive fixed points results based on aforesaid contractive condition for a mapping in extended Branciari b-metric distance followed by two suitable examples. In addition, we introduce weak well-posed property, weak limit shadowing property and generalized Ulam-Hyers stability in the underlying space and related results.

A SPARSE APPROXIMATE INVERSE PRECONDITIONER FOR NONSYMMETRIC POSITIVE DEFINITE MATRICES

  • Salkuyeh, Davod Khojasteh
    • Journal of applied mathematics & informatics
    • /
    • v.28 no.5_6
    • /
    • pp.1131-1141
    • /
    • 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.

THE EQUIVALENT FORM OF A MATRIX INEQUALITY AND ITS APPLICATION

  • ZHONGPENG YANG;XIAOXIA FENG
    • Journal of applied mathematics & informatics
    • /
    • v.20 no.1_2
    • /
    • pp.421-431
    • /
    • 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.

AN ALGORITHM FOR CHECKING EXTREMALITY OF ENTANGLED STATES WITH POSITIVE PARTIAL TRANSPOSES

  • Ha, Kil-Chan
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.23 no.4
    • /
    • pp.609-616
    • /
    • 2010
  • We characterize extreme rays of the cone $\mathbb{T}$ of all positive semi-definite block matrices whose partial transposes are also positive semi-definite. We also construct an algorithm checking whether a given PPTES generates an extreme ray in the cone $\mathbb{T}$ or not. Using this algorithm, we give an example of $4{\otimes}4$ PPT entangle state of the type (5, 5), which generates extreme ray of the cone $\mathbb{T}$.

ON POSITIVE DEFINITE SOLUTIONS OF A CLASS OF NONLINEAR MATRIX EQUATION

  • Fang, Liang;Liu, San-Yang;Yin, Xiao-Yan
    • Bulletin of the Korean Mathematical Society
    • /
    • v.55 no.2
    • /
    • pp.431-448
    • /
    • 2018
  • This paper is concerned with the positive definite solutions of the nonlinear matrix equation $X-A^*{\bar{X}}^{-1}A=Q$, where A, Q are given complex matrices with Q positive definite. We show that such a matrix equation always has a unique positive definite solution and if A is nonsingular, it also has a unique negative definite solution. Moreover, based on Sherman-Morrison-Woodbury formula, we derive elegant relationships between solutions of $X-A^*{\bar{X}}^{-1}A=I$ and the well-studied standard nonlinear matrix equation $Y+B^*Y^{-1}B=Q$, where B, Q are uniquely determined by A. Then several effective numerical algorithms for the unique positive definite solution of $X-A^*{\bar{X}}^{-1}A=Q$ with linear or quadratic convergence rate such as inverse-free fixed-point iteration, structure-preserving doubling algorithm, Newton algorithm are proposed. Numerical examples are presented to illustrate the effectiveness of all the theoretical results and the behavior of the considered algorithms.

GRADIENT PROJECTION METHODS FOR THE n-COUPLING PROBLEM

  • Kum, Sangho;Yun, Sangwoon
    • Journal of the Korean Mathematical Society
    • /
    • v.56 no.4
    • /
    • pp.1001-1016
    • /
    • 2019
  • We are concerned with optimization methods for the $L^2$-Wasserstein least squares problem of Gaussian measures (alternatively the n-coupling problem). Based on its equivalent form on the convex cone of positive definite matrices of fixed size and the strict convexity of the variance function, we are able to present an implementable (accelerated) gradient method for finding the unique minimizer. Its global convergence rate analysis is provided according to the derived upper bound of Lipschitz constants of the gradient function.

INEQUALITIES INVOLVING KHATRI-RAO PRODUCTS OF HERMITIAN MATRICES

  • Yang, Zhong-Peng;Zhang, Xian;Cao, Chong-Guang
    • Journal of applied mathematics & informatics
    • /
    • v.9 no.1
    • /
    • pp.125-133
    • /
    • 2002
  • Recently, Several inequalities Khatri-Rao Products of two four partitioned blocks positive definite real symmetry matrices are established by Liu in[Lin. Alg. Appl. 289(1999): 267-277]. We extend these results in two ways. First, the results are extended to two any partitioned blocks Hermitian matrices. Second, necessary and sufficient conditions under which these inequalities become equalities are presented.

SINGLE STEP REAL-VALUED ITERATIVE METHOD FOR LINEAR SYSTEM OF EQUATIONS WITH COMPLEX SYMMETRIC MATRICES

  • JingJing Cui;ZhengGe Huang;BeiBei Li;XiaoFeng Xie
    • Bulletin of the Korean Mathematical Society
    • /
    • v.60 no.5
    • /
    • pp.1181-1199
    • /
    • 2023
  • For solving complex symmetric positive definite linear systems, we propose a single step real-valued (SSR) iterative method, which does not involve the complex arithmetic. The upper bound on the spectral radius of the iteration matrix of the SSR method is given and its convergence properties are analyzed. In addition, the quasi-optimal parameter which minimizes the upper bound for the spectral radius of the proposed method is computed. Finally, numerical experiments are given to demonstrate the effectiveness and robustness of the propose methods.

Stabilizing Solutions of Algebraic Matrix riccati Equations in TEX>$H_\infty$ Control Problems

  • Kano, Hiroyuki;Nishimura, Toshimitsu
    • 제어로봇시스템학회:학술대회논문집
    • /
    • 1994.10a
    • /
    • pp.364-368
    • /
    • 1994
  • Algebraic matrix Riccati equations of the form, FP+PF$^{T}$ -PRP+Q=0. are analyzed with reference to the stability of closed-loop system F-PR. Here F, R and Q are n * n real matrices with R=R$^{T}$ and Q=Q$^{T}$ .geq.0 (nonnegative-definite). Such equations have been playing key roles in optimal control and filtering problems with R .geq. 0. and also in the solutions of in H$_{\infty}$ control problems with R taking the form R=H$_{1}$$^{T}$ H$_{1}$-H$_{2}$$^{T}$ H$_{2}$. In both cases an existence of stabilizing solution, i.e. the solution yielding asymptotically stable closed-loop system, is an important problem. First, we briefly review the typical results when R is of definite form, namely either R .geq. 0 as in LQG problems or R .leq. 0. They constitute two extrence cases of Riccati to the cases H$_{2}$=0 and H$_{1}$=0. Necessary and sufficient conditions are shown for the existence of nonnegative-definite or positive-definite stabilizing solution. Secondly, we focus our attention on more general case where R is only assumed to be symmetric, which obviously includes the case for H$_{\infty}$ control problems. Here, necessary conditions are established for the existence of nonnegative-definite or positive-definite stabilizing solutions. The results are established by employing consistently the so-called algebraic method based on an eigenvalue problem of a Hamiltonian matrix.x.ix.x.

  • PDF