arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2002.00080math.NAcs.NAmath.OC
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数值半径计算的收敛速度分析和改进的迭代法

Convergence rate analysis and improved iterations for numerical radius computation

Tim Mitchell

摘要:

计算数值半径的两种主要算法是Mengi和Overton的水平集方法和Uhlig的割平面法。通过新的分析,我们解释了为什么切割平面的方法有时比水平集的方法快得多或慢得多,然后提出了一个新的混合算法,在所有情况下仍然有效。对于矩阵的字段的值是一个圆盘中心在原点,我们表明,成本Uhlig的方法爆炸相对于所需的相对精度。更一般地说,我们还分析了当地的行为Uhlig的切割程序在最外面的点在该领域的价值观,表明它往往有一个快速的Q-线性收敛速率,是Q-超线性的角落。最后,我们确定并解决在水平集和切割平面的方法,并提出这些技术的改进版本的效率低下。

英文摘要:

The main two algorithms for computing the numerical radius are the level-set method of Mengi and Overton and the cutting-plane method of Uhlig. Via new analyses, we explain why the cutting-plane approach is sometimes much faster or much slower than the level-set one and then propose a new hybrid algorithm that remains efficient in all cases. For matrices whose fields of values are a circular disk centered at the origin, we show that the cost of Uhlig's method blows up with respect to the desired relative accuracy. More generally, we also analyze the local behavior of Uhlig's cutting procedure at outermost points in the field of values, showing that it often has a fast Q-linear rate of convergence and is Q-superlinear at corners. Finally, we identify and address inefficiencies in both the level-set and cutting-plane approaches and propose refined versions of these techniques.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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