SINE TRANSFORM MATRIX FOR SOLVING TOEPLITZ MATRIX PROBLEMS

1. IntroductionStrang[1] first studied the use of circulallt matrices C for solving systems of linear eqllationsTi x = b witha symmetric positive definite Toeplitz matrix.Numerous authors such as T.Chan[2],R.Chan,etc.[3],[4],[5], Tyrtyshnikov[6], Huckle[7] and T.Ku and C.Kuo[8] proposed differentfamilies of circulallt / skew- circulant precondit ioners.Appling the preconditioned conjugate gradient algorithm(PCGA) to solve the systems Ti x -b, we must find a preconditioner P such that P…     

Toeplitz预条件子的统一构造与性能分析

１．引言考虑线性方程组ＴＮｘ＝ｂ（１．１）其中ＴＮ＝（ｔｉ,ｊ）是ＮｘＮ对称正定（ＳＰＤ）Ｔｏｅｐｌｉｔｚ矩阵,即ｔｉ,ｊ＝ｔ｜ｉ－ｊ｜（ｉ,ｊ＝０,１,...,Ｎ－１）且ＴＮ的所有特征值均为正数,并表为ＴＮ：＝Ｔ（ｔ。,ｔｉ,...,ｔＮ－１）．如果我们用预条件子共轭梯度法（ＰＣＧ）求解方程组（１．１）,最关健的任务是构造出高效的预条件子．而预条件子最自然的选择似乎其逆矩阵易求且构成矩阵ＴＮ的某种最优逼近．由于循环矩阵ＣＮ的逆矩阵ＣＲ'仍为循环矩阵,因此ＣＮ和ＣＨ'与向量的乘积可通ｉｓ速Ｆｏｕｒｉｅｒ…     

多参数特征值问题的一种算法(Ⅰ)

§1.一类多参数特征值问题R~(k×1)表示所有k×l实矩阵的全体,R~k=R~(k×1) .I~((n))表示u行列单位矩阵.x~T与     

对称Toeplitz系统的快速W变换基预条件子

１．引言考虑下列Ｎ阶线性方程组其中T_N=(t_i,j)　是Ｎ×Ｎ阶实对称正定（ＳＰＤ）Ｔｏｅｐｌｉｔｚ矩阵,即０,１,…,Ｎ－１）且Ｔ_Ｎ的所有特征值为正数．Ｔｏｅｐｌｉｔｚ系统已广泛应用于数字信号处理,时间序列分析（参见［１］）以及微分方程的数值解（参见［２１］等领域．八十年代以前,考虑到Ｔｏｅｐｌｉｔｚ矩阵的特殊性,人们主要用Ｌｅｖｉｎｓｏｎ递推技术及其变形或者分而治之思想直接求解方程组（１．１）,计算复杂性为Ｏ（Ｎ~（２））或Ｏ（ＮｌｏｇＮ~（２））（参见［３］）;比Ｇａｕｓｓ法运算量级Ｏ（Ｎ~（３）…     

广义块Toeplitz特征值问题的基于sine变换的预处理子

在求块Toeplitz矩阵束（Amn，Bmn）特征值的Lanczos过程中，通过对移位块Toepltz矩阵Amn-ρBmn进行基于sine变换的块预处理，从而改进了位移块Toeplitz矩阵的谱分布，加速了Lanczos过程的收敛速度．该块预处理方法能通过快速算法有效快速执行．本文证明了预处理后Lanczos过程收敛迅速，并通过实验证明该算法求解大规模矩阵问题尤其有效．     

論矩陣的一種變換

<正> 在本文中,數域限定為複數域.我們要來研究如下的變換:(1)(它將方陣A變成方陣B),式中P表示任意正則陣,P表示P的元素的共軛救構成的陣.所有的變换(1)顯然成羣.這種變換現在姑稱之為種變換.如果二方陣A與B可由一個種變換變此成彼,我們就說,A與B是對相似的.     

有限局部环上对称矩阵的计数定理(I)

设$A_{n}(R)$是有限局部环$Z/p^{k}Z$上$n$阶对称矩阵的集合, 这里$n\geq 2$. $p$是大于$2$素数, $p\equiv1({\rm mod}4)$ 且$k>1$. 通过确定有限局部环$Z/p^{k}Z$上对称矩阵的标准型, 计算出$A_{n}(R)$在线性群${\rm GL}_{n}(R)$作用下的轨道数, 从而计算出由特定对称矩阵确定的正交群的阶以及与特定对称矩阵在同一轨道的对称矩阵的阶.     

Superoptimal Preconditioners for Functions of Matrices

For any given matrix $A∈\mathbb{C}^{n×n}$, a preconditioner $t_U(A)$ called the superoptimal preconditioner was proposed in 1992 by Tyrtyshnikov. It has been shown that $t_U(A)$ is an efficient preconditioner for solving various structured systems, for instance, Toeplitz-like systems. In this paper, we construct the superoptimal preconditioners for different functions of matrices. Let $f$ be a function of matrices from$\mathbb{C}^{n×n}$ to$\mathbb{C}^{n×n}$. For any $A∈\mathbb{C}^{n×n}$, one may construct two superoptimal preconditioners for $f(A)$: $t_U(f(A))$ and $f(t_U(A))$. We establish basic properties of $t_U(f(A))$) and $f(t_U(A))$ for different functions of matrices. Some numerical tests demonstrate that the proposed preconditioners are very efficient for solving the system $f(A)x=b$.     

The Nearest Bisymmetric Solutions of Linear Matrix Equations

The necessary and sufficient conditions for the existence of and the expressions for the bisymmetric solutions of the matrix equations (Ⅰ)A1X1B1 A2X2B2 ^… AkXkBk=D,(Ⅱ)A1XB1 A2XB2 … AkXBk=D and (Ⅲ) (A1XB1,A2XB2,…,AkXBk)=(D1,D2,…,Dk) are derived by using Kronecker product and Moore-Penrose generalized inverse of matrices. In addition, in corresponding solution set of the matrix equations, the explicit expression of the nearest matrix to a given matrix in the Frobenius norm is given. Numerical methods and numerical experiments of finding the neaxest solutions axe also provided.     

算子方程近似解的一些问题

本文§1首先考察抽象算子方程 u=Au,对于孤立解u~*及其邻近的投影解u~h,证明了=Au~h比u~h有更好的精度.然后应用到积分,微分,等方程中去,并得出估计式 §2首先分析非负积分算子,给出了谱半径的单调逼近的方法.然后应用到连续能量的中子迁移方程上,证明了通常的多群逼近的合理性. §3将本征问题的原有解法和结果加以扩充.     

A Class of Constrained Inverse Eigenproblem and Associated Approximation Problem for Symmetric Reflexive Matrices

Let S∈Rn×n be a symmetric and nontrival involution matrix. We say that A∈E R n×n is a symmetric reflexive matrix if AT = A and SAS = A. Let S R r n×n(S)={A|A= AT,A = SAS, A∈Rn×n}. This paper discusses the following two problems. The first one is as follows. Given Z∈Rn×m (m < n),∧= diag(λ1,...,λm)∈Rm×m, andα,β∈R withα<β. Find a subset (?)(Z,∧,α,β) of SRrn×n(S) such that AZ = Z∧holds for any A∈(?)(Z,∧,α,β) and the remaining eigenvaluesλm 1 ,...,λn of A are located in the interval [α,β], Moreover, for a given B∈Rn×n, the second problem is to find AB∈(?)(Z,∧,α,β) such that where ||.|| is the Frobenius norm. Using the properties of symmetric reflexive matrices, the two problems are essentially decomposed into the same kind of subproblems for two real symmetric matrices with smaller dimensions, and then the expressions of the general solution for the two problems are derived.     

关于矩阵群逆的逆序律

得到了体上两个n阶方阵A,B的群逆A#,B#若存在,则其乘积的群逆(AB) #也存在,且(AB) #=B#A#成立的充分与必要条件是:存在n阶可逆矩阵P使得A =Pdiag(A1,A2 ,…,As) P- 1,B =Pdiag(B1,B2 ,…,Bs) P- 1且对于任意i(i=1 ,2 ,…,s)有Ai,Bi阶数相同,Ai,Bi为可逆矩阵或为0矩阵;又对i≠1有Ai Bi=0 .     

广义双随机矩阵反问题及其应用

研究广义双随机矩阵反问题.给出广义双随机矩阵的最小二乘解,得到了解的具体表达形式.并讨论了用广义双随机矩阵构造给定矩阵的最佳逼近问题,给出该问题有解的充分必要条件和解的表达形式.包括算法及数值例子.     

矩阵方程Am×nXn×p=Bm×p的一种分块矩阵解法

利用分块矩阵的运算和矩阵的初等变换给出了矩阵方程Am×nXn×p=Bm×p解的存在性、解的结构,以及求解的一种方法.同时指出该方法对求解线性方程组Am×nx=b也完全适用.     

代数Paranormal算子的谱

若任给x∈H,‖Tx‖~2≤‖T~2x‖·‖x‖,T∈B(H)称为是一个paranormal算子.T∈B(H)称为代数paranormal算子,若存在非常值复值多项式p,使得p(T)为para- normal算子.本文利用代数paranormal算子的谱集的特点,研究了代数paranormal算子以及该算子的拟仿射变换的Weyl型定理.     

On a Toeplitz Representation of the H1/2 Norm

Some representations of the H1/2 norm are used as Schur complement preconditioner in PCG based domain decomposition algorithms for elliptic problems. These norm representations are efficient preconditioners but the corresponding matrices are dense, so they need FFT algorithm for matrix-vector multiplications. Here we give a new matrix representation of this norm by a special Toeplitz matrix. It contains only O(log(n)) different entries at each row, where n is the number of rows and so a matrix-vector computation can be done by O(nlog(n)) arithmetic operation without using FFT algorithm. The special properties of this matrix assure that it can be used as preconditioner. This is proved by estimating spectral equivalence constants and this fact has also been verified by numerical tests.     

A system of matrix equations and its applications

We derive the solvability conditions and an expression of the general solution to the system of matrix equations A 1X=C1 , A2Y=C2 , YB2=D2 , Y=Y*, A3Z=C3 , ZB3=D3 , Z=Z*, B4X+(B4X)+C4YC4*+D4ZD4*=A4 . Moreover, we investigate the maximal and minimal ranks and inertias of Y and Z in the above system of matrix equations. As a special case of the results, we solve the problem proposed in Farid, Moslehian, Wang and Wu’s recent paper (Farid F O, Moslehian M S, Wang Q W, et al. On the Hermitian solutions to a system of adjointable operator equations. Linear Algebra Appl, 2012, 437: 1854-1891).     

Block filtering decomposition

This paper introduces a new preconditioning technique that is suitable for matrices arising from the discretization of a system of PDEs on unstructured grids. The preconditioner satisfies a so‐called filtering property, which ensures that the input matrix is identical with the preconditioner on a given filtering vector. This vector is chosen to alleviate the effect of low‐frequency modes on convergence and so decrease or eliminate the plateau that is often observed in the convergence of iterative methods. In particular, the paper presents a general approach that allows to ensure that the filtering condition is satisfied in a matrix decomposition. The input matrix can have an arbitrary sparse structure. Hence, it can be reordered using nested dissection, to allow a parallel computation of the preconditioner and of the iterative process. We show the efficiency of our preconditioner through a set of numerical experiments on symmetric and nonsymmetric matrices. Copyright © 2014 John Wiley & Sons, Ltd.     

关于实方阵的几个问题

本文讨论如下内容：１．把有关对称正定（半正定）的一些性质推广到广义正定（半正定）。２．给定ｘ∈Ｒｍ×ｍ，∧为对角阵，求ＡＸ＝ｘ∧在对称半正定矩阵类中解存在的充要条件及一般形式，并讨论了对任意给定的对称正定（半正定）矩阵Ａ，在上述解的集合中求得Ａ，使得     

Some Selfadjoint 2$\times$2 Operator Matrices Associated with Closed Operators

We study a 22 operator matrix associated with a closed densely defined operator. Among others, the selfadjointness of a closed symmetric operator and the strong commutativity of two (unbounded) self-adjoint operators are characterized in terms of the related operator matrices. We propose a definition of strong commutativity for closed symmetric operators. Submitted: November 8, 2001