Algorithmes de calcul du maximum des formes quadratiques sur la boule unité de la norme du max

Norms of matrices, numerical range, applications of functional analysis to matrix theory (15A60) Quadratic and bilinear forms, inner products (15A63) Numerical computation of matrix norms, conditioning, scaling (65F35)

Review text

Some direct and indirect methods are studied for computing \(Max\{x^ tAx,\phi_{\infty}(x)\leq 1\}\). Direct methods are constructed using particular properties of \(\phi_ 1,\phi_ 2,\phi_{\infty}\) norms. These methods are very simple, but uniquely suitable to certain families of matrices. The indirect method is the selfdual method, introduced by the author [Iterative methods for computing the bound norm of matrices. (Linear Alg. and Its Appl.; to appear) and Contribution à la théorie de normes et ses applications à l'analyse numérique. Doctoral thesis (1981). Université Scientifique et Médicale de Grenoble.] with \(\phi =\phi_ 1\). In this case the problem of choosing an initial vector so that convergence of the iterative sequence occurs to an optimal solution is largely discussed.

Recommendations

Cites work

Cited in

(6)

This page was built for publication: Algorithmes de calcul du maximum des formes quadratiques sur la boule unité de la norme du max

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q788458)