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计算复矩阵奇异值的一种双边Jacobi型方法
引用本文:征道生,赵书钦.计算复矩阵奇异值的一种双边Jacobi型方法[J].华东师范大学学报(自然科学版),1995(3).
作者姓名:征道生  赵书钦
作者单位:华东师范大学数学系
摘    要:本文提出一种新的计算复矩阵奇异值的双边Jacobi型方法一对角元实数化方法,新方法可以避免许多繁杂的运算;减少了计算量,克服了循环Jacobi法的某些困难;而且保存了Jacobi型方法固有的高度并行性,数值例子表明对角元实数化方法是有效的。

关 键 词:复矩阵,循环Jacobi法,矩阵奇异值,对角元实数化法

A New Two-Sided Jacobi Algorithm for the SVD Problem of a Complex Matrix
ZhengDaosheng,Zhao Shuqin.A New Two-Sided Jacobi Algorithm for the SVD Problem of a Complex Matrix[J].Journal of East China Normal University(Natural Science),1995(3).
Authors:ZhengDaosheng  Zhao Shuqin
Abstract:A new two-sided Jacobi-type method for computing singular values of a complex matrix is proposed. It is called the method of realizing the diagonal elements of matrix. It can be regarded as the improvement of the cyclic Jacobi method descussed by G.E. Forsythe and P.Henrici (1960). Theoretical analysis and numerical examples show that this new method is effective.
Keywords:complex matrix cyclic Jacobi method singular values method of realizing the diagonal elements of matrix  
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