2
votes
0answers
65 views

Root Convergence rate of Iterative Scheme [closed]

I have an iterative sequence for optimizing an EM algorithm based loss function $L(X)$ with $t$ being the iteration number as: $X_t=ABX_{t-1}+CX_{t-1}+X_{t-1}$ where $A$ is a diagonal matrix, $B$ and ...
1
vote
0answers
234 views

Diagonal Dominance and Spectral Radius

For positive semi-definite matrices, $A$ and $B$ with real entries, Let: $X=I-(2Diag(A)-B)^{-1}(A-B)$ The spectral radius $\rho(X) \leq ||X||$. As, $(2 Diag(A)-B)$ becomes a better approximation ...