A single-step HSS method for non-Hermitian positive definite linear systems

In this paper, based on the Hermitian and skew-Hermitian splitting (HSS) iteration method, a single-step HSS (SHSS) iteration method is introduced to solve the non-Hermitian positive definite linear systems. Theoretical analysis shows that, under a loose restriction on the iteration parameter, the SHSS method is convergent to the unique solution of the linear system. Furthermore, we derive an upper bound for the spectral radius of the SHSS iteration matrix, and the quasi-optimal parameter is obtained to minimize the above upper bound. Numerical experiments are reported to the efficiency of the SHSS method; numerical comparisons show that the proposed SHSS method is superior to the HSS method under certain conditions.     

A generalized preconditioned HSS method for non-Hermitian positive definite linear systems

Based on the HSS (Hermitian and skew-Hermitian splitting) and preconditioned HSS methods, we will present a generalized preconditioned HSS method for the large sparse non-Hermitian positive definite linear system. Our method is essentially a two-parameter iteration which can extend the possibility to optimize the iterative process. The iterative sequence produced by our generalized preconditioned HSS method can be proven to be convergent to the unique solution of the linear system. An exact parameter region of convergence for the method is strictly proved. A minimum value for the upper bound of the iterative spectrum is derived, which is relevant to the eigensystem of the products formed by inverse preconditioner and splitting. An efficient preconditioner based on incremental unknowns is presented for the actual implementation of the new method. The optimality and efficiency are effectively testified by some comparisons with numerical results.     

Convergence properties of preconditioned Hermitian and skew-Hermitian splitting methods for non-Hermitian positive semidefinite matrices

For the non-Hermitian and positive semidefinite systems of linear equations, we derive necessary and sufficient conditions for guaranteeing the unconditional convergence of the preconditioned Hermitian and skew-Hermitian splitting iteration methods. We then apply these results to block tridiagonal linear systems in order to obtain convergence conditions for the corresponding block variants of the preconditioned Hermitian and skew-Hermitian splitting iteration methods.

     

Practical convergent splittings and acceleration methods for non-Hermitian positive definite linear systems

We present two practical convergent splittings for solving a non-Hermitian positive definite system. By these new splittings and optimization models, we derive three new improved Chebyshev semi-iterative methods and discuss convergence of these methods. Finally, the numerical examples show that the acceleration methods can reduce evidently the amount of work in computation.     

矩阵正定性的进一步推广

矩阵的正定性在很多领域中都有广泛的应用,其定义得到了一系列的推广.进一步推广了矩阵的正定性,给出了更广义的正定矩阵的定义,并得到了它的若干性质.     

广义正定矩阵的行列式不等式

研究了广义正定矩阵的行列式理论，给出了一些新的结果，推广了Ky Fan、Openheim、Minkowski、Ostrowski-Taussky等著名行列式不等式，削弱了华罗庚不等式的条件．     

Symmetric word equations in two positive definite letters

For every symmetric (``palindromic") word in two positive definite letters and for each fixed -by- positive definite and , it is shown that the symmetric word equation has an -by- positive definite solution . Moreover, if and are real, there is a real solution . The notion of symmetric word is generalized to allow non-integer exponents, with certain limitations. In some cases, the solution is unique, but, in general, uniqueness is an open question. Applications and methods for finding solutions are also discussed.

     

Sparse quasi-Newton updates with positive definite matrix completion

Quasi-Newton methods are powerful techniques for solving unconstrained minimization problems. Variable metric methods, which include the BFGS and DFP methods, generate dense positive definite approximations and, therefore, are not applicable to large-scale problems. To overcome this difficulty, a sparse quasi-Newton update with positive definite matrix completion that exploits the sparsity pattern of the Hessian is proposed. The proposed method first calculates a partial approximate Hessian , where , using an existing quasi-Newton update formula such as the BFGS or DFP methods. Next, a full matrix H _k+1, which is a maximum-determinant positive definite matrix completion of , is obtained. If the sparsity pattern E (or its extension F) has a property related to a chordal graph, then the matrix H _k+1 can be expressed as products of some sparse matrices. The time and space requirements of the proposed method are lower than those of the BFGS or the DFP methods. In particular, when the Hessian matrix is tridiagonal, the complexities become O(n). The proposed method is shown to have superlinear convergence under the usual assumptions.      

Conditionally positive definite dot product kernels

This paper deals with conditionally positive definite kernels on Euclidean spaces. The focus here is on dot product kernels, that is, those depending on the inner product of the variables. Among the results, we include some properties relating conditional positive definiteness and standard convolution in the line and also results related to the characterization of the conditionally positive definite dot product kernels with respect to finite-dimensional polynomial spaces. We also introduce and characterize two large classes of strictly conditionally positive definite dot product kernels.     

Several splittings for non-Hermitian linear systems

For large sparse non-Hermitian positive definite system of linear equations,we present several variants of the Hermitian and skew-Hermitian splitting(HSS)about the coefficient matrix and establish correspondingly several HSS-based iterative schemes.Theoretical analyses show that these methods are convergent unconditionally to the exact solution of the referred system of linear equations,and they may show advantages on problems that the HSS method is ineffiective.     

Strictly positive definite functions on a compact group

We recognize a result of Schreiner, concerning strictly positive definite functions on a sphere in an Euclidean space, as a generalization of Bochner's theorem for compact groups.

     

On a new condition for strictly positive definite functions on spheres

Recently, Xu and Cheney (1992) have proved that if all the Legendre coefficients of a zonal function defined on a sphere are positive then the function is strictly positive definite. It will be shown in this paper that, even if finitely many of the Legendre coefficients are zero, the strict positive definiteness can be assured. The results are based on approximation properties of singular integrals, and provide also a completely different proof of the results of Xu and Cheney.

     

Positive definite matrices and differentiable reproducing kernel inequalities

Let I⊆R be a interval and be a reproducing kernel on I. By the Moore-Aronszajn theorem, every finite matrix k(xi,xj) is positive semidefinite. We show that, as a direct algebraic consequence, if k(x,y) is appropriately differentiable it satisfies a 2-parameter family of differential inequalities of which the classical diagonal dominance is the order 0 case. An application of these inequalities to kernels of positive integral operators yields optimal Sobolev norm bounds.     

流形上矩阵方程AX=B的正定及半正定阵的反问题

文[1-5]中研究了对称、对称半正定及流形上的对称半正定的反问题,并说明了其应用背景.本文研究线性流形上的正定及半正定阵的反问题,说明了文[1-3]中的一些结果为本文的特例.     

Iterative methods for the extremal positive definite solution of the matrix equation

In this paper, the inversion free variant of the basic fixed point iteration methods for obtaining the maximal positive definite solution of the nonlinear matrix equation X+A^*X^-A=Q with the case 0<1 and the minimal positive definite solution of the same matrix equation with the case 1 are proposed. Some necessary conditions and sufficient conditions for the existence of positive definite solutions for the matrix equation are derived. Numerical examples to illustrate the behavior of the considered algorithms are also given.     

On differentiability and analyticity of positive definite functions

We derive a set of differential inequalities for positive definite functions based on previous results derived for positive definite kernels by purely algebraic methods. Our main results show that the global behavior of a smooth positive definite function is, to a large extent, determined solely by the sequence of even-order derivatives at the origin: if a single one of these vanishes then the function is constant; if they are all non-zero and satisfy a natural growth condition, the function is real-analytic and consequently extends holomorphically to a maximal horizontal strip of the complex plane.     

Extensions of positive definite functions on free groups

An analogue of Krein's extension theorem is proved for operator-valued positive definite functions on free groups. The proof gives also the parametrization of all extensions by means of a generalized type of Szegö parameters. One singles out a distinguished completion, called central, which is related to quasi-multiplicative positive definite functions. An application is given to factorization of noncommutative polynomials.     

正定矩阵Hadamard乘积的Schur补逆的偏序的等式条件

我们给出了正定矩阵 A与 B的 Hadamard乘积 A B的偏序 ( A B) - 1 ≤A- 1 B- 1 的等式成立的充要条件 ,从而得到了由王伯英和 Markham给出的正定矩阵 Hadamard乘积的 Schur补的逆的偏序的等式的条件     

Conditionally positive definite kernels on Euclidean domains

This paper characterizes several classes of conditionally positive definite kernels on a domain Ω of either or . Among the classes is that composed of strictly conditionally positive definite kernels. These kernels are known to be useful in the solution of variational interpolation problems on Ω. Our study covers the case in which Ω is the sphere S^l−1 of or a similar manifold. Among other things, our results imply that the characterization of (strict) conditional positive definiteness on Ω can be obtained from a characterization of (strict) positive definiteness on Ω. The bi-zonal strictly conditionally positive definite kernels on S^l−1, l?3, are described.     

Product-type skew-Hermitian triangular splitting iteration methods for strongly non-Hermitian positive definite linear systems

By further generalizing the modified skew-Hermitian triangular splitting iteration methods studied in [L. Wang, Z.-Z. Bai, Skew-Hermitian triangular splitting iteration methods for non-Hermitian positive definite linear systems of strong skew-Hermitian parts, BIT Numer. Math. 44 (2004) 363-386], in this paper, we present a new iteration scheme, called the product-type skew-Hermitian triangular splitting iteration method, for solving the strongly non-Hermitian systems of linear equations with positive definite coefficient matrices. We discuss the convergence property and the optimal parameters of this method. Moreover, when it is applied to precondition the Krylov subspace methods, the preconditioning property of the product-type skew-Hermitian triangular splitting iteration is analyzed in detail. Numerical results show that the product-type skew-Hermitian triangular splitting iteration method can produce high-quality preconditioners for the Krylov subspace methods for solving large sparse positive definite systems of linear equations of strong skew-Hermitian parts.