节点文献
求解非对称矩阵广义特征问题的Lanczos-QR方法
The Lanczos-QR Algorithm Applied to Unsymmetric Generalized Eigenvalue Problem
【摘要】 文中用双向 Lanczos迭代将非对称矩阵广义特征问题转化为三对角矩阵标准特征问题 ,然后用带原点移位的双重步 QR法求解三对角矩阵的特征问题 ,整个求解过程都是实数运算 ,分别求出复特征根的实部和虚部
【Abstract】 In this paper, the two sided Lanczos recursion is used to transform the unsymmetric generalized eigenvalue problem into tridiagonal standard eigenvalue problem. Application of the two sided QR algorithm with origin shift to solve the eigenvalue problem of tridiagonal matrix is presented. Therefore, all solutions are performed in real arithmetic. The real part and complex part of the complex eigenvalue can be extracted separately.
【关键词】 非对称矩阵;
广义特征值;
Lanczos法;
QR法;
【Key words】 unsymmetric matrix; generalized eigenvalue problem; Lanczos method; QR method;
【Key words】 unsymmetric matrix; generalized eigenvalue problem; Lanczos method; QR method;
- 【文献出处】 武汉理工大学学报(交通科学与工程版) ,Journal of Wuhan University of Technology , 编辑部邮箱 ,2002年03期
- 【分类号】O241.6
- 【被引频次】10
- 【下载频次】347