计算区间特征值的Rayleigh商法.pdfVIP

计算区间特征值的Rayleigh 商法 1,2 1 杨宇军 ，陈建军 （西安电子科技大学机电工程学院，西安，710071 航天时代电子公司第七七一研究所 设计制造部，西安，710075 ） 摘要：为提高区间特征值的计算效率，首先分析了区间结构矩阵特征值的设计变量的单调性问题，随后采用区间因子法 给出了基于Rayleigh 商计算结构广义特征值的一种快速算法。当诸参数的变化区间相对其均值的离差较小时，区间结构 矩阵特征值的计算精度主要由各区间因子的差值大小所决定；且当各区间因子的差值为零时，误差亦为零。最后给出的 两个算例表明：相对于全局优化算法和区间离散法，该方法具有计算效率高、误差小的特点，具有一定的工程实用价值。 关键词：区间参数、结构矩阵、特征值、Rayleigh 商、特征向量 中图分类号：TB12, TB535.1 文献标识码：A A fast method for computing the eigenvalues of structure matrix with interval parameters Yang Yujun1,2 Chen Jianjun1 (School of Mcehno-Electronic Engineering, Xidian University, Xian 710071,China The 771 Institute of CASC, Xian 710075,China ） Abstract : In order to increase the computational efficiency of the interval eigenvalues, the monotone property of the design parameters of the structure matrix is studied firstly. Then a fast methodology for calculating the eigenvalues of structure matrix with interval parameters is put forward, which is based on the Rayleigh quotient and the theories of the interval mathematics. As the deviation of the interval factors of the design parameters are similar and close to unity, it shows that the computational error of the fast methodology are determined by the dispersion between the interval factors, and the error come up to zero if all the interval factors are equal. Finally, two numerical examples are given, which proves that the presented method is more feasible and efficient than the global optimization algorithm and the interval stepped dividing method for engineering applications. Key words: interval parameters, structure matrix, eigenvalues, Rayleigh quotient, eigenvectors ‘ 1 引言