On Best Approximations of Polynomials in Matrices in the Matrix 2-Norm
Author(s) -
Jörg Liesen,
Petr Tichý
Publication year - 2009
Publication title -
siam journal on matrix analysis and applications
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.268
H-Index - 101
eISSN - 1095-7162
pISSN - 0895-4798
DOI - 10.1137/080728299
Subject(s) - mathematics , norm (philosophy) , uniqueness , convexity , matrix (chemical analysis) , matrix norm , generalized minimal residual method , uniform norm , pure mathematics , algebra over a field , combinatorics , mathematical analysis , eigenvalues and eigenvectors , linear system , physics , quantum mechanics , political science , law , materials science , financial economics , economics , composite material
We show that certain matrix approximation problems in the matrix 2-norm have uniquely defined solutions, despite the lack of strict convexity of the matrix 2-norm. The problems we consider are generalizations of the ideal Arnoldi and ideal GMRES approximation problems introduced by Greenbaum and Trefethen [SIAM J. Sci. Comput., 15 (1994), pp. 359–368]. We also discuss general characterizations of best approximation in the matrix 2-norm and provide an example showing that a known sufficient condition for uniqueness in these characterizations is not necessary
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