随机化计算联合固有值的方法,并应用到多参数固有值问题和根查找
Haoze He1, Daniel Kressner1, Bor Plestenjak2,3
1École Polytechnique Fédérale de Lausanne (EPFL), Institute of Mathematics, 1015 Lausanne, Switzerland.
概括
这项研究引入了一种新的随机化方法,用于准确近似通勤矩阵的联合固有值. 这种方法提高了解决多参数固有值问题和多项式系统的解决器的性能.
科学领域:
- 数字分析 数字分析
- 线性代数 线性代数
- 计算数学 计算数学 计算数学
背景情况:
- 通勤矩阵家族是单元三角化的,对角线条表示联合自值.
- 计算这些联合固有值对于诸如多参数固有值问题和解决多变量多项式系统等应用至关重要.
研究的目的:
- 开发和分析一个数值方法,用于近似的 (几乎) 通勤矩阵家族的联合固有值.
- 证明拟议方法在改进现有解决方案方面的有效性.
主要方法:
- 提出一种随机方法,使用雷利分数计算自值.
- 使用来自该家族矩阵的随机线性组合的自向量.
主要成果:
- 随机化方法准确计算半简单的联合固有值.
- 数字示例表明,相关解决器的性能有所改善.
结论:
- 随机化雷利分数方法提供了一个有效的策略,用于近似联合固有值.
- 这种方法为解决复杂的自值问题和多项式系统提供了有价值的工具.
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