H-matrix theory and applications
Maja Nedović
University of Novi Sad, Serbia
joint work with Ljiljana Cvetković
MatTriad 2015, Coimbra
H-matrix theory and applications Maja Nedovi University of Novi - - PowerPoint PPT Presentation
MatTriad 2015, Coimbra H-matrix theory and applications Maja Nedovi University of Novi Sad, Serbia joint work with Ljiljana Cvetkovi Contents H-matrices and SDD-property Benefits from H-subclasses Breaking the SDD
Maja Nedović
University of Novi Sad, Serbia
joint work with Ljiljana Cvetković
MatTriad 2015, Coimbra
A complex matrix A=[aij]nxn is an SDD- matrix if for each i from N it holds that
aii > r
i A
( ) =
aij
j∈N, j≠i
Lev Lévy-Desplanques: nonsingular Deleted row sums
A complex matrix A=[aij]nxn is an SDD- matrix if for each i from N it holds that Lev A complex matrix A=[aij]nxn is an H-matrix if and only if there exists a diagonal nonsingular matrix W such that AW is an SDD matrix.
aii > r
i A
( ) =
aij
j∈N, j≠i
A complex matrix A=[aij]nxn is an SDD- matrix if for each i from N it holds that HH
aii > r
i A
( ) =
aij
j∈N, j≠i
A complex matrix A=[aij]nxn is an SDD- matrix if for each i from N it holds that HH
aii > r
i A
( ) =
aij
j∈N, j≠i
Additive and multiplicative conditions Partitioning the index set Recursive row sums Non-strict conditions
Additive and multiplicative conditions Partitioning the index set Recursive row sums Non-strict conditions
Additive and multiplicative conditions Partitioning the index set Recursive row sums Non-strict conditions
Additive and multiplicative conditions Partitioning the index set Recursive row sums Non-strict conditions
Additive and multiplicative conditions Partitioning the index set Recursive row sums Non-strict conditions Ostrowski, Pupkovi Ostrowski, A. M. (1937), Pupkov, V. A. (1983), Hoffman, A.J. (2000), Varga, R.S. : Geršgorin and his circles (2004)
Additive and multiplicative conditions Partitioning the index set Recursive row sums Non-strict conditions Ostrowski, Pupkovi S-SDD, PH Gao, Y.M., Xiao, H.W. (1992), Varga, R.S. (2004), Dashnic, L.S., Zusmanovich, M.S. (1970), Kolotilina, l. Yu.(2010), Cvetković, Lj., Nedović, M. (2009), (2012), (2013).
Additive and multiplicative conditions Partitioning the index set Recursive row sums Non-strict conditions Ostrowski, Pupkovi S-SDD, PH Mehmke, R., Nekrasov, P. (1892), Gudkov, V.V. (1965), Szulc, T. (1995), Li, W. (1998), Cvetković, Lj., Kostić, V., Nedović, M. (2014). Nekrasov- matrices
Additive and multiplicative conditions Partitioning the index set Recursive row sums Non-strict conditions Ostrowski, Pupkovi S-SDD, PH
Varga, R.S. (2004) Cvetković, Lj., Kostić, V. (2005) Nekrasov- matrices IDD, CDD S-IDD, S-CDD
Additive and multiplicative conditions Partitioning the index set Recursive row sums Non-strict conditions Ostrowski, Pupkovi S-SDD, PH
Varga, R.S. (2004) Cvetković, Lj., Kostić, V. (2005) Nekrasov- matrices IDD, CDD S-IDD, S-CDD
( ) ( )
A r A r a a
j i jj ii
>
( ) ( ) ( )
A r A r a a A r a a
j i jj ii i ji i j ii
+ > + >
≠
} }, { min{max Ostrowski-matrices multiplicative condition: Pupkov-matrices additive condition:
Ostrowski, A. M. (1937), Pupkov, V. A. (1983), Hoffman, A.J. (2000), Varga, R.S. : Geršgorin and his circles (2004)
( )
S i a A r a
i j S j ij S i ii
∈ = >
∑
≠ ∈
,
,
( )
( )
( )
( )
( ) ( )
S j S i A r A r A r a A r a
S j S i S j jj S i ii
∈ ∈ > − − , ,
S S
S-SDD-matrices
Given any complex matrix A=[aij]nxn and given any nonempty proper subset S of N, A is an S-SDD matrix if Gao, Y.M., Xiao, H.W. LAA (1992) Cvetković, Lj., Kostić, V., Varga, R. ETNA (2004)
such that AW is an SDD matrix.
( )
⎭ ⎬ ⎫ ⎩ ⎨ ⎧ ∈ = ∈ > = = = S i for w and S i for w w w w diag W
i i n S
1 : ,..., ,
2 1
γ W S N\S 1
SDD
γ γ 1 1 . . . .
S-SDD-matrices
S N\S 1
SDD
γ γ 1 1 . . . .
We choose parameter from the interval:
( ) ( ) ( ),
,
2 1
A A I γ γ
γ =
( ) ( ) ( ),
max
1
A r a A r A
S i ii S i S i
− = ≤
∈
γ
( ) ( ) ( )
. min
2
A r A r a A
S j S j jj S j
− =
∈
γ
( ) ( )
{ }
, , : S i A r a z C z A
S i ii S i
∈ ≤ − ∈ = Γ
( ) ( )
( )
( )
( )
( ) ( )
{ }
. , , : S j S i A r A r A r a z A r a z C z A V
S j S i S j jj S i ii S ij
∈ ∈ ≤ − − − − ∈ =
( ) ( ) ( ) ( ) .
,
⎟ ⎟ ⎠ ⎞ ⎜ ⎜ ⎝ ⎛ ⎟ ⎟ ⎠ ⎞ ⎜ ⎜ ⎝ ⎛ Γ = ⊆
∈ ∈ ∈ S j S i S ij S i S i S
A V A A C A σ
Cvetković, L., Kostić, V., Varga R.S.: A new Geršgorin-type eigenvalue inclusion set ETNA, 2004. Varga R.S.: Geršgorin and his circles, Springer, Berlin, 2004.
Schur The Schur complement of a complex nxn matrix A, with respect to a proper subset α of index set N={1, 2,…, n}, is denoted by A/ α and defined to be: ( )
( ) ( ) ( ) ( )
α α α α α α , ,
1 A
A A A
−
−
( )
α A
( )
α α, A
( )
α α , A
( )
α A
( )
α A
( )
α α, A
Schur
( )
α A
( )
α α, A
( )
α α , A
( )
α A
( )
α A
( )
α α, A
SDD Carlson, D., Markham, T. : Schur complements of diagonally dominant matrices.
Schur
( )
α A
( )
α α, A
( )
α α , A
( )
α A
( )
α A
( )
α α, A
SDD Carlson, D., Markham, T. : Schur complements of diagonally dominant matrices.
Schur
( )
α A
( )
α α, A
( )
α α , A
( )
α A
( )
α A
( )
α α, A
Ostr
Carlson, D., Markham, T. : Schur complements of diagonally dominant matrices.
Li, B., Tsatsomeros, M.J. : Doubly diagonally dominant matrices. LAA 261 (1997)
Schur
( )
α A
( )
α α, A
( )
α α , A
( )
α A
( )
α A
( )
α α, A
Ostr
Carlson, D., Markham, T. : Schur complements of diagonally dominant matrices.
Li, B., Tsatsomeros, M.J. : Doubly diagonally dominant matrices. LAA 261 (1997)
Schur
( )
α A
( )
α α, A
( )
α α , A
( )
α A
( )
α A
( )
α α, A
Carlson, D., Markham, T. : Schur complements of diagonally dominant matrices.
Li, B., Tsatsomeros, M.J. : Doubly diagonally dominant matrices. LAA 261 (1997) Zhang, F. : The Schur complement and its applications, Springer, NY, (2005).
Schur
( )
α A
( )
α α, A
( )
α α , A
( )
α A
( )
α A
( )
α α, A
Carlson, D., Markham, T. : Schur complements of diagonally dominant matrices.
Li, B., Tsatsomeros, M.J. : Doubly diagonally dominant matrices. LAA 261 (1997) Zhang, F. : The Schur complement and its applications, Springer, NY, (2005).
Schur
( )
α A
( )
α α, A
( )
α α , A
( )
α A
( )
α A
( )
α α, A
∑-SDD
Cvetković, Lj., Kostić, V., Kovačević, M., Szulc, T. : Further results on H-matrices and their Schur complements. AMC (2008) Liu, J., Huang, Y., Zhang, F. : The Schur complements of generalized doubly diagonally dominant matrices. LAA (2004)
Schur
( )
α A
( )
α α, A
( )
α α , A
( )
α A
( )
α A
( )
α α, A
∑-SDD
Cvetković, Lj., Kostić, V., Kovačević, M., Szulc, T. : Further results on H-matrices and their Schur complements. AMC (2008) Liu, J., Huang, Y., Zhang, F. : The Schur complements of generalized doubly diagonally dominant matrices. LAA (2004)
Cvetković, Lj., Kostić, V., Kovačević, M., Szulc, T. : Further results on H-matrices and their Schur complements. AMC (2008)
subset α of N such that S is a subset of α or N\S is a subset of α, A/ α is an SDD matrix.
subset α of N, A/ α is also an ∑-SDD matrix. More precisely, if A is an S-SDD matrix, then A/ α is an (S\ α)-SDD matrix. Cvetković, Lj., Nedović, M. : Special H-matrices and their Schur and diagonal- Schur complements. AMC (2009)
σ A
( ) ⊆ Γ A ( ) =
Γi A
( )
i∈N
=
i∈N
z ∈ C : z − aii ≤ r
i A
( ) =
aij
j∈N \ i
{ }
' ( ) * ) + , )
( )
α A
( )
α α, A
( )
α α, A
( )
α A
( )
α σ λ / A ∈
Liu, J., Huang, Z., Zhang, J. : The dominant degree and disc theorem for the Schur complement. AMC (2010) SDD
( ) ( ),
max A r a A r
i ii i i α α α
γ − >
∈
( )
( ) ( ) ( )
( ) ( ).
, / /
1 1
A r A r R AW W AW W A
j j j j j α α α
γ α σ α σ + = Γ ⊆ =
∈ − −
. , α = − ∈ S SDD S A
Cvetković, Lj., Nedović, M. : Eigenvalue localization refinements for the Schur
Weighted Geršgorin set for the Schur complement matrix Cvetković, Lj., Nedović, M. : Diagonal scaling in eigenvalue localization for the Schur complement. PAMM (2013)
subset of N. Then, A/α and A(N\α) have the same number of eigenvalues whose real parts are greater (less) than w (resp. -w), where
( ) ( ) ( ) ( )
⎥ ⎥ ⎦ ⎤ ⎢ ⎢ ⎣ ⎡ − + − =
∈ ∈
A r a A r a A r a A w
j ii i ii i j jj j α α α
min min Liu, J., Huang, Z., Zhang, J. : The dominant degree and disc theorem for the Schur complement. AMC (2010)
SC
( )
α A
( )
α α, A
( )
α α, A
( )
α A
( )
α A
( )
α α, A
subset of N. Then, A/ α and A(N\α) have the same number of eigenvalues whose real parts are greater (less) than w (resp. -w), where
( )
AW W w w
1 −
=
Cvetković, Lj., Nedović, M. : Eigenvalue localization refinements for the Schur
Remarks:
bounds with the same separating property.
class for any T subset of N.
SC
( )
α A
( )
α α, A
( )
α α, A
( )
α A
( )
α A
( )
α α, A
Dashnic, L. S., Zusmanovich, M.S.: O nekotoryh kriteriyah regulyarnosti matric i lokalizacii spectra. Zh. vychisl. matem. i matem. fiz. (1970) Dashnic, L. S., Zusmanovich, M.S.: K voprosu o lokalizacii harakteristicheskih chisel matricy. Zh. vychisl. matem. i matem. fiz. (1970) A matrix A=[aij]nxn is a Dashnic-Zusmanovich (DZ) matrix if there exists an index i in N such that
( )
( )
. , , N j i j a A r a A r a a
ji i ji j jj ii
∈ ≠ > + −
1
SDD
γ 1 1 . .
Kolotilina, L. Yu. : Diagonal dominance characterization of PM- and PH-
n x n l x l Aggregated matrices
l
S S S ,..., , :
2 1
π
Kolotilina, L. Yu. : Diagonal dominance characterization of PM- and PH-
matrix if for each i from N it holds that
Nekrasov-matrix if for each i from N it holds that
A r A d >
( ) ( ) ( ) ( ) ( )
. ,..., 3 , 2 , , ,
1 1 1 1 1
n i a a A h a A h A r A h A h a
n i j ij jj j i j ij i i ii
= + = = >
∑ ∑
+ = − =
( )
≠ ∈
= >
i j N j ij i ii
a A r a
,
A h A d >
U L D A − − =
A complex matrix A=[aij]nxn is a Nekrasov-matrix if for each i from N it holds that
( ) ( ) ( ) ( ) ( )
. ,..., 3 , 2 , , ,
1 1 1 1 1
n i a a A h a A h A r A h A h a
n i j ij jj j i j ij i i ii
= + = = >
∑ ∑
+ = − =
A h A d >
U L D A − − =
Nekrasov row sums
Nekrasov row sums. Then, for a diagonal positive matrix D where
( )
, , , 1 , n i a A h d
ii i i i
… = = ε
and is an increasing sequence of numbers with
( )
n i i 1 =
ε
( )
, , , 2 , , 1 , 1
1
n i A h a
i ii i
… = ⎟ ⎟ ⎠ ⎞ ⎜ ⎜ ⎝ ⎛ ∈ = ε ε
the matrix AD is an SDD matrix. Szulc, T., Cvetković, Lj., Nedović, M. : Scaling technique for Nekrasov
U L D A − − =
similarity (simultaneous) permutations of rows and columns!
P-Nekrasov if
Gudkov class
( ) ( ) ( ) ( )
. , , AP P h AP P d N i AP P h AP P
T T T i ii T
> ∈ >
matrices P1 and P2 We call such a matrix {P1,P2} – Nekrasov matrix. A A1 A2
( ) ( ) ( )
{ }
( )
( )
. 2 , 1 , , , min
2 1
= = > k AP P h P A h A h A h A d
k T k k P P P
k
every Пn – Nekrasov matrix is nonsingular, moreover, it is an H – matrix.
{ }
p k k n
P
1 =
= Π
Cvetković, Lj., Kostić, V., Nedović, M. : Generalizations of Nekrasov matrices and applications. (2014)
P2}, a complex matrix A=[aij]nxn, n>1, is a {P1, P2} – Nekrasov matrix. Then, where
( ) ( ) ( ) ( )
, , min 1 min , min max
2 1 2 1
1
⎥ ⎥ ⎦ ⎤ ⎢ ⎢ ⎣ ⎡ ⎭ ⎬ ⎫ ⎩ ⎨ ⎧ − ⎥ ⎥ ⎦ ⎤ ⎢ ⎢ ⎣ ⎡ ⎭ ⎬ ⎫ ⎩ ⎨ ⎧ ≤
∈ ∈ ∞ − ii P i ii P i N i ii P i ii P i N i
a A h a A h a A z a A z A
( ) ( ) ( ) ( ) ( ) ( ) ( ) [ ] ( )
( )
. , , , , ,..., 3 , 2 , 1 ,
1 1 1 1 1
AP P Pz A z A z A z A z n i a A z a A z A r A z
T P T n jj j i j ij i
= = = + = =
∑
− =
…
Cvetković, Lj., Kostić, V., Nedović, M. : Generalizations of Nekrasov matrices and applications. (2014)
P2}, a complex matrix A=[aij]nxn, n>1, is a {P1, P2} – Nekrasov matrix. Then,
A−1
∞ ≤
max
i∈N
min zi
P
1 A
( ),zi
P
2 A
( )
{ }
% & ' ( min
i∈N
aii − min hi
P
1 A
( ),hi
P
2 A
( )
{ }
% & ' ( , ( ) ( ) ( ) ( ) ( ) ( ) ( ) [ ] ( )
( )
. , , , , ,..., 3 , 2 , 1 ,
1 1 1 1 1
AP P Pz A z A z A z A z n i a A z a A z A r A z
T P T n jj j i j ij i
= = = + = =
∑
− =
…
Cvetković, Lj., Kostić, V., Nedović, M. : Generalizations of Nekrasov matrices and applications. (2014)
Observe the given matrix B and permutation matrices P1 and P2.
Notice that B is a Nekrasov matrix.
Cvetković, Lj., Kostić, V., Doroslovački, K. : Max-norm bounds for the inverse of S- Nekrasov matrices. (2012)
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
. 4464 . 40 , 857 . 117 , 25 . 101 , 45 , 25 . 41 , 607 . 116 , 25 . 101 , 45 , , 1 1 1 1 , 45 15 15 15 15 120 60 60 45 105 75 15 15 15 60
2 2 2 2 1 1 1 1
4 3 2 1 4 3 2 1 2 1
= = = = = = = = = ⎥ ⎥ ⎥ ⎥ ⎦ ⎤ ⎢ ⎢ ⎢ ⎢ ⎣ ⎡ = ⎥ ⎥ ⎥ ⎥ ⎦ ⎤ ⎢ ⎢ ⎢ ⎢ ⎣ ⎡ − − − − − − − − − − − = B h B h B h B h B h B h B h B h I P P B
P P P P P P P P
Observe the given matrix B and permutation matrices P1 and P2.
. 6843 . 968421 . 76842 . 1 , , 1 1 1 1 , 45 15 15 15 15 120 60 60 45 105 75 15 15 15 60
1 1 1 2 1
= ≤ ≤ = ⎥ ⎥ ⎥ ⎥ ⎦ ⎤ ⎢ ⎢ ⎢ ⎢ ⎣ ⎡ = ⎥ ⎥ ⎥ ⎥ ⎦ ⎤ ⎢ ⎢ ⎢ ⎢ ⎣ ⎡ − − − − − − − − − − − =
∞ − ∞ − ∞ −
B B B I P P B
Although the given matrix IS a Nekrasov matrix, in this way we
the norm of the inverse.
say that A is an S-Nekrasov matrix if
( )
, , S i A h a
S i ii
∈ >
( )
, , S j A h a
S j jj
∈ >
( )
( )
( )
( )
( ) ( )
. , , S j S i A h A h A h a A h a
S j S i S j jj S i ii
∈ ∈ > − −
( ) ( )
A r A h
S S 1 1
=
( ) ( )
∑ ∑
∈ + = − =
+ =
n S j i j ij jj S j i j ij S i
a a A h a A h
, 1 1 1
Nekrasov matrix, then we say that A belongs to the class of ∑-Nekrasov matrices.
Cvetković, Lj., Kostić, V., Rauški, S. : A new subclass of H-
( )
⎭ ⎬ ⎫ ⎩ ⎨ ⎧ ∈ = ∈ > = = = S i for w and S i for w w w w diag W
i i n S
1 : ,..., ,
2 1
γ W
S N\S 1
Nekrasov
γ γ 1 1 . . . .
Szulc, T., Cvetković, Lj., Nedović, M. : Scaling technique for Nekrasov matrices. AMC (2015) (in print) Cvetković, Lj., Nedović, M. : Special H-matrices and their Schur and diagonal-Schur complements. AMC (2009) Cvetković, Lj., Kostić, V., Rauški, S. : A new subclass of H-
( )
. ,..., 2 , 1 , n i A r a
i ii
= ≥
DD - matrices
( )
A r a
k kk >
irreducibility for one k in N Olga Taussky (1948)
IDD-matrices
( )
. ,..., 2 , 1 , n i A r a
i ii
= ≥
( )
A r a
k kk >
for one k in N non-zero chains
CDD-matrices
( )
. ,..., 2 , 1 , n i A r a
i ii
= ≥
DD - matrices
( )
A r a
k kk >
irreducibility for one k in N Olga Taussky (1948)
IDD-matrices
( )
. ,..., 2 , 1 , n i A r a
i ii
= ≥
( )
A r a
k kk >
for one k in N non-zero chains
CDD-matrices
Li, W. : On Nekrasov matrices. LAA (1998)
S-IDD
Given an irreducible complex matrix A=[aij]nxn, if there is a nonempty proper subset S of N such that the following conditions hold, where the last inequality becomes strict for at least one pair of indices i in S and j in N\S, then A is an H-matrix.
( )
S i a A r a
i j S j ij S i ii
∈ = ≥
≠ ∈
,
,
( )
( )
( )
( )
( ) ( )
. , , S j S i A r A r A r a A r a
S j S i S j jj S i ii
∈ ∈ ≥ − −
Cvetković, Lj., Kostić, V. : New criteria for identifying H-matrices. JCAM (2005)
S-CDD
Given a complex matrix A=[aij]nxn, if there is a nonempty proper subset S of N such that the following conditions hold, where the last inequality becomes strict for at least one pair of indices i in S and j in N\S, and for every pair of indices i in S and j in N\S for which equality holds there exists a pair of indices k in S and l in N\S for which strict inequality holds and there is a path from i to l and from j to k, then A is an H-matrix.
( )
S i a A r a
i j S j ij S i ii
∈ = ≥
≠ ∈
,
,
( )
( )
( )
( )
( ) ( )
. , , S j S i A r A r A r a A r a
S j S i S j jj S i ii
∈ ∈ ≥ − −
Cvetković, Lj., Kostić, V. : New criteria for identifying H-matrices. JCAM (2005)
Cvetković, Lj., Kostić, V., Kovačević, M., Szulc, T. : Further results on H-matrices and their Schur complements. AMC (2008) Cvetković, Lj., Nedović, M. : Special H-matrices and their Schur and diagonal- Schur complements. AMC (2009) Cvetković, Lj., Nedović, M. : Eigenvalue localization refinements for the Schur
Cvetković, Lj., Nedović, M. : Diagonal scaling in eigenvalue localization for the Schur complement. PAMM (2013) Szulc, T., Cvetković, Lj., Nedović, M. : Scaling technique for Nekrasov matrices. AMC (2015) (in print) Cvetković, Lj., Kostić, V., Nedović, M. : Generalizations of Nekrasov matrices and
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