Solving the systems of operator equations by iterative methods

9 years ago

Abstract

Let $X,Y$ be two Banach spaces and $Z=X\times Y$. We consider the system of nonlinear equations \[x=\varphi \left( x,y\right),\\ y=\psi \left(x,y\right),\] where $\varphi:Z\rightarrow X$, $\psi:Z\rightarrow Y$. Assuming that $\varphi$ and $\psi \ $ satisfy Lipschitz conditions we study the convergence of the Gauss-Seidel type method \[x_{n}=\varphi \left(x_{n-1},y_{n-1}\right), \\ y_{n}=\psi \left( x_{n},y_{n-1}\right) .\] The obtained result is applied to the solving of a linear system, for which the matrix is splitted in four submatrices. We illustrate the obtained results for some numerical examples.

Authors

Ion Păvăloiu
(Tiberiu Popoviciu Institute of Numerical Analysis)

Title

Original title (in French)

La résolution des systèmes d’équations opérationnelles à l’aide des méthodes itératives

English translation of the title

Solving the systems of operator equations by iterative methods

Keywords

Gauss-Seidel method, system of equations in Banach spaces, linear systems

Cite this paper as:

I. Păvăloiu, La résolution des systèmes d’équations opérationnelles à l’aide des méthodes itératives, Mathematica, 11(34) (1969), pp. 137-141 (in French).

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Scanned paper (in French).

PDF-Latex version of the paper. (English translation)

About this paper

Journal

Mathematica

Publisher Name

Academia R.S. Romania

DOI

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Solving the systems of operator equations by iterative methods

by
Ion Păvăloiu
in Cluj

1. Let $X$ And $AND$ two Banach-type spaces and $WITH = X \times AND$ the Cartesian product of these spaces.

In space $WITH$ we will consider the following equation:

(1)		$x$	$= f (x, and)$
	$and$	$= ψ (x, and) .$

In this note we will interpret the previous equation as a system of two equations with two unknowns where $f$ And $ψ$ are operators defined on $WITH$ and values respectively $X$ And $AND .$ In this way, we will highlight a convergence criterion of the Gauss-Seidel process applied to the resolution of this system. Then we will show that this criterion is more general than those that are known.

Finally, the results obtained will be applied to the development of a new method for solving systems of linear equations.

Part of the results of this note were obtained by us in a particular case $(X = AND = ℝ)$ in work [ 2 ] .

2. We assume that the operators $f$ And $ψ$ satisfy the following conditions:

a) Operators $f$ And $ψ$ transform the field $D \subset WITH$ in himself.

b) There are constants $a, b,$ has and $b$ such as

	$‖ ψ (x_{2}, {and}_{2}) - ψ (x_{1}, {and}_{1}) ‖$	$\leq a ‖ x_{2} - x_{1} ‖ + b ‖ {and}_{2} - {and}_{1} ‖$
	$‖ f (x_{2}, {and}_{2}) - f (x_{1}, {and}_{1}) ‖$	$\leq a ‖ x_{2} - x_{1} ‖ + b ‖ {and}_{2} - {and}_{1} ‖$

for everything $(x_{i}, {and}_{i}) \in D, i = 1, 2 .$

Theorem 1 .

If the operators $f$ And $ψ$ satisfy conditions a) and b), where the constants $a, b$ , $a$ And $b$ satisfy the inequalities:

(2)		$a + b + a b$	$< 2,$
	$(1 - a) (1 - b)$	$> a b,$

then we have the following properties:

a') The system ( 1 ) has only one solution $(\bar{x}, \bar{and}) \in \bar{D}$

b') The iterative process

(3)		$x_{n}$	$= f (x_{n - 1}, {and}_{n - 1}),$
	${and}_{n}$	$= ψ (x_{n}, {and}_{n - 1}), n = 1, 2, \dots, (x_{0}, {and}_{0}) \in D$

is convergent and we have:

\bar{x}

= lim_{n \to \infty} x_{n}, \bar{and} = lim_{n \to \infty} {and}_{n} .

Demonstration.

We will first show that we have property b'). To do this we will observe that the partial sums of the following two series

(4)		$x_{0} + \sum_{i = 1}^{\infty} (x_{i} - x_{i - 1})$
	${and}_{0} + \sum_{i = 1}^{\infty} ({and}_{i} - {and}_{i - 1})$

coincide with the terms of the sequence ( 3 ). Noting

	$f_{n - 1}$	$= ‖ x_{n} - x_{n - 1} ‖,$
	$g_{n - 1}$	$= ‖ {and}_{n} - {and}_{n - 1} ‖, n = 1, 2, \dots,$

and taking into account conditions b) we obtain the following inequalities

	$f_{n}$	$\leq a f_{n - 1} + b g_{n - 1}$
	$g_{n}$	$\leq a f_{n} + b g_{n - 1}, n = 1, 2, \dots .$

Now using Lemma 2 [ 2 ] it follows that if conditions ( 2 ) hold then there exists a constant $C$ independent of $n$ such that we have

	$f_{n}$	$\leq C h_{1}^{n - 1} k_{1}^{n - 1},$
	$g_{n}$	$\leq C h_{1}^{n} k_{1}^{n - 1}$

and that the series $\sum_{i = 0}^{\infty} f_{i}, \sum_{i = 0}^{\infty} g_{i}$ are convergent, where $0 \leq h_{1} k_{1} < 1, (h_{1}, k_{1})$ being a positive solution of the following algebraic system:

	$a + b h$	$= k h$
	$a k + b$	$= k h .$

This results in the absolute convergence of the series ( 4 ) and therefore the convergence of the process ( 3 ). If $\bar{x}$ And $\bar{and}$ are the limits of the sequences ( 3 ) then taking into account b) it results that $(\bar{x}, \bar{and})$ is a solution for the system ( 1 ).

For uniqueness we will assume that the system ( 1 ) has two solutions $(\bar{x}, \bar{and}) \in \bar{D}$ And $({\bar{x}}_{1}, {\bar{and}}_{1}) \in \bar{D}$ so we have

	$‖ \bar{x} - {\bar{x}}_{1} ‖$	$\leq a ‖ \bar{x} - {\bar{x}}_{1} ‖ + b ‖ \bar{and} - {\bar{and}}_{1} ‖$
	$‖ \bar{and} - {\bar{and}}_{1} ‖$	$\leq a ‖ \bar{x} - {\bar{x}}_{1} ‖ + b ‖ \bar{and} - {\bar{and}}_{1} ‖$

from which we deduce

	$‖ \bar{x} - {\bar{x}}_{1} ‖$	$\leq \frac{b a}{(1 - b) (1 - a)} \cdot ‖ \bar{x} - {\bar{x}}_{1} ‖$
	$‖ \bar{and} - {\bar{and}}_{1} ‖$	$\leq \frac{b a}{(1 - b) (1 - a)} \cdot ‖ \bar{and} - {\bar{and}}_{1} ‖$

which contradicts the fact that $(1 - b) (1 - a) > a b .$ ∎

Noticed .

And $a, b, a$ And $b$ meet the conditions $a + b < 1, a + b < 1$ or $a + a < 1, b + b < 1$ then conditions ( 2 ) are verified.

The error evaluation is given by the following inequalities:

	$‖ \bar{x} - x_{n} ‖$	$\leq C \frac{h_{1}^{n - 1} k_{1}^{n - 1}}{1 - h_{1} k_{1}}$
	$‖ \bar{and} - {and}_{n} ‖$	$\leq C \frac{h_{1}^{n} k_{1}^{n - 1}}{1 - h_{1} k_{1}}, n = 1, 2, \dots . \alignqed$

3. The results presented previously will be applied to the resolution of systems of linear equations of the form

(5)

X = A X + b

Or $X \in ℝ^{n}$ is the unknown, $A = (a_{i, j}); i, j = \bar{1, n}$ is the system matrix and $b \in ℝ^{n}$ is the free term.

To resolve the system ( 5 ) we will decompose the matrix $A$ in the matrices $M_{1}, M_{2}, M_{3}, M_{4}$ of the following types. $M_{1}$ is a matrix of the type $(s, s), M_{2}$ is of the type $(s, n - s), M_{4}$ is of the type $(n - s, s)$ And $M_{4}$ is of the type $(n - s, n - s),$ $1 \leq s < n,$ that is to say that $A$ has the following form

A = \underset{𝑠}{(\begin{matrix} M_{1} & ⋮ & M_{2} \\ \dots & \dots \\ M_{3} & ⋮ & M_{4} \end{matrix})} s .

It should also be noted

X = (\binom{in}{in}) And b = (\binom{b_{1}}{b_{2}})

Or $in, b_{1} \in ℝ^{s}$ And $in, b_{2} \in ℝ^{n - s} .$ Thus the system ( 5 ) can be written in the form:

(6)		$in$	$= M_{1} in + M_{2} in + b_{1}$
	$in$	$= M_{3} in + M_{4} in + b_{2}$

Or $in$ And $in$ are the vectors of the unknowns, $(in, in) \in ℝ^{s} \times ℝ^{n - s} .$

To resolve the system ( 6 ) we will apply the following iterative process:

(7)		${in}_{i}$	$= M_{1} {in}_{i - 1} + M_{2} {in}_{i - 1} + b_{1}$
	${in}_{i}$	$= M_{3} {in}_{i} + M_{4} {in}_{i - 1} + b_{2}, i = 1, 2, \dots, ({in}_{0}, {in}_{0}) \in ℝ^{s} \times ℝ^{n - s} .$

This iterative process results as an application of the process ( 3 ) exposed in the first part of this note.

Applying Theorem 1 we will obtain the

Theorem 2 .

If the matrices $M_{1}, M_{2}, M_{3}$ And $M_{4}$ satisfy the following inequalities:

(8)		$‖ M_{1} ‖ + ‖ M_{4} ‖ + ‖ M_{2} ‖ ‖ M_{3} ‖$	$< 2$
	$(1 - ‖ M_{1} ‖) (1 - ‖ M_{4} ‖)$	$> ‖ M_{3} ‖ ‖ M_{2} ‖$

then the system ( 6 ) has only one solution $(\bar{in}, \bar{in}) \in ℝ^{s} \times ℝ^{n - s}$ and the method ( 7 ) converges to this solution.

We have thus obtained a new iterative method for solving systems of equations. This method converges under much more general conditions than the simple iteration method or the Gauss-Seidel method. This fact will be illustrated by the following numerical example.

4. Given the system:

(9)		$x_{1}$	$= 0.02 x_{1} + 0.045 x_{2} + 8 x_{3} + 0.4$
	$x_{2}$	$= 0.05 x_{1} + 0.042 x_{2} + 3 x_{3} - 0.6$
	$x_{3}$	$= 0.003 x_{1} + 0.013 x_{2} + 0.45 x_{3} - 0.8 .$

It should be noted

	$in$	$= (\binom{x_{1}}{x_{2}}), in = (x_{3}),$
	$M_{1}$	$= (\binom{0.02 0.045}{0.05 0.042}), M_{2} = (\binom{8}{3})$
	$M_{3}$	$= (0.003, 0.013), M_{4} = (0.45),$
	$b_{1}$	$= (\binom{0.4}{- 0.6}), b_{2} = (- 0.8) .$

If we consider the uniform norm for these matrices we have

	$‖ M_{1} ‖$	$= 0.092,$
	$‖ M_{2} ‖$	$= 8,$
	$‖ M_{3} ‖$	$= 0.016 And$
	$‖ M_{4} ‖$	$= 0.45 .$

We will check whether with these values the conditions ( 8 ) are fulfilled,

(10)		$0.092 + 0.45 + 8 \times 0.016$	$= 0.67 < 2$
	$(1 - 0.092) (1 - 0.45)$	$= 0.4994 > 0.016 \times 8 = 0.128$

It follows that conditions ( 8 ) are verified. From Theorem 2 and ( 10 ) it follows that the following iterative process

	$x_{1}^{(i)}$	$= 0.02 x_{1}^{(i - 1)} + 0.045 x_{2}^{(i - 1)} + 8 x_{3}^{(i - 1)} + 0, 4$
	$x_{2}^{(i)}$	$= 0.05 x_{1}^{(i - 1)} + 0.042 x_{2}^{(i - 1)} + 3 x_{3}^{(i - 1)} - 0, 6$
	$x_{3}^{(i)}$	$= 0.003 x_{1}^{(i)} + 0.013 x_{2}^{(i)} + 0, 45 x_{3}^{(i - 1)} - 0.8, i = 1, 2, \dots$

$x_{1}^{0}, x_{2}^{0}, x_{3}^{0}$ arbitrary, converges to the solution of the system ( 5 ).

By performing the calculations we verify all previous theoretical conclusions and after about 40 iterations we obtain the following approximate solution

	$x_{1}$	$\approx - 13.6542065,$
	$x_{2}$	$\approx - 6.6168795,$
	$x_{3}$	$\approx - 1.6854203 .$

Bibliography

Received on 12.VII.1969.

[1] I. Pavaloiu, Observatii asupra rezolvarii sistemelor de ecuatii cu ajutorul procedeelor iterative, Studii si Cercetari Matematice, 19 (1967) no. 9, 1289–1298 (in Romanian) [English translation of the title: Remarks on solving the systems of equations by iterative methods].

1969

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Solving the systems of operator equations by iterative methods

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Solving the systems of operator equations by iterative methods

Theorem 1 .

Demonstration.

Noticed .

Theorem 2 .

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