Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userThe Pade iterations for the matrix sign function and their reciprocals are optimal
440
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
It is proved that among the rational iterations locally converging with order s>1 to the sign function, the Pade iterations and their reciprocals are the unique rationals with the lowest sum of the degrees of numerator and denominator.
rate research
Read More
We exhibit a randomized algorithm which given a square $ntimes n$ complex matrix $A$ with $|A| le 1$ and $delta>0$, computes with high probability invertible $V$ and diagonal $D$ such that $$|A-VDV^{-1}|le delta $$ and $|V||V^{-1}| le O(n^{2.5}/delta)$ in $O(T_{MM}>(n)log^2(n/delta))$ arithmetic operations on a floating point machine with $O(log^4(n/delta)log n)$ bits of precision. Here $T_{MM}>(n)$ is the number of arithmetic operations required to multiply two $ntimes n$ complex matrices numerically stably, with $T_{MM},,(n)=O(n^{omega+eta}>>)$ for every $eta>0$, where $omega$ is the exponent of matrix multiplication. The algorithm is a variant of the spectral bisection algorithm in numerical linear algebra (Beavers and Denman, 1974). This running time is optimal up to polylogarithmic factors, in the sense that verifying that a given similarity diagonalizes a matrix requires at least matrix multiplication time. It significantly improves best previously provable running times of $O(n^{10}/delta^2)$ arithmetic operations for diagonalization of general matrices (Armentano et al., 2018), and (w.r.t. dependence on $n$) $O(n^3)$ arithmetic operations for Hermitian matrices (Parlett, 1998). The proof rests on two new ingredients. (1) We show that adding a small complex Gaussian perturbation to any matrix splits its pseudospectrum into $n$ small well-separated components. This implies that the eigenvalues of the perturbation have a large minimum gap, a property of independent interest in random matrix theory. (2) We rigorously analyze Roberts Newton iteration method for computing the matrix sign function in finite arithmetic, itself an open problem in numerical analysis since at least 1986. This is achieved by controlling the evolution the iterates pseudospectra using a carefully chosen sequence of shrinking contour integrals in the complex plane.
In this paper, we investigate the randomized algorithms for block matrix multiplication from random sampling perspective. Based on the A-optimal design criterion, the optimal sampling probabilities and sampling block sizes are obtained. To improve the practicability of the block sizes, two modified ones with less computation cost are provided. With respect to the second one, a two step algorithm is also devised. Moreover, the probability error bounds for the proposed algorithms are given. Extensive numerical results show that our methods outperform the existing one in the literature.
We analyze the Lanczos method for matrix function approximation (Lanczos-FA), an iterative algorithm for computing $f(mathbf{A}) mathbf{b}$ when $mathbf{A}$ is a Hermitian matrix and $mathbf{b}$ is a given mathbftor. Assuming that $f : mathbb{C} rightarrow mathbb{C}$ is piecewise analytic, we give a framework, based on the Cauchy integral formula, which can be used to derive {em a priori} and emph{a posteriori} error bounds for Lanczos-FA in terms of the error of Lanczos used to solve linear systems. Unlike many error bounds for Lanczos-FA, these bounds account for fine-grained properties of the spectrum of $mathbf{A}$, such as clustered or isolated eigenvalues. Our results are derived assuming exact arithmetic, but we show that they are easily extended to finite precision computations using existing theory about the Lanczos algorithm in finite precision. We also provide generalized bounds for the Lanczos method used to approximate quadratic forms $mathbf{b}^textsf{H} f(mathbf{A}) mathbf{b}$, and demonstrate the effectiveness of our bounds with numerical experiments.
We consider asynchrono
For a linear matrix function $f$ in $X in R^{mtimes n}$ we consider inhomogeneous linear matrix equations $f(X) = E$ for $E eq 0$ that have or do not have solutions. For such systems we compute optimal norm constrained solutions iteratively using the Conjugate Gradient and Lanczos methods in combination with the More-Sorensen optimizer. We build codes for ten linear matrix equations, of Sylvester, Lyapunov, Stein and structured types and their
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
