大型矩阵伪谱问题的广义投影算法-计算数学专业论文.docx

南京航空航天大学硕士学位论文 摘 要 矩阵伪谱在很多领域都有重要的理论意义和应用价值，是理解各种矩阵过程和行为的一个 非常有用的工具。它拓展了对矩阵计算现象的理解，特别是对于非正规矩阵。从科学计算的观 点看，非正规矩阵或算子的伪谱要比它的谱更可靠。但是，由于矩阵伪谱的计算量很大，因此 需要探求能够在一定合理时间内计算矩阵伪谱的高效计算方法。 本文在概述伪谱理论与计算的基础上，首先，提出了大型矩阵多项式伪谱计算的广义 Arnoldi 投影算法，采用广义 Arnoldi 投影技术降低问题的维数，从而减少计算量，提高了计算效率。 其次，对于单个矩阵，提出了自适应的网格方法，相比传统的标准网格计算方法，自适应网格 方法能够快速的定位所求伪谱边界，避免计算不感兴趣的网格点的最小特征值，从而加速伪谱 的计算速度，提高了计算效率。进而，推广到矩阵多项式伪谱问题，提出了矩阵多项式伪谱计 算的广义投影自适应网格算法。最后，对提出的各种算法，用 MATLAB 语言编制程序实现算 法，绘制伪谱图像，进行了大量数值模拟与比较，以验证其有效性。 关键词：伪谱，矩阵多项式伪谱，投影算法，自适应网格方法。 I 大型矩阵伪谱问题的广义投影算法 Abstract The computation of matrix pseudospectra, which have been widely used in many fields, is an interesting and important problem for discussion with special theoretic sense and engineering value. The pseudospectra of matrix is a powerful concept that broadens our understanding of the bahaviour of various matrix process and phenomena based on matrix computation.For non-normal matrices and operator, matrix pseudospectra had been proved to be more useful than eigenvalues. However, the compution of pseudospectra is a very expensive computational task. Thus, the use of high performace computing recources becomes key to obtaining useful answers in acceptable amouts of time. This paper, based on a brief summary of pseudospectra theory and algorithms, presents some algorithms for calculation of pseudospectra of single matrix and matrix polynomial. For large matrix polynomial , we adopt the generalized Arnoldi projection algorithm to speed up calculation .So, we can compute pseudospectra by the projection matrix which dimension is lower instead, and the result is well. For a single matrix, this paper proposes an adaptive grid method, in order to accelerate pseudo-spectral calculation. Traditionaly,compared with the standard grid method, adaptive grid method can rapidly positioning prayer pseudospectral boundary,and it avoids calculating the smallest eigenvalue of the grid points that we do not interesteded.Where it speeds up caculation of pseudospectra. Of course, t