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Modifying complex plane rotations, we derive a new Jacobi-type algorithm for the Hermitian eigendecomposition, which uses only real arithmetic. When the fast-scaled rotations are incorporated, the new algorithm brings a substantial reduction in computational costs. The new method has the same convergence properties and parallelism as the symmetric Jacobi algorithm. Computational test results show that it produces accurate eigenvalues and eigenvectors and achieves great reduction in computational time.The work of this author was supported in part by the National Science Foundation grant CCR-8813493 and by the University of Minnesota Army High Performance Computing Research Center contract DAAL 03-89-C-0038.The work of this author was supported in part by the University of Minnesota Army High Performance Computing Research Center contract DAAL 03-89-C-0038. 相似文献
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Summary. We study a diffusion model of an interacting particles system with general drift and diffusion coefficients, and electrostatic
inter-particles repulsion. More precisely, the finite particle system is shown to be well defined thanks to recent results
on multivalued stochastic differential equations (see [2]), and then we consider the behaviour of this system when the number
of particles goes to infinity (through the empirical measure process). In the particular case of affine drift and constant diffusion coefficient,
we prove that a limiting measure-valued process exists and is the unique solution of a deterministic PDE. Our treatment of
the convergence problem (as ) is partly similar to that of T. Chan [3] and L.C.G. Rogers - Z. Shi [5], except we consider here a more general case allowing
collisions between particles, which leads to a second-order limiting PDE.
Received: 5 August 1996 / In revised form: 17 October 1996 相似文献
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Dorina Mitrea Marius Mitrea Jill Pipher 《Journal of Fourier Analysis and Applications》1997,3(2):131-192
We study boundary value problems for the time-harmonic form of the Maxwell equations, as well as for other related systems
of equations, on arbitrary Lipschitz domains in the three-dimensional Euclidean space. The main goal is to develop the corresponding
theory for Lp-integrable bounday data for optimal values of p's. We also discuss a number of relevant applications in electromagnetic scattering. 相似文献
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In this paper we propose time-optimal convex hull algorithms for two classes of enhanced meshes. Our first algorithm computes the convex hull of an arbitrary set ofn points in the plane inO (logn) time on a mesh with multiple broadcasting of sizen×n. The second algorithm shows that the same problem can be solved inO (1) time on a reconfigurable mesh of sizen×n. Both algorithms achieve time lower bounds for their respective model of computation.This work was supported by NASA under grant NCCI-99.Additional support by the National Science Foundation under grant CCR-8909996 is gratefully acknowledged. 相似文献