scholarly journals A Matrix Iteration for Finding Drazin Inverse with Ninth-Order Convergence

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
A. S. Al-Fhaid ◽  
S. Shateyi ◽  
M. Zaka Ullah ◽  
F. Soleymani

The aim of this paper is twofold. First, a matrix iteration for finding approximate inverses of nonsingular square matrices is constructed. Second, how the new method could be applied for computing the Drazin inverse is discussed. It is theoretically proven that the contributed method possesses the convergence rate nine. Numerical studies are brought forward to support the analytical parts.

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Xiaoji Liu ◽  
Zemeng Zuo

We investigate a new higher order iterative method for computing the generalized inverseAT,S(2)for a given matrixA. We also discuss how the new method could be applied for finding approximate inverses of nonsingular square matrices. Analysis of convergence is included to show that the proposed scheme has at least fifteenth-order convergence. Some tests are also presented to show the superiority of the new method.


Author(s):  
F. Soleymani

The aim of the present work is to suggest and establish a numerical algorithm based on matrix multiplications for computing approximate inverses. It is shown theoretically that the scheme possesses seventh-order convergence, and thus it rapidly converges. Some discussions on the choice of the initial value to preserve the convergence rate are given, and it is also shown in numerical examples that the proposed scheme can easily be taken into account to provide robust preconditioners.


2013 ◽  
Vol 2013 ◽  
pp. 1-11 ◽  
Author(s):  
F. Soleymani ◽  
Predrag S. Stanimirović

A method with high convergence rate for finding approximate inverses of nonsingular matrices is suggested and established analytically. An extension of the introduced computational scheme to general square matrices is defined. The extended method could be used for finding the Drazin inverse. The application of the scheme on large sparse test matrices alongside the use in preconditioning of linear system of equations will be presented to clarify the contribution of the paper.


Symmetry ◽  
2021 ◽  
Vol 13 (4) ◽  
pp. 726
Author(s):  
Lamya A. Baharith ◽  
Wedad H. Aljuhani

This article presents a new method for generating distributions. This method combines two techniques—the transformed—transformer and alpha power transformation approaches—allowing for tremendous flexibility in the resulting distributions. The new approach is applied to introduce the alpha power Weibull—exponential distribution. The density of this distribution can take asymmetric and near-symmetric shapes. Various asymmetric shapes, such as decreasing, increasing, L-shaped, near-symmetrical, and right-skewed shapes, are observed for the related failure rate function, making it more tractable for many modeling applications. Some significant mathematical features of the suggested distribution are determined. Estimates of the unknown parameters of the proposed distribution are obtained using the maximum likelihood method. Furthermore, some numerical studies were carried out, in order to evaluate the estimation performance. Three practical datasets are considered to analyze the usefulness and flexibility of the introduced distribution. The proposed alpha power Weibull–exponential distribution can outperform other well-known distributions, showing its great adaptability in the context of real data analysis.


2012 ◽  
Vol 220-223 ◽  
pp. 2658-2661
Author(s):  
Zhong Yong Hu ◽  
Liang Fang ◽  
Lian Zhong Li

We present a new modified Newton's method with third-order convergence and compare it with the Jarratt method, which is of fourth-order. Based on this new method, we obtain a family of Newton-type methods, which converge cubically. Numerical examples show that the presented method can compete with Newton's method and other known third-order modifications of Newton's method.


2010 ◽  
Vol 07 (03) ◽  
pp. 369-395 ◽  
Author(s):  
X. XU ◽  
G. R. LIU ◽  
Y. T. GU ◽  
G. Y. ZHANG

A conforming point interpolation method (CPIM) is proposed based on the Galerkin formulation for 2D mechanics problems using triangular background cells. A technique for reconstructing the PIM shape functions is proposed to create a continuous displacement field over the whole problem domain, which guarantees the CPIM passing the standard patch test. We prove theoretically the existence and uniqueness of the CPIM solution, and conduct detailed analyses on the convergence rate; computational efficiency and band width of the stiffness matrix of CPIM. The CPIM does not introduce any additional degrees of freedoms compared to the linear FEM and original PIM; while convergence rate of quadratic CPIM is in between that of linear FEM and quadratic FEM which results in the high computational efficiency. Intensive numerical studies verify the properties of the CPIM.


2013 ◽  
Vol 347-350 ◽  
pp. 2586-2589
Author(s):  
Wen Jun Wang ◽  
Ju Bo Zhu ◽  
Xiao Jun Duan

When the Hessian matrix is not positive, the Newton direction maybe not the descending direction. A new method named eigenvalue decomposition based modified Newton algorithm is presented, which first takes eigenvalue decomposition on the Hessian matrix, then replaces the negative eigenvalues with their absolutely values, finally reconstruct Hessian matrix and modify searching direction. The new searching direction is always the descending direction, and the convergence of the algorithm is proved and conclusion on convergence rate is presented qualitatively. At last, a numerical experiment is given for comparing the convergence domains of modified algorithm and classical algorithm.


2012 ◽  
Vol 2 (2) ◽  
pp. 94-107 ◽  
Author(s):  
Cuiyu Liu ◽  
Chenliang Li

AbstractA new generalised Hadjidimos preconditioner and preconditioned generalised AOR method for the solution of the linear complementarity problem are presented. The convergence and convergence rate of the new method are analysed, and numerical experiments demonstrate that it is efficient.


2015 ◽  
Vol 5 (4) ◽  
pp. 387-404 ◽  
Author(s):  
Jie Yang ◽  
Weidong Zhao

AbstractConvergence analysis is presented for recently proposed multistep schemes, when applied to a special type of forward-backward stochastic differential equations (FB-SDEs) that arises in finance and stochastic control. The corresponding k-step scheme admits a k-order convergence rate in time, when the exact solution of the forward stochastic differential equation (SDE) is given. Our analysis assumes that the terminal conditions and the FBSDE coefficients are sufficiently regular.


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