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題名 三對角QR算則之位移策略
Shifts of origin for the real symmetric tridiagonal QR algorithm
作者 黃建發
貢獻者 王太林
黃建發
日期 1990
1989
上傳時間 3-五月-2016 14:17:43 (UTC+8)
摘要 QR 算則是目前常用的一種計算矩陣特徵值的方法,而適當的運用位移可增加比算則的收斂速度,本文探討五種己知的位移,並提出二種新位移.我們首先對各種位移做摘要性的探討及其收斂性的研究,其次舉出一些例子以說明各位移的利弊及其相互間的比較,並就下列三類方式對位移做排行:
參考文獻 [Da] Bernard Danloy (1986). "Improved Strategies of Shift for the QL Algorithm and for Inverse Iteration in the Symmetric Case,"Department of Pure and Applied Mathematics Chemin du Cyclotron,2, 1348 Louvain-la-Neuve Belgium, unpublished paper.
     [DT] T. J. Dekker and J. F. Traub (1971). "The Shifted QR Algorithm for Hermitian Matrices," 1. Linear Algebra Appl. 4, p137--54.
     [HP] W. Hoffman and B. N. Parlett (1978). "A New Proof of Global Convergence for the Tridiagonal QL Algorithm," SIAM. J. Numer.Anal. 15, p929-37.
     [JZ] Jiang Erxiong and Zhang Zhenyue (1985). "A New shift of the QL Algorithm for Irreducible Symmetric Tridiagonal Matrices," J. Linear Algebra Appl. 65, p261-72.
     [Pa] B. N. Parlett (1980). The Symmetric Eigenvalue Problem, PrenticeHall, Englewood Cliffs, N.J.
     [Sa] Youcef Saad (1974). "Shifts of Origin for the QR Algorithm,"Toronto: Pro. IFIP Congress.
     [Wa] Tai-Lin Wang (1988). Unpublished manuscripts.
     [Wi1] J. H. Wilkinson (1965). The Algebraic Eigenvalue Problem,Clarendon Press, Oxford.
     [Wi2] J. H. Wilkinson (1968). "Global Convergence of Tridiagonal QR Algorithm with Origin Shifts," 1. Linear Algebra Appl. I, p409-20.
描述 碩士
國立政治大學
應用數學系
資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002005455
資料類型 thesis
dc.contributor.advisor 王太林zh_TW
dc.contributor.author (作者) 黃建發zh_TW
dc.creator (作者) 黃建發zh_TW
dc.date (日期) 1990en_US
dc.date (日期) 1989en_US
dc.date.accessioned 3-五月-2016 14:17:43 (UTC+8)-
dc.date.available 3-五月-2016 14:17:43 (UTC+8)-
dc.date.issued (上傳時間) 3-五月-2016 14:17:43 (UTC+8)-
dc.identifier (其他 識別碼) B2002005455en_US
dc.identifier.uri (URI) http://nccur.lib.nccu.edu.tw/handle/140.119/90190-
dc.description (描述) 碩士zh_TW
dc.description (描述) 國立政治大學zh_TW
dc.description (描述) 應用數學系zh_TW
dc.description.abstract (摘要) QR 算則是目前常用的一種計算矩陣特徵值的方法,而適當的運用位移可增加比算則的收斂速度,本文探討五種己知的位移,並提出二種新位移.我們首先對各種位移做摘要性的探討及其收斂性的研究,其次舉出一些例子以說明各位移的利弊及其相互間的比較,並就下列三類方式對位移做排行:zh_TW
dc.description.tableofcontents 0 Introduction.....................................1
     1 Preliminary
     1.1 The QR Algorithm............................2
     1.2 The Importance of Shifts...........................3
     2 Shift Strategies ...........................5
     3 Analysis
     3.1 The Optimal Shift...........................11
     3.2 The Modified Optimal Shift...........................16
     3.3 The Third-order Shift ...........................20
     4 NumericaI Examples
     4.1 The Mixed Shift...........................24
     4.2 Comparison of Shifts ...........................25
     4.3 Properties of Convergence ...........................27
     4.4 Estimate of Eigenvalues ...........................28
     5 Conclusions ...........................31
     Appendix ...........................33
     References...........................41
zh_TW
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002005455en_US
dc.title (題名) 三對角QR算則之位移策略zh_TW
dc.title (題名) Shifts of origin for the real symmetric tridiagonal QR algorithmen_US
dc.type (資料類型) thesisen_US
dc.relation.reference (參考文獻) [Da] Bernard Danloy (1986). "Improved Strategies of Shift for the QL Algorithm and for Inverse Iteration in the Symmetric Case,"Department of Pure and Applied Mathematics Chemin du Cyclotron,2, 1348 Louvain-la-Neuve Belgium, unpublished paper.
     [DT] T. J. Dekker and J. F. Traub (1971). "The Shifted QR Algorithm for Hermitian Matrices," 1. Linear Algebra Appl. 4, p137--54.
     [HP] W. Hoffman and B. N. Parlett (1978). "A New Proof of Global Convergence for the Tridiagonal QL Algorithm," SIAM. J. Numer.Anal. 15, p929-37.
     [JZ] Jiang Erxiong and Zhang Zhenyue (1985). "A New shift of the QL Algorithm for Irreducible Symmetric Tridiagonal Matrices," J. Linear Algebra Appl. 65, p261-72.
     [Pa] B. N. Parlett (1980). The Symmetric Eigenvalue Problem, PrenticeHall, Englewood Cliffs, N.J.
     [Sa] Youcef Saad (1974). "Shifts of Origin for the QR Algorithm,"Toronto: Pro. IFIP Congress.
     [Wa] Tai-Lin Wang (1988). Unpublished manuscripts.
     [Wi1] J. H. Wilkinson (1965). The Algebraic Eigenvalue Problem,Clarendon Press, Oxford.
     [Wi2] J. H. Wilkinson (1968). "Global Convergence of Tridiagonal QR Algorithm with Origin Shifts," 1. Linear Algebra Appl. I, p409-20.
zh_TW