Hostname: page-component-cd9895bd7-fscjk Total loading time: 0 Render date: 2024-12-25T08:44:32.219Z Has data issue: false hasContentIssue false

Iterative methods for computing generalized inverses related with optimization methods

Published online by Cambridge University Press:  09 April 2009

Dragan S. Djordjević
Affiliation:
Department of MathematicsUniversity of NišFaculty of Science and MathematicsP.O. Box 224 Višegradska 33 18000 Niš Serbia e-mail: [email protected], [email protected]
Predrag S. Stanimirović
Affiliation:
Department of MathematicsUniversity of NišFaculty of Science and MathematicsP.O. Box 224 Višegradska 33 18000 Niš Serbia e-mail: [email protected], [email protected]
Rights & Permissions [Opens in a new window]

Abstract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

We develop several iterative methods for computing generalized inverses using both first and second order optimization methods in C*-algebras. Known steepest descent iterative methods are generalized in C*-algebras. We introduce second order methods based on the minimization of the norms ‖Ax − b‖2 and ‖x2 by means of the known second order unconstrained minimization methods. We give several examples which illustrate our theory.

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 2005

References

[1]Ben-Israel, A. and Cohen, D., ‘On iterative computation of generalized inverses and associated projections’, SIAM J. Number. Anal. 3 (1966), 410419.CrossRefGoogle Scholar
[2]Caradus, S. R., Generalized inverses and operator theory, Queen's Papers in Pure and Appl. Math. (Queen's University, Kingston, ON, 1978).Google Scholar
[3]Dennis, J. E. and Moré, J. J., ‘Quasi-Newton methods, motivation and theory’, SIAM Rev. (1) 19 (1977), 4689.CrossRefGoogle Scholar
[4]Djordjević, D. S. and Stanimirović, P. S., ‘On the generalized Drazin inverse and generalized resolvent’, Czech. Math. J. 51 (2001), 617634.CrossRefGoogle Scholar
[5]Groetsch, C. W., Generalized inverses of linear operators (Marcel Dekker, New York, 1977).Google Scholar
[6]Harte, R. E. and Mbekhta, M., ‘On generalized inverses in C*-algebras’, Studia Math. 103 (1992), 7177.CrossRefGoogle Scholar
[7]Kammerer, W. J. and Nashed, M. Z., ‘On the convergence of the conjugate gradient method for singular linear operator equations’, SIAM Rev. (1) 9 (1972), 165181.Google Scholar
[8]Koliha, J. J., ‘A generalized Drazin inverse’, Glasgow Math. J. 38 (1996), 367381.CrossRefGoogle Scholar
[9]Lardy, L. J., ‘A class of iterative methods of conjugate gradient type’, Numer Funct. Anal. Optim. 11 (1990), 283302.CrossRefGoogle Scholar
[10]McCormick, S. F. and Rodrigue, G. H., ‘A uniform approach to gradient methods for linear operator equations’, J. Math. Anal. Appl. 49 (1975), 275285.CrossRefGoogle Scholar
[11]Nashed, M. Z., ‘Steepest descent for singular linear operators equations’, SIAM J. Numer. Anal. 7 (1970), 358362.CrossRefGoogle Scholar
[12]Rakočević, V., Functional analysis (Naučna Knjiga, Belgrade, 1994) (in Serbian).Google Scholar
[13]Tanabe, K., ‘Conjugate-gradient method for computing the Moore-Penrose inverse and rank of a matrix’, J. Optimization Theory Appl. 22 (1977), 123.CrossRefGoogle Scholar
[14]Whitney, T. M. and Meany, R. H., ‘Two methods related to the method of steepest descent’, SIAM J. Numer.Anal. 4 (1967), 109118.CrossRefGoogle Scholar