矩阵反二次型的有效估计值

IF 2.2 2区 数学 Q1 MATHEMATICS, APPLIED
Emmanouil Bizas , Marilena Mitrouli , Ondřej Turek
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引用次数: 0

摘要

本文提出了估计矩阵逆二次型 xTA-1x 的两种方法,其中 A 是阶数为 n 的对称正定矩阵,x∈Rn。利用第一种分析方法,我们建立了两个估计族,这对条件数较小的矩阵很方便。基于第二种启发式方法,我们得出了两个估计族,当向量 x 与特征向量足够接近时,这两个估计族适用于矩阵。我们证明了这些估计值的低复杂性和稳定性。我们还给出了一些数值结果,以说明这些方法的有效性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Efficient estimates for matrix-inverse quadratic forms
In this paper we present two approaches for estimating matrix-inverse quadratic forms xTA1x, where A is a symmetric positive definite matrix of order n, and xRn. Using the first, analytic approach, we establish two families of estimates which are convenient for matrices with small condition number. Based on the second, heuristic approach, we derive two families of estimates which are suitable for matrices when vector x is close enough to an eigenvector. The low complexity and stability of the estimates is proved. Several numerical results illustrating the effectiveness of the methods are presented.
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来源期刊
Applied Numerical Mathematics
Applied Numerical Mathematics 数学-应用数学
CiteScore
5.60
自引率
7.10%
发文量
225
审稿时长
7.2 months
期刊介绍: The purpose of the journal is to provide a forum for the publication of high quality research and tutorial papers in computational mathematics. In addition to the traditional issues and problems in numerical analysis, the journal also publishes papers describing relevant applications in such fields as physics, fluid dynamics, engineering and other branches of applied science with a computational mathematics component. The journal strives to be flexible in the type of papers it publishes and their format. Equally desirable are: (i) Full papers, which should be complete and relatively self-contained original contributions with an introduction that can be understood by the broad computational mathematics community. Both rigorous and heuristic styles are acceptable. Of particular interest are papers about new areas of research, in which other than strictly mathematical arguments may be important in establishing a basis for further developments. (ii) Tutorial review papers, covering some of the important issues in Numerical Mathematics, Scientific Computing and their Applications. The journal will occasionally publish contributions which are larger than the usual format for regular papers. (iii) Short notes, which present specific new results and techniques in a brief communication.
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