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ON THE APPROXIMATE SOLVING OF INFINITE LINEAR EQUATION SYSTEMS
OFJANKÓ BÉLAPaper presented at the 4th Congress of Romanian Mathematicians, inMay 27 - June 4, 1956, Bucharest.
The aim of the present work is to give new methods for the numerical solution of systems of linear equations, generalizing the known methods of Po11aczek-Geiringer and Seidel. The basic idea in constructing these methods is to transform the given linear system into an equivalent nonlinear system, of a particular form and of such a nature that we have the following condition fulfilled: applying to this nonlinear system Newton's method [ 1,2 ] (generalized by LV Kantorovichi), the Fréchet derivative of the nonlinear operation is a matrix of simple form, for example of diagonal, triangular form, etc. [3].
§ 1. New iteration methods for solving systems of equations
We consider a countable system of relations a_(i1)x_(1)+a_(i2)x_(2)+dots+a_(ij)x_(j)+dots=b_(i)quad(j=1,2,dots;i=1,2,dots)a_{i 1} x_{1}+a_{i 2} x_{2}+\ldots+a_{ij} x_{j}+\ldots=b_{i} \quad(j=1,2, \ldots ; i=1,2, \ldots), (1.1) in which the coefficientsa_(ij)a_{ij}and free termsb_(i)b_{i}are given real numbers, and the numbersx_(j)x_{j}are the unknowns. We understand by a solution of the system (1.1) a series of values{x_(i)}\left\{x_{i}\right\}, which substituted into the first members of the equations, form convergent series whose sums are equal to the corresponding free terms. We now consider the infinite system in the form
Phi_(i)\Phi_{i}being a bounded function that has no real roots and is of simple form^(1){ }^{1}), and the constantC_(i)^((0))C_{i}^{(0)}is determined in the same way as for the initial approximationX_(0)=(x_(1)^(0),x_(2)^(0),dots,x_(i)^(0),dots)X_{0}=\left(x_{1}^{0}, x_{2}^{0}, \ldots, x_{i}^{0}, \ldots\right)to have
we can obtain explicit formulas for the approximate solution of infinite systems having the form {:(4.1)x_(i)^((k+1))=x_(i)^((k))-(F_(i)(x_(i)^((k));A_(i)^((k)),C_(i)^((0))))/(((delF_(i))/(delx_(i)))_(0))(i=1","2","dots;k=0","1","2","dots)",":}\begin{equation*}
x_{i}^{(k+1)}=x_{i}^{(k)}-\frac{F_{i}\left(x_{i}^{(k)} ; A_{i}^{(k)}, C_{i}^{(0)}\right)}{\left(\frac{\partial F_{i}}{\partial x_{i}}\right)_{0}}(i=1,2, \ldots ; k=0,1,2, \ldots), \tag{4.1}
\end{equation*}
where was it notedX_(k)=(x_(1)^((k)),x_(2)^((k)),dots,x_(i)^((k)),dots),A_(i)^((k))=sum_(j=1)^(oo)a_(ij)x_(j)^((k))-b_(i)X_{k}=\left(x_{1}^{(k)}, x_{2}^{(k)}, \ldots, x_{i}^{(k)}, \ldots\right), A_{i}^{(k)}=\sum_{j=1}^{\infty} a_{i j} x_{j}^{(k)}-b_{i}
Regarding the convergence of this method, we can use a theorem of Kantorovich [1], which is formulated as follows :
We consider the operationF(X)F(X)what transforms spaceX\mathbf{X}inY\mathbf{Y}(whereX\mathbf{X}and Y are Banach spaces). Then if the conditions are also satisfied 1^(@)1^{\circ}. nonlinear operationF(X)F(X)is twice differentiable in the Fréchet sense, 2^(@)2^{\circ}. for the elementX_(0)X_{0}of the initial approximation, the operatorF^(')(X_(0))F^{\prime}\left(X_{0}\right)has the reverseGamma_(0)=[F^(')(X_(0))]^(-1)\Gamma_{0}=\left[F^{\prime}\left(X_{0}\right)\right]^{-1}and||Gamma_(0)|| <= B_(0)\left\|\Gamma_{0}\right\| \leqslant B_{0}, 3^(@)3^{\circ}. the elementX_(0)X_{0}approximately satisfies the system (2.1) and the evaluation is known
4^(@)4^{\circ}. second derivativeF^('')(X)F^{\prime \prime}(X)is limited in the field||X-X_(0)|| <= 2eta_(0)\left\|X-X_{0}\right\| \leqslant 2 \eta_{0}, thus
||F^('')(X)|| <= K\left\|F^{\prime \prime}(X)\right\| \leqslant K
5^(@)5^{\circ}. constantsB_(0),eta_(0),KB_{0}, \eta_{0}, Ksatisfy the inequality
then the system (1.1) admits a solutionX^(**)X^{*}and successive approximationsX_(k)X_{k}defined by formulas (4.1) converge toX^(**)X^{*}, and the convergence is of the order of convergence of a geometric series,
Observation. I. Hypothesis||F^('')(x)|| <= K\left\|F^{\prime \prime}(x)\right\| \leqslant Kimposes the condition that the given linear system must also be bounded, for example in the sense s u p_(i){2|a_(ii)||(dPhi_(i))/(dA_(i))|sum_(j=1)^(oo)|a_(ij)|+|(d^(2)Phi_(i))/(dA_(i)^(2))|(a_(ii)x_(i)+A)+|(dPhi_(i))/(dA_(i))|sum_(j,k=1)^(oo)|a_(ij)a_(ik)|} <= K\sup _{i}\left\{2\left|a_{i i}\right|\left|\frac{d \Phi_{i}}{d A_{i}}\right| \sum_{j=1}^{\infty}\left|a_{i j}\right|+\left|\frac{d^{2} \Phi_{i}}{d A_{i}^{2}}\right|\left(a_{i i} x_{i}+A\right)+\left|\frac{d \Phi_{i}}{d A_{i}}\right| \sum_{j, k=1}^{\infty}\left|a_{i j} a_{i k}\right|\right\} \leqslant K, if||x||=s u p|x_(i)|\|x\|=\sup \left|x_{i}\right|.
II. We note that instead of the system (2. 1) we can consider the system
varphi_(i)\varphi_{i}being a bounded function of simple form, having no real roots. The functionsvarphi_(i)\varphi_{i}can contribute to improving convergence.
III. Regarding the structure of the approximation formulas (4. 1), it is observed that 1a the determination of the componentsx_(i)^((k+1)),(i=1,2,dots)x_{i}^{(k+1)},(i=1,2, \ldots), the components were usedx_(i)^((k)),(i=1,2,dots)x_{i}^{(k)},(i=1,2, \ldots)Here we can indicate a modified procedure using the formulas
then the solution of the system (1^(').11^{\prime} .1) is unique in the domain (5.1).
V. In practical applications the convergence conditions in Cantorovich's theorem for solving systems of equations appear a little complicated. However, if for technical reasons we can figure out the domain D in which the solution must be sought, then we can use the following condition
||E-[F^(')(X_(0))]^(-1)F^(')(X)|| < 1,quad X inD,\left\|E-\left[F^{\prime}\left(X_{0}\right)\right]^{-1} F^{\prime}(X)\right\|<1, \quad X \in \mathscr{D},
instead of the conditions3^(@)-5^(@),E3^{\circ}-5^{\circ}, Ebeing the unit matrix.
VI. The approximation formulas constructed in this paragraph can be applied not only to the linear system (1'. 1), but also to the case of infinite nonlinear systems of the form
whereg_(i)(x_(i))g_{i}\left(x_{i}\right)andf_(i)(A_(i))f_{i}\left(A_{i}\right)are functions of a real variable admitting derivatives of order 2, and which satisfy the conditions of the previous theorem.
§ 2. Other methods of interaction
We consider the system (1.1) in the following form
For functionspsi_(i)\psi_{i}we have exactly the same conditions as in the case of functionsPhi_(i)\Phi_{i}from § 1. Regarding the constantsk_(i)^(0)k_{i}^{0}, they are determined in such a way that for the initial approximationX_(0)=(x_(1)^(0),x_(2)^(0),dots,x_(i)^(0),dots)X_{0}=\left(x_{1}^{0}, x_{2}^{0}, \ldots, x_{i}^{0}, \ldots\right)
to have
((delf_(i))/(delx_(j)))_(0)=0quad" pentru "j=i+1,i+2,dots\left(\frac{\partial f_{i}}{\partial x_{j}}\right)_{0}=0 \quad \text { pentru } j=i+1, i+2, \ldots
andDelta=(delta_(ii)),delta_(ii)=psi_(i)(B_(i)^(0),k_(i)^(0))\Delta=\left(\delta_{i i}\right), \delta_{i i}=\psi_{i}\left(B_{i}^{0}, k_{i}^{0}\right). Calculating the approximationX_(k+1)X_{k+1}it is done the same as in Seidel's method.
Observations. I. Instead of system (1.2) we can consider the system: p^((i))(x_(1),x_(2),dots,x_(i);B_(i),k_(k)^(0))-=Psi_(i)(x_(i))Psi_(i)(B_(i),k_(i)^(0))(a_(i1)x_(1)+dots+a_(ii)x_(i)+B_(i))=0p^{(i)}\left(x_{1}, x_{2}, \ldots, x_{i} ; B_{i}, k_{k}^{0}\right) \equiv \Psi_{i}\left(x_{i}\right) \Psi_{i}\left(B_{i}, k_{i}^{0}\right)\left(a_{i 1} x_{1}+\ldots+a_{i i} x_{i}+B_{i}\right)=0, Psi_(i)(x_(i))\Psi_{i}\left(x_{i}\right)being also a bounded function, which is subject to the same conditions as the functionvarphi_(i)\varphi_{i}from § 1. In this case the derivative of the operator
will also be an infinite triangular matrix of the form P^(')(X_(0))=([((delp^((1)))/(delx_(1)))_(0),0,dots,0,dots],[((delp^((2)))/(delx_(1)))_(0),((delp^((2)))/(delx_(2)))_(0),dots,,0,dots],[*,*,*,*,*,*],[((delp^((i)))/(delx_(1)))_(0),((delp^((i)))/(delx_(1)))_(0),dots,*,*,*],[*,*,*,*,*,*],[delx_(i),*,*,*,*],[*,*,*,*,*]).P^{\prime}\left(X_{0}\right)=\left(\begin{array}{cccccc}
\left(\frac{\partial p^{(1)}}{\partial x_{1}}\right)_{0} & 0 & \ldots & 0 & \ldots \\
\left(\frac{\partial p^{(2)}}{\partial x_{1}}\right)_{0} & \left(\frac{\partial p^{(2)}}{\partial x_{2}}\right)_{0} & \ldots & & 0 & \ldots \\
\cdot & \cdot & \cdot & \cdot & \cdot & \cdot \\
\left(\frac{\partial p^{(i)}}{\partial x_{1}}\right)_{0} & \left(\frac{\partial p^{(i)}}{\partial x_{1}}\right)_{0} & \ldots & \cdot & \cdot & \cdot \\
\cdot & \cdot & \cdot & \cdot & \cdot & \cdot \\
\partial x_{i} & \cdot & \cdot & \cdot & \cdot \\
\cdot & \cdot & \cdot & \cdot & \cdot
\end{array}\right) .
II. MatrixP^(')(X_(0))P^{\prime}\left(X_{0}\right)we can give it a simpler form. This is easily done if we write system (1.1) as follows a_(i,i-1)x_(i-1)+a_(ii)x_(i)+beta_(i)=0,quad(i=1,2,dots)a_{i, i-1} x_{i-1}+a_{i i} x_{i}+\beta_{i}=0, \quad(i=1,2, \ldots)
and then we build the nonlinear system bar(p)^((i))(x_(i-1),x_(i);beta_(i))-= bar(Psi)(x_(i))Psi(beta_(i);K_(i)^(0))(a_(i,i-1)x_(i-1)+a_(ii)x_(i)+beta_(i))=0.\bar{p}^{(i)}\left(x_{i-1}, x_{i} ; \beta_{i}\right) \equiv \bar{\Psi}\left(x_{i}\right) \Psi\left(\beta_{i} ; K_{i}^{0}\right)\left(a_{i, i-1} x_{i-1}+a_{i i} x_{i}+\beta_{i}\right)=0 .
By imposing the condition((del bar(p)^((i)))/(delbeta_(i)))_(0)=0,quad(i=1,2,dots)\left(\frac{\partial \bar{p}^{(i)}}{\partial \beta_{i}}\right)_{0}=0, \quad(i=1,2, \ldots), then as a derivative we obtain a triangular matrix of a particular form
Apart from the simple matrices considered here, other types of matrices can be used whose inverses are easy to calculate. Analogously we can construct the matrixP^(')P^{\prime}in such a way that we have in each line of it at mostmmnon-zero elements.
§ 3. The case of Newton's unmodified method
Using functionsPhi_(i)(A_(i);C_(i)^((k)))\Phi_{i}\left(A_{i} ; C_{i}^{(k)}\right)we can do - at every approximationx_(i)^((k)),(k=0,1,dots)x_{i}^{(k)},(k=0,1, \ldots)- that the derivative in the Fréchet sense be a diagonal matrix. Applying Newton's unmodified procedure
wheref_(i)^((i))=varphi(x_(i)^((k)))(a_(ii)x_(i)^((k))+A_(i)^((k)))f_{i}^{(i)}=\varphi\left(x_{i}^{(k)}\right)\left(a_{i i} x_{i}^{(k)}+A_{i}^{(k)}\right)We note, however, that Kantorovich's theorem regarding the method (1^(').31^{\prime} .3) cannot be applied, because in general the second-order derivatives of the expressions
no longer remain limited, for whateverkkWe note
that forvarphi(x_(i))=1\varphi\left(x_{i}\right)=1, we find PollaczekGeiringer's method (the ordinary iteration method).
Finally, using formula (1.3) and proceeding analogously as in § 2, methods similar to (2.2) can be given, except that in this case the triangular matrixF^(')F^{\prime}will also depend onkkSeidel's well-known method also belongs to this category.
These methods, being successive approximation methods, have the following structure:
X_(k+1)=X_(k)+Delta_(k)X_{k+1}=X_{k}+\Delta_{k}
whereX_(k+1),X_(k)X_{k+1}, X_{k}are the approximations of the orderk+1k+1andkk, andDelta_(k)\Delta_{k}is the correction of the orderkk, which is calculated according to a given algorithm. If these norm corrections increase during the calculations, then we can consider that the procedure is not convergent, because working in a complete space, it is necessary and sufficient for convergence that||Delta_(k)||=||X_(k+1)-X_(k)||rarr0\left\|\Delta_{k}\right\|=\left\|X_{k+1}-X_{k}\right\| \rightarrow 0However, we cannot say anything about the convergence of the procedure when we find that during the calculations the corrections in the sense of a norm decrease (since this does not yet mean||Delta_(k)||rarr0\left\|\Delta_{k}\right\| \rightarrow 0). In the present case, we can only say that the approximate solution "approaches" the exact one. However, we know that in numerical applications it is approximated with a finite number of "steps", that is, we can only make a finite number of approximations, aiming for a given precision. Therefore, if during the successive approximations it is found that the corrections decrease in norm and at a given moment the order of precision with which the coefficients and free terms of the system under consideration were given is reached, then such an approximate solution satisfies the practical requirements. Thus, it is illusory to continue the calculations further and therefore we are not interested in the convergence of the procedure.
In the following, we will give conditions for the existence of the system solution and also delimitations for the error evaluation.
but we can give delimitations that include simpler expressions for numerical applications.
We consider normed linear spaces [2]X\mathbf{X}andbar(X)\overline{\mathbf{X}}, wherebar(X)\overline{\mathbf{X}}is complete and isomorphic to the subspaceX^(')subX\mathbf{X}^{\prime} \subset \mathbf{X}We then assume that this isomorphism is achieved using a linear operatorvarphi_(0)\varphi_{0}which appliesX^(')\mathbf{X}^{\prime}onbar(X)\overline{\mathbf{X}}, andvarphi_(0)^(-1)\varphi_{0}^{-1}exists and is continuous. Finally, it is also assumed thatvarphi_(0)\varphi_{0}can be extended to the entire spaceX\mathbf{X}.
We consider the equation "exact"
{:(1.4)KX-=X-lambda HX=Y:}\begin{equation*}
K X \equiv X-\lambda H X=Y \tag{1.4}
\end{equation*}
whereX,Y inXX, Y \in \mathbf{X}, andHHis an operator that applies toX\mathbf{X}in itself. For the approximate solution of equation (1.4) we also consider the "approximate" equation
wherebar(f)=x_(0)-C_(0)(Ax_(0)-f),C_(0)\bar{f}=x_{0}-C_{0}\left(A x_{0}-f\right), C_{0}being a diagonal matrix with non-zero diagonal elements. These elements are calculated according to a certain rule (e.g. according to Newton's method) or are chosen empirically, taking into account the requirements of practical calculations.
solutionsX, bar(X)X, \bar{X}we will look for them in the formX=x+x_(0), bar(X)= bar(x)+x_(0)X=x+x_{0}, \bar{X}=\bar{x}+x_{0};x_(0)x_{0}is an approximate solution,bar(x)\bar{x}a correction to obtain the approximationbar(X)\bar{X}andxxis the "exact" correction. Performing these transformations we obtain
{:[Ax=-(Ax_(0)-f)],[ bar(x)=-C_(0)(Ax_(0)-f)]:}\begin{aligned}
A x & =-\left(A x_{0}-f\right) \\
\bar{x} & =-C_{0}\left(A x_{0}-f\right)
\end{aligned}
Finally, multiplying the first system by the matrixC_(0)C_{0}we get the systems
{:[C_(0)Ax=-C_(0)(Ax_(0)-f)],[ bar(x)=-C_(0)(Ax_(0)-f).]:}\begin{aligned}
C_{0} A x & =-C_{0}\left(A x_{0}-f\right) \\
\bar{x} & =-C_{0}\left(A x_{0}-f\right) .
\end{aligned}
Thus in our case we haveK=C_(0)AK=C_{0} Aandbar(K)=E,E\bar{K}=E, Ebeing the unit matrix;iar Y= bar(Y)=-C_(0)(Ax_(0)-f)\operatorname{iar} Y=\bar{Y}=-C_{0}\left(A x_{0}-f\right)and sovarphi=varphi_(0)=E\varphi=\varphi_{0}=ENow condition (I) is presented in the form
||C_(0)Ax-Ex|| <= epsi||x||,\left\|C_{0} A x-E x\right\| \leqslant \varepsilon\|x\|,
and forepsi\varepsilonwe can putepsi=||C_(0)A-E||\varepsilon=\left\|C_{0} A-E\right\|. As for conditions (II) and (III), they are fulfilled because the spacesX\mathbf{X}andX^(')\mathbf{X}^{\prime}coincide. Thus we haveepsi_(1)=epsi_(2)=0\varepsilon_{1}=\varepsilon_{2}=0.
Now applying Kantorovich's theorems 2, 5 and 7 [2], we obtain the following result:
If the inequality is satisfied
2||C_(0)A-E|| < 1,2\left\|C_{0} A-E\right\|<1,
then there is a solutionX^(**)X^{*}, which is unique and we have the evaluation
wheref^(')= widetilde(A)x_(0)-Delta^(-1)f(x_(0))f^{\prime}=\widetilde{A} x_{0}-\Delta^{-1} f\left(x_{0}\right)(see formula (2.2)), then we can proceed as in the previous case. The expressionDelta^(-1)f(x_(0))\Delta^{-1} f\left(x_{0}\right)can be put in the formgamma_(0)(Ax_(0)-f)\gamma_{0}\left(A x_{0}-f\right)and in this case we will haveK=gamma_(0)A, bar(K)= tilde(A),epsi=||gamma_(0)A-( tilde(A))||K=\gamma_{0} A, \bar{K}=\tilde{A}, \varepsilon=\left\|\gamma_{0} A-\tilde{A}\right\|
Finally, we arrive at the following delimitation
These delimitations can also be used in the case of the methods discussed in § 3, puttingX=X_(k)X=X_{k}. (for akkfixed).
ABOUT APPROXIMATE SOLUTIONS OF INFINITE SYSTEMS OF LINEAR EQUATIONS
(Brief content)
In this work, by generalizing the known methods of Pollachek and Geiringer [3], new methods of numerical solutions of infinite systems of linear equations are given.
The infinite system of linear equations is transformed into an equivalent nonlinear system, selected in such a way that when applying Newton's generalized method (Kantorovich's generalization), the derivative operationFFбыл бы матрицей простой формы, нахом диагоналонной треугольной и т. d.
SUR LA RÉSOLUTION APPROXIMATIVE DES SYSTEMES D'ÉQUATIONS LINÉAIRES INFINIES
(Summary)
In this work, the author gives new methods for the numerical resolution of infinite linear systems, generalizing the methods known by Pollaczek-Geiringer and Seidel [3].
Here the linear system has been transformed into an equivalent non-linear system, chosen conveniently in the following manner: applying the Newton method generalized by Kantorovitch - to the derivative of the operationFFis a matrix of simple shapes, e.g. of diagonal, triangular shapes, etc.
BIBLIOGRAPHY
L. В. Kantorovich, Newton's method. Труды Мат. Inst. and V. A. Steklova, XXVIII, 127 (1949).
Functional analysis and applied mathematics. Good luck. Nauk, III, 6, pp. 107, 111 (1948).
B. Jankó, Newton's method and the approximate solution of systems of linear algebraic equations. Studii si Cerc. de Mat. (Cluj), VIII, 103 (1957).
^(1)){ }^{1)}By this we mean that the values ​​of the functionPhi_(i)\Phi_{i}can be calculated through arithmetic operations (or that we have the necessary tables for the values ​​of this function at hand), e.g.
[1+C_(i)^((0))(A_(i)-A_(i)^((0)))|^(2)+1,quade^(C_(i)^((0))A_(i))" etc., unde "A_(i)^((0))=sum_(j=1)^(oo)a_(ij)x_(j)^(0)-b_(i),(i=1,2,dots).:}\left[1+\left.C_{i}^{(0)}\left(A_{i}-A_{i}^{(0)}\right)\right|^{2}+1, \quad e^{C_{i}^{(0)} A_{i}} \text { etc., unde } A_{i}^{(0)}=\sum_{j=1}^{\infty} a_{i j} x_{j}^{0}-b_{i},(i=1,2, \ldots) .\right.
^(2)){ }^{2)}In connection with the existence of the derivative, it is assumed that the amountssum_(j=1)^(i)|(delf_(i))/(delx_(j))|\sum_{j=1}^{i}\left|\frac{\partial f_{i}}{\partial x_{j}}\right|andsum_(j,l=1)^(oo)|(del^(2)f_(i))/(delx_(i)delx_(l))|\sum_{j, l=1}^{\infty}\left|\frac{\partial^{2} f_{i}}{\partial x_{i} \partial x_{l}}\right|are limited for anythingii.