Hybrid codes that combine elements of the qr and LR algorithms are described. The codes can calculate the eigenvalues and, optionally, eigenvectors of real, nonsymmetric matrices. Extensive tests are presented as evid...
详细信息
Hybrid codes that combine elements of the qr and LR algorithms are described. The codes can calculate the eigenvalues and, optionally, eigenvectors of real, nonsymmetric matrices. Extensive tests are presented as evidence that, for certain choices of parameters, the hybrid codes possess the same high reliability as the qr algorithm and are significantly faster. The greatest success has been achieved with the codes that calculate eigenvalues only. These can do the task in 15% to 50% less time than the qr algorithm.
This paper explores the relations between the matrix Riccati equation and the standard matrix eigenvalue methods. It is demonstrated that the mathematics of the analysis of the two objects is essentially the same; con...
详细信息
This paper explores the relations between the matrix Riccati equation and the standard matrix eigenvalue methods. It is demonstrated that the mathematics of the analysis of the two objects is essentially the same; consisting of the analysis of flows on the homogeneous spaces of various Lie groups.
Let G be a Lie group acting on a vector space V. I say that a vector field u : V --> V is orbital if for all p in V, u(p) is tangent to the orbit of p at p. Now let the vector space V and the vector space tangent t...
详细信息
Let G be a Lie group acting on a vector space V. I say that a vector field u : V --> V is orbital if for all p in V, u(p) is tangent to the orbit of p at p. Now let the vector space V and the vector space tangent to G at the identity have inner products. In this setting I define a simple map (which I call quasi-projection) which transforms any vector field on V into an orbital one. I use the quasi-projection map to define flows which compute canonical forms. (C) 2003 Elsevier Inc. All rights reserved.
We study the eigenvalue perturbations of an n x n real unreduced symmetric tridiagonal matrix T when one of the off-diagonal element is replaced by zero. We provide both the lower and upper perturbation bounds for eve...
详细信息
We study the eigenvalue perturbations of an n x n real unreduced symmetric tridiagonal matrix T when one of the off-diagonal element is replaced by zero. We provide both the lower and upper perturbation bounds for every eigenvalue of T. The bounds are described by the jth off-diagonal element (the one that is replaced), and the eigenvalues and eigenvectors of the leading j x j and trailing (n - j) x (n - j) principal submatrices of T. We also provide several simpler perturbation bounds that are easy to estimate in practice. Numerical examples show that the bounds predict the perturbations well. They are sharper than whose classical results only related to the off-diagonal element, especially for extreme eigenvalues. The bounds can also be incorporated with numerical methods, such as the QL(qr) algorithm and the divide-conquer algorithm, to estimates the errors of computed eigenvalues, (c) 2004 Elsevier Inc. All rights reserved.
Certain variants of the Toda flow are continuous analogues of the $qr$ algorithm and other algorithms for calculating eigenvalues of matrices. This was a remarkable discovery of the early eighties. Until very recently...
详细信息
Certain variants of the Toda flow are continuous analogues of the $qr$ algorithm and other algorithms for calculating eigenvalues of matrices. This was a remarkable discovery of the early eighties. Until very recently contemporary researchers studying this circle of ideas have been unaware that continuous analogues of the quotient-difference and $LR$ algorithms were already known to Rutishauser in the fifties. Rutishauser’s continuous analogue of the quotient-difference algorithm contains the finite, nonperiodic Toda flow as a special case. A nice feature of Rutishauser’s approach is that it leads from the (discrete) eigenvalue algorithm to the (continuous) flow by a limiting process. Thus the connection between the algorithm and the flow does not come as a surprise. In this paper it is shown how Rutishauser’s approach can be generalized to yield large families of flows in a natural manner. The flows derived include continuous analogues of the $LR$, $qr$, $SR$, and $HR$ algorithms.
The usual qr algorithm for finding the eigenvalues of a Hessenberg matrix H is based on vector-vector operations, e.g. adding a multiple of one row to another. The opportunities for parallelism in such an algorithm ar...
详细信息
The usual qr algorithm for finding the eigenvalues of a Hessenberg matrix H is based on vector-vector operations, e.g. adding a multiple of one row to another. The opportunities for parallelism in such an algorithm are limited. In this paper, we describe a reorganization of the qr algorithm to permit either matrix-vector or matrix-matrix operations to be performed, both of which yield more efficient implementations on vector and parallel machines. The idea is to chase a k by k bulge rather than a 1 by 1 or 2 by 2 bulge as in the standard qr algorithm. We report our preliminary numerical experiments on the CONVEX C-1 and CYBER 205 vector machines.
Fortran programs for locating numerical instabihties in algebraic processes are given. They easily diagnose known instabilities in certain versions of the qr algorithm and the Gram-Schmidt method. To analyze a given n...
详细信息
Compared to standard numerical methods for initial value problems (IVPs) for ordinary differential equations (ODEs), validated methods (often called interval methods) for IVPs for ODEs have two important advantages: i...
详细信息
Compared to standard numerical methods for initial value problems (IVPs) for ordinary differential equations (ODEs), validated methods (often called interval methods) for IVPs for ODEs have two important advantages: if they return a solution to a problem, then (1) the problem is guaranteed to have a unique solution, and (2) an enclosure of the true solution is produced. We present a brief overview of interval Taylor series (ITS) methods for IVPs for ODEs and discuss some recent advances in the theory of validated methods for IVPs for ODEs. In particular, we discuss an interval Hermite-Obreschkoff (IHO) scheme for computing rigorous bounds on the solution of an IVP for an ODE, the stability of ITS and IHO methods, and a new perspective on the wrapping effect, where we interpret the problem of reducing the wrapping effect as one of finding a more stable scheme for advancing the solution. (C) 2001 IMACS. Published by Elsevier Science B.V. All rights reserved.
Let G be a Lie group acting on a vector space V. I say that a vector field u : V --> V is orbital if for all p in V, u(p) is tangent to the orbit of p at p. Now let the vector space V and the vector space tangent t...
详细信息
Let G be a Lie group acting on a vector space V. I say that a vector field u : V --> V is orbital if for all p in V, u(p) is tangent to the orbit of p at p. Now let the vector space V and the vector space tangent to G at the identity have inner products. In this setting I define a simple map (which I call quasi-projection) which transforms any vector field on V into an orbital one. I use the quasi-projection map to define flows which compute canonical forms. (C) 2003 Elsevier Inc. All rights reserved.
The issue of estimation of parameters of radar interference signal has been addressed by algorithms like Grid Search-Maximum Likelihood Estimator (GS-MLE) and Principal Component Auto-Regressive Estimator (PCAR). GS-M...
详细信息
ISBN:
(纸本)9781538659069
The issue of estimation of parameters of radar interference signal has been addressed by algorithms like Grid Search-Maximum Likelihood Estimator (GS-MLE) and Principal Component Auto-Regressive Estimator (PCAR). GS-MLE algorithm is an optimal algorithm as it achieves the Cramer-Rao Lower Bound (CRLB) but its time-complexity is high. Another algorithm, that is, the PCAR algorithm is a suboptimal algorithm but it is comparatively faster. In this paper, we propose a hybrid method to further reduce the time-complexity of the PCAR algorithm for large data size (>3000) at both high SNR (>0 dB) and low SNR (<0 dB). However, the estimates of parameters obtained by the Fast PCAR algorithm are reliable only in the SNR range of -20 dB to infinity. This is validated by comparing the Fast PCAR algorithm with the CRLB.
暂无评论