Upper bounds for theL p -norms of martingales

Summary Let (f _n ) be a martingale. We establish a relationship between exponential bounds for the probabilities of the typeP(|f _n |>·T(f _n )) and the size of the constantC _p appearing in the inequality f ^* _p C _p T ^*(f) _p , for some quasi-linear operators acting on martingales.This research was supported in part by NSF Grant, no. DMS-8902418On leave from Academy of Physical Education, Warsaw, Poland     

Round-off error analysis of iterations for large linear systems

Summary We deal with the rounding error analysis of successive approximation iterations for the solution of large linear systemsA _x =b. We prove that Jacobi, Richardson, Gauss-Seidel and SOR iterations arenumerically stable wheneverA=A ^*>0 andA has PropertyA. This means that the computed resultx _k approximates the exact solution with relative error of order A·A ^–1 where is the relative computer precision. However with the exception of Gauss-Seidel iteration the residual vector Ax _k –b is of order A² A ^–1 and hence the remaining three iterations arenot well-behaved.This work was partly done during the author's visit at Carnegie-Mellon University and it was supported in part by the Office of Naval Research under Contract N00014-76-C-0370; NR 044-422 and by the National Science Foundation under Grant MCS75-222-55     

Generalizations of the projection method with applications to SOR theory for hermitian positive semidefinite linear systems

Summary Ann×n complex matrixB is calledparacontracting if B₂1 and 0x[N(I-B)]Bx₂<x₂. We show that a productB=B _k B _k–1 ...B ₁ ofk paracontracting matrices is semiconvergent and give upper bounds on the subdominant eigenvalue ofB in terms of the subdominant singular values of theB _i 's and in terms of the angles between certain subspaces. Our results here extend earlier results due to Halperin and due to Smith, Solomon and Wagner. We also determine necessary and sufficient conditions forn numbers in the interval [0, 1] to form the spectrum of a product of two orthogonal projections and hence characterize the subdominant eigenvalue of such a product. In the final part of the paper we apply the upper bounds mentioned earlier to provide an estimate on the subdominant eigenvalue of the SOR iteration matrix associated with ann×n hermitian positive semidefinite matrixA none of whose diagonal entries vanish.The work of this author was supported in part by NSF Research Grant No. MCS-8400879     

Numerical stability of the Chebyshev method for the solution of large linear systems

Summary This paper contains the rounding error analysis for the Chebyshev method for the solution of large linear systemsAx+g=0 whereA=A ^* is positive definite. We prove that the Chebyshev method in floating point arithmetic is numerically stable, which means that the computed sequence {x _k} approximates the solution such that x _k – is of order AA ^–1 where is the relative computer precision.We also point out that in general the Chebyshev method is not well-behaved, which means that the computed residualsr _k=Ax _k+g are of order A²A ^–1.This work was supported in part by the Office of Naval Research under Contract N0014-67-0314-0010, NR 044-422 and by the National Science Foundation under Grant GJ32111     

Numerical stability of descent methods for solving linear equations

Summary In this paper we perform a round-off error analysis of descent methods for solving a liner systemAx=b, whereA is supposed to be symmetric and positive definite. This leads to a general result on the attainable accuracy of the computed sequence {x _i } when the method is performed in floating point arithmetic. The general theory is applied to the Gauss-Southwell method and the gradient method. Both methods appear to be well-behaved which means that these methods compute an approximationx _i to the exact solutionA ^–1 b which is the exact solution of a slightly perturbed linear system, i.e. (A+A)x _i =b, A of order A, where is the relative machine precision and · denotes the spectral norm.     

The measure of a translated ball in uniformly convex spaces

Let (E, ¦·¦) be a uniformly convex Banach space with the modulus of uniform convexity of power type. Let be the convolution of the distribution of a random series inE with independent one-dimensional components and an arbitrary probability measure onE. Under some assumptions about the components and the smoothness of the norm we show that there exists a constant such that |{·<t}–{·+r<t}|r ^q , whereq depends on the properties of the norm. We specify it in the case ofL spaces, >1.     

Characterizations of logA≥logB and normaloid operators via Heinz inequality

In 1951, Heinz showed the following useful norm inequality:If A, B0and XB(H), then AXB ^r X^1–r A ^r XB ^r holds for r [0, 1]. In this paper, we shall show the following two applications of this inequality:Firstly, by using Furuta inequality, we shall show an extension of Cordes inequality. And we shall show a characterization of chaotic order (i.e., logAlogB) by a norm inequality.Secondly, we shall study the condition under which , where is Aluthge transformation ofT. Moreover we shall show a characterization of normaloid operators (i.e.,r(T)=T) via Aluthge transformation.     

Convergence of random products of compact contractions in Hilbert space

Let {T₁, ..., T_N} be a finite set of linear contraction mappings of a Hilbert space H into itself, and let r be a mapping from the natural numbers N to {1, ..., N}. One can form S_n=T_r(n)...T_r(1) which could be described as a random product of the T_i's. Roughly, the S_n converge strongly in the mean, but additional side conditions are necessary to ensure uniform, strong or weak convergence. We examine contractions with three such conditions. (W): x_n1, Tx_n1 implies (I-T)x_n0 weakly, (S): x_n1, Tx_n1 implies (I-T)x_n0 strongly, and (K): there exists a constant K>0 such that for all x, (I-T)x²K(x²–Tx²).We have three main results in the event that the T_i's are compact contractions. First, if r assumes each value infinitely often, then S_n converges uniformly to the projection Q on the subspace _i= ₁ ^N [x|T_ix=x]. Secondly we prove that for such compact contractions, the three conditions (W), (S), and (K) are equivalent. Finally if S=S(T₁, ..., T_N) denotes the algebraic semigroup generated by the T_i's, then there exists a fixed positive constant K such that each element in S satisfies (K) with that K.     

A note on operator norm inequalities

If P is a positive operator on a Hilbert space H whose range is dense, then a theorem of Foias, Ong, and Rosenthal says that: [(P)]^–1T[(P)]<-12 max {T, P^–1TP} for any bounded operator T on H, where is a continuous, concave, nonnegative, nondecreasing function on [0, P]. This inequality is extended to the class of normal operators with dense range to obtain the inequality [(N)]^–1T[(N)]<-12c² max {tT, N^–1TN} where is a complex valued function in a class of functions called vase-like, and c is a constant which is associated with by the definition of vase-like. As a corollary, it is shown that the reflexive lattice of operator ranges generated by the range NH of a normal operator N consists of the ranges of all operators of the form (N), where is vase-like. Similar results are obtained for scalar-type spectral operators on a Hilbert space.This author gratefully acknowledges the support of Central Michigan University in the form of a Research Professorship.     

An algorithm for best approximate solutions ofAx=b with a smooth strictly convex norm

Summary In this paper, overdetermined systems ofm linear equations inn unknowns are considered. With ^m equipped with a smooth strictly convex norm, ·, an iterative algorithm for finding the best approximate solution of the linear system which minimizes the ·-error is given. The convergence of the algorithm is established and numerical results are presented for the case when · is anl _p norm, 1<p<.Portions of this paper are taken from the author's Ph.D. thesis at Michigan State University     

Perron-frobenius theory for Banach spaces with a hyperbolic cone

If X is a real Banach space, then the inequality x defines so-called hyperbolic cone in E=X. We develop a relevant version of Perron-Frobenius-Krein-Rutman theory.     

Small into isomorphisms onL ∞ spaces

IfT is an isomorphism ofL (A, ) intoL (B, ) which satisfies the condition T T ^–11+, where (A, ) is a -finite measure space, thenT/T is close to an isometry with an error less than 4.     

A remark on normal derivations of Hilbert-Schmidt type

LetB (H) denote the algebra of operators on the separable Hilbert spaceH. LetC ₂ denote the (Hilbert) space of Hilbert-Schmidt operators onH, with norm .₂ defined by S ₂ ² =(S,S)=tr(SS ^*). GivenA, B B (H), define the derivationC (A, B):B(H)B(H) byC(A, B)X=AX-XB. We show that C(A,B)X+S ₂ ² =C(A,B)X ₂ ² +S ₂ ² holds for allXB(H) and for everySC ₂ such thatC(A, B)S=0 if and only if reducesA, ker S reducesB, andA | S and B| ker S are unitarily equivalent normal operators. We also show that ifA, BB(H) are contractions andR(A, B)B(H)B(H) is defined byR(A, B)X=AXB-X, thenSC ₂ andR(A, B)S=0 imply R(A,B)X+S ₂ ² =R(A,B)X ₂ ² +S ₂ ² for allXB(H).     

Uniform convexity and the distribution of the norm for a Gaussian measure

Summary We show that if a Banach space E has a norm · such that the modulus of uniform convexity is bounded below by a power function, then for each Gaussian measure on E the distribition of the norm for has a bounded density with respect to Lebesgue measure. This result is optimum in the following sense:If (a _n) is an arbitrary sequence with a _n0, there exists a uniformly convex norm N(·) on the standard Hilbert space, equivalent to the usual norm such that the modulus of convexity of this norm satisfies , and a Gaussian measure on E such that the distribution of the norm for does not have a bounded density with respect to Lebesgue measure.     

Two-parameter Vilenkin multipliers and a square function

Two-parameter Vilenkin systems will be investigated. First we give a general sufficient condition for multipliers to be bounded between two-dimensional Hardy spaces H ^q(0<q1). By means of interpolation and duality argument, this theorem can be extended to other spaces. As a consequence, we can prove the (H ^q , L ^q)-boundedness of the Sunouchi operator U with respect to two-parameter Vilenkin systems for all 0 <q 1. Moreover, the equivalence f{H_q} ~ Uf_q (f H^q)follows for 1/2<q 1.     

A generalization of a theorem of Amemiya and Ando on the convergence of random products of contractions in Hilbert space

Let {T₁, ..., T_N} be a finite set of linear contraction mappings of a Hilbert space H into itself, and let r be a mapping from the natural numbersN to {1, ..., N} which assumes each value infinitely often. One can form S_n=T_r(n)...T_r(1) which could be described as a random product of the T_i's. If the contractions have the condition (W): Tx<x whenever Txx, then S_n converges weakly to the projection Q onto the subspace . This theorem is due to Amemiya and Ando. We demonstrate a basic property of the algebraic semigroupS=S(T₁, ..., T_N) generated by N contractions, each having (W). We prove that if the semigroup of an infinite set of contractions is equipped with this property, and the maps satisfy a minor condition parallel to (W) on each of N maps, then random products still converge weakly. Our proof is different from Amemiya and Ando's. We illustrate our method with a new proof of the fact that if a contraction T is completely non-unitary, then Tⁿ0 weakly.     

A Note on the Optimal L 2-Estimate of the Finite Volume Element Method

In this note, the optimal L ²-error estimate of the finite volume element method (FVE) for elliptic boundary value problem is discussed. It is shown that u–u _{h 0}Ch ²|ln h|^1/2f_1,1 and u–u _{h 0}Ch ²f_1,p , p>1, where u is the solution of the variational problem of the second order elliptic partial differential equation, u _h is the solution of the FVE scheme for solving the problem, and f is the given function in the right-hand side of the equation.     

On the stability of semi-implicit methods for ordinary differential equations

The aim of this paper is to analyze the stability properties of semi-implicit methods (such as Rosenbrock methods,W-methods, and semi-implicit extrapolation methods) for nonlinear stiff systems of differential equations. First it is shown that the numerical solution satisfies y ₁ (h)y ₀, if the method is applied with stepsizeh to the systemy =Ay ( denotes the logarithmic norm ofA). Properties of the function(x) are studied. Further, conditions for the parameters of a semi-implicit method are given, which imply that the method produces contractive numerical solutions over a large class of nonlinear problems for sufficiently smallh. The restriction on the stepsize, however, does not depend on the stiffness of the differential equation. Finally, the presented theory is applied to the extrapolation method based on the semi-implicit mid-point rule.     

Bari bases of subspaces

We shall establish certain characteristic properties of Bari^* bases of subspaces. We shall show that a complete sequence of finite-dimensional subspaces {N _j}₁ is a Bari basis if and only if each sequence {_j{₁ (_j€N _j, _j=1) is a Bari basis of its own closed linear hull.Translated from Matematicheskie Zametki, Vol. 5, No. 4, pp. 461–469, April, 1969.     

Solving shortest length least-squares problems via dynamic programming

If the matrixA is not of full rank, there may be many solutions to the problem of minimizing Ax–b overx. Among such vectorsx, the unique one for which x is minimum is of importance in applications. This vector may be represented asx=A ⁺ b. In this paper, the functional equation technique of dynamic programming is used to find the shortest solution to the least-squares problem in a sequential fashion. The algorithm is illustrated with an example.Our debt to the late Professor Richard Bellman is clear, and we wish to thank Professor Harriet Kagiwada for many stimulating conversations concerning least-squares problems over a long period of years.