scholarly journals On the estimation of ${x}^TA^{-1}{x}$ for symmetric matrices

2021 ◽  
Vol 37 ◽  
pp. 549-561
Author(s):  
Paraskevi Fika ◽  
Marilena Mitrouli ◽  
Ondrej Turec

The central mathematical problem studied in this work is the estimation of the quadratic form $x^TA^{-1}x$ for a given symmetric positive definite matrix $A \in \mathbb{R}^{n \times n}$ and vector $x \in \mathbb{R}^n$. Several methods to estimate $x^TA^{-1}x$ without computing the matrix inverse are proposed. The precision of the estimates is analyzed both analytically and numerically.  

2018 ◽  
Vol 34 ◽  
pp. 217-230
Author(s):  
Syed M. Raza Shah Naqvi ◽  
Jie Meng ◽  
Hyun-Min Kim

In this paper, the nonlinear matrix equation $X^p+A^TXA=Q$, where $p$ is a positive integer, $A$ is an arbitrary $n\times n$ matrix, and $Q$ is a symmetric positive definite matrix, is considered. A fixed-point iteration with stepsize parameter for obtaining the symmetric positive definite solution of the matrix equation is proposed. The explicit expressions of the normwise, mixed and componentwise condition numbers are derived. Several numerical examples are presented to show the efficiency of the proposed iterative method with proper stepsize parameter and the sharpness of the three kinds of condition numbers.


2017 ◽  
Vol 533 ◽  
pp. 95-117 ◽  
Author(s):  
Christos Boutsidis ◽  
Petros Drineas ◽  
Prabhanjan Kambadur ◽  
Eugenia-Maria Kontopoulou ◽  
Anastasios Zouzias

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