对称不定矩阵的校正分解  

Updating Factorizations of Symmetric Indefinite Matrices

作　　者：杨传胜[1] 徐成贤[1] 袁玉波[1] 

机构地区：[1]西安交通大学理学院,西安710049

出　　处：《西安交通大学学报》2002年第2期214-217,共4页Journal of Xi'an Jiaotong University

基　　金：国家自然科学基金资助项目 (199710 6 5 )

摘　　要：在分析对称正定矩阵的校正分解算法的基础上 ,提出了解决对称不定矩阵的校正分解算法 .一对称不定矩阵的Bunch Parlett分解需要 0 (n3)次运算 ,而根据对称不定矩阵的Bunch Parlett分解得到的Bunch Parlett校正分解算法仅需 0 (n2 )次运算 。Previous research has been concerned with updating factorization of a symmetric positive definite matrix. Here, a numerical algorithm is presented for updating Bunch Parlet factorization of a symmetric indefinite matrix. The Bunch Parlett factorization of a symmetric indefinite matrix requires 0( n 3) arithmetic operations. According to its factorization, an updating factorization when modified by a rank one is received, it only requires 0( n 2) arithmetic operations and its numerical result is stable

关 键 词：校正分解 对角旋转方法 Bunch-Parlett分解 对称正定矩阵 对称不定矩阵 数值线性代数 

分 类 号：O151.21[理学—数学] O241.6[理学—基础数学]