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对称不定矩阵的校正分解
Updating Factorizations of Symmetric Indefinite Matrices
【摘要】 在分析对称正定矩阵的校正分解算法的基础上 ,提出了解决对称不定矩阵的校正分解算法 .一对称不定矩阵的Bunch Parlett分解需要 0 (n3)次运算 ,而根据对称不定矩阵的Bunch Parlett分解得到的Bunch Parlett校正分解算法仅需 0 (n2 )次运算 ,数值结果也比较稳定
【Abstract】 Previous research has been concerned with updating factorization of a symmetric positive definite matrix. Here, a numerical algorithm is presented for updating Bunch Parlet factorization of a symmetric indefinite matrix. The Bunch Parlett factorization of a symmetric indefinite matrix requires 0( n 3) arithmetic operations. According to its factorization, an updating factorization when modified by a rank one is received, it only requires 0( n 2) arithmetic operations and its numerical result is stable
【关键词】 校正分解;
对角旋转方法;
BunchParlett分解;
【Key words】 updating factorization; diagonal pivoting strategy; Bunch Parlett factorization;
【Key words】 updating factorization; diagonal pivoting strategy; Bunch Parlett factorization;
【基金】 国家自然科学基金资助项目 (199710 6 5 )
- 【文献出处】 西安交通大学学报 ,Journal of Xi’an Jiaotong University , 编辑部邮箱 ,2002年02期
- 【分类号】O241.6
- 【下载频次】132