Optimization of extrapolated Cayley transform with non-Hermitian positive definite matrix
| Autor: | Zhong-Zhi Bai, Apostolos Hadjidimos |
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| Rok vydání: | 2014 |
| Předmět: |
Discrete mathematics
Numerical Analysis Algebra and Number Theory Discretization Extrapolation Cayley transform Positive-definite matrix Hermitian matrix Euclidean distance Matrix splitting Discrete Mathematics and Combinatorics Applied mathematics Geometry and Topology Contraction (operator theory) Mathematics |
| Zdroj: | Linear Algebra and its Applications. 463:322-339 |
| ISSN: | 0024-3795 |
| DOI: | 10.1016/j.laa.2014.08.021 |
| Popis: | For the extrapolated Cayley transform, we give necessary and sufficient conditions for guaranteeing its convergence and contraction (in the Euclidean norm). We derive upper bounds for the convergence and the contraction factors, and compute the optimal parameters minimizing these upper bounds and the corresponding optimal values of these upper bounds. Numerical computations show that these upper bounds are reasonably sharp compared with the exact convergence and the exact contraction factors of the extrapolated Cayley transform, respectively. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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