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研究生: 蔣俊岳
Chun-Yueh Chiang
論文名稱: 非線性矩陣方程之保結構算法的收斂性分析
Convergence Analysis of the Structure-Preserving Doubling Algorithms for Nonlinear Matrix Equations
指導教授: 林文偉
Wen-Wein Lin
口試委員:
學位類別: 博士
Doctor
系所名稱: 理學院 - 數學系
Department of Mathematics
論文出版年: 2008
畢業學年度: 96
語文別: 英文
論文頁數: 119
中文關鍵詞: 非線性矩陣方程最小非負解最大正定解臨界條件保結構平方算法
外文關鍵詞: nonlinear matrix equation, minimal nonnegative solution, maximal positive definite solution, critical case, structure preserving, doubling algorithm
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  • In this dissertation, we review two types of structure-preserving doubling algorithm (SDA) and some techniques for analyzing them. We then use the techniques to study the doubling algorithm for four different nonlinear matrix equations in the critical case. We show that the convergence of the doubling algorithm is at least linear
    with rate 1/2. As compared to earlier work on this topic,
    the results we present here are more general, and the analysis here is much simpler. Some numerical experiments show that the SDA algorithm is feasible and effective, outperforms other iteration methods.


    在本篇論文中,我們回顧了兩種型式的保結構算法, 我們只利用了一些基本的矩陣定理跟技術, 去分析這兩種保結構算法在4大類非線性矩陣方程的收斂行為, 特別在某種奇異的條件下, 我們證明了保結構算法的收斂行為是速率至少1/2的線性收斂. 跟以往的方法比較, 我們的結果更為廣泛、 限制條件更少、以及證明手法更為簡單; 透過數值實驗更可看出保結構算法比其他方法更有效率, 以及更合適的應用在這些矩陣方程。

    Chapter 0 Introduction and preliminaries 1 1 Introduction 1 2 Basic concepts and some class iterations 2 2.1 Fixed-point iteration 4 2.2 Newton's iteration 6 2.3 The critical case 8 3 Matrix background 10 3.1 Jordan canonical form 10 3.2 Matrix pencil 13 4 Structure-preserving doubling algorithm 17 4.1 Relation between M_k and L_k 26 Chapter 1 Convergence analysis of the SDA for a class of non- symmetric algebraic Riccati equation (NARE)(a singular case) 27 1 Introduction 27 2 Preliminaries 29 2.1 Spectral analysis 29 2.2 Some iterative methods 30 3 Convergence of SDA 37 4 Numerical Examples 41 5 Discussions 45 Chapter 2 Convergence analysis of the SDA for null recurrent Quasi-Birth-Death (QBD) problems 46 1 Introduction 46 2 Preliminaries 47 2.1 Spectral analysis 49 2.2 Two e±cient algorithms 51 3 Connection between CR algorithm and SDA-1 or SDA-2 58 4 Numerical examples 67 5 Discussions 69 Chapter 3 Convergence analysis of the SDA for discrete- time algebraic Riccati equation (DARE) with singular control weighting R 70 1 Introduction and preliminaries 70 2 SDA and Newton's method for DAREs 73 2.1 Selection of Y 77 3 Convergence of SDA 79 4 Numerical examples 84 5 Discussions 89 Chapter 4 Convergence analysis of the SDA for nonlinear matrix equation (NME) in the critical case 90 1 Introduction 90 2 Preliminaries 91 2.1 Spectral analysis 91 2.2 Some iterative methods 93 3 Convergence of SDA 98 4 Numerical examples 107 5 Discussions 111 Chapter 5 Conclusions and further work 113 References 114

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