{ "id": "1407.0671", "version": "v1", "published": "2014-07-02T18:28:35.000Z", "updated": "2014-07-02T18:28:35.000Z", "title": "Optimal rates of convergence of matrices with applications", "authors": [ "Heinz H. Bauschke", "J. Y. Bello Cruz", "Tran T. A. Nghia", "Hung M. Phan", "Xianfu Wang" ], "comment": "32 pages, 3 figures", "categories": [ "math.OC", "math.NA" ], "abstract": "We present a systematic study on the linear convergence rates of the powers of (real or complex) matrices. We derive a characterization when the optimal convergence rate is attained. This characterization is given in terms of semi-simpleness of all eigenvalues having the second-largest modulus after 1. We also provide applications of our general results to analyze the optimal convergence rates for several relaxed alternating projection methods and the generalized Douglas-Rachford splitting methods for finding the projection on the intersection of two subspaces. Numerical experiments confirm our convergence analysis.", "revisions": [ { "version": "v1", "updated": "2014-07-02T18:28:35.000Z" } ], "analyses": { "subjects": [ "65F10", "65F15" ], "keywords": [ "optimal rates", "optimal convergence rate", "applications", "linear convergence rates", "convergence analysis" ], "note": { "typesetting": "TeX", "pages": 32, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2014arXiv1407.0671B" } } }