| 快速幂法子空间跟踪 |
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| 引用本文： | 魏志强,卜春霞.快速幂法子空间跟踪[J].数学的实践与认识,2012,42(11):153-159. |
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| 作者姓名： | 魏志强 卜春霞 |
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| 作者单位： | 1. 华北水利水电学院数学与信息科学学院,河南郑州,450011
2. 郑州大学数学系,河南郑州,450001 |
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| 基金项目： | 国家自然科学基金，河南省基础与前沿技术研究计划项目 |
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| 摘 要： | 子空间跟踪算法是许多工程计算问题的核心.Hua等人将计算特征值问题的幂法扩展为自然幂法子空间跟踪算法.在指出基于秩1矩阵更新的自然幂法的快速实现方案NP3不收敛的同时,应用矩阵求逆引理给出了一种新的快速子空间跟踪算法:快速幂法子空间跟踪算法.仿真实验表明,所提算法是收敛与稳定的,其性能优于或相当于几种常见的快速子空间跟踪算法.
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| 关 键 词： | 子空间跟踪 自然幂法 快速算法 |
Fast Power Method for Subspace Tracking |
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| WEI Zhi-qiang
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BU Chun-xia.Fast Power Method for Subspace Tracking[J].Mathematics in Practice and Theory,2012,42(11):153-159. |
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| Authors: | WEI Zhi-qiang BU Chun-xia |
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| Institution: | 1.College of Mathematics and Information Sciences,North China University of Water Resources and Electric Power,Zhengzhou,450011,China) (2.Department of Mathematics,Zhengzhou University,Zhengzhou,450001,China) |
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| Abstract: | Subspace tracking algorithm is the core of the problem in many engineering calculation.Hua et al.expanded the power method of eigenvalue problem to the natural power method for subspace tracking.While the NP3 subspace tracking algorithm based on rank-one matrix updates is not convergence,we proposed a new fast subspace tracking algorithm:fast power method subspace tracking algorithm by the application of the matrix inversion lemma. Simulation results show that the proposed algorithm is convergence and stableness,and its performance is better than or equal to some well-know fast subspace tracking algorithm. |
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| Keywords: | subspace tracking natural power method fast algorithm |
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