Asymptotic behavior of the $s$-step method of steepest descent for eigenvalue problems in Hilbert space
Sbornik. Mathematics, Tome 80 (1995) no. 2, pp. 467-495 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

On the example of the Rayleigh functional a new approach is developed to the study of the asymptotic behavior of the $s$-step method, based on the proof of the existence of limit iteration parameters of the method in even (odd) iterations. This approach may be used to analyze the asymptotic behavior of the $s$-step method in the optimization of arbitrary sufficiently smooth functionals defined on a Hilbert space.
@article{SM_1995_80_2_a10,
     author = {P. P. Zhuk},
     title = {Asymptotic behavior of the~$s$-step method of steepest descent for eigenvalue problems in {Hilbert} space},
     journal = {Sbornik. Mathematics},
     pages = {467--495},
     year = {1995},
     volume = {80},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SM_1995_80_2_a10/}
}
TY  - JOUR
AU  - P. P. Zhuk
TI  - Asymptotic behavior of the $s$-step method of steepest descent for eigenvalue problems in Hilbert space
JO  - Sbornik. Mathematics
PY  - 1995
SP  - 467
EP  - 495
VL  - 80
IS  - 2
UR  - http://geodesic.mathdoc.fr/item/SM_1995_80_2_a10/
LA  - en
ID  - SM_1995_80_2_a10
ER  - 
%0 Journal Article
%A P. P. Zhuk
%T Asymptotic behavior of the $s$-step method of steepest descent for eigenvalue problems in Hilbert space
%J Sbornik. Mathematics
%D 1995
%P 467-495
%V 80
%N 2
%U http://geodesic.mathdoc.fr/item/SM_1995_80_2_a10/
%G en
%F SM_1995_80_2_a10
P. P. Zhuk. Asymptotic behavior of the $s$-step method of steepest descent for eigenvalue problems in Hilbert space. Sbornik. Mathematics, Tome 80 (1995) no. 2, pp. 467-495. http://geodesic.mathdoc.fr/item/SM_1995_80_2_a10/

[1] Kantorovich L. V., “O metode naiskoreishego spuska”, DAN SSSR, 56:3 (1947), 233 | Zbl

[2] Kantorovich L. V., “Funktsionalnyi analiz i prikladnaya matematika”, UMN, 3:6 (1948), 89–185 | MR | Zbl

[3] Forsythe G. E., Motzkin T. S., “Asymptotic properties of the optimum gradient method (abstract)”, Bull Amer. Math. Soc., 57:2 (1951), 183

[4] Akaike H., “On a successive transformation of probability distribution and its application to the analysis of the optimum gradient method”, Ann. Inst. Statist. Math. Tokyo, 11 (1959), 1–16 | DOI | MR | Zbl

[5] Forsythe G. E., “On the asymptotic directions of the $s$-dimentional optimum gradient method”, Numer. Math., 11:1 (1968), 57–76 | DOI | MR | Zbl

[6] Zhuk P. F., “Ob asimptoticheskikh svoistvakh metoda naiskoreishego spuska v zadachakh na sobstvennye znacheniya”, Zh. vychisl. matem. i matem. fiz., 21:2 (1981), 271–285 | MR | Zbl

[7] Vorobev Yu. V., Metod momentov v prikladnoi matematike, Fizmatgiz, M., 1958 | MR

[8] Akhiezer N. I., Glazman I. M., Teoriya lineinykh operatorov v gilbertovom prostranstve, T. 1, Vischa shkola, Kharkov, 1977

[9] Geronimus Ya. L., Teoriya ortogonalnykh mnogochlenov, Gostekhizdat, M., 1950

[10] Kolmogorov A. N., Fomin S. V., Elementy teorii funktsii i funktsionalnogo analiza, Nauka, M., 1976 | MR

[11] Ostrowski A. M., Solution of equations and systems of equations, Academic Press, New York–London, 1966 | MR

[12] Zabolotskaya A. F., “Asimptoticheskoe povedenie $s$-shagovogo metoda skoreishego spuska v gilbertovom prostranstve”, Zh. vychisl. matem. i matem. fiz., 19:1 (1979), 228–232 | MR | Zbl