On Weakly Formulated Sylvester Equations and Applications

نویسنده

  • LUKA GRUBIŠIĆ
چکیده

We use a “weakly formulated” Sylvester equation H1/2TM−1/2 −H−1/2TM1/2 = F to obtain new bounds for the rotation of spectral subspaces of a nonnegative selfadjoint operator in a Hilbert space. Our bound extends the known results of Davis and Kahan. Another application is a bound for the square root of a positive selfadjoint operator which extends the known rule: “The relative error in the square root is bounded by the one half of the relative error in the radicand”. Both bounds are illustrated on differential operators which are defined via quadratic forms. 1. Preliminaries In this work we will study properties of nonnegative selfadjoint operators in a Hilbert space which are close in the sense of the inequality (1.1) |h(φ, ψ)−m(φ, ψ)| ≤ η √ h[φ]m[ψ] where the sesquilinear forms h,m belong to the operators H,M respectively and m[ψ] = m(ψ, ψ), h[φ] = h(φ, φ). ByQ(h) we denote the domain space of a sesquilinear form h and in (1.1) we assume that Q(h) = Q(m). In the first part of the paper we show that (1.1) implies an estimate of the separation between “matching” eigensubspaces of H and A. To be more precise one of the typical situations is: Let 0 ≤ λ1(H) ≤ λ2(H) ≤ · · · ≤ λn(H) < D < λn+1(H) ≤ · · · (1.2) 0 ≤ λ1(M) ≤ λ2(M) ≤ · · · ≤ λn(M) < D < λn+1(M) ≤ · · · (1.3) be the eigenvalues of the operators H and M which satisfy (1.1) then ‖EH(D)− EM(D)‖ ≤ min {Dλn(H) D − λn(H) , √ Dλn(M) D − λn(M) } η. Such an estimate was implicit in [7]. We then generalize this inequality to hold both for the operator norm ‖ · ‖ and the Hilbert–Schmidt norm ||| · |||HS . We also allow that EH(D) and EM(D) be possibly infinite dimensional. For recent estimates of the separation between eigensubspaces see [10]. Date: February 8, 2007. 1991 Mathematics Subject Classification. 65F15, 49R50, 47A55, 35Pxx.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On the numerical solution of generalized Sylvester matrix equations

‎The global FOM and GMRES algorithms are among the effective‎ ‎methods to solve Sylvester matrix equations‎. ‎In this paper‎, ‎we‎ ‎study these algorithms in the case that the coefficient matrices‎ ‎are real symmetric (real symmetric positive definite) and extract‎ ‎two CG-type algorithms for solving generalized Sylvester matrix‎ ‎equations‎. ‎The proposed methods are iterative projection metho...

متن کامل

Master ’ s Thesis Proposal , 20 credits : ScaLAPACK - style algorithms for Periodic Matrix Equations

1 Motivation This Master's Thesis project considers software for solving periodic Sylvester-type matrix equations. Recently, the ScaLAPACK-style library SCASY was completed. SCASY is a parallel HPC software library that solves for 42 sign and transpose variant of 8 common standard and generalized Sylvester-type matrix equations (see Table 1) which builds on the Table 1: The Sylvester-type matri...

متن کامل

Gauss-Sidel and Successive Over Relaxation Iterative Methods for Solving System of Fuzzy Sylvester Equations

In this paper, we present Gauss-Sidel and successive over relaxation (SOR) iterative methods for finding the approximate solution system of fuzzy Sylvester equations (SFSE), AX + XB = C, where A and B are two m*m crisp matrices, C is an m*m fuzzy matrix and X is an m*m unknown matrix. Finally, the proposed iterative methods are illustrated by solving one example.

متن کامل

Theoretical results on the global GMRES method for solving generalized Sylvester matrix‎ ‎equations

‎The global generalized minimum residual (Gl-GMRES)‎ ‎method is examined for solving the generalized Sylvester matrix equation‎ ‎[sumlimits_{i = 1}^q {A_i } XB_i = C.]‎ ‎Some new theoretical results are elaborated for‎ ‎the proposed method by employing the Schur complement‎. ‎These results can be exploited to establish new convergence properties‎ ‎of the Gl-GMRES method for solving genera...

متن کامل

Residual norm steepest descent based iterative algorithms for Sylvester tensor equations

Consider the following consistent Sylvester tensor equation[mathscr{X}times_1 A +mathscr{X}times_2 B+mathscr{X}times_3 C=mathscr{D},]where the matrices $A,B, C$ and the tensor $mathscr{D}$ are given and $mathscr{X}$ is the unknown tensor. The current paper concerns with examining a simple and neat framework for accelerating the speed of convergence of the gradient-based iterative algorithm and ...

متن کامل

Factorized Solution of Sylvester Equations with Applications in Control∗

Sylvester equations play a central role in many areas of applied mathematics and in particular in systems and control theory. Here we will show how low-rank solutions for stable Sylvester equations can be computed based on the matrix sign function method. We discuss applications in model reduction as well as in observer design. Numerical experiments demonstrate the efficiency of the proposed me...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2007