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对称Loewner矩阵Moore-Penrose逆的快速算法
引用本文:柴军锋,仝秋娟.对称Loewner矩阵Moore-Penrose逆的快速算法[J].安徽大学学报(自然科学版),2010,34(1).
作者姓名:柴军锋  仝秋娟
作者单位:西安邮电学院,应用数理系,陕西,西安710061
基金项目:国家自然科学基金资助项目(60703118;60674108);;陕西省教育厅专项科研计划基金资助项目(07JK374)
摘    要:对称Loewner矩阵在自然科学及工程技术中有着广泛的应用,许多问题都归结为求对称Loewner矩阵及其相关矩阵的代数问题.论文通过构造特殊分块矩阵并研究其逆矩阵,给出了秩为n的m×n对称Loewner矩阵Moore-Penrose逆的快速算法,该算法的计算复杂度为O(mn)+O(n2),而通过L+=(LTL)-1LT计算的复杂度为O(mn2)+O(n3).实验数据也表明前者在用时和效率方面均优于后者.

关 键 词:对称Loewner矩阵  Moore-Penrose逆  三角分解  快速算法

A fast algorithm for the Moore-Penrose inverse of symmetric Loewner matrix
CHAI Jun-feng,TONG Qiu-juan.A fast algorithm for the Moore-Penrose inverse of symmetric Loewner matrix[J].Journal of Anhui University(Natural Sciences),2010,34(1).
Authors:CHAI Jun-feng  TONG Qiu-juan
Institution:Department of Applied Mathematics and Physics;Xi'an University of Post and Telecommunications;Xi'an 710061;China
Abstract:Symmetric Loewner-type matrix has broad applications in natural sciences and engineering technologies.Many of the issues were summarized for the sake of symmetric Loewner(type) matrix and its correlation matrix algebraic problem.This article presented a new fast algorithm of Moore-Penrose inverse for an m×n symmetric Loewner-type matrix with full column rank by forming a special block matrix and studied its inverse.Its computation complexity was O(mn)+O(n2),but it was O(mn2)+O(n3) by using L+=(LTL)-1LT.Experimental results also showed that the former in terms of time and accuracy were better than the latter.
Keywords:symmetric Loewner matrix  Moore-Penrose inverse  triangular factorization  fast algorithm  
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