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題名 有關賈可比矩陣數值建構上的討論
On the Numerical Construction of a Jacobi Matrix
作者 張天財
Chang, Tian-Tsair
貢獻者 王太林
Wang, Tai-Lin
張天財
Chang, Tian-Tsair
關鍵詞 賈可比矩陣
蘭可修斯過程
Jacobi matrix
Lanczos process
日期 1998
上傳時間 18-Sep-2009 18:28:12 (UTC+8)
摘要 這篇論文使用前人所提出的七種方法LMGS、ITQR、imITQR、CB、HH、TLD和TLS,去造一個賈可比(Jacobi)矩陣。文中我們使用已知的特徵值(eigenvalue)和特徵向量的第一個成份,去運作這些演算法,並列出數值的結果,以比較這六種方法造出來的賈可比矩陣之準確性。
In this thesis seven methods LMGS、ITQR、imITQR、CB、HH、TLS and TLD developed in the past are applied to construct a Jacobi matrix. We use the known eige-envalues and the first components of eigenvctors of a Jacobi matrix to execute thes-e algorithms and list the numerical results and compare the accuracy of the computed Jacobi matrix.
參考文獻 [1] G. S. Ammar and Chunyang He, On an inverse eigenvalue problem for unitary Hessenberg matrices, Linear Algebra Appl. 218 (1995), 263-271.
[2] G. S. Ammar and W. Gragg and L. Reichel, Constructing a unitary Hessenberg matrix from spectral data, in G. H. Golub and P. Van Dooren, Eds., Numerical. Linear. Algebra, Digital Signal Processing and Parallel Algorithms (Springer, N Y, 1991) 358-396.
[3] D. Boley and G. H. Golub, A survey of matrix inverse eigenvalue problems, Inverse Problems 3 (1987), 595-622.
[4] C. de Boor and G. H. Golub, The numerically stable reconstruction of a Jacobi matrix from spectral data, Linear Algebra Appl. 21 (1978), 245-260.
[5] M. T. Chu, Inverse eigenvalue problems, SIAM. Rev. 40 (1998), 1-39.
[6] B. N. Datta, Numerical Linear Algebra and Applications, Brooks/Cole, Pacific Grove, California, 1995.
[7] S. Elhay, G. H. Golub, and J. Kautsky, Updating and downdating of orthogonal polynomials with data fitting applications, SIAM J. Matrix Anal. 12 (1991), 327-353.
[8] W. Gautschi, Computational aspects of orthogonal polynomials, P.Nevai(ed.), 181-216, 1990 Kluwer Academin Publishers.
[9] W. B. Gragg, The QR algorithm for unitary Hessenberg matrices, J. Comput. Appl. Math. 16 (1968), 1-8.
[10] L. J. Gray and D. G .Wilson, Construction of a Jacobi matrix from spectral data, Linear Algebra Appl.14 (1976),131-134.
[11] H. Hochstadt, On the construction of a Jacobi matrix from spectral data, Linear Algebra Appl. 8 (1974), 435-446.
[12] H. Hochstadt, On some inverse problems in matrix theory, Ariciv der Math. 18 (1967), 201-207.
[13] T. Y. LI, and Zhonggang Zeng, The Laguerre iteration in solving the symmetric tridiagonal eigenproblem, revisted, SIAM. J. Comput. 15 (1994), 1145-1173.
[14] B. N. Parlett, The Symmetric Eigenvalue Problem, Prentice Hall, Englewood Cliffs, N. J. 1980.
[15] L. Reichel, Fast QR decomposition of Vandermonde-like matrices and polynomial least squares approximation, SIAM J. Matrix Anal. Appl. 12 (1991), 552-564.
[16] T-L. Wang, Notes on some basic matrix eigenproblem computations, unpublished manuscript.
描述 碩士
國立政治大學
應用數學研究所
85751005
87
資料來源 http://thesis.lib.nccu.edu.tw/record/#B2002001691
資料類型 thesis
dc.contributor.advisor 王太林zh_TW
dc.contributor.advisor Wang, Tai-Linen_US
dc.contributor.author (Authors) 張天財zh_TW
dc.contributor.author (Authors) Chang, Tian-Tsairen_US
dc.creator (作者) 張天財zh_TW
dc.creator (作者) Chang, Tian-Tsairen_US
dc.date (日期) 1998en_US
dc.date.accessioned 18-Sep-2009 18:28:12 (UTC+8)-
dc.date.available 18-Sep-2009 18:28:12 (UTC+8)-
dc.date.issued (上傳時間) 18-Sep-2009 18:28:12 (UTC+8)-
dc.identifier (Other Identifiers) B2002001691en_US
dc.identifier.uri (URI) https://nccur.lib.nccu.edu.tw/handle/140.119/36393-
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) 85751005zh_TW
dc.description (描述) 87zh_TW
dc.description.abstract (摘要) 這篇論文使用前人所提出的七種方法LMGS、ITQR、imITQR、CB、HH、TLD和TLS,去造一個賈可比(Jacobi)矩陣。文中我們使用已知的特徵值(eigenvalue)和特徵向量的第一個成份,去運作這些演算法,並列出數值的結果,以比較這六種方法造出來的賈可比矩陣之準確性。zh_TW
dc.description.abstract (摘要) In this thesis seven methods LMGS、ITQR、imITQR、CB、HH、TLS and TLD developed in the past are applied to construct a Jacobi matrix. We use the known eige-envalues and the first components of eigenvctors of a Jacobi matrix to execute thes-e algorithms and list the numerical results and compare the accuracy of the computed Jacobi matrix.en_US
dc.description.tableofcontents 1.Introduction.........................................................................................1
     1.1 Lanczos Process...............................................................................1
     1.2 Orthogonal Polynomials..................................................................4
     1.3 Lanczos-type Methods.....................................................................6
     1.4 DG Method......................................................................................10
     1.5 HH Method......................................................................................12
     1.6 TQR Methods..................................................................................14
     2. Examples and Numerical Results...................................................... 16
      2.1 Examples......................................................................................16
     2.2 Comparison of the Algorithms ........................................................17
     3. Conclusion..........................................................................................20
      Bibliography..........................................................................................21
      Appendix................................................................................................22
zh_TW
dc.language.iso en_US-
dc.source.uri (資料來源) http://thesis.lib.nccu.edu.tw/record/#B2002001691en_US
dc.subject (關鍵詞) 賈可比矩陣zh_TW
dc.subject (關鍵詞) 蘭可修斯過程zh_TW
dc.subject (關鍵詞) Jacobi matrixen_US
dc.subject (關鍵詞) Lanczos processen_US
dc.title (題名) 有關賈可比矩陣數值建構上的討論zh_TW
dc.title (題名) On the Numerical Construction of a Jacobi Matrixen_US
dc.type (資料類型) thesisen
dc.relation.reference (參考文獻) [1] G. S. Ammar and Chunyang He, On an inverse eigenvalue problem for unitary Hessenberg matrices, Linear Algebra Appl. 218 (1995), 263-271.zh_TW
dc.relation.reference (參考文獻) [2] G. S. Ammar and W. Gragg and L. Reichel, Constructing a unitary Hessenberg matrix from spectral data, in G. H. Golub and P. Van Dooren, Eds., Numerical. Linear. Algebra, Digital Signal Processing and Parallel Algorithms (Springer, N Y, 1991) 358-396.zh_TW
dc.relation.reference (參考文獻) [3] D. Boley and G. H. Golub, A survey of matrix inverse eigenvalue problems, Inverse Problems 3 (1987), 595-622.zh_TW
dc.relation.reference (參考文獻) [4] C. de Boor and G. H. Golub, The numerically stable reconstruction of a Jacobi matrix from spectral data, Linear Algebra Appl. 21 (1978), 245-260.zh_TW
dc.relation.reference (參考文獻) [5] M. T. Chu, Inverse eigenvalue problems, SIAM. Rev. 40 (1998), 1-39.zh_TW
dc.relation.reference (參考文獻) [6] B. N. Datta, Numerical Linear Algebra and Applications, Brooks/Cole, Pacific Grove, California, 1995.zh_TW
dc.relation.reference (參考文獻) [7] S. Elhay, G. H. Golub, and J. Kautsky, Updating and downdating of orthogonal polynomials with data fitting applications, SIAM J. Matrix Anal. 12 (1991), 327-353.zh_TW
dc.relation.reference (參考文獻) [8] W. Gautschi, Computational aspects of orthogonal polynomials, P.Nevai(ed.), 181-216, 1990 Kluwer Academin Publishers.zh_TW
dc.relation.reference (參考文獻) [9] W. B. Gragg, The QR algorithm for unitary Hessenberg matrices, J. Comput. Appl. Math. 16 (1968), 1-8.zh_TW
dc.relation.reference (參考文獻) [10] L. J. Gray and D. G .Wilson, Construction of a Jacobi matrix from spectral data, Linear Algebra Appl.14 (1976),131-134.zh_TW
dc.relation.reference (參考文獻) [11] H. Hochstadt, On the construction of a Jacobi matrix from spectral data, Linear Algebra Appl. 8 (1974), 435-446.zh_TW
dc.relation.reference (參考文獻) [12] H. Hochstadt, On some inverse problems in matrix theory, Ariciv der Math. 18 (1967), 201-207.zh_TW
dc.relation.reference (參考文獻) [13] T. Y. LI, and Zhonggang Zeng, The Laguerre iteration in solving the symmetric tridiagonal eigenproblem, revisted, SIAM. J. Comput. 15 (1994), 1145-1173.zh_TW
dc.relation.reference (參考文獻) [14] B. N. Parlett, The Symmetric Eigenvalue Problem, Prentice Hall, Englewood Cliffs, N. J. 1980.zh_TW
dc.relation.reference (參考文獻) [15] L. Reichel, Fast QR decomposition of Vandermonde-like matrices and polynomial least squares approximation, SIAM J. Matrix Anal. Appl. 12 (1991), 552-564.zh_TW
dc.relation.reference (參考文獻) [16] T-L. Wang, Notes on some basic matrix eigenproblem computations, unpublished manuscript.zh_TW