发表机构
Dipartimento di Matematica Università di Pisa; Università degli Studi di Perugia; Ocean University of China, Tsingtao(比萨大学数学系; 佩鲁贾大学; 中国海洋大学(青岛))
机构由 AI 辅助整理,请以论文原文为准。AI 中文总结
本文分析并改进两种计算奇异M-矩阵主平方根的不动点迭代,证明在温和条件下收敛为线性,并提出逐分量精确版本,使误差受机器精度小倍数控制,数值实验验证了其有效性。
AI 中文摘要
我们分析了两种用于计算M-矩阵$A$的主平方根的不动点迭代。尽管这些迭代在通常初始化下,当$A$为奇异M-矩阵时收敛是次线性的,但我们证明,在初始近似满足适当的温和条件下,收敛是线性的。此外,我们提供了这些迭代的逐分量精确版本,使得我们能够以逐分量相对误差均匀地由机器精度的小倍数所界定的方式逼近主平方根。我们给出了数值实验,展示了所提算法对某些类别问题的有效性。
英文摘要
We analyze two fixed-point iterations for computing the principal square root of an M-matrix $A$. Although these iterations, with customary initialization, converge sublinearly when $A$ is a singular M-matrix, we show that, under suitable mild conditions on the initial approximation, the convergence is linear. Moreover, we provide component-wise accurate versions of these iterations, which allow us to approximate the principal square root with a component-wise relative error uniformly bounded by a small multiple of the machine precision. Numerical experiments demonstrating the effectiveness of the proposed algorithms for certain classes of problems are presented.