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线性约束下的矩阵束最佳逼近及其应用 总被引:22,自引:1,他引:21
1.引言 用C~(n×m)表示所有n×m阶复矩阵的集合,R~(n×m)表示所有n×m阶实矩阵的集合,R_r~(n×m)表示R~(n×m)中矩阵秩为r的子集.任取A,B∈R~(n×m),定义内积和范数为 相似文献
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实对称矩阵广义特征值反问题 总被引:10,自引:0,他引:10
戴华 《高校应用数学学报(A辑)》1992,7(2):167-176
本文研究如下实对称矩阵广义特征值反问题: 问题IGEP,给定X∈R~(n×m),1=diag(λ_II_k_I,…,λ_pI_k_p)∈R~(n×m),并且λ_I,…,λ_p互异,sum from i=1 to p(k_i=m,求K,M∈SR~(n×n),或K∈SR~(n×n),M∈SR_0~(n×m),或K,M∈SR_0~(n×n),或K∈SR~(n×n),M∈SR_+~(n×n),或K∈SR_0~(n×n),M∈SR_+~(n×n),或K,M∈SR_+~(n×m), (Ⅰ)使得 KX=MXA, (Ⅱ)使得 X~TMX=I_m,KX=MXA,其中SR~(n×n)={A∈R~(n×n)|A~T=A},SR_0~(n×n)={A∈SR~(n×n)|X~TAX≥0,X∈R~n},SR_+~(n×n)={A∈SR~(n×n)|X~TAX>0,X∈R~n,X≠0}. 利用矩阵X的奇异值分解和正交三角分解,我们给出了上述问题的解的表达式. 相似文献
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正交矩阵的反问题及其最佳逼近 总被引:1,自引:0,他引:1
一、引言R~(n×m)表示所有n×m实矩阵的集合,R_r~(n×m)表示R~(n×m)中秩为r的子集,■A,B∈R~(n×m),(A,B)=trB~TA表示内积,‖A‖=(A.A)~(1/2)表示矩阵A的范数,R(A),N(A)分别表示A的列空间和零空间。现考虑如下矩阵反问题: 相似文献
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线性流形上实对称矩阵最佳逼近 总被引:28,自引:4,他引:24
1.引言 首先介绍一些记号,IR~(n×m)表示所有n×m实矩阵的全体,SIR~(n×n)表示所有n×n实对称矩阵的全体,OIR~(n×n)表示所有n×n正交矩阵的全体,I_n表示n阶单位矩阵,A~T和A~+分别表示矩阵A的转置和Moore-Penrose广义逆。对A=(a_(ij)),B=(b_(ij))∈IR~(n×m),A*B表示A与B的Hadamard积,定义为A*B=(a_(ij)b_(ij)),并且定义A与B的内积 相似文献
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§1 问题的提法R~(n×m)表示所有 n×m 阶实阵集合,(A)表示矩阵 A 的列空间,A~+表示 A 的 Moore-Penrose 广义逆,P_A=AA~+表示到(A)的正交投影核子;I_n 表示 n 阶单位阵,‖·‖_F 表示 Frobenius 范数。问题Ⅰ给定X,Y∈~(n×m),Λ=diag(λ_1,λ_2,…,λ_m)∈R~(m×m),找 A∈R~(n×m),使得问题Ⅱ给定 A~*∈R~(n×n),找∈S_E,使得‖A~*-‖_F=‖A~*-A‖_F,其中 S_E是问题Ⅰ的集合。本文讨论问题Ⅰ有解的充分与必要条件,且求出 S_E的表达式,同时给出的表达式。 相似文献
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1.问题的提法 R~(n×m)表示所有n×m阶实矩阵的集合,R~(n×1)=R~n,R_r~(n×m)表示R~(n×m)中秩为r的子集.||·||取Frobenius范数.若?0≠x∈R~n,α≥0,有x~TAx≥αx~Tx(>αx~Tx),则记为A≥α(>α).若A≥0(>0)且A=A~T,则A为对称半正定(正定)阵. 令 相似文献
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两类矩阵反问题解的稳定性 总被引:1,自引:0,他引:1
戴华 《高等学校计算数学学报》1994,16(1):87-96
1 引 言 用R~(n×m)表示所有n×m实矩阵的全体,R_r~(n×m)表示R~(n×m)中矩阵秩为r的子集。A>0(A≥0)表示方阵A是实对称正定(半正定)矩阵。SR_+~(n×n)(SR_0~(n×n)表示所有n×n实 相似文献
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线性流形上的逆特征值问题 总被引:6,自引:1,他引:5
戴华 《高等学校计算数学学报》1995,17(4):357-366
1 问题的提法先说明一些记号,R~(n×m)表示所有n×m实矩阵的全体。OR~(n×m)表示所有n×n正交矩阵的 相似文献
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1.引言 令R~(n×m)表示所有n×m阶实矩阵集合;OR~(n×n)表示所有n阶正交矩阵全体;A~+表示A的Moore-penrose广义逆;I_к表示К阶单位阵;SR~(n×n)表示n阶实对称矩阵的全体;rank(A)表示A的秩;||·||是矩阵的Frobenius范数;对A=(a_(ij)),B=(b_(ij))∈R~(n×m),A*B表示A与B的Hadamard乘积,其定义为A*B=(a_(ij),b_(ij))。 相似文献
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Gendi Wang Xiaohui Zhang Yueping Jiang 《Journal of Mathematical Analysis and Applications》2011,379(1):200-646
The generalized Grötzsch function has numerous applications in geometric function theory and analytic number theory and its properties have been investigated by many authors. In this paper we study the concavity of the generalized Grötzsch function with respect to Hölder means. 相似文献
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Estimating generalized state density of near-extreme events and its applications in analyzing stock data 总被引:1,自引:0,他引:1
This paper studies the generalized state density (GDOS) of near-historical extreme events of a set of independent and identically distributed (i.i.d.) random variables. The generalized density of states is proposed which is defined as a probability density function (p.d.f.). For the underlying distribution in the domain of attraction of the three well-known extreme value distribution families, we show the approximate form of the mean GDOS. Estimates of the mean GDOS are presented when the underlying distribution is unknown and the sample size is sufficiently large. Some simulations have been performed, which are found to agree with the theoretical results. The closing price data of the Dow-Jones industrial index are used to illustrate the obtained results. 相似文献
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Integral transform and fractional derivative formulas involving the extended generalized hypergeometric functions and probability distributions
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H. M. Srivastava Ritu Agarwal Sonal Jain 《Mathematical Methods in the Applied Sciences》2017,40(1):255-273
In the present paper, our aim is to establish several formulas involving integral transforms, fractional derivatives, and a certain family of extended generalized hypergeometric functions. As corollaries and consequences, many interesting results are shown to follow from our main results. A probability density function involving the extended generalized hypergeometric function is introduced, and its properties are studied. The corresponding properties of some of the classical probability distributions and their associated probability density functions are easily derivable as special cases of our general results. Copyright © 2016 John Wiley & Sons, Ltd. 相似文献
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Various authors have studied extensions of Shannon’s entropy but their inferential properties and applications in applied
sciences have not invited proper attention from researchers. In the present paper we explore the motivation and implication
of using various classes of the generalized entropies and conditional entropies. We evaluate β-class and (α, β)-class entropies for multivariate normal density function. We also obtain the measures of dependence in terms of the classes
of generalized entropies.
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Sung Kyun Kim Sung Lai Kim Yu Seon Jang 《Journal of Applied Mathematics and Computing》2004,15(1-2):147-158
Sufficient conditions are given under which a generalized class of kernel-type estimators allows asymptotic approximation on the modulus of continuity. This generalized class includes sample distribution function, kernel-type estimator of density function, and an estimator that may apply to the censored case. In addition, an application is given to asymptotic normality of recursive density estimators of density function at an unknown point. 相似文献
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Recently it has been observed that the generalized exponential distribution can be used quite effectively to analyze lifetime data in one dimension. The main aim of this paper is to define a bivariate generalized exponential distribution so that the marginals have generalized exponential distributions. It is observed that the joint probability density function, the joint cumulative distribution function and the joint survival distribution function can be expressed in compact forms. Several properties of this distribution have been discussed. We suggest to use the EM algorithm to compute the maximum likelihood estimators of the unknown parameters and also obtain the observed and expected Fisher information matrices. One data set has been re-analyzed and it is observed that the bivariate generalized exponential distribution provides a better fit than the bivariate exponential distribution. 相似文献
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In this paper we consider the generalized Cramér-Lundberg risk model including tax payments. We investigate how tax payments affect the behavior of a Cramér-Lundberg surplus process by defining an expected discounted penalty function at ruin. We derive an explicit expression for this function by solving a differential equation. Consequently, the explicit formulas for the discounted probability density function of the surplus immediately before ruin and the discounted joint probability density function of the surplus immediately before ruin and the deficit at ruin are obtained. We also give explicit expressions for the function for exponential claims. 相似文献
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李祖泉 《纯粹数学与应用数学》2010,26(4):529-533
讨论了集值映射空间在赋予点态收敛拓扑或紧开拓扑下的权数,特征,网络权,稠密度等基数函数,利用自然映射,诱导映射和嵌入等方法将单值连续映射空间的有关结论推广到集值映射空间类上. 相似文献
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给出了Cauchy多项式c_n~α(z)的定义,并导出它的生成函数.再利用Riordan阵方法得到包含Cauchy多项式的一些恒等式,获得它与广义调和多项式H_n~((r))(z),广义Stirling多项式P_(n,r)(z)的关系式. 相似文献