第十一章 特征值与特征向量2.pptVIP

* Ch.5 Power Method – Deflation Technique ? 原点平移法 /* deflation technique */ 决定收敛的速度，特别 是 | ?2 / ?1 | 希望 | ?2 / ?1 | 越小越好。 不妨设 ?1 ?2 ? … ? ?n ，且 | ?2 | | ?n |。 ?1 ?2 ?n O p = ( ?2 + ?n ) / 2 思路 令 B = A ? pI ，则有 | ?I?A | = | ?I?(B+pI) | = | (??p)I?B | ? ?A ? p = ?B 。而 ，所以求B的特征根收敛快。 As far as the laws of mathematics refer to reality, they are not certain, and as far as they are certain, they do not refer to reality. -- Albert Einstein (1879-1955) How are we supposed to know where p is? ? 反幂法 /* Inverse Power Method */ Ch.5 Power Method –Inverse Power Method 若 A 有| ?1 | ? | ?2 | ? … | ?n |，则 A?1 有 对应同样一组特征向量。 1 1 1 1 1 l l l ? …? - n n A?1 的主特征根 A的绝对值最小的特征根 Q: How must we compute in every step? A: Solve a linear system with A factorized. 若知道某一特征根 ?i 的大致位置 p ，即对任意 j ? i 有| ?i ? p | | ?j ? p | ，并且如果 (A ? pI)?1存在，则可以用反幂法求(A ? pI)?1的主特征根 1/(?i ? p ) ，收敛将非常快。 思路 Ch.5 Power Method –Inverse Power Method Lab 09. Approximating Eigenvalues Approximate an eigenvalue and an associated eigenvector of a given n?n matrix A near a given value p and a nonzero vector . Input There are several sets of inputs. For each set: The 1st line contains an integer 100 ? n ? 0 which is the size of a matrix. n = ?1 signals the end of file. The following n lines contain the matrix entries in the format shown: The next line contains a real number TOL, which is the tolerance for eigenvalues, and an integer N ? 0 which is the maximum number of iterations. The next line contains an integer n ? m 0 which is the number of eigenvalues to be approximated. Each of the following m lines contains a real number p which is an initial approximation of the eigenvalue, followed by n real number entries of the nonzero vector . The numbers are separated by spaces and new lines. The inputs gu