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題名 移位QR算則在三對角矩陣上之收斂
Convergence of the Shifted QR Algorithm on Tridiagonal Matrices
作者 蔡淑芬
Tsai ,Shu-Fen
貢獻者 王太林
Wang ,Tai-Lin
蔡淑芬
Tsai ,Shu-Fen
關鍵詞 QR Algorithm
Tridiagonal
日期 2003
上傳時間 18-Sep-2009 18:28:39 (UTC+8)
摘要 在計算矩陣的特徵值(eigenvalues)中,QR演算法是一種常見的技巧. 尤其如果使用適當的移位,將可以較快得到特徵值. 在本文中提出一種新的移位策略, 我們證明這各方法是可行的,而且可適用於任何矩陣. 換句說, 本篇論文主旨即是提出有關新的移位QR演算法的收斂.
The QR algorithm is a popular method for computing all the
     eigenvalues of a dense matrix. If we use a proper shift, we can
     accelerate convergence of the iterative process. Hence, we design a new shift strategy which includes an eigenvalue of the trailing principal 3-by-3 submatrix of the tridiagonal matrix. We prove the global convergence of the new strategy. In other words, the purpose of this thesis is to propose a theory of the convergence of a new shifted QR algorithm.
Abstract i
     中文摘要 ii
     1 Introduction 1
     
     2 Preliminaries 2
     2.1 Notation 2
     2.2 The shifted QR algorithm 2
     2.3 Shift strategies 4
     2.4 The convergence of sequences 5
     
     3 A Residual Estimate 5
     
     4 Convergence of the QR Iteration 8
     
     5 Conclusions and Future Work 11
     
     Reference 12
     
     Appendix 14
參考文獻 T. K. Dekker and J. F. Traub, The shifted QR algorithm for Hermitian matrices, Linear Algebra Appl., 4 (1971), pp. 137-154.
James Demmel, Applied Numerical Linear Algebra, SIAM, Philadelphia, PA, 1997.
K. Gates and W. B. Gragg, Notes on TQR algorithms, J. Comput. Appl. Math., 86 (1997), pp. 195-203.
G. H. Golub and C. F. Van Loan, Matrix Computations}, 3rd ed., The Johns Hopkins University Press, Baltimore, MD, 1996.
W. Hoffmann, B.N. Parlett, A new proof of global convergence for
the tridiagonal QL algorithm}, SIAM J. Numer. Anal., 15 (1978), pp. 929-937.
E. Jiang and Z. Zhang, A new shift of the QL algorithm for irreducible symmetric tridiagonal matrices}, Linear Algebra Appl., 65 (1985), pp. 261-272.
B. N. Parlett, The Symmetric Eigenvalue Problem, revised ed., SIAM, Philadelphia, PA, 1998.
Y. Saad, Shifts of origin for the QR algorithm, Proceedings IFIP
Congress, Toronto, 1974.
G. Thomas and R. Finney, Calculus and Analytic Geometry, 9th ed., Addison-Wesley publishing company, 1996.
T.-L. Wang, Convergence of the tridiagonal QR algorithm, Linear Algebra Appl., 322 (2001), pp. 1-17.
J. H. Wilkinson, Global convergence of tridiagonal QR algorithm
with origin shifts, Linear Algebra Appl., 1 (1968), pp. 409-420.
描述 碩士
國立政治大學
應用數學研究所
90751008
92
資料來源 http://thesis.lib.nccu.edu.tw/record/#G0090751008
資料類型 thesis
dc.contributor.advisor 王太林zh_TW
dc.contributor.advisor Wang ,Tai-Linen_US
dc.contributor.author (Authors) 蔡淑芬zh_TW
dc.contributor.author (Authors) Tsai ,Shu-Fenen_US
dc.creator (作者) 蔡淑芬zh_TW
dc.creator (作者) Tsai ,Shu-Fenen_US
dc.date (日期) 2003en_US
dc.date.accessioned 18-Sep-2009 18:28:39 (UTC+8)-
dc.date.available 18-Sep-2009 18:28:39 (UTC+8)-
dc.date.issued (上傳時間) 18-Sep-2009 18:28:39 (UTC+8)-
dc.identifier (Other Identifiers) G0090751008en_US
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/36398-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 應用數學研究所zh_TW
dc.description (描述) 90751008zh_TW
dc.description (描述) 92zh_TW
dc.description.abstract (摘要) 在計算矩陣的特徵值(eigenvalues)中,QR演算法是一種常見的技巧. 尤其如果使用適當的移位,將可以較快得到特徵值. 在本文中提出一種新的移位策略, 我們證明這各方法是可行的,而且可適用於任何矩陣. 換句說, 本篇論文主旨即是提出有關新的移位QR演算法的收斂.zh_TW
dc.description.abstract (摘要) The QR algorithm is a popular method for computing all the
     eigenvalues of a dense matrix. If we use a proper shift, we can
     accelerate convergence of the iterative process. Hence, we design a new shift strategy which includes an eigenvalue of the trailing principal 3-by-3 submatrix of the tridiagonal matrix. We prove the global convergence of the new strategy. In other words, the purpose of this thesis is to propose a theory of the convergence of a new shifted QR algorithm.
en_US
dc.description.abstract (摘要) Abstract i
     中文摘要 ii
     1 Introduction 1
     
     2 Preliminaries 2
     2.1 Notation 2
     2.2 The shifted QR algorithm 2
     2.3 Shift strategies 4
     2.4 The convergence of sequences 5
     
     3 A Residual Estimate 5
     
     4 Convergence of the QR Iteration 8
     
     5 Conclusions and Future Work 11
     
     Reference 12
     
     Appendix 14
-
dc.description.tableofcontents Abstract i
     中文摘要 ii
     1 Introduction 1
     
     2 Preliminaries 2
      2.1 Notation 2
      2.2 The shifted QR algorithm 2
      2.3 Shift strategies 4
      2.4 The convergence of sequences 5
     
     3 A Residual Estimate 5
     
     4 Convergence of the QR Iteration 8
     
     5 Conclusions and Future Work 11
     
     Reference 12
     
     Appendix 14
zh_TW
dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#G0090751008en_US
dc.subject (關鍵詞) QR Algorithmen_US
dc.subject (關鍵詞) Tridiagonalen_US
dc.title (題名) 移位QR算則在三對角矩陣上之收斂zh_TW
dc.title (題名) Convergence of the Shifted QR Algorithm on Tridiagonal Matricesen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) T. K. Dekker and J. F. Traub, The shifted QR algorithm for Hermitian matrices, Linear Algebra Appl., 4 (1971), pp. 137-154.zh_TW
dc.relation.reference (參考文獻) James Demmel, Applied Numerical Linear Algebra, SIAM, Philadelphia, PA, 1997.zh_TW
dc.relation.reference (參考文獻) K. Gates and W. B. Gragg, Notes on TQR algorithms, J. Comput. Appl. Math., 86 (1997), pp. 195-203.zh_TW
dc.relation.reference (參考文獻) G. H. Golub and C. F. Van Loan, Matrix Computations}, 3rd ed., The Johns Hopkins University Press, Baltimore, MD, 1996.zh_TW
dc.relation.reference (參考文獻) W. Hoffmann, B.N. Parlett, A new proof of global convergence forzh_TW
dc.relation.reference (參考文獻) the tridiagonal QL algorithm}, SIAM J. Numer. Anal., 15 (1978), pp. 929-937.zh_TW
dc.relation.reference (參考文獻) E. Jiang and Z. Zhang, A new shift of the QL algorithm for irreducible symmetric tridiagonal matrices}, Linear Algebra Appl., 65 (1985), pp. 261-272.zh_TW
dc.relation.reference (參考文獻) B. N. Parlett, The Symmetric Eigenvalue Problem, revised ed., SIAM, Philadelphia, PA, 1998.zh_TW
dc.relation.reference (參考文獻) Y. Saad, Shifts of origin for the QR algorithm, Proceedings IFIPzh_TW
dc.relation.reference (參考文獻) Congress, Toronto, 1974.zh_TW
dc.relation.reference (參考文獻) G. Thomas and R. Finney, Calculus and Analytic Geometry, 9th ed., Addison-Wesley publishing company, 1996.zh_TW
dc.relation.reference (參考文獻) T.-L. Wang, Convergence of the tridiagonal QR algorithm, Linear Algebra Appl., 322 (2001), pp. 1-17.zh_TW
dc.relation.reference (參考文獻) J. H. Wilkinson, Global convergence of tridiagonal QR algorithmzh_TW
dc.relation.reference (參考文獻) with origin shifts, Linear Algebra Appl., 1 (1968), pp. 409-420.zh_TW