Riccati-based preconditioner for computing invariant subspaces of large matrices

Summary. This paper introduces and analyzes the convergence properties of a method that computes an approximation to the invariant subspace associated with a group of eigenvalues of a large not necessarily diagonalizable matrix. The method belongs to the family of projection type methods. At each step, it refines the approximate invariant subspace using a linearized Riccati's equation which turns out to be the block analogue of the correction used in the Jacobi-Davidson method. The analysis conducted in this paper shows that the method converges at a rate quasi-quadratic provided that the approximate invariant subspace is close to the exact one. The implementation of the method based on multigrid techniques is also discussed and numerical experiments are reported. Received June 15, 2000 / Revised version received January 22, 2001 / Published online October 17, 2001     

Coupling for Markov renewal processes and the rate of convergence in ergodic theorems for processes with semi-Markov switchings

Coupling procedures for Markov renewal processes are described. Applications to ergodic theorems for processes with semi-Markov switchings are considered.This paper was partly prepared with the support of NFR Grant F-UP 10257-300.     

Nonstationary curves in Hilbert spaces and their correlation functions II

Partially supportted by Grant MM-22/1991 of MESC     

Asymptotics in the random assignment problem

Summary We show that, in the usual probabilistic model for the random assignment problem, the optimal cost tends to a limit constant in probability and in expectation. The method involves construction of an infinite limit structure, in terms of which the limit constant is defined. But we cannot improve on the known numerical bounds for the limit.Research supported by NSF Grant MCS90-01710     

Minimizing the number of transitions with respect to observation equivalence

Labeled transition systems (lts) provide an operational semantics for many specification languages. In order to abstract unrelevant details of lts's, manybehavioural equivalences have been defined; here observation equivalence is considered. We are interested in the following problem:Given a finite lts, which is the minimal observation equivalent lts corresponding to it? It is well known that the number of states of an lts can be minimized by applying arelational coarsest partition algorithm. However, the obtained lts is not unique (up to the renaming of the states): for an lts there may exist several observation equivalent lts's which have the minimal number of states but varying number of transitions. In this paper we show how the number of transitions can be minimized, obtaining a unique lts.     

U-statistics in danach spaces

U-statistics in Banach spaces are considered and thoroughly investigated. The martingale structure, estimates of moments, the law of large numbers, the central limit theorem, the invariance principle, estimates of the rate of convergence, and large deviations are established     

Classification of real moduli spaces over genus 2 curves

We classify, in terms of simple algebraic equations, the fixed point sets of the moduli space of stable bundles over genus 2 curves with anti-holomorphic involutions.Research supported by SRF of University of Missouri.     

On the fast reduction of a quasiseparable matrix to Hessenberg and tridiagonal forms

In this paper we design a fast new algorithm for reducing an N × N quasiseparable matrix to upper Hessenberg form via a sequence of N − 2 unitary transformations. The new reduction is especially useful when it is followed by the QR algorithm to obtain a complete set of eigenvalues of the original matrix. In particular, it is shown that in a number of cases some recently devised fast adaptations of the QR method for quasiseparable matrices can benefit from using the proposed reduction as a preprocessing step, yielding lower cost and a simplification of implementation.