On a theorem of Stein-Rosenberg type in interval analysis

Springer Science and Business Media LLC - Tập 50 - Trang 17-26 - 1986
Günter Mayer1
1Institut für Angewandte Mathematik, Universität Karlsruhe (T.H.), Karlsruhe, Germany

Tóm tắt

In classical numerical analysis the asymptotic convergence factor (R 1-factor) of an iterative processx m+1=Axm+b coincides with the spectral radius of then×n iteration matrixA. Thus the famous Theorem of Stein and Rosenberg can at least be partly reformulated in terms of asymptotic convergence factor. Forn×n interval matricesA with irreducible upper bound and nonnegative lower bound we compare the asymptotic convergence factor (α T ) of the total step method in interval analysis with the factorα S of the corresponding single step method. We derive a result similar to that of the Theorem of Stein and Rosenberg. Furthermore we show thatα S can be less than the spectral radius of the real single step matrix corresponding to the total step matrix |A| where |A| is the absolute value ofA. This answers an old question in interval analysis.

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