Two-norm normalized inverse, shifted inverse, and Rayleigh quotient iteration are well-known algorithms for approximating an eigenvector of a symmetric matrix. In this work we establish rigorously that each one of these three algorithms can be viewed as a standard form of Newton’s method from the nonlinear programming literature, followed by the normalization. This equivalence adds considerable...

the computation of the inverse roots of matrices arises in evaluating non-symmetriceigenvalue problems, solving nonlinear matrix equations, computing some matrixfunctions, control theory and several other areas of applications. it is possible toapproximate the matrix inverse pth roots by exploiting a specialized version of new-ton's method, but previous researchers have mentioned that some...

in this paper, we represent an inexact inverse subspace iteration method for com- puting a few eigenpairs of the generalized eigenvalue problem ax = bx[q. ye and p. zhang, inexact inverse subspace iteration for generalized eigenvalue problems, linear algebra and its application, 434 (2011) 1697-1715 ]. in particular, the linear convergence property of the inverse subspace iteration is preserved.

This paper deals with valuation and premium decomposition of American floatingstrike lookback options written on dividend-paying assets, for which exact formulas are unknown except for the perpetual case. Via a PDE approach, we derive Laplace transforms of the values of lookback call and put options, which can be decomposed as the associated European values plus the early exercise premiums. Usi...

We introduce an iterative method for computing the first eigenpair (λp, ep) for the pLaplacian operator with homogeneous Dirichlet data as the limit of (μq,uq) as q → p −, where uq is the positive solution of the sublinear Lane-Emden equation −∆puq = μqu q−1 q with same boundary data. The method is shown to work for any smooth, bounded domain. Solutions to the Lane-Emden problem are obtained th...

In this paper, we describe a parallel solution scheme of inverse dynamics, and its application to flexible manipulators where elastic deformation and vibration normally occur in constituting link members. The scheme is developed by using the Finite Element Method (FEM), which evaluates the analyzed model in absolute Cartesian coordinates, with the equation of motion expressed in dimension of fo...

We show that integrability of the BCS model extends beyond Richardson's model (where all Cooper pair scatterings have equal coupling) to that of the russian doll BCS model for which the couplings have a particular phase dependence that breaks time-reversal symmetry. This model is shown to be integrable using the quantum inverse scattering method, and the exact solution is obtained by means of t...

the aim of this work is to understand the relation between time and place that an earthquake takes place. in order to answer this question, the modified level crossing (mlc) technique has been implemented. by studying two earthquakes, one in iran and one in california we came to the conclusion that there is a relation between time and place of an earthquake occurrence. as a matter of fact, this...

In this paper, a numerical solution of an inverse non-dimensional heat conduction problem by spline method will be considered. The given heat conduction equation, the boundary condition, and the initial condition are presented in a dimensionless form. A set of temperature measurements at a single sensor location inside the heat conduction body is required. The result show that the proposed meth...

For the nonlinear eigenvalue problem T (λ)x = 0 we consider a Jacobi–Davidson type iterative projection method. The resulting projected nonlinear eigenvalue problems are solved by inverse iteration. The method is applied to a rational eigenvalue problem governing damped vibrations of a structure.