用奇异值分解方法计算具有重特征值矩阵的特征矢量

若当(Jordan)形是矩阵在相似条件下的一个标准形,在代数理论及其工程应用中都具有十分重要的意义．针对具有重特征值的矩阵,提出了一种运用奇异值分解方法计算它的特征矢量及若当形的算法．大量数值例子的计算结果表明,该算法在求解具有重特征值的矩阵的特征矢量及若当形上效果良好,优于商用软件MATLAB和MATHEMATICA．     

矩阵特征值、特征向量的确定

首先对由 A的特征值、特征向量求 A- 1 ,AT,A* ( A的伴随矩阵 )、P- 1 AP以及 A的多项式φ( A)的特征值和特征向量的结论作了个归纳 ;对相反的情形 ,我们给出了部分已有的结果 ,并通过四道例题着重讨论了如何由 φ( A)的特征值来求 A的特征值 .     

Generalized Rayleigh quotient and finite element two-grid discretization schemes

This study discusses generalized Rayleigh quotient and high efficiency finite element discretization schemes. Some results are as follows: 1) Rayleigh quotient accelerate technique is extended to nonselfadjoint problems. Generalized Rayleigh quotients of operator form and weak form are defined and the basic relationship between approximate eigenfunction and its generalized Rayleigh quotient is established. 2) New error estimates are obtained by replacing the ascent of exact eigenvalue with the ascent of fin...     

Rayleigh quotient algorithms for nonsymmetric matrix pencils

A classical Rayleigh-quotient iterative algorithm (known as “broken iteration”) for finding eigenvalues and eigenvectors is applied to semisimple regular matrix pencils A − λB. It is proved that cubic convergence is attained for eigenvalues and superlinear convergence of order three for eigenvectors. Also, each eigenvalue has a local basin of attraction. A closely related Newton algorithm is examined. Numerical examples are included. Dedicated to the memory of Gene H. Golub.     

矩阵的广义特征值及特征向量的神经网络方法

矩阵特征值及特征向量计算在实际问题中有广泛的应用.应用神经网络方法来计算广义特征值及对应的特征向量,给出了相应的算法,并对给出的算法在数学上进行了严格证明.并用实例验证了其正确性.     

求n阶实方阵A的全部模最大的特征值及其相应特征向量的幂法

本文给出并论证了 ,当 n阶实方阵 A具有 i ( 1≤ i≤ n)个 (即任意多个 )模最大的特征值时 ,用幂法求出这些模最大的特征值及其相应特征向量的方法 .该方法是对幂法理论的进一步完善     

阻尼系统重特征对导数的计算

提出了一种计算阻尼系统重特征值及其特征向量导数的方法．该方法利用n维空间的特征向量计算特征对的导数,避免了状态空间中特征向量的使用,从而节省了计算量,提高了计算效率．最后以一个5自由度的非比例阻尼系统对所提方法进行了数值试验,数值结果表明方法是有效的．     

QR algorithm with two-sided Rayleigh quotient shifts

We introduce the two-sided Rayleigh quotient shift to the QR algorithm for non-Hermitian matrices to achieve a cubic local convergence rate. For the singly shifted case, the two-sided Rayleigh quotient iteration is incorporated into the QR iteration. A modified version of the method and its truncated version are developed to improve the efficiency. Based on the observation that the Francis double-shift QR iteration is related to a 2D Grassmann–Rayleigh quotient iteration, A doubly shifted QR algorithm with the two-sided 2D Grassmann–Rayleigh quotient double-shift is proposed. A modified version of the method and its truncated version are also developed. Numerical examples are presented to show the convergence behavior of the proposed algorithms. Numerical examples also show that the truncated versions of the modified methods outperform their counterparts including the standard Rayleigh quotient single-shift and the Francis double-shift.     

空间型中紧致无边子流形上的第一特征值

得到了两个关于空间形式中紧致无边子流形的广义位置向量场和其上Laplace算子第一特征值λ_1的积分不等式。并由此首先给出了λ_1与其上界间的间隔估计,其次得到了此紧致无边子流形等距浸入在空间形式的测地超球面或等距于测地超球面的充分条件,推广了Deshmukh[6]在欧氏空间中的相应结论。     

求n阶实方阵的任意个模最大的特征值及其相应特征向量的规范化幂法

本文给出并论证了当 n阶实方阵 A具有 r( 1≤ r≤n)个模最大的特征值及其相应特征向量的方法 .实施规范化措施 ,使得行范数等于 1 ,在电子计算机上不会产生溢出停机 ,这是一种有实用价值的算法     

A note on Inverse Iteration

Inverse iteration, if applied to a symmetric positive definite matrix, is shown to generate a sequence of iterates with monotonously decreasing Rayleigh quotients. We present sharp bounds from above and from below which highlight inverse iteration as a descent scheme for the Rayleigh quotient. Such estimates provide the background for the analysis of the behaviour of the Rayleigh quotient in certain approximate variants of inverse iteration. Copyright © 2004 John Wiley & Sons, Ltd.     

Using cross-product matrices to compute the SVD

This paper concerns accurate computation of the singular value decomposition (SVD) of an matrix . As is well known, cross-product matrix based SVD algorithms compute large singular values accurately but generally deliver poor small singular values. A new novel cross-product matrix based SVD method is proposed: (a) Use a backward stable algorithm to compute the eigenpairs of and take the square roots of the large eigenvalues of it as the large singular values of ; (b) form the Rayleigh quotient of with respect to the matrix consisting of the computed eigenvectors associated with the computed small eigenvalues of ; (c) compute the eigenvalues of the Rayleigh quotient and take the square roots of them as the small singular values of . A detailed quantitative error analysis is conducted on the method. It is proved that if small singular values are well separated from the large ones then the method can compute the small ones accurately up to the order of the unit roundoff . An algorithm is developed that is not only cheaper than the standard Golub–Reinsch and Chan SVD algorithms but also can update or downdate a new SVD by adding or deleting a row and compute certain refined Ritz vectors for large matrix eigenproblems at very low cost. Several variants of the algorithm are proposed that compute some or all parts of the SVD. Typical numerical examples confirm the high accuracy of our algorithm.Supported in part by the National Science Foundation of China (No. 10471074).     

Inexact Rayleigh Quotient-Type Methods for Eigenvalue Computations

We consider the computation of an eigenvalue and corresponding eigenvector of a Hermitian positive definite matrix A , assuming that good approximations of the wanted eigenpair are already available, as may be the case in applications such as structural mechanics. We analyze efficient implementations of inexact Rayleigh quotient-type methods, which involve the approximate solution of a linear system at each iteration by means of the Conjugate Residuals method. We show that the inexact version of the classical Rayleigh quotient iteration is mathematically equivalent to a Newton approach. New insightful bounds relating the inner and outer recurrences are derived. In particular, we show that even if in the inner iterations the norm of the residual for the linear system decreases very slowly, the eigenvalue residual is reduced substantially. Based on the theoretical results, we examine stopping criteria for the inner iteration. We also discuss and motivate a preconditioning strategy for the inner iteration in order to further accelerate the convergence. Numerical experiments illustrate the analysis.     

Multivariate Refinable Functions of High Approximation Order Via Quotient Ideals of Laurent Polynomials

We give an algebraic interpretation of the well-known zero-condition or sum rule for multivariate refinable functions with respect to an arbitrary scaling matrix. The main result is a characterization of these properties in terms of containment in a quotient ideal, however not in the ring of polynomials but in the ring of Laurent polynomials.     

TWO-GRID DISCRETIZATION SCHEMES OF THE NONCONFORMING FEM FOR EIGENVALUE PROBLEMS

This paper extends the two-grid discretization scheme of the conforming finite elements proposed by Xu and Zhou （Math. Comput., 70 （2001）, pp.17-25） to the nonconforming finite elements for eigenvalue problems. In particular, two two-grid discretization schemes based on Rayleigh quotient technique are proposed. By using these new schemes, the solution of an eigenvalue problem on a fine mesh is reduced to that on a much coarser mesh together with the solution of a linear algebraic system on the fine mesh. The resulting solution still maintains an asymptotically optimal accuracy. Comparing with the two-grid discretization scheme of the conforming finite elements, the main advantages of our new schemes are twofold when the mesh size is small enough. First, the lower bounds of the exact eigenvalues in our two-grid discretization schemes can be obtained. Second, the first eigenvalue given by the new schemes has much better accuracy than that obtained by solving the eigenvalue problems on the fine mesh directly.     

具有内部构造安全保障体系的冗余机器系统的特征值的问题

对具有内部构造安全保障体系的冗余机器系统中的特征值的存在性进行了分析求解,给出了实例,并对该系统的特征值进行了一个特征值对应一个特征向量的求征.     

Minimizers to Rayleigh quotients of critical elliptic systems involving different Hardy-type terms

In this paper, a system of semilinear elliptic equations is investigated, which involves homogeneous critical nonlinearities and different Hardy-type terms. By variational methods, the existence of minimizers to the Rayleigh quotient and ground state solutions to the system is verified completely.     

具有可修储备部件的人-机系统解的特征值分析

针对一种具有两个运行部件和一个储备部件,考虑系统通常故障的发生,且系统故障修复时间服从一般分布的人-机系统模型,对系统的本征值做了进一步分析,并通过具体实例论证了系统非零本征值的存在性,证明了系统本征值与本征向量的一一对应关系.     

QZ algorithm with two-sided generalized Rayleigh quotient shifts

We generalize the recently proposed two-sided Rayleigh quotient single-shift and the two-sided Grassmann–Rayleigh quotient double-shift used in the QR algorithm and apply the generalized versions to the QZ algorithm. With such shift strategies the QZ algorithm normally has a cubic local convergence rate. Our main focus is on the modified shift strategies and their corresponding truncated versions. Numerical examples are provided to demonstrate the convergence properties and the efficiency of the QZ algorithm equipped with the proposed shifts. For the truncated versions, local convergence analysis is not provided. Numerical examples show they outperform the modified shifts and the standard Rayleigh quotient single-shift and Francis double-shift.