本文主旨在探討計算正交矩陣特徵值問題的三種方法。首先利用正交矩陣之特質，將 該矩陣以蘇爾參數(Schur parameters)之形式表出。再以下列三種計算特徵值問題的 方法，去比較這些方法所算出之特徵至與特徵值與特徵向量之精確度。 1.QR方法。 2.DC方法1。 3.SC方法2。 最後，並以此三種方法之適用性作為結論。 / ABSTRACT The main topic of this essay is to discuss three methods which compute the eigen-problem of orthogonal matrices. First, we use the characteristic of orthogonal matrix to represent the matrix with Schur parmetric form. Then we use the following methods based on structure above to compute and compare the accuracy of eigenvalues andeigenvectors.

用QR與LR迭代法求矩陣特徵值與特徵向量之過程中，前人曾提出位移策略以加速其收斂速度，其中最有效的是Wilkinson 移位值。在此我們希望尋求能使收斂更快速的位移值。 我們首先嘗使用一三階子矩陣之特徵值作為一次QR迭代之移位值。在此子矩陣之特徵值中，我們選擇最接近Wilkinson 移位值的特徵值為移位值，期使特徵值之收斂更快。 另一移位策略是用一較快速省功的算則先計算矩陣之特徵值，再以這些計算值作為QR迭代之位移值，來計算較為費功的特徵向量。希望能較快得到所需要的特徵值與特徵向量。 在計算特徵值之算則中，Cholesky迭代法以其計算簡單，執行速度快為我們所選擇。由程式執行結果可知這兩種算則較EISPACK 的算則分別節省了約10% 與30% 的運算量。我們比較這些策略，並將結果列於文中。 / Abstract The QR and LR algorithms are the general methods for computing eigenvalues and eigenvectors of a dense matrix. In this paper, we propose some shift strategies that can increase the efficiency of the QR algorithm by first computing the eigenvalues of the matrix (or its trailing submatrix) in a fast and economical way, and then using them as shifts to find the eigenvalues and their corresponding eigenvectors. When incorporated with QR algorithm, these kinds of shift strategies can save about 10 to 30percent of work in arithmetic operations.

In this thesis three methods LMGS, TQR and GR are applied to solve an inverseeigenvalue problem. We list the numerical results and compare the accuracy of the computed Jacobi matrix $T$ and the associated orthogonal matrix $Q$, wherethe columns of $Q^T$ are the eigenvectors of $T$. In the application of this inverse eigenvalue problem, the Fourier coefficients of $h(x)=e^x$ relative to the orthonormal polynomials associatedwith $T$ are evaluated, and these values are used to compute the least squarescoefficients of $h$ relative to the Chebyshev polynomials. We list thesenumerical results and compare them as our conclusion.