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Fast and Stable Low-rank Symmetric Eigen-update

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자료유형학위논문
서명/저자사항Fast and Stable Low-rank Symmetric Eigen-update.
개인저자Liang, Ruochen.
단체저자명University of California, Berkeley. Applied Mathematics.
발행사항[S.l.]: University of California, Berkeley., 2018.
발행사항Ann Arbor: ProQuest Dissertations & Theses, 2018.
형태사항68 p.
기본자료 저록Dissertation Abstracts International 80-01B(E).
Dissertation Abstract International
ISBN9780438325692
학위논문주기Thesis (Ph.D.)--University of California, Berkeley, 2018.
일반주기 Source: Dissertation Abstracts International, Volume: 80-01(E), Section: B.
Adviser: Ming Gu.
요약Updating 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
요약The 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
요약Aside 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
요약In 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
일반주제명Mathematics.
Applied mathematics.
언어영어
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