کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4639574 1341239 2012 15 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Recursive approximation of the dominant eigenspace of an indefinite matrix
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Recursive approximation of the dominant eigenspace of an indefinite matrix
چکیده انگلیسی

We consider here the problem of tracking the dominant eigenspace of an indefinite matrix by updating recursively a rank kk approximation of the given matrix. The tracking uses a window of the given matrix, which increases at every step of the algorithm. Therefore, the rank of the approximation increases also, and hence a rank reduction of the approximation is needed to retrieve an approximation of rank kk. In order to perform the window adaptation and the rank reduction in an efficient manner, we make use of a new anti-triangular decomposition for indefinite matrices. All steps of the algorithm only make use of orthogonal transformations, which guarantees the stability of the intermediate steps. We also show some numerical experiments to illustrate the performance of the tracking algorithm.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Computational and Applied Mathematics - Volume 236, Issue 16, October 2012, Pages 4090–4104
نویسندگان
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