非线性特征值问题平移幂法的不动点分析

平移对称高阶幂法在求解源自玻色-爱因斯坦凝聚态的非线性特征值问题方面,不仅具有较高的计算效率,而且具有点列收敛性.针对此算法进行不动点分析,区分了使用平移对称高阶幂法可以求得的特征对类型.     

空间的生产可能集和技术效率

技术效率的估计方法有参数法和非参数法,由于传统效率分析指标--资金K、劳动力L和产出Y,识别不出资产技术的差异,部分文献在参数法中采用资金装备率k（或加职工人数L）和劳动生产率y来估计企业技术效率.为探讨这一指标体系下的非参数技术效率分析方法,本文将传统（K,L,Y）空间的规模不变生产可能集映射到（k,y）空间,得到（k,y）空间的规模非增生产可能集.我们证明,决策单元在（k,y）空间的规模非增技术效率等于决策单元在传统（K,L,Y）空间的规模不变技术效率（C^2R技术效率）.这一结果简化了传统C^2R技术效率的计算,而且可以在（k,y）空间得到资产物理技术的最佳近似值--资产运营前沿技术.     

快速幂法子空间跟踪

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.     

可控阵的幂敛条件

从矩阵幂序列的角度探讨了可控阵的收敛性,得到了可控阵收敛的几个充要条件,推广了关于对称阵的结果.     

关于Sankaranarayanan的一个公开问题

设f（z）∈Sk（Γ）是全模群的一个全纯尖形式,且为所有Hecke算子的特征函数,λ（n）表示其第n个正规化的Fourier系数.Sankaranarayanan在他的一篇文章中提到：得到和式∑n≤xλ（n^3）的非显然估计是一个公开问题.在本文中,我们利用对称幂L函数的解析性质解决了这一问题.具体说来,我们证明了∑n≤xλ（n^3）≤x^3/4＋ε,∑n≤xλ（n^4）≤x7/9＋ε.     

求解非定常Lavrentiev迭代方程的多尺度配置法

本文采用多尺度配置法求解第一类弱扇形积分方程.将压缩配置法用于投影离散非定常迭代正则化方程,得到了近似解在Banach空间范数下误差估计,给出了迭代停止准则,确保近似解无穷范数下的最优收敛率.优点是确保了收敛率,减少了计算量.数值例子验证了算法的有效性.     

梯度Q-线性收敛的光滑凸极小化的一阶算法

受性能估计问题(PEP)方法的启发,通过考察最坏函数误差的收敛边界(即效率),优化了迭代点对应的梯度满足Q-线性收敛的光滑凸极小化的一阶方法的步长系数.介绍新的有效的一阶方法,称为QGM,具有与优化梯度法(OGM)类似的计算有效形式.     

l~P-系数正则化Shannon采样学习算法收敛速度(英文)

研究l~P-系数正则化意义下Shannon采样学习算法的收敛速度估计问题.借助l~P-空间的凸性不等式给出了样本误差和正则化误差的上界估计,并给出了用K-泛函表示的逼近误差估计.将K-泛函的收敛速度估计转化为平移网络逼近问题,在此基础上给出了用概率表示的学习速度.     

(α,δ)-弱刚性环上的Ore扩张

本文研究（α,δ）-弱刚性环上的Ore扩张环R[x;α,δ]的弱对称性、弱zip性、幂零p.p.性和幂零Baer性.利用对多项式的逐项分析的方法,证明了如果R是（α,δ）-弱刚性环和半交换环,则Ore扩张环R[x;α,δ]是弱对称的（弱zip的,幂零p.p.的,幂零Baer的）当且仅当R是弱对称的（弱zip的,幂零p.p.的,幂零Baer的）.这些结果统一和扩展了前面已有的相关结论.     

离散抽样Gamma-OU过程的参数估计

平稳Gamma-OU过程是用于刻画金融资产波动的一类重要模型. 本文主要考虑基于离散观察的Gamma-OU过程的参数估计. 文中给出了强度参数λ的估计量及其收敛性，模拟显示这一估计是相当准确的. 在假设参数λ已被估计出来的条件下, 又研究了形状参数c和尺度参数α的最大似然估计, 其中关于这两个参数的似然函数是难于计算的. 通过Gaver-Stehfest算法, 我们构造了一个似然函数的具体估计序列, 它收敛于真实(但未知）的似然函数. 最大化这一序列可以得到收敛于真实最大似然估计的一列估计量, 并且这一估计序列具有与最大似然估计相同的收敛性. 模拟显示在大多数有关波动率的实际背景下, 我们的方法是非常准确的.     

CONVERGENCE ANALYSIS ON SS-HOPM FOR BEC-LIKE NONLINEAR EIGENVALUE PROBLEMS

Shifted symmetric higher-order power method (SS-HOPM) has been proved effective in solving the nonlinear eigenvalue problem oriented from the Bose-Einstein Condensation (BEC-like NEP for short) both theoretically and numerically. However, the convergence of the sequence generated by SS-HOPM is based on the assumption that the real eigenpairs of BEC-like NEP are finite. In this paper, we will establish the point-wise convergence via Lojasiewicz inequality by introducing a new related sequence.     

计算张量特征对的瑞利商迭代法

In this paper,we propose a Rayleigh quotient iteration method (RQI)to calculate the Z-eigenpairs of the symmetric tensor,which can be viewed as a generalization of shifted symmetric higher-order power method (SS-HOPM).The convergence analysis and the fixed-point analysis of this algorithm are given.Nu-merical examples show that RQI needs fewer iterations than SS-HOPM while keep the amount of computation per iteration.     

BEC类非线性特征值问题的平移对称高阶幂法（英文）

We consider the nonlinear eigenvalue problem(NEP) originated from Bose-Einstein Condensation(BEC)(BEC-like NEP for short).We extend the shifted symmetric higher-order power method(SS-HOPM) proposed by Kolda and Mayo for symmetric tensor eigenvalue to BEC-like NEP.We have shown that given a proper shift term,the Algorithm SS-HOPM is convergent theorically and numerically.We also analyze the influence of data disturbance on eigenvalues theoretically and numerically.     

Efficiency test of pseudorandom number generators using random walks

Markov chain Monte Carlo methods and computer simulations usually use long sequences of random numbers generated by deterministic rules, so-called pseudorandom number generators. Their efficiency depends on the convergence rate to the stationary distribution and the quality of random numbers used for simulations. Various methods have been employed to measure the convergence rate to the stationary distribution, but the effect of random numbers has not been much discussed. We present how to test the efficiency of pseudorandom number generators using random walks.     

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.     

Convergence analysis of generalized nonlinear inexact Uzawa algorithm for stabilized saddle point problems

This paper deals with a modified nonlinear inexact Uzawa (MNIU) method for solving the stabilized saddle point problem. The modified Uzawa method is an inexact inner-outer iteration with a variable relaxation parameter and has been discussed in the literature for uniform inner accuracy. This paper focuses on the general case when the accuracy of inner iteration can be variable and the convergence of MNIU with variable inner accuracy, based on a simple energy norm. Sufficient conditions for the convergence of MNIU are proposed. The convergence analysis not only greatly improves the existing convergence results for uniform inner accuracy in the literature, but also extends the convergence to the variable inner accuracy that has not been touched in literature. Numerical experiments are given to show the efficiency of the MNIU algorithm.     

Error correction iterative method for the stationary incompressible MHD flow

A new iterative finite element method for solving the stationary incompressible magnetohydrodynamics (MHD) equations is derived in this paper. The method consists of two steps at each iteration step, we need first to solve the MHD equations by the Oseen-type iterative scheme, and then an error correction strategy is applied to control the error arising from the linearization of the nonlinear MHD equations. The new method not only maintains the advantage of the standard Oseen-type scheme but also possesses a rapid rate of convergence. It is proved that the convergence rate of the proposed method is increased greatly under the uniqueness condition. The uniform stability and convergence of the new scheme are analyzed. Ample numerical experiments are performed to validate the accuracy and the efficiency of the new numerical scheme.     

非Hermite线性方程组的若干预处理迭代算法

非Hermite线性方程组在科学和工程计算中有着重要的理论研究意义和使用价值,因此如何高效求解该类线性方程组,一直是研究者所探索的方向.通过提出一种预处理方法,对非Hermite线性方程组和具有多个右端项的复线性方程组求解的若干迭代算法进行预处理,旨在提高原算法的收敛速度.最后通过数值试验表明,所提出的若干预处理迭代算法与原算法相比较,预处理算法迭代次数大大降低,且收敛速度明显优于原算法.除此之外,广义共轭A-正交残量平方法(GCORS2)的预处理算法与其他算法相比,具有良好的收敛性行为和较好的稳定性.     

On SSOR iteration method for a class of block two-by-two linear systems

In this paper, the optimal iteration parameters of the symmetric successive overrelaxation (SSOR) method for a class of block two-by-two linear systems are obtained, which result in optimal convergence factor. An accelerated variant of the SSOR (ASSOR) method is presented, which significantly improves the convergence rate of the SSOR method. Furthermore, a more practical way to choose iteration parameters for the ASSOR method has also been proposed. Numerical experiments demonstrate the efficiency of the SSOR and ASSOR methods for solving a class of block two-by-two linear systems with the optimal parameters.