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QR與LR算則之位移策略 / On the shift strategies for the QR and LR algorithms

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.

Identiferoai:union.ndltd.org:CHENGCHI/B2002004735
Creators黃義哲, HUANG, YI-ZHE
Publisher國立政治大學
Source SetsNational Chengchi University Libraries
Language英文
Detected LanguageEnglish
Typetext
RightsCopyright © nccu library on behalf of the copyright holders

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