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toepltz矩阵广义逆的快速算法
犷 652749
Toeplitz矩阵广义逆的的快速算法
摘 要
这篇硕士论文首先回顾了Toeplitz矩阵和位移秩,详细介绍了
△,△十,△一这三个位移算子.然后对矩阵的加权Moore-Penrose逆的
位移秩的大小作了估计.因为Toeplit:矩阵的Moore-Penrose逆和群
逆的位移秩都很小,随后,我们修改了Newton迭代法,提出了计算
秩亏损Toeplitz矩阵Moore-Penros。逆的两个算法,它们的每一步迭
代几乎只需要O(1)步FFT运算,而且对特定的参数选取是二次收
敛的.数值试验表明,即使不用特定的参数选取,这两个算法的收敛
也是非常快的.最后,我们又提出了计算奇异Toeplitz矩阵群逆的快
速算法,同样,它的每一步迭代也只需要几乎O(1)步FFT运算,而
且对特定的参数选取是二次收敛的。数值试验又表明,即使不用特定
的参数选取,这个算法的收敛也是非常快的.
关键词:快速算法,Toeplitz矩阵,广义逆,Moore-Penrose逆,加
权Moore-Penrose逆,群逆,Newton迭代法,位移,位移秩
2
FAST ALGORITHM SFOR GENERALIZED INVERSES
OF TOEPLITZM ATRICES
ABSTRACT
Inthismasterthesis,wefirstreviewsomeresultsonToeplitzmatrices
anddisplacementrank,andweintroducethefollowingthreedisplacementop-
erators:△,△+,△一 Thenweestimatethedisplacementrankofamatrixs
weightedMoore-Penroseinverse.Becauseofthesmalldisplacementrankof
aToeplitzmatrixsMoore-Penroseinverseandgroupinverse,wethenmodify
theNewtonsiteration.WeproposetwoalgorithmsforcomputingtheMoore-
Penroseinverseofrank-deficientToeplitzmatrices.Eachiterationstepofthe
algorithmsneedonlyalmostO(1)FFTs,andforcertainchoosedparameter,
thealgorithmswillconvergequadratically.Thenumericaltestsshowthat
thealgorithmsconvergequicklyevenwedontchoosethecertainparameter.
Finally,Weproposeanewalgorithmforcomputingthegroupinverseofsingu-
larToeplitzmatrices.Eachiterationstepofthealgorithmneedsonlyalmost
O(1)FFTstoo,andforcertainchoosedparameter,thealgorithmwillconverge
quadratically.Thenumericaltestsshowthatthealgorithmconvergesquickly
evenwedontchoosethecertainparameter.
KeyWords: FastAlgorithm,ToeplitzMatrix,GeneralizedInverse,
Moore-PenroseInverse,WeightedMoore-PenroseInverse,GroupInverse,New-
tonsIteration,Displacement,DisplacementRank
旦工简介
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