首页 | 本学科首页   官方微博 | 高级检索  
相似文献
 共查询到20条相似文献,搜索用时 93 毫秒
1.
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  
戴华 《计算数学》1989,11(1):29-37
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   

2.
实对称矩阵广义特征值反问题   总被引:10,自引:0,他引:10  
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   

3.
1.模糊矩阵及半序关系若矩阵 A=[a_(ij)]_(n×m),其中0≤a_(ij)≤1,则称 A 是一个 n×m 阶模糊矩阵,这种模糊矩阵的全体记为 M_(n×m).任意 A=[a_(ij)]_(n×m),B=[b_(ij)]_(n×m) 是两个 n×m 阶模糊矩阵,若 b_(ij)≤a_(ij),1≤i≤n,1≤j≤m,记为 B≤A(或等价记为 A≥B);关系“≤”(或“≥”)构成了 M_(n×m)中的一个半序关系.在 M_(n×m)中定义:  相似文献   

4.
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   

5.
线性流形上实对称矩阵最佳逼近   总被引:27,自引:4,他引:23  
戴华 《计算数学》1993,15(4):478-488
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   

6.
§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   

7.
给定m×n阶矩阵A,我们给出了它的加边矩阵M=[A B C O] (1)为非奇的充分必要条件。其中O为r1×r2阶零矩阵。把M的逆矩阵记为分块形式M-1=[A1 B2 C3 O4]其中C1为n×m、C2为n×r1、C3为r2×m、C4为r2×r1阶矩阵。在一定条件下,我们证明了其中的C1为A的广义逆矩阵A+。  相似文献   

8.
线性流形上的逆特征值问题   总被引:6,自引:1,他引:5  
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   

9.
两类矩阵反问题解的稳定性   总被引:1,自引:0,他引:1  
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   

10.
一类矩阵反问题及其数值解法   总被引:6,自引:0,他引:6  
张磊 《计算数学》1987,9(4):431-437
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   

11.
This paper proposes a novel numerical method for predicting the probability density function of generalized eigenvalues in the mechanical vibration system with consideration of uncertainties in structural parameters. The eigenproblem of structural vibration is presented by first and the sensitivity of generalized eigenvalues with respect to structural parameters can be derived. The probability density evolution method is then developed to capture the probability density function of generalized eigenvalues considering uncertain material properties. Within the proposed method, the probability density evolution equation for the generalized eigenvalue problem is established accounting for the sensitivity of generalized eigenvalues with respect to structural parameters. A new variable which connects generalized eigenvalues to structural parameters is then introduced to simplify the original probability density evolution equation. Next, the simplified probability density evolution equation is solved by using the finite difference method with total variation diminishing schemes. Finally, the probability density function as well as the second-order statistical quantities of generalized eigenvalues can be predicted. Numerical examples demonstrate that the proposed method yields results consistent with Monte-Carlo simulation method within significantly less computation time and the coefficients of variation of uncertain parameters as well as the total number of them have remarkable effects on stochastic characteristics of generalized eigenvalues.  相似文献   

12.
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   

13.
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   

14.
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   

15.
王露  易平涛  李伟伟  刘军 《运筹与管理》2019,28(12):106-111
针对多属性决策问题,本文面向广义梯形模糊数的决策信息,提出了广义梯形模糊数密度加权算子(TF-DWA算子)的信息集结方法。首先介绍了广义梯形模糊数密度加权算子及其合成算子,并分析了其性质特点。然后,基于信息分布的疏密程度讨论了广义梯形模糊数的分组问题,通过质心排序指标值进行聚类。在此基础上,基于熵值法求解密度加权向量。最后,通过一个应用算例对本文提出的算子进行简要说明。  相似文献   

16.
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.   相似文献   

17.
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   

18.
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   

19.
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   

20.
Based on the product of two-parameter Laplace Birnbaum-Saunders fatigue life distribution, its failure distribution mode is theoretically derived under the progressive stress accelerated life test with inverse power law model, and then three-parameter generalized Laplace Birnbaum-Saunders fatigue life distribution is introduced. The basic properties of three-parameter generalized Laplace Birnbaum-Saunders fatigue life distribution are analyzed, and the image characteristics of its density function, failure rate function and average failure rate function are investigated. Meanwhile, the point estimate method is given for three parameters, and then the point estimates of parameters are obtained for the product of two-parameter Laplace Birnbaum-Saunders fatigue life distribution under the progressive stress accelerated life test with inverse power law model. In addition, the practical example and simulation examples are illustrated to show the feasibility of the proposed method.  相似文献   

设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号