块SSOR迭代法的收敛性

本文在矩阵A为一般非奇方阵的情况下，讨论了解线性方程组AX=b的块SSOR迭代法（SSOR迭代法）的收敛性，得到了几个新的结果．     

块AOR迭代法的收敛性

本文推广了解线性方程组的AOR迭代法,给出了块AOR迭代法(BAOR迭代法).文中引进了块M-矩阵,块H-矩阵,块严格对角优势矩阵,块Hermite正定矩阵,块相容次序矩阵和广义块相容次序矩阵等概念.在线性方程组的系数矩阵分别具有上述性质的假设下,讨论了BAOR迭代法的敛散性.     

On Iterative Methods with Accelerated Convergence for Solving Systems of Nonlinear Equations

We present a modified method for solving nonlinear systems of equations with order of convergence higher than other competitive methods. We generalize also the efficiency index used in the one-dimensional case to several variables. Finally, we show some numerical examples, where the theoretical results obtained in this paper are applied.     

On Finite Convergence of Iterative Methods for Variational Inequalities in Hilbert Spaces

In a Hilbert space, we study the finite termination of iterative methods for solving a monotone variational inequality under a weak sharpness assumption. Most results to date require that the sequence generated by the method converges strongly to a solution. In this paper, we show that the proximal point algorithm for solving the variational inequality terminates at a solution in a finite number of iterations if the solution set is weakly sharp. Consequently, we derive finite convergence results for the gradient projection and extragradient methods. Our results show that the assumption of strong convergence of sequences can be removed in the Hilbert space case.     

General Methods for Monitoring Convergence of Iterative Simulations

Abstract

We generalize the method proposed by Gelman and Rubin (1992a) for monitoring the convergence of iterative simulations by comparing between and within variances of multiple chains, in order to obtain a family of tests for convergence. We review methods of inference from simulations in order to develop convergence-monitoring summaries that are relevant for the purposes for which the simulations are used. We recommend applying a battery of tests for mixing based on the comparison of inferences from individual sequences and from the mixture of sequences. Finally, we discuss multivariate analogues, for assessing convergence of several parameters simultaneously.     

On the Rate of Convergence of Projection-Difference Methods for Smoothly Solvable Parabolic Equations

A linear parabolic problem in a separable Hilbert space is solved approximately by the projection-difference method. The problem is discretized in space by the Galerkin method orientated towards finite-dimensional subspaces of finite-element type and in time by using the implicit Euler method and the modified Crank-Nicolson scheme. We establish uniform (with respect to the time grid) and mean-square (in space) error estimates for the approximate solutions. These estimates characterize the rate of convergence of errors to zero with respect to both the time and space variables.     

Monotone Convergence of Iterative Methods for Singular Linear Systems

In this paper, monotonicity of iterative methods for solving general solvable singularly systems is discussed. The monotonicity results given by Berman, Plemmons, and Semal are generalized to singular systems. It is shown that for an iterative method introduced by a nonnegative splitting of the coefficient matrix there exist some initial guesses such that the iterative sequence converges towards a solution of the system from below or from above. The monotonicity of the block Gauss-Seidel method for solving a p-cyclic system and Markov chain is considered.     

On the Rate of Multivariate Poisson Convergence

The distribution of the sum of independent nonidentically distributed Bernoulli random vectors inR^kis approximated by a multivariate Poisson distribution. By using a multivariate adaption of Kerstan's (1964,Z. Wahrsch. verw. Gebiete2, 173–179) method, we prove a conjecture of Barbour (1988,J. Appl. Probab.25A, 175–184) on removing a log-term in the upper bound of the total variation distance. Second-order approximations are included.     

On the Convergence of Broyden-Like Methods

The author provides a finer local as well as semilocM convergence analysis of a certain class of Broyden-like methods for solving equations containing a nondifferentiable term on the m-dimensional Euclidean space （m ≥ 1 a natural number）.     

Convergence Analysis of Modified Iterative Methods to Solve Linear Systems

In the past years, a growing interest to solve linear systems with modified iterative methods has been shown by researchers. Recently, Dehghan and Hajarian (J Vib Control, doi:10.1177/10775463124, 2012)based on preconditioned methods, introduced modified accelerated overrelaxation methods for solving linear systems. These authors stated that the best property of the mentioned methods is that they can be used under mild conditions than the Milaszewicz’s (Linear Algebra Appl 93:161–170, 1987) preconditioner. In this paper, we show that the Milaszewicz’s preconditioner is applicable under mild conditions and also, under these conditions, Milaszewicz’s preconditioner is superior to the Dehghan and Hajarian’s preconditioner. Numerical examples are also given to illustrate our results.     

分式线性迭代数列的敛散性及收敛速度

若a_i,b_i0(i=1,2),|a_1 a_2b_1 b_2|≠0,则数列x_10,x_(n+1)=a_1x_n+a_2/b_1x_n+b_2收敛.若迭代过程中,xn(n=1,2,…)全不是φ(x)=a1x+a2/b1x+b2的不动点,则迭代数列{xn}线性收敛.     

具有参数平方收敛的线性插值迭代类

提出了一类具有参数平方收敛的求解非线性方程的线性插值迭代法,方法以Newton法和Steffensen法为其特例,并且给出了该类方法的最佳迭代参数.数值试验表明,选用最佳迭代参数或其近似值的新方法比Newton法和Steffensen方法更有效.     

Subsequent Convergence of Iterative Methods with Applications to Real-Time Model-Predictive Control

In performing online model-predictive control of dynamical systems, it is necessary to solve a sequence of optimization problems (typically quadratic programs) in real time so as to generate the best trajectory. Since only a low fixed number of iterations can be executed in real time, it is not possible to solve each quadratic program to optimality. However, numerical experiments show that, if we use information from the numerical solution of the previous quadratic program to construct a warm start for the current quadratic program, there is a time step after which the usual stopping criteria will be satisfied within the fixed number of iterations for all subsequent optimization problems. This phenomenon is called subsequent convergence and will be analyzed for families of nonlinear equations. Computational results are presented to illustrate the theory and associated computational artifacts.     

On the Convergence Rate of Generalized Fourier Expansions

We consider the problem of estimating the generalized Fouriercoefficients b_nin an expansion of the type . We give a simple method of obtaining a priori estimates of b_nandpresent a detailed analysis of the convergence obtained withseveral frequently employed orthogonal expansion sets. The resultsdepend only on the general analytic structure of the functionf(x), and are relevant to a recent discussion of the convergenceof variational calculations (Delves & Mead, 1971). A simpleextension of the results also gives estimates of the pointwiseconvergence of the expansions.     

关于Bernstein算子的收敛速度

本文对一类函数建立了Bernstein算子的一致逼近定理,而且给出了其逆定理的一个简短证明。     

Baskakov算子的收敛速度

本文对于一类函数建立了Baskakov算子以及导数的一致逼近定理