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S-SDD class of matrices and S-SDD class of matrices and its application its application Vladimir Kostić Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

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Page 1: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

S-SDD class of matrices and its S-SDD class of matrices and its applicationapplication

Vladimir KostićVladimir Kostić

University of Novi SadFaculty of Science

Dept. of Mathematics and Informatics

Page 2: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

IntroductionIntroduction

Equivalent definitions of S-SDD Equivalent definitions of S-SDD matricesmatrices

Bounds for the determinantsBounds for the determinants

Convergence area of PDAORConvergence area of PDAOR

Subdirect sumsSubdirect sums

Page 3: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Equivalent definitions of Equivalent definitions of S-SDD matricesS-SDD matrices

S S_

L. Cvetkovic, V. Kostic and R. S. VargaL. Cvetkovic, V. Kostic and R. S. Varga, A new Gersgorin-type eigenvalue A new Gersgorin-type eigenvalue inclusion setinclusion set, Electron. Trans. Numer. Anal., 18 (2004), 73–80Electron. Trans. Numer. Anal., 18 (2004), 73–80

for all Si iir A a i S

for all ,

S S S Si j ii i jj jr A r A a r A a r A

i S j S

1 2

0

max minSj

SSjj jiS SSS j Si Sjii i r A

a r Ar AA A

r Aa r A

Page 4: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Equivalent definitions of Equivalent definitions of S-SDD matricesS-SDD matrices

for all Si iir A a i S

for all ,

S S S Si j ii i jj jr A r A a r A a r A

i S j S

is SDD matrix A S

1 2, S SAJ S A A

is SDD matrix A S

is S-SDD matrix A

Page 5: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Equivalent definitions of Equivalent definitions of S-SDD matricesS-SDD matrices

S S_

S S_

x

1

1 2: ,S SAx J S A A AX is an SDD

Page 6: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

H

S-SDD

SDD

x

1S 2

S1

x

Equivalent definitions of Equivalent definitions of S-SDD matricesS-SDD matrices

Page 7: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

det Ostrowski 1937 ii ii N

A a r A

det Price 1951 ii ii N

A a u A

det Ouder 1951 ii ii N

A a l A

1

1..1 1

1..

det max ,

max Ostrowski 1952

k n

ii i kk ii ik n

i i k

i i

i nii

A a u A a a l A

l A u A

a

Bounds for the determinantsBounds for the determinants

Page 8: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Bounds for the determinantsBounds for the determinants

12

34

0

100

200

300

400

500

600

700

estimates improved estimates determinant

Page 9: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Bounds for the determinantsBounds for the determinants

12

34

0

100

200

300

400

500

600

700

estimates improved estimates determinant

Page 10: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Bounds for the determinantsBounds for the determinants

12

34

0

100

200

300

400

500

600

700

estimates improved estimates determinant

Page 11: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

1 2 ...

1 , 1,2,...N

i

n n n n

n i N

A is block H-matrixiff

M is an M-matrix

A is block H-matrixiff

M is an H-matrix

Convergence of PDAORConvergence of PDAOR

1n

2n

3n

Nn

4n

1n 2n 3n Nn4n

1

, 1,2..ii ij i j NA A A

, 1,2..

1 11 ij

ij i j N

ij ii ij

M m

m A A

1 12m 13m 14m 1Nm

21m 1 23m 24m 2Nm

31m 32m 1 34m 3Nm

41m 42m 43m 1 4Nm

1Nm 2Nm 3Nm 4Nm 1

Page 12: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Convergence of PDAORConvergence of PDAOR

N

, 1...U ij i jA U

, 1...L ij i jA L

1 21,2,..., ...N J J J

1 1 , 1 2 ,...,iJ i i i

, 1...D ij i jA D

1diag ,...D nA D D

1 11 1p pD L D L U D D LX A A A A A A X A A B

D L U DA A A A A

Page 13: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Convergence of PDAORConvergence of PDAOR

Let be block SDD matrix.

Then if we chose parameters in the following way:, 1..

, 2ij i j NA A N

1.. 1..

1.. 1..

1..

1.. 1..

1 11 0 1, min 1 min

2 2

2 1 212 1 2min , 1 min

1 2 2

13 1 2min , 0 1

1 2

1 14 1 2min , min

1

i i

i N i Ni i

i ii

i N i Ni i i

i

i Ni i

i i

i N i Ni

r rand or

l l

r lland or

r l l

land or

r l

l rand

r

0.2 il

PDAOR , 1

L

Lj.Cvetkovic, J. ObrovskiLj.Cvetkovic, J. Obrovski, , Some convergence results of PD relaxation methodsSome convergence results of PD relaxation methods, , AMC 107 (2000) 103-112AMC 107 (2000) 103-112

Page 14: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Convergence of PDAORConvergence of PDAOR

11

1 , )

1

m m m m k sk s J k j

m i j

l A A

1 17 7,7 7,1 7,7 7,2

1 17,7 7,5 7,7 7,6

1 17,7 7,9 7,7 7,10

l A A A A

A A A A

A A A A

Page 15: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Convergence of PDAORConvergence of PDAOR

11

1 , )

1

1

Sm S m m m k s

k s J k j

k s

m i j

l A A

1 14 4,4 4,1 4,4 4,2

1 14,4 4,3 4,4 4,5

Sl A A A A

A A A A

1 18 8,8 8,6 8,8 8,7

1 18,8 8,9 8,8 8,10

18,8 8,11

Sl A A A A

A A A A

A A

Page 16: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Convergence of PDAORConvergence of PDAOR

Let be block S-SDD matrix for set S.

Then if we chose parameters in the following way:

where

, 1.., 2ij i j N

A A N

1 0 1 min , 1 min , ,

2 1 min , 1 min , ,

3 1 min , 0 1,

4 1 min , min , 0.

S SS S

S SS S

S S

S SS S

and or

and or

and or

and

PDAOR , 1

L

, ,

, ,

1 1 1 11min , 2min ,

2 1 1 2 1 2

1 1 1 12min , 2min

11 2 1 2

S S S S S S S Si j i j i j i j

S SS S S S S S S S S Si j S i j Si j i j i i j i i j

S S S S S S S Si j i j i j i j

S SS S S S S Si j S i j Si i j i i j

r r r r l r l r

l r l r r l r r l r

l r l r l r l r

rr l r r l r

,

,1

2 1 2 1 21min .

2 1

S S S Si j i j

S S S S S Si i j i i j

S S S S Si j Si j i j

r r r

r l r r l r

l r l r

CvetkovićCvetković, Kostic, Kostic,, New subclasses of block H-matrices with applications toNew subclasses of block H-matrices with applications toparallel decomposition-type relaxation methodsparallel decomposition-type relaxation methods, , NumeNumer.r. Alg Alg. 42 (2006). 42 (2006)

Page 17: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Convergence of PDAORConvergence of PDAOR

Page 18: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Subdirect sumsSubdirect sums

1 1n nA

2 2n nB

kC A B

Page 19: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Subdirect sumsSubdirect sums

1 2 1 2

11 12

21 22 11 12

21 22

0

0n n k n n k

A A

C A A B B

B B

1 1

11 12

21 22 n n

A AA

A A

22 11, k kA B

2 2

11 12

21 22 n n

B BB

B B

Same sign pattern on

the diagonal

Page 20: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

H

SDD

Subdirect sumsSubdirect sums

NO

YESYES

A and B are ,

is the matrix C too?

Page 21: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

H

S-SDD

SDD

Subdirect sumsSubdirect sums

R. Bru, F. Pedroche, and D. B. SzyldR. Bru, F. Pedroche, and D. B. Szyld, Subdirect sums of S-Strictly Diagonally Subdirect sums of S-Strictly Diagonally Dominant matricesDominant matrices, Electron. J. Linear Algebra, 15 (2006), 201–209Electron. J. Linear Algebra, 15 (2006), 201–209

NO

YESYES

A and B are ,

is the matrix C too?

Page 22: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Subdirect sumsSubdirect sums

Page 23: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

S

Subdirect sumsSubdirect sums

for all ,

S Sii i jj j

S Si j

a r A a r A

r A r A

i S j S

Page 24: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Let

If A is S-SDD and B is SDD then

is S-SDD.

11,2,... ,S card S n k

kC A B

Subdirect sumsSubdirect sums

R. Bru, F. Pedroche, and D. B. SzyldR. Bru, F. Pedroche, and D. B. Szyld, Subdirect sums of S-Strictly Diagonally Subdirect sums of S-Strictly Diagonally Dominant matricesDominant matrices, Electron. J. Linear Algebra, 15 (2006), 201–209Electron. J. Linear Algebra, 15 (2006), 201–209

Page 25: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

S

Subdirect sumsSubdirect sums

Page 26: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Subdirect sums of Subdirect sums of SS-SDD matrices-SDD matrices

AS

Page 27: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Subdirect sums of Subdirect sums of SS-SDD matrices-SDD matrices

BS

Page 28: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Subdirect sums of Subdirect sums of SS-SDD matrices-SDD matrices

Let S be arbitrary

If A is - SDD, B is - SDD

and then

is S-SDD.

AS

kC A B

BS

A A B BJ S J S

Page 29: S-SDD class of matrices and its application Vladimir Kostić University of Novi Sad Faculty of Science Dept. of Mathematics and Informatics

Thank you for your attentionThank you for your attention