On alternating maximization algorithm for computing the hump of matrix powers - Université de Bretagne Occidentale
Article Dans Une Revue Journal of Computational and Applied Mathematics Année : 2019

On alternating maximization algorithm for computing the hump of matrix powers

Résumé

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.

Dates et versions

hal-04306746 , version 1 (25-11-2023)

Identifiants

Citer

Miloud Sadkane. On alternating maximization algorithm for computing the hump of matrix powers. Journal of Computational and Applied Mathematics, 2019, 353, pp.154-163. ⟨10.1016/j.cam.2018.12.032⟩. ⟨hal-04306746⟩
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