On alternating maximization algorithm for computing the hump of matrix powers

Alternating maximization type algorithms for computing the maximal growth of the norm of matrix powers are discussed. Their convergence properties are established under the natural assumption that the matrix is discrete-stable. The implementation considers both the small and large problem sizes, whe...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Journal of computational and applied mathematics 2019-06, Vol.353, p.154-163
1. Verfasser: Sadkane, Miloud
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:Alternating maximization type algorithms for computing the maximal growth of the norm of matrix powers are discussed. Their convergence properties are established under the natural assumption that the matrix is discrete-stable. The implementation considers both the small and large problem sizes, where for the latter case, a variant of the Lanczos method is especially devised. The numerical tests confirm that the main advantages of the alternating maximization technique are its accuracy and speed of convergence.
ISSN:0377-0427
1879-1778
DOI:10.1016/j.cam.2018.12.032