28 research outputs found

    Gradient Based Iterative Algorithm to Solve General Coupled Discrete-Time Periodic Matrix Equations over Generalized Reflexive Matrices

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    The discrete-time periodic matrix equations are encountered in periodic state feedback problems and model reduction of periodic descriptor systems. The aim of this paper is to compute the generalized reflexive solutions of the general coupled discrete-time periodic matrix equations. We introduce a gradient-based iterative (GI) algorithm for finding the generalized reflexive solutions of the general coupled discretetime periodic matrix equations. It is shown that the introduced GI algorithm always converges to the generalized reflexive solutions for any initial generalized reflexive matrices. Finally, two numerical examples are investigated to confirm the efficiency of GI algorithm

    An extension of the Cayley transform method for a parameterized generalized inverse eigenvalue problem

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    [EN] Since recent studies have shown that the Cayley transform method can be an effective iterative method for solving the inverse eigenvalue problem, in this work, we consider using an extension of it for solving a type of parameterized generalized inverse eigenvalue problem and prove its locally quadratic convergence. This type of inverse eigenvalue problem, which includes multiplicative and additive inverse eigenvalue problems, appears in many applications. Also, we consider the case where the given eigenvalues are multiple. In this case, we describe a modified problem that is not overdetermined and discuss the extension of the Cayley transform method for this modified problem. Finally, to demonstrate the effectiveness of these algorithms, we present some numerical examples to show that the proposed methods are practical and efficient.The authors would like to express their heartfelt thanks to the editor and anonymous referees for their useful comments and constructive suggestions that substantially improved the quality and presentation of this article. This research was developed during a visit of Z.D. to Universitat Politecnica de Valencia. Z.D. would like to thank the hospitality shown by D. Sistemes Informatics i Computacio, Universitat Politecnica de Valencia. J.E.R. was partially supported by the Spanish Agencia Estatal de Investigacion (AEI) under grant TIN2016-75985-P, which includes European Commission ERDF funds. The authors thank Carmen Campos for useful comments on an initial draft of the article.Dalvand, Z.; Hajarian, M.; Román Moltó, JE. (2020). An extension of the Cayley transform method for a parameterized generalized inverse eigenvalue problem. Numerical Linear Algebra with Applications. 27(6):1-24. https://doi.org/10.1002/nla.2327S124276Chu, M., & Golub, G. (2005). Inverse Eigenvalue Problems. doi:10.1093/acprof:oso/9780198566649.001.0001Hajarian, M., & Abbas, H. (2018). Least squares solutions of quadratic inverse eigenvalue problem with partially bisymmetric matrices under prescribed submatrix constraints. Computers & Mathematics with Applications, 76(6), 1458-1475. doi:10.1016/j.camwa.2018.06.038Hajarian, M. (2019). An efficient algorithm based on Lanczos type of BCR to solve constrained quadratic inverse eigenvalue problems. Journal of Computational and Applied Mathematics, 346, 418-431. doi:10.1016/j.cam.2018.07.025Hajarian, M. (2018). Solving constrained quadratic inverse eigenvalue problem via conjugate direction method. Computers & Mathematics with Applications, 76(10), 2384-2401. doi:10.1016/j.camwa.2018.08.034Chu, M. T., & Golub, G. H. (2002). Structured inverse eigenvalue problems. Acta Numerica, 11, 1-71. doi:10.1017/s0962492902000016Ghanbari, K., & Parvizpour, F. (2012). Generalized inverse eigenvalue problem with mixed eigendata. Linear Algebra and its Applications, 437(8), 2056-2063. doi:10.1016/j.laa.2012.05.020Yuan, Y.-X., & Dai, H. (2009). A generalized inverse eigenvalue problem in structural dynamic model updating. Journal of Computational and Applied Mathematics, 226(1), 42-49. doi:10.1016/j.cam.2008.05.015Yuan, S.-F., Wang, Q.-W., & Xiong, Z.-P. (2013). Linear parameterized inverse eigenvalue problem of bisymmetric matrices. Linear Algebra and its Applications, 439(7), 1990-2007. doi:10.1016/j.laa.2013.05.026Dai, H., Bai, Z.-Z., & Wei, Y. (2015). On the Solvability Condition and Numerical Algorithm for the Parameterized Generalized Inverse Eigenvalue Problem. SIAM Journal on Matrix Analysis and Applications, 36(2), 707-726. doi:10.1137/140972494Gladwell, G. M. L. (1986). Inverse Problems in Vibration. Applied Mechanics Reviews, 39(7), 1013-1018. doi:10.1115/1.3149517Friedland, S., Nocedal, J., & Overton, M. L. (1987). The Formulation and Analysis of Numerical Methods for Inverse Eigenvalue Problems. SIAM Journal on Numerical Analysis, 24(3), 634-667. doi:10.1137/0724043Chan, R. H. (2003). BIT Numerical Mathematics, 43(1), 7-20. doi:10.1023/a:1023611931016Bai, Z.-J., Chan, R. H., & Morini, B. (2004). An inexact Cayley transform method for inverse eigenvalue problems. Inverse Problems, 20(5), 1675-1689. doi:10.1088/0266-5611/20/5/022Shen, W. P., Li, C., & Jin, X. Q. (2011). A Ulm-like method for inverse eigenvalue problems. Applied Numerical Mathematics, 61(3), 356-367. doi:10.1016/j.apnum.2010.11.001Shen, W., & Li, C. (2012). AN ULM-LIKE CAYLEY TRANSFORM METHOD FOR INVERSE EIGENVALUE PROBLEMS. Taiwanese Journal of Mathematics, 16(1). doi:10.11650/twjm/1500406546Aishima, K. (2018). A quadratically convergent algorithm based on matrix equations for inverse eigenvalue problems. Linear Algebra and its Applications, 542, 310-333. doi:10.1016/j.laa.2017.05.019Shen, W. P., Li, C., & Jin, X. Q. (2015). An inexact Cayley transform method for inverse eigenvalue problems with multiple eigenvalues. Inverse Problems, 31(8), 085007. doi:10.1088/0266-5611/31/8/085007Shen, W., Li, C., & Jin, X. (2016). An Ulm-like Cayley Transform Method for Inverse Eigenvalue Problems with Multiple Eigenvalues. Numerical Mathematics: Theory, Methods and Applications, 9(4), 664-685. doi:10.4208/nmtma.2016.y15030Aishima, K. (2018). A quadratically convergent algorithm for inverse eigenvalue problems with multiple eigenvalues. Linear Algebra and its Applications, 549, 30-52. doi:10.1016/j.laa.2018.03.022Li, L. (1995). Sufficient conditions for the solvability of an algebraic inverse eigenvalue problem. Linear Algebra and its Applications, 221, 117-129. doi:10.1016/0024-3795(93)00225-oBiegler-König, F. W. (1981). Sufficient conditions for the solubility of inverse eigenvalue problems. Linear Algebra and its Applications, 40, 89-100. doi:10.1016/0024-3795(81)90142-7Alexander, J. C. (1978). The additive inverse eigenvalue problem and topological degree. Proceedings of the American Mathematical Society, 70(1), 5-5. doi:10.1090/s0002-9939-1978-0487546-3Byrnes, C. I., & Wang, X. (1993). The Additive Inverse Eigenvalue Problem for Lie Perturbations. SIAM Journal on Matrix Analysis and Applications, 14(1), 113-117. doi:10.1137/0614009Wang, Z., & Vong, S. (2013). A Guass–Newton-like method for inverse eigenvalue problems. International Journal of Computer Mathematics, 90(7), 1435-1447. doi:10.1080/00207160.2012.750721Jiang, J., Dai, H., & Yuan, Y. (2013). A symmetric generalized inverse eigenvalue problem in structural dynamics model updating. 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    Interval multi-linear systems for tensors in the max-plus algebra and their application in solving the job shop problem

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    summary:In this paper, we propose the notions of the max-plus algebra of the interval tensors, which can be used for the extension of interval linear systems to interval multi-linear systems in the max-plus algebra. Some properties and basic results of interval multi-linear systems in max-plus algebra are derived. An algorithm is developed for computing a solution of the multi-linear systems in the max-plus algebra. Necessary and sufficient conditions for the interval multi-linear systems for weak solvability over max-plus algebra are obtained as well. Also, some examples are given for illustrating the obtained results. Moreover, we briefly sketch how our results can be used in the max-plus algebraic system theory for synchronized discrete event systems

    Applications of Methods of Numerical Linear Algebra in Engineering

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    A generalized preconditioned MHSS method for a class of complex symmetric linear systems

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    Based on the MHSS (Modified Hermitian and skew-Hermitian splitting) and preconditioned MHSS methods, we will present a generalized preconditioned MHSS method for solving a class of complex symmetric linear systems. The new method (GPMHSS) is essentially a two-parameter iteration method where the iterative sequence is unconditionally convergent to the unique solution of the linear system. A parameter region of the convergence for our method is provided. An efficient preconditioner is presented for the actual implementation of the new method. Some numerical results are given to show its effectiveness
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