Conserved quantities of the discrete finite Toda equation and lower bounds of the minimal singular value of upper bidiagonal matrices
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چکیده
Some numerical algorithms are known to be related to discrete-time integrable systems, where it is essential that quantities to be computed (for example, eigenvalues and singular values of a matrix, poles of a continued fraction) are conserved quantities. In this paper, a new application of conserved quantities of integrable systems to numerical algorithms is presented. For an N × N (N ≥ 2) real upper bidiagonal matrix B where all the diagonals and the upper subdiagonals are positive, conserved quantities Tr(((BT B)M)−1) (M = 1, 2, · · · ) of the discrete finite Toda equation give a sequence of lower bounds of the minimal singular value of B. Recurrence relations for computing higher order conserved quantities Tr(((BT B)M)−1) are also derived.
منابع مشابه
Subtraction-free recurrence relations for lower bounds of the minimal singular value of an upper bidiagonal matrix
On an N × N upper bidiagonal matrix B, where all the diagonals and the upper subdiagonals are positive, and its transpose BT , it is shown in the recent paper [4] that quantities JM(B) ≡ Tr(((BT B)M)−1) (M = 1, 2, . . . ) gives a sequence of lower bounds θM(B) of the minimal singular value of B through θM(B) ≡ (JM(B)). In [4], simple recurrence relations for computing all the diagonals of ((BT ...
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تاریخ انتشار 2011