哈密顿矩阵的逆特征值问题

该文探讨了哈密顿矩阵的逆特征值问题, 得到了有解的充要条件、通解的表达式以及最小范数解.并给出了最佳逼近解的求法. 给出了相应的算法, 数值实例说明算法是可行的.     

斜对称双对角矩阵特征值反问题

讨论了关于斜对称双对角矩阵的特征值反问题．即：已知一个n阶斜对称双对角矩阵的特征值和两个n-1阶子矩阵的部分特征值，则可求得该矩阵．最后给出了数值例子．     

Perturbation, extraction and refinement of invariant pairs for matrix polynomials

Generalizing the notion of an eigenvector, invariant subspaces are frequently used in the context of linear eigenvalue problems, leading to conceptually elegant and numerically stable formulations in applications that require the computation of several eigenvalues and/or eigenvectors. Similar benefits can be expected for polynomial eigenvalue problems, for which the concept of an invariant subspace needs to be replaced by the concept of an invariant pair. Little has been known so far about numerical aspects of such invariant pairs. The aim of this paper is to fill this gap. The behavior of invariant pairs under perturbations of the matrix polynomial is studied and a first-order perturbation expansion is given. From a computational point of view, we investigate how to best extract invariant pairs from a linearization of the matrix polynomial. Moreover, we describe efficient refinement procedures directly based on the polynomial formulation. Numerical experiments with matrix polynomials from a number of applications demonstrate the effectiveness of our extraction and refinement procedures.     

四元数矩阵积的特征值与奇异值的不等式

运用优化不等式理论和四元数体上的几何理论 ,得到了四元数矩阵积的特征值与奇异值的几个不等式 .     

Eigenvalue Problem of Doubly Stochastic Hamiltonian Systems with Boundary Conditions

In this paper, we investigate the eigenvalue problem of forward-backward doubly stochastic dii~erential equations with boundary value conditions. We show that this problem can be represented as an eigenvalue problem of a bounded continuous compact operator. Hence using the famous Hilbert-Schmidt spectrum theory, we can characterize the eigenvalues exactly.     

对称矩阵与反对称矩阵广义特征值反问题的拓广

定义了上三角等次对角线矩阵和上三角交错次对角线矩阵;讨论了矩阵方程AX-XA=0的对称解与AX XA=0的反对称解.在此基础上考虑了以下问题的可解性:给定A∈Rn×m,D∈Rm×m,分别求X,Y∈SRn×n和X,Y∈ASRn×n,使得XA=YDA.     

A Solution of Inverse Eigenvalue Problems for Unitary Hessenberg Matrices

Let H∈Cn×n be an n×n unitary upper Hessenberg matrix whose subdiagonal elements are all positive. Partition H as H=[H11 H12 H21 H22],(0.1) where H11 is its k×k leading principal submatrix; H22 is the complementary matrix of H11. In this paper, H is constructed uniquely when its eigenvalues and the eigenvalues of (H|^)11 and (H|^)22 are known. Here (H|^)11 and (H|^)22 are rank-one modifications of H11 and H22 respectively.     

关于Jacobi矩阵的特征值反问题可解的充分必要条件的一个注记 (英)

本文讨论一类具有特殊结构的Jacobi矩阵的特征值反问题,该问题由描述变截面杆的微分方程离散化得到．我们得到了这个问题有解的一些必要条件,并且通过一些数值例子,说明了L．Lu和K．Michael给出的充分条件和算法在矩阵的阶数高于3的时候是错误的。     

Verified Computation of Eigenpairs in the Generalized Eigenvalue Problem for Nonsquare Matrix Pencils

Consider an optimization problem arising from the generalized eigenvalue problem Ax=λBx,where A,B∈Cm×n and m>n.Ito et al.showed that the optimization problem can be solved by utilizing right singular vectors of C:=[B,A].In this paper,we focus on computing intervals containing the solution.When some singular values of C are multiple or nearly multiple,we can enclose bases of corresponding invariant subspaces of CHC,where CH denotes the conjugate transpose of C,but cannot enclose the corresponding right singular vectors.The purpose of this paper is to prove that the solution can be obtained even when we utilize the bases instead of the right singular vectors.Based on the proved result,we propose an algorithm for computing the intervals.Numerical results show property of the algorithm.     

求解特征值互补问题的一类ABS算法

ABS算法是20世纪80年代初,由Abaffy,Broyden和Spedicato完成的用于求解线性方程组的含有三个参量的投影算法,是一类有限次迭代直接法。目前,ABS算法不仅可以求解线性与非线性方程组,还可以求解线性规划和具有线性约束的非线性规划等问题。本文即是利用ABS算法求解特征值互补问题的一种尝试,构造了求解特征值互补问题的ABS算法,证明了求解特征值互补问题的ABS算法的收敛性。数值例子充分验证了求解特征值互补问题的ABS算法的有效性。     

粘性阻尼线性振动系统的复模态特征值问题的一种新的矩阵摄动分析解法

本文提出了对粘性阻尼线性振动系统的复模态二次广义特征值问题进行高效近似求解的一种新的矩阵摄动分析方法,即先将阻尼矩阵分解为比例阻尼部分和非比例阻尼部分之和,并求得系统的比例阻尼实模态特征解;然后以此为初始值,将阻尼矩阵的非比例部分作为对其比例部分的小量修改,利用摄动分析方法简捷地得到系统的复模态特征值问题的近似解.这一新方法适用于振系阻尼分布不十分偏离比例阻尼情况的问题,因此对大阻尼(非过阻尼)振动系统也有效.这是它优于以前提出的基于无阻尼实模态特征解的类似摄动分析方法的重要特点.文中建立了复模态特征值和特征向量的二阶摄动解式,并通过算例证实了其有效性.此外还讨论了利用比例阻尼假定估计阻尼系统固有振动的复特征值的可行性.     

大型不正定陀螺系统本征值问题

陀螺动力系统可以导入哈密顿辛几何体系,在哈密顿陀螺系统的辛子空间迭代法的基础上提出了一种能够有效计算大型不正定哈密顿函数的陀螺系统本征值问题的算法．利用陀螺矩阵既为哈密顿矩阵而本征值又是纯虚数或零的特点,将对应哈密顿函数为负的本征值分离开来,构造出对应哈密顿函数全为正的本征值问题,利用陀螺系统的辛子空间迭代法计算出正定哈密顿矩阵的本征值,从而解决了大型不正定陀螺系统的本征值问题,算例证明,本征解收敛得很快．     

一个特征值问题的迹公式

本文利用逼近理论的方法,分别提出了一个特征值问题在周期条件下以及在无穷衰减条件下的迹公式。     

Perturbation of the SVD in the presence of small singular values

This paper gives SVD perturbation bounds and expansions that are of use when an m × n, m ? n matrix A has small singular values. The first part of the paper gives subspace bounds that are closely related to those of Wedin but are stated so as to isolate the effect of any small singular values to the left singular subspace. In the second part first and second order approximations are given for perturbed singular values. The subspace bounds are used to show that all approximations retain accuracy when applied to small singular values. The paper concludes by deriving a subspace bound for multiplicative perturbations and using that bound to give a simple approximation to a singular value perturbed by a multiplicative perturbation.     

The Cayley Method and the Inverse Eigenvalue Problem for Toeplitz Matrices

Despite the fact that symmetric Toeplitz matrices can have arbitrary eigenvalues, the numerical construction of such a matrix having prescribed eigenvalues remains to be a challenge. A two-step method using the continuation idea is proposed in this paper. The first step constructs a centro-symmetric Jacobi matrix with the prescribed eigenvalues in finitely many steps. The second step uses the Cayley transform to integrate flows in the linear subspace of skew-symmetric and centro-symmetric matrices. No special geometric integrators are needed. The convergence analysis is illustrated for the case of n = 3. Numerical examples are presented.     

Newton's Method for a Generalized Inverse Eigenvalue Problem

A kind of generalized inverse eigenvalue problem is proposed which includes the additive, multiplicative and classical inverse eigenvalue problems as special cases. Newton's method is applied, and a local convergence analysis is given for both the distinct and the multiple eigenvalue cases. When the multiple eigenvalues are present we show how to state the problem so that it is not over-determined, and discuss a Newton-method for the modified problem. We also prove that the modified method retains quadratic convergence, and present some numerical experiments to illustrate our results. © 1997 by John Wiley & Sons, Ltd.     

一类幂零群上的特征值问题及估计

本文对幂零Lie群H_n×R^k上的Laplace算子,利用酉表示理论证明了它在全空间上无特征值存在,通过推广Friedrichs方法证明了在有界域上存在一列离散特征值,最后通过建立不变向量场之间的关系给出了特征值之差的估计.     

Perturbation Theory for the Two-Particle Schrodinger Operator on a One-Dimensional Lattice

We consider the two-particle Schrodinger operator H(k) on the one-dimensional lattice ℤ. The operator H(π) has infinitely many eigenvalues z_m(π) = v(m), m ∈ ℤ₊. If the potential v increases on ℤ₊, then only the eigenvalue z₀(π) is simple, and all the other eigenvalues are of multiplicity two. We prove that for each of the doubly degenerate eigenvalues z_m(π), m ∈ ℕ, the operator H(π) splits into two nondegenerate eigenvalues z _m ⁻ (k) and z _m ⁺ (k) under small variations of k ∈ (π − δ, π). We show that z _m ⁻ (k) < z _m ⁺ (k) and obtain an estimate for z _m ⁺ (k) − z _m ⁻ (k) for k ∈ (π − δ, π). The eigenvalues z₀(k) and z ₁ ⁻ (k) increase on [π − δ, π]. If (Δv)(m) > 0, then z _m ^± (k) for m ≥ 2 also has this property. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 145, No. 2, pp. 212–220, November, 2005.     

On the Eigenvalue Problem for Self–Adjoint Operators with Singular Perturbations

We investigate the eigenvalue problem for self–adjoint operators with singular perturbations. The general results presented here include weakly as well as strongly singular cases. We illustrate these results on two models which correspond to so–called additive strongly singular perturbations.     

Hermite矩阵特征值的新扰动界

本文研究了Hermite矩阵特征值的任意扰动,给出了新的绝对和相对扰动界．所给出的界改进了Hoffman-Wielandt和Kahan早期的结果．