تقرير
Optimal rates of convergence of matrices with applications
| العنوان: | Optimal rates of convergence of matrices with applications |
|---|---|
| المؤلفون: | Bauschke, Heinz H., Cruz, J. Y. Bello, Nghia, Tran T. A., Phan, Hung M., Wang, Xianfu |
| سنة النشر: | 2014 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Optimization and Control, Mathematics - Numerical Analysis, 65F10, 65F15 |
| الوصف: | We present a systematic study on the linear convergence rates of the powers of (real or complex) matrices. We derive a characterization when the optimal convergence rate is attained. This characterization is given in terms of semi-simpleness of all eigenvalues having the second-largest modulus after 1. We also provide applications of our general results to analyze the optimal convergence rates for several relaxed alternating projection methods and the generalized Douglas-Rachford splitting methods for finding the projection on the intersection of two subspaces. Numerical experiments confirm our convergence analysis. Comment: 32 pages, 3 figures |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/1407.0671 |
| رقم الأكسشن: | edsarx.1407.0671 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |