On the global convergence of the Jacobi method for symmetric matrices of order 4 under parallel strategies

Autor: Vjeran Hari, Erna Begović Kovač
Rok vydání: 2017
Předmět:
Zdroj: Linear Algebra and its Applications. 524:199-234
ISSN: 0024-3795
DOI: 10.1016/j.laa.2017.03.003
Popis: The paper analyzes special cyclic Jacobi methods for symmetric matrices of order $4$. Only those cyclic pivot strategies that enable full parallelization of the method are considered. These strategies, unlike the serial pivot strategies, can force the method to be very slow or very fast within one cycle, depending on the underlying matrix. Hence, for the global convergence proof one has to consider two or three adjacent cycles. It is proved that for any symmetric matrix $A$ of order~$4$ the inequality $S(A^{[2]})\leq(1-10^{-5})S(A)$ holds, where $A^{[2]}$ results from $A$ by applying two cycles of a particular parallel method. Here $S(A)$ stands for the Frobenius norm of the strictly upper-triangular part of $A$. The result holds for two special parallel strategies and implies the global convergence of the method under all possible fully parallel strategies. It is also proved that for every $\epsilon>0$ and $n\geq4$ there exist a symmetric matrix $A(\epsilon)$ of order $n$ and a cyclic strategy, such that upon completion of the first cycle of the appropriate Jacobi method the inequality $S(A^{[1]})> (1-\epsilon)S(A(\epsilon))$ holds.
Comment: 27 pages
Databáze: OpenAIRE
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