A Hadamard product involving N-matrices

We show that for any pair M,N of n by n M-matrices, the Hadamard (entry-wise) product M°N_-1 is again an M-matrix. For a single M-matrix M, the matrix M°M^-1 is also considered.     

Characterizations of singular irreducible M-matrices

In this note, We obtain some necessary and sufficient conditions such that a singular Z-matrix is a singular irreducible M-matrix.     

The symmetric inverse M-matrix completion problem

Necessary and sufficient conditions are given on the data for completability of a partial symmetric inverse M-matrix, the graph of whose specified entries is a cycle, and these conditions coincide with those we identify to be necessary in the general (nonsymmetric) case. Graphs for which all partial symmetric inverse M-matrices have symmetric inverse M-matrix completions are identified and these include those that arise in the general (positionally symmetric) case. However, the identification of all such graphs is more subtle than the general case. Finally, we show that our new cycle conditions are sufficient for completability of all partial symmetric inverse M-matrices, the graph of whose specified entries is a block graph.     

A block Newton method for nonlinear eigenvalue problems

We consider matrix eigenvalue problems that are nonlinear in the eigenvalue parameter. One of the most fundamental differences from the linear case is that distinct eigenvalues may have linearly dependent eigenvectors or even share the same eigenvector. This has been a severe hindrance in the development of general numerical schemes for computing several eigenvalues of a nonlinear eigenvalue problem, either simultaneously or subsequently. The purpose of this work is to show that the concept of invariant pairs offers a way of representing eigenvalues and eigenvectors that is insensitive to this phenomenon. To demonstrate the use of this concept in the development of numerical methods, we have developed a novel block Newton method for computing such invariant pairs. Algorithmic aspects of this method are considered and a few academic examples demonstrate its viability.     

Simulation of soliton solutions for the propagation of a femtosecond pulse in a medium with a cubic nonlinearity

Soliton solutions are constructed numerically for the problem of propagation of a femtosecond pulse in a medium with a cubic nonlinearity. The problem is posed as an eigenvalue problem with an operator nonlinear in the eigenfunctions. For given values of the propagation parameter we find the real eigenvalue λ and the corresponding eigenvector. This eigenvector is a soliton, i.e., a solution that does not vary in the coordinate of propagation of the light pulse. An algorithm is proposed to find the minimum eigenvalue and the corresponding eigenfunctions that satisfy given conditions. Translated from Prikladnaya Matematika i Informatika, No. 2, pp. 63–68, 1999.     

关于M/M/n排队模型的动态解及稳定性

文章讨论动态 M/M/n排队模型 ,运用算子半群理论证明了该模型动态正解的存在唯一性 .并进一步表明零点是系统的一个本征值 ,相应的本征函数为系统的一个定态正解 ,系统的动态正解强稳定到定态解     

A new differential equation method for finding the Perron root of a positive matrix

A basic problem in linear algebra is the determination of the largest eigenvalue (Perron root) of a positive matrix. In the present paper a new differential equation method for finding the Perron root is given. The method utilizes the initial value differential system developed in a companion paper for individually tracking the eigenvalue and corresponding right eigenvector of a parametrized matrix.     

A method for rational Chebyshev approximation of rational functions on the unit disk and on the unit interval

A method for construction of CF approximants in some cases of rational approximation of a rational function f on the unit disk and on the unit interval is presented. The inverted square root of the greatest positive eigenvalue and a corresponding eigenvector of an eigenvalue problem defined by the coefficients of f gives the solution.     

A boundary element method for the Dirichlet eigenvalue problem of the Laplace operator

The solution of eigenvalue problems for partial differential operators by using boundary integral equation methods usually involves some Newton potentials which may be resolved by using a multiple reciprocity approach. Here we propose an alternative approach which is in some sense equivalent to the above. Instead of a linear eigenvalue problem for the partial differential operator we consider a nonlinear eigenvalue problem for an associated boundary integral operator. This nonlinear eigenvalue problem can be solved by using some appropriate iterative scheme, here we will consider a Newton scheme. We will discuss the convergence and the boundary element discretization of this algorithm, and give some numerical results.     

Recursive estimation for ordered eigenvectors of symmetric matrix with observation noise

The principal component analysis is to recursively estimate the eigenvectors and the corresponding eigenvalues of a symmetric matrix A based on its noisy observations Ak=A+Nk, where A is allowed to have arbitrary eigenvalues with multiplicity possibly bigger than one. In the paper the recursive algorithms are proposed and their ordered convergence is established: It is shown that the first algorithm a.s. converges to a unit eigenvector corresponding to the largest eigenvalue, the second algorithm a.s. converges to a unit eigenvector corresponding to either the second largest eigenvalue in the case the largest eigenvalue is of single multiplicity or the largest eigenvalue if the multiplicity of the largest eigenvalue is bigger than one, and so on. The convergence rate is also derived.     

有两种修复方法的复杂可修复系统解的渐近稳定性

讨论了两种修复方法的系统解的渐近稳定性.证明了系统在Banach空间中生成正压缩c0半群,系统的非负稳定解恰是系统算子0本征值对应的本征向量,系统算子的谱点均位于复平面的左半平面且在虚轴上除0外无谱.     

Inexact Rayleigh Quotient-Type Methods for Eigenvalue Computations

We consider the computation of an eigenvalue and corresponding eigenvector of a Hermitian positive definite matrix A , assuming that good approximations of the wanted eigenpair are already available, as may be the case in applications such as structural mechanics. We analyze efficient implementations of inexact Rayleigh quotient-type methods, which involve the approximate solution of a linear system at each iteration by means of the Conjugate Residuals method. We show that the inexact version of the classical Rayleigh quotient iteration is mathematically equivalent to a Newton approach. New insightful bounds relating the inner and outer recurrences are derived. In particular, we show that even if in the inner iterations the norm of the residual for the linear system decreases very slowly, the eigenvalue residual is reduced substantially. Based on the theoretical results, we examine stopping criteria for the inner iteration. We also discuss and motivate a preconditioning strategy for the inner iteration in order to further accelerate the convergence. Numerical experiments illustrate the analysis.     

Generic existence and uniqueness of positive eigenvalues and eigenvectors

We consider a closed cone of positive operators on an ordered Banach space and prove that a generic element of this cone has a unique positive eigenvalue and a unique (up to a positive multiple) positive eigenvector. Moreover, the normalized iterations of such a generic element converge to its unique eigenvector.     

具有四个状态的系统特征值的存在性

针对具有四个状态的系统所建立的模型,得出了系统算子一个特征值对应一个特征向量的结论,并证明了除0特征外还存在另外非零实特征值.     

A Jacobi–Davidson like method for nonlinear eigenvalue problems based on singularity theory

We present a Jacobi–Davidson like correction formula for left and right eigenvector approximations for non-Hermitian nonlinear eigenvalue problems. It exploits techniques from singularity theory for characterizing singular points of nonlinear equations. Unlike standard nonlinear Jacobi-Davidson, the correction formula does not contain derivative information and works with orthogonal projectors only. Moreover, the basic method is modified in that the new eigenvalue approximation is taken as a nonlinear Rayleigh functional obtained as root of a certain scalar nonlinear equation the existence of which – as well as a first order perturbation expansion – is shown. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

多参数二次特征值问题重特征值的灵敏度分析

本文研究解析依赖于多参数的二次特征值问题重特征值的灵敏度分析,得到了重特征值的方向导数,证明了相应的特征向量矩阵和特征值平均值的解析性,给出了其一阶偏导数的表达式．然后以这些结论为基础,定义了二次特征值问题重特征值及其不变子空间的灵敏度,并给出了确定二次特征值问题所含矩阵中敏感元素的方法．     

Characterization of symmetric M-matrices as resistive inverses

We aim here at characterizing those nonnegative matrices whose inverse is an irreducible Stieltjes matrix. Specifically, we prove that any irreducible Stieltjes matrix is a resistive inverse. To do this we consider the network defined by the off-diagonal entries of the matrix and we identify the matrix with a positive definite Schrödinger operator whose ground state is determined by the lowest eigenvalue of the matrix and the corresponding positive eigenvector. We also analyze the case in which the operator is positive semidefinite which corresponds to the study of singular irreducible symmetric M-matrices.     

在常规故障和临界人为错误条件下具有易损坏储备部件可修复系统的解的特征值

讨论了一个由两个部件和一个储备部件,并且具有临界人为错误(human error rates)和常规故障(commor-error rates)的随机数学模型,研究了其预解式的表达式及本征值的数目问题,且得出一个本征值对应一个本征元的结论,并给出证明.     

Positive eigenvalue-eigenvector of nonlinear positive mappings

We show that an （eventually） strongly increasing and positively homogeneous mapping T defined on a Banach space can be turned into an Edelstein contraction with respect to Hilbert＇s projective metric. By applying the Edelstein contraction theorem, a nonlinear version of the famous Krein- Rutman theorem is presented, and a simple iteration process {T^kx/｜｜T^kx｜｜} （ x ∈ P^＋） is given for finding a positive eigenvector with positive eigenvalue of T. In particular, the eigenvalue problem of a nonnegative tensor A can be viewed as the fixed point problem of the Edelstein contraction with respect to Hilbert＇s projective metric. As a result, the nonlinear Perron-Frobenius property of a nonnegative tensor A is reached easily.