一个矩阵分解算法的推广及应用  

The Extension and the Application of a Matrix Decomposition Algorithm

作　　者：柳力[1] 

机构地区：[1]吉林市广播电视大学教学处,吉林吉林132002

出　　处：《数学的实践与认识》2011年第21期239-243,共5页Mathematics in Practice and Theory

摘　　要：对样本相关系数矩阵等行和分解算法作了简化和推广,使算法不仅可以应用在基于正态总体非独立样本的假设检验问题,也可以有效地运用在最优化算法中牛顿法等与二次函数极小化有关的问题上.The algorithm of equal line sum decomposition for the sample correlation coeffi- cient matrix has been simplified and extended. Therefore, the algorithm can be applied not only in hypothesis testing based on dependent sample on normal totality , but efficiently in the problems related to minimization of quadratic function such as the Newton Method in optimization as well.

关 键 词：正定矩阵 分解算法 推广 二次函数 最优化 

分 类 号：O151.21[理学—数学] O212.1[理学—基础数学]