Search results for: generalized Itō's formula
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 596

Search results for: generalized Itō's formula

506 Lagrangian Method for Solving Unsteady Gas Equation

Authors: Amir Taghavi, kourosh Parand, Hosein Fani

Abstract:

In this paper we propose, a Lagrangian method to solve unsteady gas equation which is a nonlinear ordinary differential equation on semi-infnite interval. This approach is based on Modified generalized Laguerre functions. This method reduces the solution of this problem to the solution of a system of algebraic equations. We also compare this work with some other numerical results. The findings show that the present solution is highly accurate.

Keywords: Unsteady gas equation, Generalized Laguerre functions, Lagrangian method, Nonlinear ODE.

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505 Extending Global Full Orthogonalization method for Solving the Matrix Equation AXB=F

Authors: Fatemeh Panjeh Ali Beik

Abstract:

In the present work, we propose a new method for solving the matrix equation AXB=F . The new method can be considered as a generalized form of the well-known global full orthogonalization method (Gl-FOM) for solving multiple linear systems. Hence, the method will be called extended Gl-FOM (EGl- FOM). For implementing EGl-FOM, generalized forms of block Krylov subspace and global Arnoldi process are presented. Finally, some numerical experiments are given to illustrate the efficiency of our new method.

Keywords: Matrix equations, Iterative methods, Block Krylovsubspace methods.

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504 General Formula for Water Surface Profile over Side Weir in the Combined, Trapezoidal and Exponential, Channels

Authors: Abdulrahman Abdulrahman

Abstract:

A side weir is a hydraulic structure set into the side of a channel. This structure is used for water level control in channels, to divert flow from a main channel into a side channel when the water level in the main channel exceeds a specific limit and as storm overflows from urban sewerage system. Computation of water surface over the side weirs is essential to determine the flow rate of the side weir. Analytical solutions for water surface profile along rectangular side weir are available only for the special cases of rectangular and trapezoidal channels considering constant specific energy. In this paper, a rectangular side weir located in a combined (trapezoidal with exponential) channel was considered. Expanding binominal series of integer and fraction powers and the using of reduction formula of cosine function integrals, a general analytical formula was obtained for water surface profile along a side weir in a combined (trapezoidal with exponential) channel. Since triangular, rectangular, trapezoidal and parabolic cross-sections are special cases of the combined cross section, the derived formula, is applicable to triangular, rectangular, trapezoidal cross-sections as analytical solution and semi-analytical solution to parabolic cross-section with maximum relative error smaller than 0.76%. The proposed solution should be a useful engineering tool for the evaluation and design of side weirs in open channel.

Keywords: Analytical solution, combined channel, exponential channel, side weirs, trapezoidal channel, water surface profile.

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503 Study on a New Formulation of Domestic Metro Synthetic Brake Shoe

Authors: Yang Chengmei

Abstract:

In this paper, taking Chinese Nanjing Metro ALSTOM vehicle synthesis brake as an example, the subway with synthetic brake shoe formula components of final product performance, has done a lot of research and performance test, final is drawn with hybrid fiber as reinforcing material, modified phenolic resin as matrix material, and then filling friction modifier performance, by the hot pressing process made a new type of domestic subway brake shoe. The product of the test performance indicators that can replace the similar foreign products.

Keywords: Metro, synthetic brake shoe, component analysis, formula research.

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502 New Application of EHTA for the Generalized(2+1)-Dimensional Nonlinear Evolution Equations

Authors: Mohammad Taghi Darvishi, Maliheh Najafi, Mohammad Najafi

Abstract:

In this paper, the generalized (2+1)-dimensional Calogero-Bogoyavlenskii-Schiff (shortly CBS) equations are investigated. We employ the Hirota-s bilinear method to obtain the bilinear form of CBS equations. Then by the idea of extended homoclinic test approach (shortly EHTA), some exact soliton solutions including breather type solutions are presented.

Keywords: EHTA, (2+1)-dimensional CBS equations, (2+1)-dimensional breaking solution equation, Hirota's bilinear form.

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501 Comparison of different Channel Modeling Techniques used in the BPLC Systems

Authors: Justinian Anatory, Nelson Theethayi

Abstract:

The paper compares different channel models used for modeling Broadband Power-Line Communication (BPLC) system. The models compared are Zimmermann and Dostert, Philipps, Anatory et al and Anatory et al generalized Transmission Line (TL) model. The validity of each model was compared in time domain with ATP-EMTP software which uses transmission line approach. It is found that for a power-line network with minimum number of branches all the models give similar signal/pulse time responses compared with ATP-EMTP software; however, Zimmermann and Dostert model indicates the same amplitude but different time delay. It is observed that when the numbers of branches are increased only generalized TL theory approach results are comparable with ATPEMTP results. Also the Multi-Carrier Spread Spectrum (MC-SS) system was applied to check the implication of such behavior on the modulation schemes. It is observed that using Philipps on the underground cable can predict the performance up to 25dB better than other channel models which can misread the actual performance of the system. Also modified Zimmermann and Dostert under multipath can predict a better performance of about 5dB better than the actual predicted by Generalized TL theory. It is therefore suggested for a realistic BPLC system design and analyses the model based on generalized TL theory be used.

Keywords: Broadband Power line Channel Models, loadimpedance, Branched network.

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500 Estimating Correlation Dimension on Japanese Candlestick, Application to FOREX Time Series

Authors: S. Mahmoodzadeh, J. Shahrabi, M. A. Torkamani, J. Sabaghzadeh Ghomi

Abstract:

Recognizing behavioral patterns of financial markets is essential for traders. Japanese candlestick chart is a common tool to visualize and analyze such patterns in an economic time series. Since the world was introduced to Japanese candlestick charting, traders saw how combining this tool with intelligent technical approaches creates a powerful formula for the savvy investors. This paper propose a generalization to box counting method of Grassberger-Procaccia, which is based on computing the correlation dimension of Japanese candlesticks instead commonly used 'close' points. The results of this method applied on several foreign exchange rates vs. IRR (Iranian Rial). Satisfactorily show lower chaotic dimension of Japanese candlesticks series than regular Grassberger-Procaccia method applied merely on close points of these same candles. This means there is some valuable information inside candlesticks.

Keywords: Chaos, Japanese candlestick, generalized box counting, strange attractor.

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499 Extreme Temperature Forecast in Mbonge, Cameroon through Return Level Analysis of the Generalized Extreme Value (GEV) Distribution

Authors: Nkongho Ayuketang Arreyndip, Ebobenow Joseph

Abstract:

In this paper, temperature extremes are forecast by employing the block maxima method of the Generalized extreme value(GEV) distribution to analyse temperature data from the Cameroon Development Corporation (C.D.C). By considering two sets of data (Raw data and simulated data) and two (stationary and non-stationary) models of the GEV distribution, return levels analysis is carried out and it was found that in the stationary model, the return values are constant over time with the raw data while in the simulated data, the return values show an increasing trend but with an upper bound. In the non-stationary model, the return levels of both the raw data and simulated data show an increasing trend but with an upper bound. This clearly shows that temperatures in the tropics even-though show a sign of increasing in the future, there is a maximum temperature at which there is no exceedence. The results of this paper are very vital in Agricultural and Environmental research.

Keywords: Return level, Generalized extreme value (GEV), Meteorology, Forecasting.

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498 Approximate Solution of Some Mixed Boundary Value Problems of the Generalized Theory of Couple-Stress Thermo-Elasticity

Authors: M. Chumburidze, D. Lekveishvili

Abstract:

We have considered the harmonic oscillations and general dynamic (pseudo oscillations) systems of theory generalized Green-Lindsay of couple-stress thermo-elasticity for isotropic, homogeneous elastic media. Approximate solution of some mixed boundary value problems for finite domain, bounded by the some closed surface are constructed.

Keywords: The couple-stress thermo-elasticity, boundary value problems.

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497 Solution of Fuzzy Differential Equation under Generalized Differentiability by Genetic Programming

Authors: N. Kumaresan, J. Kavikumar, M. Kumudthaa, Kuru Ratnavelu

Abstract:

In this paper, solution of fuzzy differential equation under general differentiability is obtained by genetic programming (GP). The obtained solution in this method is equivalent or very close to the exact solution of the problem. Accuracy of the solution to this problem is qualitatively better. An illustrative numerical example is presented for the proposed method.

Keywords: Fuzzy differential equation, Generalized differentiability, Genetic programming and H-difference.

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496 Risk Factors for Defective Autoparts Products Using Bayesian Method in Poisson Generalized Linear Mixed Model

Authors: Pitsanu Tongkhow, Pichet Jiraprasertwong

Abstract:

This research investigates risk factors for defective products in autoparts factories. Under a Bayesian framework, a generalized linear mixed model (GLMM) in which the dependent variable, the number of defective products, has a Poisson distribution is adopted. Its performance is compared with the Poisson GLM under a Bayesian framework. The factors considered are production process, machines, and workers. The products coded RT50 are observed. The study found that the Poisson GLMM is more appropriate than the Poisson GLM. For the production Process factor, the highest risk of producing defective products is Process 1, for the Machine factor, the highest risk is Machine 5, and for the Worker factor, the highest risk is Worker 6.

Keywords: Defective autoparts products, Bayesian framework, Generalized linear mixed model (GLMM), Risk factors.

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495 Generalized d-q Model of n-Phase Induction Motor Drive

Authors: G. Renukadevi, K. Rajambal

Abstract:

This paper presents a generalized d-q model of n- phase induction motor drive. Multi -phase (n-phase) induction motor (more than three phases) drives possess several advantages over conventional three-phase drives, such as reduced current/phase without increasing voltage/phase, lower torque pulsation, higher torque density, fault tolerance, stability, high efficiency and lower current ripple. When the number of phases increases, it is also possible to increase the power in the same frame. In this paper, a generalized dq-axis model is developed in Matlab/Simulink for an n-phase induction motor. The simulation results are presented for 5, 6, 7, 9 and 12 phase induction motor under varying load conditions. Transient response of the multi-phase induction motors are given for different number of phases. Fault tolerant feature is also analyzed for 5-phase induction motor drive.

Keywords: d-q model, dynamic Response, fault tolerant feature, Matlab/Simulink, multi-phase induction motor, transient response.

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494 Numerical Solutions of Boundary Layer Flow over an Exponentially Stretching/Shrinking Sheet with Generalized Slip Velocity

Authors: Ezad Hafidz Hafidzuddin, Roslinda Nazar, Norihan M. Arifin, Ioan Pop

Abstract:

In this paper, the problem of steady laminar boundary layer flow and heat transfer over a permeable exponentially stretching/shrinking sheet with generalized slip velocity is considered. The similarity transformations are used to transform the governing nonlinear partial differential equations to a system of nonlinear ordinary differential equations. The transformed equations are then solved numerically using the bvp4c function in MATLAB. Dual solutions are found for a certain range of the suction and stretching/shrinking parameters. The effects of the suction parameter, stretching/shrinking parameter, velocity slip parameter, critical shear rate and Prandtl number on the skin friction and heat transfer coefficients as well as the velocity and temperature profiles are presented and discussed.

Keywords: Boundary Layer, Exponentially Stretching/Shrinking Sheet, Generalized Slip, Heat Transfer, Numerical Solutions.

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493 Generalized Maximal Ratio Combining as a Supra-optimal Receiver Diversity Scheme

Authors: Jean-Pierre Dubois, Rania Minkara, Rafic Ayoubi

Abstract:

Maximal Ratio Combining (MRC) is considered the most complex combining technique as it requires channel coefficients estimation. It results in the lowest bit error rate (BER) compared to all other combining techniques. However the BER starts to deteriorate as errors are introduced in the channel coefficients estimation. A novel combining technique, termed Generalized Maximal Ratio Combining (GMRC) with a polynomial kernel, yields an identical BER as MRC with perfect channel estimation and a lower BER in the presence of channel estimation errors. We show that GMRC outperforms the optimal MRC scheme in general and we hereinafter introduce it to the scientific community as a new “supraoptimal" algorithm. Since diversity combining is especially effective in small femto- and pico-cells, internet-associated wireless peripheral systems are to benefit most from GMRC. As a result, many spinoff applications can be made to IP-based 4th generation networks.

Keywords: Bit error rate, femto-internet cells, generalized maximal ratio combining, signal-to-scattering noise ratio.

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492 New Feed-Forward/Feedback Generalized Minimum Variance Self-tuning Pole-placement Controller

Authors: S. A. Mohamed, A. S. Zayed, O. A. Abolaeha

Abstract:

A new Feed-Forward/Feedback Generalized Minimum Variance Pole-placement Controller to incorporate the robustness of classical pole-placement into the flexibility of generalized minimum variance self-tuning controller for Single-Input Single-Output (SISO) has been proposed in this paper. The design, which provides the user with an adaptive mechanism, which ensures that the closed loop poles are, located at their pre-specified positions. In addition, the controller design which has a feed-forward/feedback structure overcomes the certain limitations existing in similar poleplacement control designs whilst retaining the simplicity of adaptation mechanisms used in other designs. It tracks set-point changes with the desired speed of response, penalizes excessive control action, and can be applied to non-minimum phase systems. Besides, at steady state, the controller has the ability to regulate the constant load disturbance to zero. Example simulation results using both simulated and real plant models demonstrate the effectiveness of the proposed controller.

Keywords: Pole-placement, Minimum variance control, self-tuning control and feedforward control.

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491 Estimating of the Renewal Function with Heavy-tailed Claims

Authors: Rassoul Abdelaziz

Abstract:

We develop a new estimator of the renewal function for heavy-tailed claims amounts. Our approach is based on the peak over threshold method for estimating the tail of the distribution with a generalized Pareto distribution. The asymptotic normality of an appropriately centered and normalized estimator is established, and its performance illustrated in a simulation study.

Keywords: Renewal function, peak-over-threshold, POT method, extremes value, generalized pareto distribution, heavy-tailed distribution.

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490 Forecasting Electricity Spot Price with Generalized Long Memory Modeling: Wavelet and Neural Network

Authors: Souhir Ben Amor, Heni Boubaker, Lotfi Belkacem

Abstract:

This aims of this paper is to forecast the electricity spot prices. First, we focus on modeling the conditional mean of the series so we adopt a generalized fractional -factor Gegenbauer process (k-factor GARMA). Secondly, the residual from the -factor GARMA model has used as a proxy for the conditional variance; these residuals were predicted using two different approaches. In the first approach, a local linear wavelet neural network model (LLWNN) has developed to predict the conditional variance using the Back Propagation learning algorithms. In the second approach, the Gegenbauer generalized autoregressive conditional heteroscedasticity process (G-GARCH) has adopted, and the parameters of the k-factor GARMA-G-GARCH model has estimated using the wavelet methodology based on the discrete wavelet packet transform (DWPT) approach. The empirical results have shown that the k-factor GARMA-G-GARCH model outperform the hybrid k-factor GARMA-LLWNN model, and find it is more appropriate for forecasts.

Keywords: k-factor, GARMA, LLWNN, G-GARCH, electricity price, forecasting.

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489 Measuring the Structural Similarity of Web-based Documents: A Novel Approach

Authors: Matthias Dehmer, Frank Emmert Streib, Alexander Mehler, Jürgen Kilian

Abstract:

Most known methods for measuring the structural similarity of document structures are based on, e.g., tag measures, path metrics and tree measures in terms of their DOM-Trees. Other methods measures the similarity in the framework of the well known vector space model. In contrast to these we present a new approach to measuring the structural similarity of web-based documents represented by so called generalized trees which are more general than DOM-Trees which represent only directed rooted trees.We will design a new similarity measure for graphs representing web-based hypertext structures. Our similarity measure is mainly based on a novel representation of a graph as strings of linear integers, whose components represent structural properties of the graph. The similarity of two graphs is then defined as the optimal alignment of the underlying property strings. In this paper we apply the well known technique of sequence alignments to solve a novel and challenging problem: Measuring the structural similarity of generalized trees. More precisely, we first transform our graphs considered as high dimensional objects in linear structures. Then we derive similarity values from the alignments of the property strings in order to measure the structural similarity of generalized trees. Hence, we transform a graph similarity problem to a string similarity problem. We demonstrate that our similarity measure captures important structural information by applying it to two different test sets consisting of graphs representing web-based documents.

Keywords: Graph similarity, hierarchical and directed graphs, hypertext, generalized trees, web structure mining.

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488 Some Results on New Preconditioned Generalized Mixed-Type Splitting Iterative Methods

Authors: Guangbin Wang, Fuping Tan, Deyu Sun

Abstract:

In this paper, we present new preconditioned generalized mixed-type splitting (GMTS) methods for solving weighted linear least square problems. We compare the spectral radii of the iteration matrices of the preconditioned and the original methods. The comparison results show that the preconditioned GMTS methods converge faster than the GMTS method whenever the GMTS method is convergent. Finally, we give a numerical example to confirm our theoretical results.

Keywords: Preconditioned, GMTS method, linear system, convergence, comparison.

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487 A New Approach to Image Segmentation via Fuzzification of Rènyi Entropy of Generalized Distributions

Authors: Samy Sadek, Ayoub Al-Hamadi, Axel Panning, Bernd Michaelis, Usama Sayed

Abstract:

In this paper, we propose a novel approach for image segmentation via fuzzification of Rènyi Entropy of Generalized Distributions (REGD). The fuzzy REGD is used to precisely measure the structural information of image and to locate the optimal threshold desired by segmentation. The proposed approach draws upon the postulation that the optimal threshold concurs with maximum information content of the distribution. The contributions in the paper are as follow: Initially, the fuzzy REGD as a measure of the spatial structure of image is introduced. Then, we propose an efficient entropic segmentation approach using fuzzy REGD. However the proposed approach belongs to entropic segmentation approaches (i.e. these approaches are commonly applied to grayscale images), it is adapted to be viable for segmenting color images. Lastly, diverse experiments on real images that show the superior performance of the proposed method are carried out.

Keywords: Entropy of generalized distributions, entropy fuzzification, entropic image segmentation.

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486 The Relative Efficiency Based on the MSE in Generalized Ridge Estimate

Authors: Chao Yuan, Bao Guang Tian

Abstract:

A relative efficiency is defined as Ridge Estimate in the general linear model. The relative efficiency is based on the Mean square error. In this paper, we put forward a parameter of Ridge Estimate and discussions are made on the relative efficiency between the ridge estimation and the General Ridge Estimate. Eventually, this paper proves that the estimation is better than the general ridge estimate, which is based on the MSE.

Keywords: Ridge estimate, generalized ridge estimate, MSE, relative efficiency.

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485 Spline Collocation for Solving System of Fredholm and Volterra Integral Equations

Authors: N. Ebrahimi, J. Rashidinia

Abstract:

In this paper, numerical solution of system of Fredholm and Volterra integral equations by means of the Spline collocation method is considered. This approximation reduces the system of integral equations to an explicit system of algebraic equations. The solution is collocated by cubic B-spline and the integrand is approximated by the Newton-Cotes formula. The error analysis of proposed numerical method is studied theoretically. The results are compared with the results obtained by other methods to illustrate the accuracy and the implementation of our method.

Keywords: Convergence analysis, Cubic B-spline, Newton- Cotes formula, System of Fredholm and Volterra integral equations.

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484 Determination of Regimes of the Equivalent Generator Based On Projective Geometry: The Generalized Equivalent Generator

Authors: A. A. Penin

Abstract:

Requirements that should be met when determining the regimes of circuits with variable elements are formulated. The interpretation of the variations in the regimes, based on projective geometry, enables adequate expressions for determining and comparing the regimes to be derived. It is proposed to use as the parameters of a generalized equivalent generator of an active two-pole with changeable resistor such load current and voltage which provide the current through this resistor equal to zero.

Keywords: Equivalent generator, geometric circuits theory, circuits regimes, load characteristics, variable elements.

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483 Modelling Extreme Temperature in Malaysia Using Generalized Extreme Value Distribution

Authors: Husna Hasan, Norfatin Salam, Mohd Bakri Adam

Abstract:

Extreme temperature of several stations in Malaysia is modelled by fitting the monthly maximum to the Generalized Extreme Value (GEV) distribution. The Mann-Kendall (MK) test suggests a non-stationary model. Two models are considered for stations with trend and the Likelihood Ratio test is used to determine the best-fitting model. Results show that half of the stations favour a model which is linear for the location parameters. The return level is the level of events (maximum temperature) which is expected to be exceeded once, on average, in a given number of years, is obtained.

Keywords: Extreme temperature, extreme value, return level.

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482 Preconditioned Generalized Accelerated Overrelaxation Methods for Solving Certain Nonsingular Linear System

Authors: Deyu Sun, Guangbin Wang

Abstract:

In this paper, we present preconditioned generalized accelerated overrelaxation (GAOR) methods for solving certain nonsingular linear system. We compare the spectral radii of the iteration matrices of the preconditioned and the original methods. The comparison results show that the preconditioned GAOR methods converge faster than the GAOR method whenever the GAOR method is convergent. Finally, we give two numerical examples to confirm our theoretical results.

Keywords: Preconditioned, GAOR method, linear system, convergence, comparison.

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481 Sidelobe Reduction in Cognitive Radio Systems Using Hybrid Technique

Authors: Atif Elahi, Ijaz Mansoor Qureshi, Mehreen Atif, Noor Gul

Abstract:

Orthogonal frequency division multiplexing (OFDM) is one of the best candidates for dynamic spectrum access due to its flexibility of spectrum shaping. However, the high sidelobes of the OFDM signal that result in high out-of-band radiation, introduce significant interference to the users operating in its vicinity. This problem becomes more critical in cognitive radio (CR) system that enables the secondary users (SUs) users to access the spectrum holes not used by the primary users (PUs) at that time. In this paper, we present a generalized OFDM framework that has a capability of describing any sidelobe suppression techniques, despite of whether one or a number of techniques are used. Based on that framework, we propose cancellation carrier (CC) technique in conjunction with the generalized sidelobe canceller (GSC) to reduce the out-of-band radiation in the region where the licensed users are operating. Simulation results show that the proposed technique can reduce the out-of-band radiation better when compared with the existing techniques found in the literature.

Keywords: Cognitive radio, cancellation carriers, generalized sidelobe canceller, out-of-band radiation, orthogonal frequency division multiplexing.

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480 Confidence Interval for the Inverse of a Normal Mean with a Known Coefficient of Variation

Authors: Arunee Wongkha, Suparat Niwitpong, Sa-aat Niwitpong

Abstract:

In this paper, we propose two new confidence intervals for the inverse of a normal mean with a known coefficient of variation. One of new confidence intervals for the inverse of a normal mean with a known coefficient of variation is constructed based on the pivotal statistic Z where Z is a standard normal distribution and another confidence interval is constructed based on the generalized confidence interval, presented by Weerahandi. We examine the performance of these confidence intervals in terms of coverage probabilities and average lengths via Monte Carlo simulation.

Keywords: The inverse of a normal mean, confidence interval, generalized confidence intervals, known coefficient of variation.

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479 The Non-Uniqueness of Partial Differential Equations Options Price Valuation Formula for Heston Stochastic Volatility Model

Authors: H. D. Ibrahim, H. C. Chinwenyi, T. Danjuma

Abstract:

An option is defined as a financial contract that provides the holder the right but not the obligation to buy or sell a specified quantity of an underlying asset in the future at a fixed price (called a strike price) on or before the expiration date of the option. This paper examined two approaches for derivation of Partial Differential Equation (PDE) options price valuation formula for the Heston stochastic volatility model. We obtained various PDE option price valuation formulas using the riskless portfolio method and the application of Feynman-Kac theorem respectively. From the results obtained, we see that the two derived PDEs for Heston model are distinct and non-unique. This establishes the fact of incompleteness in the model for option price valuation.

Keywords: Option price valuation, Partial Differential Equations, Black-Scholes PDEs, Ito process.

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478 Nonlinear Static Analysis of Laminated Composite Hollow Beams with Super-Elliptic Cross-Sections

Authors: G. Akgun, I. Algul, H. Kurtaran

Abstract:

In this paper geometrically nonlinear static behavior of laminated composite hollow super-elliptic beams is investigated using generalized differential quadrature method. Super-elliptic beam can have both oval and elliptic cross-sections by adjusting parameters in super-ellipse formulation (also known as Lamé curves). Equilibrium equations of super-elliptic beam are obtained using the virtual work principle. Geometric nonlinearity is taken into account using von-Kármán nonlinear strain-displacement relations. Spatial derivatives in strains are expressed with the generalized differential quadrature method. Transverse shear effect is considered through the first-order shear deformation theory. Static equilibrium equations are solved using Newton-Raphson method. Several composite super-elliptic beam problems are solved with the proposed method. Effects of layer orientations of composite material, boundary conditions, ovality and ellipticity on bending behavior are investigated.

Keywords: Generalized differential quadrature, geometric nonlinearity, laminated composite, super-elliptic cross-section.

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477 A New Proof on the Growth Factor in Gaussian Elimination for Generalized Higham Matrices

Authors: Qian-Ping Guo, Hou-Biao Li

Abstract:

The generalized Higham matrix is a complex symmetric matrix A = B + iC, where both B ∈ Cn×n and C ∈ Cn×n are Hermitian positive definite, and i = √−1 is the imaginary unit. The growth factor in Gaussian elimination is less than 3√2 for this kind of matrices. In this paper, we give a new brief proof on this result by different techniques, which can be understood very easily, and obtain some new findings.

Keywords: CSPD matrix, positive definite, Schur complement, Higham matrix, Gaussian elimination, Growth factor.

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