자료유형 | 학위논문 |
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서명/저자사항 | Fast and Stable Low-rank Symmetric Eigen-update. |
개인저자 | Liang, Ruochen. |
단체저자명 | University of California, Berkeley. Applied Mathematics. |
발행사항 | [S.l.]: University of California, Berkeley., 2018. |
발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2018. |
형태사항 | 68 p. |
기본자료 저록 | Dissertation Abstracts International 80-01B(E). Dissertation Abstract International |
ISBN | 9780438325692 |
학위논문주기 | Thesis (Ph.D.)--University of California, Berkeley, 2018. |
일반주기 |
Source: Dissertation Abstracts International, Volume: 80-01(E), Section: B.
Adviser: Ming Gu. |
요약 | Updating the eigensystem of modified symmetric matrices is an important task arising from certain fields of applications. The core of the problem is computing the eigenvalues and orthogonal eigenvectors of a diagonal matrix with symmetric low ra |
요약 | The main contribution of this thesis is a new method to compute all the eigenvalues and eigenvectors of a real diagonal matrix with a symmetric low rank perturbation. The algorithm computes an orthogonal matrix Q = [q1, q2,..., qn] and a diagona |
요약 | Aside from solving the eigensystem update problem mentioned above, our proposed method can also be used in the divide and conquer eigenvalue algorithm. Cuppen's divide and conquer algorithm [16] solves a rank-one update of eigensystem in its mer |
요약 | In our proposed algorithm, eigenpairs are mostly computed by Rayleigh Quotient Iteration safe-guarded with bisection, with each eigenpair requiring O(nr2) flops to compute. Hence the overall computational complexity for our algorithm is O( n2r2 |
일반주제명 | Mathematics. Applied mathematics. |
언어 | 영어 |
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