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Abstract—Two effective iterative methods are constructed to solve the linear matrix equation of the form. Some properties of a positive definite solution of the linear matrix equation are discussed. Necessary and sufficient conditions for existence of a positive definite solution are derived for  1 and  1. Several numerical examples are given to show the efficiency of the presented iterative methods.

Index Terms—Algorithm, Fixed-Point-Iteration, linear-Matrix-Equation, Numerical-Analysis, Positive-Definite -Solutions, Two-Sided-Iteration.

I. INTRODUCTION Considering the linear matrix equation

  

   

, (1) with unknown matrix X, where nn

C  

,  is the identity

matrix of order

n

. The equation (1) could be viewed as a special case of the symmetric matrix equations

. Q

m m 1

1   

 

  (2) Where Q is a positive definite matrix [15]. There are many linear matrix equations which were studied by some authors [2],[3],[8]-[11],[13]-[15],[18]-[21],[24]. Two effe- ctive iterative methods for computing a positive definite solution of this equation are proposed. The first one is fixed point iteration method and the second one is two sided

iteration method of the fixed point iteration method. These

two iterative methods are used for computing a positive definite solution of nonlinear matrix equations, see [1],[4]-[7],[12],[16],[17],[22],[23].

This paper aims to find the positive definite solution of the matrix equation (1) for all values of  1, for this purpose we investigated two iterative methods, the first one is based on fixed point iteration and the second is based on two sided iteration method, also to derive necessary and sufficient conditions for the existence of the solution of equation (1).

Manuscript received December 71, 2013; revised January 23, 2014. A. Sana'a A. Zarea Author is with ,Princess Nora Bint Abdulrahman University, Riyad11643, K.S.A. (corresponding author to provide phone: 996-505115585; (e-mail: [email protected]).

B. Salah M. El-Sayed Author is with Benha University, Benha 13518,Egypt (e-mail: [email protected]).

C. Amal A. S. Al-Marshdy, Hail University, Hail1826, K.S.A. (e-mail:

Section II describes some properties of positive definite solutions of the equation (1). Section III, presents a first iterative method (Fixed point iteration method) for obtaining the solution of our problem. Also, it presents theorems for obtaining the necessary and sufficient conditions for the existence of a solution of matrix equation (1). Section IV represents the second iterative method (Two sided iteration method of the fixed point iteration method) for obtaining the solution of the problem and theorems for the sufficient conditions for the existence of a positive definite solution of (1). Numerical examples in Section V

illustrate the effectiveness of these methods. Conclusion

drawn from the results obtained in this paper are in section VI.

The notationΧ0 means that  is a positive definite

Hermitian matrix and ΑΒ is used to indicate that

0

Β

Α .A* denotes the complex conjugate transpose of

A. Finally, throughout the paper, . will be the spectral norm for square matrices unless otherwise noted.

II. SOMEPROPERTTIESOFTHESOLUTIONS This section discusses some properties of positive definite solutions of the matrix equation (1) .

1) Theorem

If m and M are the smallest and the largest eigen- values of a solution  of (1) , respectively, and  is an eigenvalue of A, then

m m 1 1

 

. Proof

Let

v

be an eigenvector corresponding to an eigen-value  of the matrix A and v1. Since the solution  of. (1) is a positive definite matrix, then 0m1,



v,v  v,vv,v,v,v  v,vv,v , 1

v , v v ,

v    

 and v,v 2v,v1.

. m

m 1

1

 

 

ly, Consequent 2) Theorem

If (1) has a positive definite solution  ,then

 

  

  1

Proof

Since is a positive definite solution of (1), then 

  

    i.e.

 

1

On Positive Definite Solutions of the Linear

Matrix Equation



(2)

Thus we have

 

1. Consequently, 

 

1.

III. THEFIRSTITERATIONMETHOD(FIXEDPOINT ITERATIONMETHOD)

This section establishes the first iterative method which is suitable for obtaining a positive definite solution of (1) when  1.

A.Algorithm

Take Χ0αΙ.For k0,1,2,....,compute .

Α Χ Α Ι

Χ k

* 1

k  

(3) Our theorems give necessary and sufficient conditions for the existence of a positive definite solution of (1). 1) Theorem

Let the sequence

 

k be determined by the Algorithm

A and 21 (4) If (1) has a positive definite solution, then

 

k converges to , which is a solution of (1) for all numbers

1

 . Moreover, if k0 for every k, then (1) has a positive definite solution.

Proof.

Let (1) has a positive definite solution. From Algorithm A, we have

,

1

0

i.e., , 1 1

2

0         

          

.

1 2 0  

   To prove  s1 if  s10 for all s, we

have s  s1  0

 

 1.

We

will find the relation between 2,3,4,5. Since

2 1

  , then2123

 

and 

 

4 3  23, since

1 3

  , then 

 

4 3 12

and .

3 2 4

5        

       

Also, since  43, then

.

4 3 4

5       

       

Thus, we get .. 1

3 5 4 2

0         

We will prove that 0 s1s, if we have

s 1 s 0  

   , thus

.

s 1 s 0 s 1

s

0           

          

 

Also, we can prove that 0s s1, if we have

1 s s 0 

 ,        

   

0 s1 s

.

1 s s 0 

 Therefore, we have

  

2r 2r2 0   

 2s32s11 , for every positive integers r,s. Consequently, the subsequences

 

2r ,2s1

are monotonic and bounded, and 2s s

lim ,

1 s 2 s

lim  exist.

To prove these sequences have a common limit, we have

2 2 1 2 1 2

2

2 2 1 2 2 1.

s s s s

s s s s

 

 

 

              

          

Let

q 21

,

and we get

2

2 2 1 2 2 1 2 2 2 1

2 2

0 1

.... 2 1 .

s s s s s s

s s

q q

q q

   

          

      

Since q1 and

21

0, 2s2s10 as 

s , that is,

 

2r and

2s1

have the same limit  and2s  2s1,s1,2,..... Taking the limit of the sequence

 

k generated by Algorithm A leads to

, A * A

I

   which is a solution of (1). Assuming that 0

k

 for every k. We proved that the sequences have a common limit  . Since k 1  k0

    

 , taking the

limits of both sides ask approaches to

, we get .

0 , A * A

I 

 

 Hence (1) has a positive definite

solution.

2)

Theorem

Let k be the iterates in Algorithm A. If q 1 2

  .

Then qk(2 1)

k  

 , for all real number  1, where  is a positive definite solution of (1) .

Proof

From previous Theorem it follows that the sequence (3) is convergent to a positive definite solution  of (1). From (3) and  , we have

 

 

k k1

 . Thus,

2

1 1 1

2

2

0

,

.

k k k k

k k

q q after k steps q

  

                 

    

   

From Theorem 1, we have

2 1

q

q k

0 k

k     

 .

3) Corollary

Suppose that (1) has a solution. If q 21 , then }

{k converges to

with at least the linear convergence

rate.

Proof

We have      k1 2

1

k . Choose a real

number satisfying  1. Since  k, there exists a N such that for any kN.  . Hence

.

k 2 1

k    

    

4)Theorem

If (1) has a positive definite solution and after k iterative

steps of Algorithm A, we have 1 k 1 ,

k  

    then

, 2 k

k      

     wherekis the iterates in

(3)

1

kk kk kk

                       

k k1

. (5) Take the norms of both sides of (5)

.

2 1

k 1 k k 2 k

k          

         For

1 k 1 k

 

 , kX as k.

Consequently, 1 k1 0

k

 

 as k, that is, ,

1 k 1 k  

    for 0and from theorem 1, k 

for every k, thus kk  2.

IV. THESECONDITERATIONMETHOD(TWO SIDEDITERATIONMETHODOFTHEFIXEDPOINT

ITERATIONMETHOD)

This section establishes the second iterative method which is suitable for obtaining a positive definite solution of (1) .

B.Algorithm

Take 0,0. For k0,1,2,....,compute

   

k1 k

   and k1  k.

   (6)

Next theorems provide necessary and sufficient conditi- ons for the existence of a solution of (1) when Α1. 1) Theorem

If (1) has a positive definite solution, the sequences

 

Χk

and

 

Υk are determined by Algorithm B and 1

Α2

 , (7) then the two sequences

 

k ,

 

k converge to the positive

definite solution  for all real numbers , such that 0.

   On the other hand, if k,k0 for every

k

, 1

2

 and 0, then (1) has a positive definite solution.

Proof

First, considering sequence (6) , for 1,2 we have  

       

 

1 2

1

0 αΙ Ι Χ Ι αΑ Α

Χ

,

1

   

   i.e.,

.

1 2 0  

   To prove  s1 if 0

1 s

 for all s, hence  

 

 

 

s s1 0 1. We will

find the relation between 2,3,4,5. Since 12,

then 2123and ,

3 2 3

4       

       

since  31, then 2

1 3

4       

       

and .

3 2 4

5       

       

Also, since  43,

then5434. Thus, we get .

1 3 5 4 2

0         

We will prove that 0s1s, if we have 0s1s , thus

.

s 1 s 0 s 1

s

0             

             

Also, we can prove that 0ss1 , if we have 1

s s 0 

 , thus

 

 

    .

Therefore, we have

,

1 1 s 2 3 s 2 2 r 2 r 2

0        

 

 

     

 

 for

every positive integers r,s . Consequently, the

subsequences

 

2r ,2s1

are monotonic and bounded,

and lims2sand 2s1 s

lim  exist.

For the sequence

 

k , similarly, we can prove that

,

1 1 s 2 3 s 2 2 r 2 r 2

0        

 

 

     

 

 for every

positive integers r,s.

Consequently, the subsequences

  

2r ,2s1 are monotonic

and bounded, and 2s s

lim  and 2s1

s

lim   exist. Finally, from (6) we have 0  0 and ,

1 0 0

1        

       

i.e. , 0011. Also, 2 1 12.

 

Similarly, 33,44. Since 01,01 , then

2 1 0

1      

       

and 

 

1 0  12.

Also, since 21 ,then

.

2 1 2

3      

        From (6) we have

2 1 0I I  Y 

      

.Therefore,

3 2 0

1      

       

and

4 3 1

2      

       

. Consequently,

3 2 0

1      

       

and

4 3 1

2      

       

. Consequently, .

1 1 3 3 4 4 2 2 0

0         

         

We will prove that 0s1s, if we have0s1s,

thus ss1ss1 0.

 

Also, we can prove that Υ0ΧsΥs1, if we have

1 s s 0 Υ Χ

Υ    , thus

. Υ βΙ Ι Χ Α Χ Α Ι Α Υ Α Ι

Υs1   s    s1s   0 Therefore, we have

1 s 2 1 s 2 3 s 2 3 s 2 2 r 2 2 r 2 r 2 r 2 0

0              

1 1

 

 , for every positive integers r,s.

Finally, to prove that the subsequences

  

2r ,2s1 have

the same limit, we have

2 2 1 2 1 2

2

2 2 1 2 2 1 ,

s s s s

s s s s

 

 

 

               

         

from (7) , it follows that q 21, and we get

2 1

. q

q ...

q 2s

1 0 s 2 s

2 1 s 2 1 s 2 s

2             

Therefore, we have for the limit  of the subsequences

  

2r ,2s1,2s2s1, s1,2,.....

Therefore, also we have for the limit  of the subsequences

 

2r ,2s1

,.... 2 , 1 s ,

1 s 2 1 s 2 s

2 s

2       

 .

Taking limit in the Algorithm B leads to   . If k,k0 for every k. We proved that the sequences have the same limit . Since k1  k0

    

 and

0

k 1

k   

   

(4)

2) Theorem.

For the Algorithm B , if there exist a positive real

numbers and  such that  and q 21, then

), 1 2 ( qk k  

qk

2 1

k  

 and

2 1

qk k

k    

 , where  is a positive

definite solution of (1) and k,k,k0,1,2,... are defined in (6) .

Proof.

From previous Theorem it follows that the sequence (6) is convergent to a positive definite solution  of (1). We will compute the norm of the matrices  k  and

,

k

 

1 1

2

1 1 ... 0 .

k k k

k

k q k q

  

 

 

                   

             

From previous Theorem, we have

2 1

q

q 0 k

k

k     

 .

Similarly, q qk

2 1

0 k

k     

 . Also, we have

.

k

k   

    Therefore,

2 1

qk k

k    

 .

3) Corollary

Suppose that (1) has a solution. If q 21, then }

{k and {Yk}converge to  with at least the linear

convergence rate. 4) Theorem

If the (1) has a solution and after k- iterative steps of the

AlgorithmB, we have     

1 k 1

k and

.

1 k 1 k  

  

Then kk  2

and

.

2 k

k    

    

Also, kk kk  2,

where k,k,k0,1,2,... are defined in (6) and 0. Proof

Since, k  k  k k k  k1

 

kk1

.

  

 Take the norms of both sides

2

1

2 1 2

1

.

k k k k

k k k 

 

           

        

Similarly, kk  2. From Theorem 1, we have k1k k1k and since

          

         

1 k k k k k

k and

          

         

1 k k k k k

k , then

.

2 k

k k

k        

        

C.Algorithm

Take Χ0αΙ,Υ0βΙ. For k0,1,2,....,compute

Ι Χ

Β Β

Χk1  k

 and Υk1Β

ΙΥk

Β.

 (8)

where 1 1

,  

  

.

Next theorems provide necessary and sufficient conditions for the existence of a solution of (1) when

1

 .

1) Theorem

If (1) has a positive definite solution, the sequences

 

k

and

 

k are determined by the Algorithm C and the

inequalities

(i)BB and  , 0,

(ii)q  21, (9) are satisfied, then

 

k ,

 

k converge to a positive

definite solution  . Moreover, if k0 and k0 for

every k, ,  and ,0, then (1) has a positive definite solution.

Proof

First, from Algorithm C, we have

         

1

0 and

.

1 1

2

0         

             

i.e., .

1 2 0  

   To prove  s1 if  s10 for all s, from Algorithm C.

1 0

1 s

s          

           

 

. We

will find the relation between2,3,4,5. Since 2

1

  , then 2  1  23

  

and

3 2 3

4           

         

, since  31, then 4312 and

3 2 4

5          

         

. Also since

3 4

  , then Χ5ΒΒΒΧ4ΒΒΒΒΧ3ΒΧ4.

 

Thus,

we get 0 24531. We will prove that 0 s1s if we have

s 1 s 0  

    , thus

.

s 1

s

0          

  

  

 i.e. ,

.

s 1 s

0  

   Also, we will prove that 0ss1if

we have 0ss1 , thus

.

s 1

s

0       

  

 

 i.e.,

.

1 s s 0  

 Therefore, we have

1

,

1 1 s 2 3 s 2 2 r 2 r 2 0

  

            

   

 

 

       

for every positive integers r,s . Consequently, the subsequences

 

2r ,2s1

are monotonic and bounded,

and 2s

s

lim  , 2s1

s

lim   exist. For the sequence

 

k , similarly,

1

,

1 1 s 2 3 s 2 2 r 2 r 2

0       

 

 

     

 

 for every

positive integers r,s . Consequently, the subsequences

  

2r ,2s1 are monotonic and bounded, and 2s s

lim  ,

1 s 2 s

(5)

Finally, from (8) we have 0 0 and

.

1 0 0

1        

         

i.e.0011. Also,

.

2 1 1

2         

         

Similarly,

4 4 3 3, 

   . Since 01,01, then

2 1 0

1         

         

and .

2 1 0

1          

         

Also, since 21 ,then

.

2 1 2

3        

          From (8) we have

.

2 1 0     

         Therefore,

3 2 0

1         

         

and .

4 3 1

2       

         

Consequently, .

1 1 3 3 4 4 2 2 0

0         

         

We will prove that 0s1s, if we have

s 1 s 0  

   ,

.

0 1

s s 1

s

s            

         

 

   

Also, we can prove that 0ss1 .if we have 1

s s 0 

 ,

.

0 s

1 s s

1

s         

         

   

 

Therefore, we have

,

1 1 1 s 2 1 s 2 3 s 2 3 s 2 2 r 2 2 r 2 r 2 r 2 0

0           

      

for every positive integers r,s .

Finally, to prove that the subsequences

  

2r ,2s1 have the

same limit, we have

2s 2s1.

2 1

s 2 s 2 s

2 1

s 2 1

s 2 s

2  

 

   

        

               

From (9) , let q  21, and we get

2 1

. q

q ...

q 2s

1 0 s 2 1

s 2 s 2 1 s 2 s

2            

Therefore, we have for the limit  of the subsequences

  

2r ,2s1 ,

,.... 2 , 1 s ,

1 s 2 s

2    

 .

Therefore, also we have for the limit  of the subsequences

 

2r ,2s1

,.... 2 , 1 s ,

1 s 2 1 s 2 s

2 s

2      

 .

Taking the limit of (8) as

s

, we have

 

 

    .

If k0 and k0 for every k. We proved that the

sequences have the same limit  . Since

k

0

1

k   

    

 and k1

k

0

    

 and

hence  



, equation (1) has a positive definite solution.

2) Theorem

For the Algorithm C, if there exist positive numbers

and  such that 0 and the following two conditions are hold

(i) and , (ii)q  21,

then qk(2 1)

k  

 , qk

2 1

k  

 and

2 1

, qk k

k    

 . where  is a positive

definite solution of (1) and Χk.Υk,k0,1,2,... is defined in Algorithm C.

Proof. From Theorem1, it follows that the sequence (8) is convergent to a positive definite solution X of (1). We compute the norms of the matrix k  and ΥkΧ. We

obtain

 

 

         

k k1    k1

 

 

2 1

. q

q ...

q k

0 k 1

k 1

k 2

       

          

Similarly, q qk

2 1

0 k

k     

 . Also, we have

  

k  k . Therefore,

2 1

qk k

k    

 .

3) Corollary

Suppose that(1) has a solution. If qB21, then }

{k and {Yk}converge to

with at least the linear

convergence rate.

4)Theorem

If (1) has a positive definite Solution and after k

iterative steps of the Algorithm C, we have

  

  

1 k 1

k and   

1 k 1

k , then

( i) k k    2

 

and .

2 k

k     

     

( ii)                 kkkk   2.

Where k,k,k0,1,2,... are the iterates generated by

AlgorithmCand 0. Proof

( i) Since,

* * * *

-1

*

-1

.

k k k k k k

k k

                   

     

Take the norms of both sides, 2

1

2 1 2

1

.

k k k k

k k k 

 

 

            

        

Similarly, kk   2.

(ii) From Theorem1, we have k1k k1k . Since

            

    

1k   kkkk

k

,

k k k k k

1

k          

    

       

thus k k  kk    2.

 

V. NUMERICALEXPERIMENTS

(6)

criterion 9 k 10



 and obtains the maximal solution

500

  .

A.Numerical experiments for the first method (Algorithm A)

In the following tables we denote

 

,

 

,

,

q 21   k2   kk where  the solution which is obtained by the iterative method (Algorithm A)

I. Example Let 10 and

       

 

       

 

1 1287 . 0 8855 . 0 1430 . 0 1880 . 1 1120 . 0

1287 . 0 1 9990 . 0 3180 . 2 1440 . 1 2218 . 0

8855 . 0 9990 . 0 1 1570 . 1 2320 . 3 9700 . 9

1430 . 0 3180 . 2 1570 . 1 1 1270 . 1 6684 . 0

1880 . 1 1440 . 1 2320 . 3 1270 . 1 1 5542 . 0

1120 . 0 2218 . 0 9700 . 9 6684 . 0 5542 . 0 1

100 1 Α

0.121701,

A q0.0148111<1, see Table I. B.Numerical experiments for the second method (Algorithm B):

The following tables denotes

 

Χ Χ Χ

 

Χ Υ Υ

 

Χ Χ Υ ,

Α

q 1 k 2 k 3 k k

2

  

 

 

 

Χ Χ ΑΧ Α Ι, ε4kk

ε

 

Χ Υ ΑΥ Α Ι ,

k k

5   

Χ

and Υ are the solutions which are obtained by the iterative method (Algorithm B).

II. Example

Let

2,3 and

     

 

     

 

 

  

 

 

 

384 . 2 5755 . 0 9663 . 0 737 . 5 8774 . 0

274 . 1 118 . 4 1482 . 0 5755 . 0 384 . 2

221 . 3 737 . 5 9663 . 0 286 . 6 8774 . 0

286 . 6 737 . 5 9663 . 0 221 . 3 5755 . 0

1482 . 0 118 . 4 384 . 2 5755 . 0 274 . 1

1000 1 A

0.0112205

A

,

q0.000125899<1

,

see Table II.

C.Numerical experiments for the second method (Algorithm C)

The following tables denotes

 

,

 

,

 

,

,

q  21  k2  k3   kk

 

k k ,

4       

ε

 

Χ Υ ΒΥ Β ΒΒ

k k 5

 ,Χ a

nd Υ are the solutions obtained by the iterative method (Algorithm C).

III. Example

Let5

,

7 and    

 

 

 

21 . 32 755 . 5

755 . 5 74 . 12

A ,

32.9351

A ,  0.0726747and q0 . 0 0 5 2 8 1 6 1<1 , see Table III.

VI. CONCLUSIONS

In this paper, the positive definite solution of the linear matrix equation  , which is a special case of

the symmetric matrix equations (2) for  1 was obtained. Two effective iterative methods for computing a positive definite solution of this equation were proposed. The first one is fixed point iteration method when  1 and the second one is two sided iteration method of the

fixed point iteration method when  1 and  1. By

Algorithm A, for initial matrix0 and Algorithms B

and C, for initial matrices 0,0 satisfying the hypothesis of theorems (A.1) in chapter III , (B.1) and (C.1) in chapter IV, a positive definite solution  can be obtained in finite iteration, with at least the linear convergence rate. The given numerical examples show that the proposed iterative algorithms are efficient.

REFERENCES

[1] Anderson, W., Morley, T., and Trapp, G. Positive solution to

  

A BX B

X 1

. Linear Algebra and its Applications, 134 (1990) 53-62.

[2] Bing, Z., Hu Lijuan, Y., and Dragana, S. The congruence class of the solutions of the some matrix equations. Computers and Mathematics with Applications. 57 (2009) 540-549.

[3] Bouhamidi, A., and Jbilou, K. Anote on the numerical approximate solutions for generalized Sylvester matrix equations with applications. Applied Mathematics and Computation. 206 (2008) 687-694.

[4] El-Sayed ,M. S. An Algorithm for Computing the Extremal Positive Definite Solutions of a Matrix Equation XATX1AI

. International Journal of Computer Mathematics. 80 (2003) 1527- 1534.

[5] El-Sayed ,M. S. On the positive definite solutions for a nonlinear matrix equation. International Mathematical Journal,4 (2003) 27-42. [6] Engwerda, J. On the existence of the positive definite solution of the

matrix equation XATX1AI. Linear Algebra and its

Applications. 194 (1993) 91-108.

[7] Guo, C., and Lancaster, P. Iterative solution of two matrix equations. Mathematics of Computations. 68 (1999) 1589-1603.

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[11] Konghua, G., Hu, X., and Zhang, L. Anew iteration method for the matrix equation AB. Applied Mathematics and Computation. 178 (2007) 1434-1441.

Meini, B. Efficient computation of the extreme solutions of

Q A X A X  1

and XAX1AQ

.2002. Mathematics of Computation, 239 (2002) 1189-1204.

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0 B

A  . Linear Algebra and its Applications. 325 (2001) 81-99.

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equations. Linear Algebra and its Applications. 355 (2002) 297-314. [18] Wang, M., Cheng, X., and Wei, M . Iterative algorithms for solving the matrix equationA B  C TDE. Applied Mathematics and Computation. 187 (2007) 622-629.

[19] Vorontsov, Yu. O. Numerical algorithm for solving the matrix equation AX + X* B = C. Moscow University Computational Mathematics and Cybernetics. 37(1) ( 2013), 1-7.

[20] Vorontsov, Yu. O. Numerical algorithm for solving the matrix equation AX + X* B = C. Moscow University Computational Mathematics and Cybernetics. 37(1) ( 2013), 1-7.

[21] Yong, H. Ranks of solutions of the linear matrix equation

C B

A  . Computers and Mathematics with Applications. 52 (2006) 861-872.

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-a

A = I, International Journal of Computational Mathematics and Numerical Simulation, 1(1) (2008) 89-97.

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. Assiut University Journal of Mathematics & Computer Science. 38(1) (2009) 11 – 24.

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with Applications in statistics. Journal of Multivariate Analysis,93 (2005) 257-266.

TABLEI EXAMPLEI

2

2 1

qk k

q 1

k

9.11397 19.

1. 9.01459

0

1.04486E-01 2.81411E-01

1.48111E-02 1.33516E-01

1

1.35647E-03 4.16801E-03

2.19369E-04 1.97752E-03

2

1.90955E-05 6.17329E-05

3.2491E-06 2.92893E-05

3

2.77617E-07 9.14333E-07

4.81228E-08 4.33808E-07

4

4.08379E-09 1.35423E-08

7.12752E-10 6.42517E-09

5

6.03296E-11 2.00577E-10

1.05567E-11 9.5164E-11

6

1) Date of modification: 14/03/2014 2) Brief description of the changes

Page Column Line Change: From Change: To

1 1 22 [16] [15]

1 1 24

[2],[3],[8]- [11],[13]- [16],[18]-[21],[24].

[2],[3],[8]- [11],[13]- [15],[18]-[21],[24].

1 1 31 [7],[12],[17],[

22],[23].

[7],[12],[16],[ 17],[22],[23].

2 1 10 B. Algorithm

A.

Algorithm

3 1 7 theorem B theorem 1

3 1 20 1) Theorem 1) Theorem

(Shiftting) 4 2 10 , BB

TABLEII EXAMPLEII

4

2 1

qk k

q 1

k

1.00025 3.0

1.0 1.00013

0

1.25922E-04 3.77698E-04

1.25899E-04 1.25911E-04

1

1.39278E-08 4.7552E-08

1.58507E-08 1.39267E-08

2

1.07704E-12 5.98677E-12

1.99559E-12 1.07697E-12

3

5

2 1

qk 

3

2

k

2.00038 5.0

1.0 2.00013

0

2.51832E-04 6.29497E-04

1.25899E-04 2.5181E-04

1

2.78545E-08 7.92533E-08

1.39257E-08 2.78524E-08

2

2.15399E-12 9.97795E-12

1.07685E-12 2.15383E-12

3

TABLEIII EXAMPLEIII

4

2 1

qk  k

q 1

k

5.02206 9.0

1.0 4.99918

0

2.6672E-02 4.75344E-02

5.28161E-03 2.63485E-02

1

6.65329E-04 2.51058E-04

2.78954E-05 1.38995E-04

2

7.33359E-04 1.32599E-06

1.47332E-07 7.33231E-07

3

7.32986E-04 7.00336E-09

7.78151E-10 3.86797E-09

4

7.32988E-04 3.6989E-11

4.10989E-12 2.04045E-11

5

5

2 1

qk

3

2

k

7.03309 13.0

2.0 6.99918

0

3.72743E-02 6.86609E-02

1.05505E-02 3.6899E-02

1

6.40508E-04 3.6264E-04

5.56563E-05 1.94651E-04

2

7.33508E-04 1.91532E-06

2.93601E-07 1.02683E-06

3

7.32985E-04 1.0116E-08

1.54881E-09 5.41679E-09

4

7.32988E-04 5.34285E-11

8.17037E-12 2.85749E-11

Vorontsov, Yu. O. Moscow University Computational Mathematics and Cybernetics.

References

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