Previous |  Up |  Next

Article

Title: Absolute value equations with tensor product structure: Unique solvability and numerical solution (English)
Author: Mollahasani, Somayeh
Author: Panjeh Ali Beik, Fatemeh
Language: English
Journal: Applications of Mathematics
ISSN: 0862-7940 (print)
ISSN: 1572-9109 (online)
Volume: 67
Issue: 5
Year: 2022
Pages: 657-674
Summary lang: English
.
Category: math
.
Summary: We consider the absolute value equations (AVEs) with a certain tensor product structure. Two aspects of this kind of AVEs are discussed in detail: the solvability and approximate solution. More precisely, first, some sufficient conditions are provided which guarantee the unique solvability of this kind of AVEs. Furthermore, a new iterative method is constructed for solving AVEs and its convergence properties are investigated.  The validity of established theoretical results and performance of the proposed iterative scheme are examined numerically.  (English)
Keyword: iterative method
Keyword: absolute value equation
Keyword: convergence
Keyword: tensor (Kronecker) product
MSC: 15A69
MSC: 65F10
idZBL: Zbl 07613017
idMR: MR4484891
DOI: 10.21136/AM.2022.0169-21
.
Date available: 2022-09-15T09:21:40Z
Last updated: 2022-12-27
Stable URL: http://hdl.handle.net/10338.dmlcz/151030
.
Reference: [1] Abdallah, L., Haddou, M., Migot, T.: Solving absolute value equation using complementarity and smoothing functions.J. Comput. Appl. Math. 327 (2018), 196-207 \99999DOI99999 10.1016/j.cam.2017.06.019 . Zbl 1370.90297, MR 3683155, 10.1016/j.cam.2017.06.019
Reference: [2] Bader, B. W., Kolda, T. G.: MATLAB Tensor Toolbox, Version 2.5.Available at https://www.tensortoolbox.org/ (2012),\99999sw99999 04185 .
Reference: [3] Bai, Z.-Z., Golub, G. H., Ng, M. K.: Hermitian and skew-Hermitian splitting methods for non-Hermitian positive definite linear systems.SIAM J. Matrix Anal. Appl. 24 (2003), 603-626 \99999DOI99999 10.1137/S0895479801395458 . Zbl 1036.65032, MR 1972670
Reference: [4] Bai, Z.-Z., Yang, X.: On HSS-based iteration methods for weakly nonlinear systems.Appl. Numer. Math. 59 (2009), 2923-2936. Zbl 1178.65047, MR 2560825, 10.1016/j.apnum.2009.06.005
Reference: [5] Beik, F. P. A., Najafi-Kalyani, M., Reichel, L.: Iterative Tikhonov regularization of tensor equations based on the Arnoldi process and some of its generalizations.Appl. Numer. Math. 151 (2020), 425-447. Zbl 1432.65049, MR 4055037, 10.1016/j.apnum.2020.01.011
Reference: [6] Beik, F. P. A., Movahed, F. Saberi, Ahmadi-Asl, S.: On the Krylov subspace methods based on tensor format for positive definite Sylvester tensor equations.Numer. Linear Algebra Appl. 23 (2016), 444-466. Zbl 1413.65128, MR 3484355, 10.1002/nla.2033
Reference: [7] Dehghan, M., Shirilord, A.: Matrix multisplitting Picard-iterative method for solving generalized absolute value matrix equation.Appl. Numer. Math. 158 (2020), 425-438. Zbl 1451.65048, MR 4140578, 10.1016/j.apnum.2020.08.001
Reference: [8] Dong, X., Shao, X.-H., Shen, H.-L.: A new SOR-like method for solving absolute value equations.Appl. Numer. Math. 156 (2020), 410-421. Zbl 1435.65049, MR 4103787, 10.1016/j.apnum.2020.05.013
Reference: [9] Guo, P., Wu, S.-L., Li, C.-X.: On the SOR-like iteration method for solving absolute value equations.Appl. Math. Lett. 97 (2019), 107-113. Zbl 1437.65044, MR 3957497, 10.1016/j.aml.2019.03.033
Reference: [10] Hashemi, B.: Sufficient conditions for the solvability of a Sylvester-like absolute value matrix equation.Appl. Math. Lett. 112 (2021), Article ID 106818, 6 pages. Zbl 1459.15016, MR 4162965, 10.1016/j.aml.2020.106818
Reference: [11] Higham, N. J.: Accuracy and Stability of Numerical Algorithms.SIAM, Philadelphia (2002). Zbl 1011.65010, MR 1927606, 10.1137/1.9780898718027
Reference: [12] Huang, B., Ma, C.: An iterative algorithm to solve the generalized Sylvester tensor equations.Linear Multilinear Algebra 68 (2020), 1175-1200. Zbl 1453.65084, MR 4122541, 10.1080/03081087.2018.1536732
Reference: [13] Huang, B., Ma, C.: Global least squares methods based on tensor form to solve a class of generalized Sylvester tensor equations.Appl. Math. Comput. 369 (2020), Article ID 124892, 16 pages. Zbl 1433.65046, MR 4038207, 10.1016/j.amc.2019.124892
Reference: [14] Ke, Y.: The new iteration algorithm for absolute value equation.Appl. Math. Lett. 99 (2020), Article ID 105990, 7 pages. Zbl 1468.65049, MR 3989672, 10.1016/j.aml.2019.07.021
Reference: [15] Ke, Y.-F., Ma, C.-F.: SOR-like iteration method for solving absolute value equations.Appl. Math. Comput. 311 (2017), 195-202. Zbl 1426.65048, MR 3658069, 10.1016/j.amc.2017.05.035
Reference: [16] Kolda, T. G., Bader, B. W.: Tensor decompositions and applications.SIAM Rev. 51 (2009), 455-500. Zbl 1173.65029, MR 2535056, 10.1137/07070111X
Reference: [17] Lv, C., Ma, C.: A modified CG algorithm for solving generalized coupled Sylvester tensor equations.Appl. Math. Comput. 365 (2020), Article ID 124699, 15 pages. Zbl 1433.65055, MR 4001115, 10.1016/j.amc.2019.124699
Reference: [18] Mangasarian, O. L.: Sufficient conditions for the unsolvability and solvability of the absolute value equation.Optim. Lett. 11 (2017), 1469-1475. Zbl 1381.90058, MR 3702953, 10.1007/s11590-017-1115-z
Reference: [19] Mangasarian, O. L., Meyer, R. R.: Absolute value equations.Linear Algebra Appl. 419 (2006), 359-367 \99999DOI99999 10.1016/j.laa.2006.05.004 . Zbl 1172.15302, MR 2277975
Reference: [20] Mansoori, A., Erfanian, M.: A dynamic model to solve the absolute value equations.J. Comput. Appl. Math. 333 (2018), 28-35 \99999DOI99999 10.1016/j.cam.2017.09.032 . Zbl 1380.65107, MR 3739937
Reference: [21] Noor, M. A., Iqbal, J., Noor, K. I., Al-Said, E.: On an iterative method for solving absolute value equations.Optim. Lett. 6 (2012), 1027-1033 \99999DOI99999 10.1007/s11590-011-0332-0 . Zbl 1254.90149, MR 2925637
Reference: [22] Ren, H., Wang, X., Tang, X.-B., Wang, T.: The general two-sweep modulus-based matrix splitting iteration method for solving linear complementarity problems.Comput. Math. Appl. 77 (2019), 1071-1081 \99999DOI99999 10.1016/j.camwa.2018.10.040 . Zbl 1442.65112, MR 3913650
Reference: [23] Rohn, J., Hooshyarbakhsh, V., Farhadsefat, R.: An iterative method for solving absolute value equations and sufficient conditions for unique solvability.Optim. Lett. 8 (2014), 35-44 \99999DOI99999 10.1007/s11590-012-0560-y . Zbl 1316.90052, MR 3152897
Reference: [24] Salkuyeh, D. K.: The Picard-HSS iteration method for absolute value equations.Optim. Lett. 8 (2014), 2191-2202. Zbl 1335.90102, MR 3279597, 10.1007/s11590-014-0727-9
Reference: [25] Shams, N. N., Jahromi, A. Fakharzadeh, Beik, F. P. A.: Iterative schemes induced by block splittings for solving absolute value equations.Filomat 34 (2020), 4171-4188. MR 4290841, 10.2298/FIL2012171S
Reference: [26] Wang, L.-M., Li, C.-X.: New sufficient conditions for the unique solution of a square Sylvester-like absolute value equation.Appl. Math. Lett. 116 (2021), Article ID 106966, 5 pages. Zbl 1472.15023, MR 4201468, 10.1016/j.aml.2020.106966
Reference: [27] Wang, X., Li, X., Zhang, L.-H., Li, R.-C.: An efficient numerical method for the symmetric positive definite second-order cone linear complementarity problem.J. Sci. Comput. 79 (2019), 1608-1629 \99999DOI99999 10.1007/s10915-019-00907-4 . Zbl 1418.90265, MR 3946470
Reference: [28] Wu, S.-L., Li, C.-X.: The unique solution of the absolute value equations.Appl. Math. Lett. 76 (2018), 195-200 \99999DOI99999 10.1016/j.aml.2017.08.012 . Zbl 1397.90381, MR 3713516
Reference: [29] Wu, S.-L., Li, C.-X.: A note on unique solvability of the absolute value equation.Optim. Lett. 14 (2020), 1957-1960. Zbl 1460.15022, MR 4149779, 10.1007/s11590-019-01478-x
Reference: [30] Yong, L.: Iteration method for absolute value equation and applications in two-point boundary value problem of linear differential equation.J. Interdiscip. Math. 18 (2015), 355-374. 10.1080/09720502.2014.996022
Reference: [31] Young, D. M.: Iterative Solution of Large Linear Systems.Computer Science and Applied Mathematics. Academic Press, New York (1971),\99999DOI99999 10.1016/c2013-0-11733-3 . Zbl 0231.65034, MR 0305568
Reference: [32] Zak, M. K., Toutounian, F.: Nested splitting conjugate gradient method for matrix equation $AXB = C$ and preconditioning.Comput. Math. Appl. 66 (2013), 269-278. Zbl 1347.65078, MR 3073338, 10.1016/j.camwa.2013.05.004
Reference: [33] Zhang, C., Wei, Q. J.: Global and finite convergence of a generalized Newton method for absolute value equations.J. Optim. Theory Appl. 143 (2009), 391-403. Zbl 1175.90418, MR 2545959, 10.1007/s10957-009-9557-9
.

Fulltext not available (moving wall 24 months)

Partner of
EuDML logo