在本节中,将建立ADI方法的一些收敛结果。首先,本节将使用以下引理。
引理1
让
\(A=M-N\在C^{N\timesn}\中)具有A类和M(M)非奇异且let
\(T=NM^{-1}\)。然后
\(A-TAT^{*}=(I-T)(AA^{-*}M^{*{+N)(I-T^{**})\)。
该证明类似于中引理5.30的证明[1].
引理2
让
\(A\在R^{n\times n}\中)对称且正定。如果
\(A=M-N)具有M(M)非奇异分裂是这样的
\(M+N\)具有非负定对称部分,然后
\(T\|{A}=A^{-1/2}TA^{1/2}\|{2}\leq1\),哪里
\(T=NM^{-1}\)。
证明
它来自引理1那个
$$\开始{对齐}[b]A-TAT^{T}&=(I-T)\bigl(M^{T} A类^{-T}甲+N\biger)\bigl(I-T^{T}\bigr)\\&=(I-T)\bigle。\结束{对齐}$$
(20)
自
$$开始{对齐}[b]2\bigl(M^{T}+N\bigr)&=2\bigl$$
(21)
它来自(20)那个\(A-TAT^{T}\suckeq 0\)因此
发件人(22),我们有\(I\成功(A^{-1/2}TA^{1/2})(A^}-1/2}TA^{1/2})^{T}\成功0\)因此,
$$\Vert T\Vert_{A}=\bigl\Vert A^{-1/2}TA^{1/2}\bigr\Vert_{2}=\sqrt{\rho\bigl[\bigl(A^{-1-2}TA ^{1/2]\bigr)\bigl(A^}-1/2}TA^{1/2}\biger)^{T}\biger]}\leq 1$$
这就完成了证明。 □
引理3
让
\(\mathscr{答}_{i} \),\(\mathscr{乙}_{i} \)和
\(\mathscr){D}(D)_{i} \)在中定义(4)和(8)对于
\(i=1,2)。如果
\({答}_{i} \)具有正定对称部分
\(H_{i}\)和
\(0<\alpha\leq2\lambda_{\mathrm{min}}(H_{i})\)具有
\(\lambda_{\mathrm{min}}(H_{i})\)的最小特征值
\(H_{i}\),然后
$$\bigl\Vert(\mathscr{D}(D)_{j}-\mathscr公司{答}_{i} )(\mathscr{D}(D)_{i} +\mathscr{答}_{i} )^{-1}\bigr\Vert_{2}\leq 1\quad\textit{和}\quad\bigl\Vert(\mathscr{D}(D)_{j}-\马特斯克{乙}_{i} )(\mathscr{D}(D)_{i} +\mathscr{乙}_{i} )^{-1}\bigr\Vert_{2}\leq 1$$
(23)
哪里
\(j=2)如果
\(i=1)和
\(j=1)如果
\(i=2)。
证明
我们只在(23)同样的方法也可以得到后者。让\(M_{i}=\mathscr{D}(D)_{i} +\mathscr{答}_{i} \)和\(N_{i}=-\mathscr{D}(D)_{j} +\mathscr{答}_{i} \).那么我们有
$$C_{i}:=M_{i} -N个_{i} =\mathscr{D}(D)_{i} +\mathscr{D}(D)_{j} =\alpha\operatorname{diag}(I_{n_{1}},I_{n_{1{}}和I_{m})=\ alpha I\suck 0$$
哪里我是\(((n{1}+n{2}+m)\次(n{1'+n{2]+m)单位矩阵,以及
$$M_{i}+N_{i{=2\mathscr{答}_{i} +\mathscr{D}(D)_{我}-\马特斯克{D}(D)_{j} ●●●●$$
什么时候?\(i=1)和\(j=2)
$$M_{1}+N_{1{=2\mathscr{答}_{1} +\mathscr{D}(D)_{1}-\马特斯克{D}(D)_{2} =\开始{bmatrix}2A_{1}-\αI{n_{1}}&0&2B{1}^{T}\\0&\alpha I{n_2}}&0 \\-2B{1{0&0\end{bmatrix}$$
注意\(0<\alpha\leq2\lambda_{\mathrm{min}}(H_{i})\),\(2小时_{我}-\αI_{n_{I}}=(A^{T}(T)_{i} +A_{i})-\alpha i_{n_{i{}}\succeq 0\).因此
$$\bigl[(M_1}+N_{1})^{T}+(M_1{1}+N_1})\bigr]/2=\开始{bmatrix}(A^{T}(T)_{i} +A{i})-\alpha i{n_{i}}&0&0\\ alpha i{n_}}&0\\0&0\end{bmatrix}\succeq 0$$
这表明\(M_{1}+N_{1{)具有非负定对称部分。同样,\(M_{2}+N_{2{)也有一个非负定对称部分。因此,\(M_{i}+N_{i{)具有非负定对称部分\(i=1,2).让\(T_{i}=N_{i} M(M)_{i} ^{-1}\).然后它从引理开始2那个
$$\Vert T_{i}\Vert _{C_{i}}=\bigl\Vert C_{i}^{-1/2}TC_{i{^{1/2}\bigr\Vert _2}=\Vert T\Vert _{2}\leq 1$$
因此,\(T_{i}=N_{i} M(M)_{i} ^{-1}\|_{2}=\|(\mathscr{D}_{j}-\马特斯克{答}_{i} )(\mathscr{D}(D)_{i} +\mathscr{答}_{i} )^{-1}\|_{2}\leq 1\)对于\(i=1,2)。这就完成了证明。 □
定理1
考虑问题(1)并假设
\(\mathscr{A}\)满足上述假设。然后
\(\mathscr{A}\)是非奇异的。进一步,如果
\(0<\alpha\leq 2\delta\)具有
\(δ=\min\{\lambda{\mathrm{min}}(H{1}),然后
\({\mathscr{L}}{2}\leq1\)和
\({\mathscr{T}}{2}\leq1\)。
证明
非奇异性的证明\(\mathscr{A}\)可以在中找到[10]. 自\(0<alpha\leq2\delta=2\min\{lambda_{mathrm{min}}(H{1}),引理三说明了这一点(23)等待\(i=1),\(j=2)和\(i=2),\(j=1\)。因此,
$$\begin{aligned}&\begin{aligned}&\begin{alinged}\Vert\hat{\mathscr{L}}\Vert_{2}&=\bigl\Vert(\mathscr{D}(D)_{2}-\mathscr公司{答}_{1} )(\mathscr{D}(D)_{1} +\mathscr{答}_{1} )^{-1}(\mathscr{D}(D)_{1}-\数学可控硅{答}_{2} )(\mathscr{D}(D)_{2} +\mathscr{答}_{2} )^{-1}\bigr\Vert_{2}\\&\leq\bigl\Vert(\mathscr{D}(D)_{2}-\马特斯克{答}_{1} )(\mathscr{D}(D)_{1} +\mathscr{答}_{1} )^{-1}\bigr\Vert _{2}\bigl\Vert(\mathscr{D}(D)_{1}-\mathscr公司{答}_{2} )(\mathscr{D}(D)_{2} +\mathscr{答}_{2} )^{-1}\bigr\Vert_{2}\\&\leq 1,\end{aligned}\\&\ begin{alinged}\Vert\hat{\mathscr{T}}\Vert_{2}&=\bigl\Vert(\mathscr{D}(D)_{2}-\马特斯克{乙}_{1} )(\mathscr{D}(D)_{1} +\mathscr{乙}_{1} )^{-1}(\mathscr{D}(D)_{1}-\马特斯克{乙}_{2} )(\mathscr{D}(D)_{2} +\mathscr{乙}_{2} )^{-1}\bigr\Vert_{2}\\&\leq\bigl\Vert(\mathscr{D}(D)_{2}-\马特斯克{乙}_{1} )(\mathscr{D}(D)_{1} +\mathscr{乙}_{1} )^{-1}\bigr\Vert_{2}\bigl\Vert(\mathscr{D}(D)_{1}-\mathscr公司{乙}_{2} )(\mathscr{D}(D)_{2} +\mathscr{乙}_{2} )^{-1}\bigr\Vert_{2}\\&\leq 1。\end{aligned}\end{alinged}\end{aligned}$$
(24)
这就完成了证明。 □
定理2
考虑问题(1)并假设
\(\mathscr{A}\)满足上述假设。如果
\(0<\alpha\leq 2\delta\)具有
\(δ=\min\{\lambda_{\mathrm{min}}(H{1}),\lambda _{\mathrm{min}},然后是迭代(10)和(11)是收敛的;那就是,\(\rho(\mathscr{L})<1)和
\(\rho(\mathscr{T})<1\)。
证明
首先,我们证明\(\rho(\mathscr{L})<1).自\(\mathscr{L}(\alpha)\)类似于\(\hat{\mathscr{L}}\),\(\rho(\mathscr{L})=\rho.让λ是的特征值\(hat{\mathscr{L}}}(\alpha)\)令人满意的\(|\lambda|=\rho(\hat{\mathscr{{L}})\)和x个是对应的特征向量\(\|x\|_{2}=1\)(请注意,它必须具有\(x\neq 0)). 然后\(\hat{\mathscr{{L}}x=\lambda x\)因此,
$$\开始{对齐}[b]\lambda&=x^{*}\hat{\mathscr{L}}x=x^}(\mathscr{D}(D)_{2}-\mathscr{A}_{1})(\mathscr{D}(D)_{1} +\mathscr{答}_{1} )^{-1}(\mathscr{D}(D)_{1}-\mathscr公司{答}_{2} )(\mathscr{D}(D)_{2} +\mathscr{答}_{2})^{-1}x\\&=u^{*}v,\end{aligned}$$
(25)
哪里\(u=(\mathscr{D}(D)_{1} +\mathscr{A}^{*}_{1})^{-1}(\mathscr{D}(D)_{2}-\mathscr{A}^{*}_{1})x\)和\(v=(\mathscr){D}(D)_{1}-\马特斯克{答}_{2} )(\mathscr{D}(D)_{2} +\mathscr{答}_{2})^{-1}x\).使用柯西-施瓦兹不等式,
$$\vert\lambda\vert^{2}\lequ^{*}u\cdotv^{*{v$$
(26)
平等(26)仅当且仅当\(u=千伏\),其中\(k\in\mathbb{C}\).此外,引理三产量
$$\开始{aligned}和\开始{arigned}&\开始{aligned}u^{*}u&=x^{*{}(\mathscr{D}(D)_{2}-\mathscr公司{答}_{1} )(\mathscr{D}(D)_{1} +\mathscr{答}_{1} )^{-1}\bigl(\mathscr{D}(D)_{1} +\mathscr{A}^{*}_{1}\bigr)^{-1}\bigl(\mathscr{D}(D)_{2}-\mathscr{A}^{*}_{1}\biger)x\\&\leq\max_{Vertx\Vert_{2}=1}x^{*{(\mathscr{D}(D)_{2}-\mathscr公司{答}_{1} )(\mathscr{D}(D)_{1} +\mathscr{答}_{1} )^{-1}\bigl(\mathscr{D}(D)_{1} +\mathscr{A}^{*}_{1}\bigr)^{-1}\bigl(\mathscr{D}(D)_{2}-\mathscr{A}^{*}_{1}\bigr)x\\&\leq\bigl\Vert(\mathscr{D}(D)_{2}-\马特斯克{答}_{1} )(\mathscr{D}(D)_{1} +\mathscr{答}_{1} )^{-1}\bigr\Vert_{2}^{2}\\&\leq 1,\end{aligned}\\&\ begin{alinged}v^{*}v&=x^{*{}\bigl(\mathscr{D}(D)_{2} +\mathscr{A}^{*}_{2}\bigr)^{-1}\bigl(\mathscr{D}_{1}-\mathscr{A}^{*}_{2}\biger)(\mathscr{D}(D)_{1}-\马特斯克{答}_{2} )(\mathscr{D}(D)_{2} +\mathscr{答}_{2})^{-1}x\\&\leq\max_{\Vertx\Vert_{2}=1}x^{*}\bigl(\mathscr{D}(D)_{2} +\mathscr{A}^{*}_{2}\bigr)^{-1}\bigl(\mathscr{D}(D)_{1}-\mathscr{A}^{*}_{2}\biger)(\mathscr{D}(D)_{1}-\mathscr公司{答}_{2} )(\mathscr{D}(D)_{2} +\mathscr{答}_{2})^{-1}x\\&\leq\bigl\Vert(\mathscr{D}(D)_{1}-\马特斯克{答}_{2} )(\mathscr{D}(D)_{2} +\mathscr{答}_{2} )^{-1}\bigr\Vert_{2}^{2}\\&\leq 1。\end{aligned}\end{alinged}\end{aligned}$$
(27)
因此,如果\(单位:千伏),然后它从(26)以及(27)那个
$$\rho^{2}\bigl[\mathscr{L}(\alpha)\bigr]=\rho_{2}\figl[\hat{\mathscr{L}}(\ alpha$$
(28)
如果\(u=千伏\)和\(u^{*}u\cdot v^{*{v<1\),然后
$$\rho^{2}\bigl[\mathscr{L}(\alpha)\bigr]=\rhoqu{2}\figl[\hat{\mathscr{L}}(\ alpha,\bigr]=\vert\lambda\vert^{2{=u^{*}u\cdot v^{*{v<1$$
(29)
在下文中,我们将通过矛盾证明\(u=千伏)和\(u^{*}u\cdot v^{*{v=1\)不要同时按住。
假设\(u=千伏)和\(u^{*}u\cdot v^{*{v=1\).自\(u^{*}u\leq 1)和\(v ^{*}v \leq 1),\(|k|=u^{*}u=v^{*{v=1\)。然后它从(27)那个
$$\开始{aligned}&\开始{arigned}&\开始}对齐}u^{*}u&=x^{*{(\mathscr{D}(D)_{2}-\mathscr公司{答}_{1} )(\mathscr{D}(D)_{1} +\mathscr{答}_{1} )^{-1}\bigl(\mathscr{D}(D)_{1} +\mathscr{A}^{*}_{1}\bigr)^{-1}\bigl(\mathscr{D}(D)_{2}-\mathscr{A}^{*}_{1}\bigr)x\\&=\rho\bigl[(\mathscr{D}(D)_{2}-\马特斯克{答}_{1} )(\mathscr{D}(D)_{1} +\mathscr{答}_{1} )^{-1}\bigl(\mathscr{D}(D)_{1} +\mathscr{A}^{*}_{1}\bigr)^{-1}\bigl(\mathscr{D}(D)_{2}-\mathscr{A}^{*}_{1}\bigr)\bigr]\\&=1,\end{aligned}\\&\begin{aligned}v^{*{v&=x^{**}\bigl(\mathscr{D}(D)_{2} +\mathscr{A}^{*}_{2}\bigr)^{-1}\bigl(\mathscr{D}_{1}-\mathscr{A}^{*}_{2}\biger)(\mathscr{D}(D)_{1}-\马特斯克{答}_{2} )(\mathscr{D}(D)_{2} +\mathscr{答}_{2} )^{-1}x\\&=\rho\bigl[\bigl(\mathscr{D}(D)_{2} +\mathscr{A}^{*}_{2}\bigr)^{-1}\bigl(\mathscr{D}(D)_{1}-\mathscr{A}^{*}_{2}\bigr)(\mathscr{D}(D)_{1}-\马特斯克{答}_{2} )(\mathscr{D}(D)_{2} +\mathscr{答}_{2} )^{-1}\bigr]\\&=1。\end{aligned}\end{alinged}\end{aligned}$$
(30)
注意\(\|x\|_{2}=1\), (30)意味着x个是的特征向量\((\mathscr{D}(D)_{2}-\马特斯克{答}_{1} )(\mathscr{D}(D)_{1} +\mathscr{答}_{1} )^{-1}(\mathscr{D}(D)_{1} +\mathscr{A}^{*}_{1})^{-1}(\mathscr{D}(D)_{2}-\矩阵{A}^{*}_{1})和\((\mathscr{D}(D)_{2} +\mathscr{A}^{*}_{2})^{-1}(\mathscr{D}(D)_{1}-\mathscr{A}^{*}_{2})(\mathscr{D}(D)_{1}-\马特斯克{答}_{2} )(\mathscr{D}(D)_{2} +\mathscr{答}_{2})^{-1}\)对应于它们具有相同特征值1,即。,
$$\开始{对齐}&(\mathscr{D}(D)_{2}-\mathscr公司{答}_{1} )(\mathscr{D}(D)_{1} +\mathscr{答}_{1} )^{-1}\bigl(\mathscr{D}(D)_{1} +\mathscr{A}^{*}_{1}\bigr)^{-1}\bigl(\mathscr{D}(D)_{2}-\mathscr{A}^{*}_{1}\bigr)x=x,\\&\bigl(\mathscr{D}(D)_{2} +\mathscr{A}^{*}_{2}\bigr)^{-1}\bigl(\mathscr{D}(D)_{1}-\mathscr{A}^{*}_{2}\biger)(\mathscr{D}(D)_{1}-\马特斯克{答}_{2} )(\mathscr{D}(D)_{2} +\mathscr{答}_{2})^{-1}x=x。\结束{对齐}$$
(31)
自
$$(\mathscr{D}(D)_{2}-\数学可控硅{答}_{1} )(\mathscr{D}(D)_{1} +\mathscr{答}_{1} )^{-1}\bigl(\mathscr{D}(D)_{1} +\mathscr{A}^{*}_{1}\bigr)^{-1}\bigl(\mathscr{D}(D)_{2}-\mathscr{A}^{*}_{1}\biger)=\begin{bmatrix}E&0&F^{T}\\0&0&0\\F&0&G\end{bmatricx}$$
(32)
哪里E类,F类和G公司表示非零矩阵,前一个方程(31)可以写为
$$\开始{bmatrix}F&0&F^{T}\\0&0&0\\F&0&G\end{bmatricx}\begin{bmatriax}x_{1}\\x_{2}\\x_3}\end{bmatrix}=\begin{bmatriex}x_2}\\x_2}$$
这表明\(x{2}=0\)因此,\(x=[x^{*}_{1},0,x{3}^{*{]^{**}\).让\(y=(\mathscr{D}(D)_{2} +\mathscr{答}_{2})^{-1}x\).然后\(x=(\mathscr{D}_{2}+\mathscr{答}_{2} )是\)中的后一个方程(31)成为
$$\bigl(\mathscr{D}(D)_{1}-\mathscr{A}^{*}_{2}\biger)(\mathscr{D}(D)_{1}-\马特斯克{答}_{2} )y=\bigl(\mathscr{D}(D)_{2} +\mathscr{A}^{*}_{2}\biger)(\mathscr{D}(D)_{2} +\mathscr{答}_{2} )y$$
(33)
因此
$$\bigl[\mathscr{D}(D)_{2}^{2}-\mathscr公司{D}(D)_{1} ^{2}+\alpha\bigl(\mathscr{A}^{*}_{2}+\mathscr{答}_{2} \bigr)\bigr]y=0$$
(34)
也就是说,
$$\开始{bmatrix}\alpha^{2} 我_{n_{1}}&0&0\\0&\alpha(A^{*}_{2}+{答}_{2}-\alpha I_{n_{2}})&0\\0&0&0\结束{bmatrix}\开始{bmatricx}y_{1}\\y_{2{\\y_}3}\结束{矩阵}=0$$
(35)
这表明\(y_{1}=0\)因此,\(y=[0,y{2}^{*},y}3}^{**}]^{*{}\)。此外,\(x=(\mathscr{D}(D)_{2} +\mathscr{答}_{2} )是\).然后
$$开始{bmatrix}x{1}\\0\\x{3}\end{bmatricx}=\begin{bmattrix}\alpha I_{n_{1}}&0&0\\0&{答}_{2} &B_{2}^{T}\\0&-B_{2{&frac{\alpha}{2}I{m}\end{bmatrix}\begin{bmatric}0\\y_{2neneneep \\y_}3}\end}bmatrix}=\begin{答}_{2} 年_{2} +B_{2}^{T} 年_{3} \\-B_{2} 年_{2} +\frac{\alpha}{2}y{3}\end{bmatrix}$$
(36)
这表明
$$x_{1}=y_{1{=0,\qquad{答}_{2} 年_{2} +B_{2}^{T} 年_{3} =0,\quad\mbox{和}\quad x_{3}=-B_{2} 年_{2} +\压裂{\alpha}{2}y{3}$$
(37)
自\(u=千伏),
$$\bigl(\mathscr{D}(D)_{1} +\mathscr{A}^{*}_{1}\bigr)^{-1}\bigl(\mathscr{D}(D)_{2}-\mathscr{A}^{*}_{1}\biger)x=k(\mathscr{D}(D)_{1}-\马特斯克{答}_{2} )(\mathscr{D}_{2}+\mathscr{答}_{2} )^{-1}x, $$
(38)
可以写成
$$\bigl(\mathscr{D}(D)_{2}-\mathscr{A}^{*}_{1}\biger)(\mathscr{D}(D)_{2} +\mathscr{答}_{2} )y=k\bigl(\mathscr{D}(D)_{1} +\mathscr{A}^{*}_{1}\biger)(\mathscr{D}(D)_{1}-\马特斯克{答}_{2} )年$$
(39)
对于\(x=(\mathscr{D}(D)_{2} +\mathscr{答}_{2} )是\)此外(39)成为
$$\bigl[\bigl(\mathscr{D}(D)_{2}^{2} -k个\mathscr公司{D}(D)_{1} ^{2}\biger)+(\mathscr{D}(D)_{2} +k\mathscr{D}(D)_{1} )\mathscr{答}_{2}-\矩阵{A}^{*}_{1}(\mathscr{D}(D)_{2} +k\mathscr{D}(D)_{1} )-(1-k)\mathscr{A}^{*}_{1}\mathscr{答}_{2} \bigr]y=0$$
(40)
即。,
$$\开始{bmatrix}\alpha^{2} 我_{n_{1}}-\αA{1}^{*}&(k-1)B_{1} B类_{2} ^{T}和\压裂{(1+k)\α}{2} B类_{1} ^{T}\\0&k\alpha(A_{2}-\αI{n_{2}})&k\αB{2}^{T}\\-\αB_{1}&-\压裂{(1+k)\alpha}{2} B类_{1} &\frac{(1-k)\alpha^{2}}{4}I{m}\end{bmatrix}\begin{bmatricx}0\\y_{2}\\y_}3}\end}bmatrix}=\begin{bmatris}0\\0\\end{bmmatrix}$$
(41)
即。,
$$\textstyle\begin{cases}(k-1)B_{1} B类_{2}^{T} 年_{2} +\压裂{(1+k)\alpha}{2} B_{1}^{T} 年_{3} =0,\\k\alpha(A_{2}-\αI{n{2}})y{2}+k\αB{2}^{T} 年_{3} =0,\-\frac{(1+k)\alpha}{2} B_{1} 年_{2} +\压裂{(1-k)\alpha^{2}}{4} 年_{3}=0. \结束{cases}$$
(42)
在这里,我们断言\(k\neq 1)。否则,假设\(k=1).然后(25)显示\(\lambda=u^{*}v=v^{*{v=1\)对于\(u=千伏)和\(v^{*}v=1\)。请注意λ是的特征值\(\hat{\mathscr{L}}\)它类似于\(\mathscr{L}(\alpha)\).因此\(\hat{\mathscr{L}}\)和\(\mathscr{L}=[(\mathrscr{D}(D)_{1} +\mathscr{答}_{1} )(\mathscr{D}(D)_{2} +\mathscr{答}_{2} )]^{-1}[(\mathscr{D}(D)_{2}-\马特斯克{答}_{1} )(\mathscr{D}(D)_{1} -\mathscr{答}_{2})]\)具有相同的特征值,1。让w个是的特征向量\(\mathscr{L}\)对应于特征值1(注意\(每周0\)). 有一个
$$\mathscr美元{五十} w个=\bigl[(\mathscr{D}(D)_{1} +\mathscr{答}_{1} )(\mathscr{D}(D)_{2} +\mathscr{答}_{2} )\bigr]^{-1}\bigl[(\mathscr{D}(D)_{2}-\马特斯克{答}_{1} )(\mathscr{D}_{1}-\马特斯克{答}_{2} )\bigr]w=w$$
(43)
因此
$$\bigl[(\mathscr{D}(D)_{2}-\马特斯克{答}_{1} )(\mathscr{D}(D)_{1} -\mathscr{答}_{2} )-(\mathscr{D}(D)_{1} +\mathscr{答}_{1} )(\mathscr{D}(D)_{2} +\mathscr{答}_{2} )\bigr]w=-\alpha\mathscr{A} w个=0. $$
(44)
自\(\mathscr{A}\)是非奇异的(44)收益率\(w=0),这与此相矛盾w个是的特征向量\(\mathscr{L}(\alpha)\)因此,\(k\neq 1)和\(1-k\neq 0)从中的第三个方程(42),一个有
$$y_{3}=\kappa B_{1} 年_{2} $$
(45)
具有\(\kappa:=\frac{2(1+k)}{\alpha(1-k)}\)然后根据第二个方程(37)那个
$$\mathscr美元{J} 年_{2} =\bigl(A_{2}+\kappa B_{1}^{T} B类_{1} \较大)y_{2}=0$$
(46)
哪里\(\mathscr{J}=A_{2}+\kappaB_{1}^{T} B类_{1}\).注意\(|k|=1\)和\(k \ neq 1 \).让\(k=\cos\theta+i\sin\theta\),其中\(i=\sqrt{-1}\),\(R中的θ),\(\theta\neq 2t\pi)和t吨是一个整数。然后
$$\kappa:=\frac{2(1+k)}{\alpha(1-k$$
(47)
要么是纯虚的,要么是零。因此,\(\mathscr{J}^{*}+\mathscr{J}=A{2}^{T}+A{2{0\)对于\(A_{2}\)是正定的。因此,\(\mathscr{J}\)是正定的,因此是非奇异的。方程式(46)表示\(y{2}=0\)因此(45)说明了这一点\(y_{3}=0\)然后根据第三个方程(37)那个\(x{3}=0\)因此,\(x=[0,0,0]^{*}\),这与此相矛盾x个是的特征向量\(\hat{\mathscr{L}}(\alpha)\)具有\(\|x\|_{2}=1\)通过以上证明,很容易看出\(u=千伏)和\(u^{*}u\cdot v^{*{v=1\)不要同时按住。因此,\(\rho[\mathscr{L}(\alpha)]=|\lambda|<1\)因此,迭代(10)聚合。
通过相同的方法,我们可以获得\(\rho(\mathscr{T})<1)因此,迭代(10)以及(11)都是收敛的。这就完成了证明。 □