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题名Computing the maximal eigenpairs of large size tridiagonal matrices with O(1) number of iterations
作者
发表日期2018
发表期刊Numerical Mathematics: Theory, Methods and Applications
ISSN/eISSN1004-8979
卷号11期号:4页码:877-894
摘要

In a series of papers, Chen [4–6] developed some efficient algorithms for computing the maximal eigenpairs for tridiagonal matrices. The key idea is to explicitly construct effective initials for the maximal eigenpairs and also to employ a self-closed iterative algorithm. In this paper, we extend Chen’s algorithm to deal with large scale tridiagonal matrices with super-/sub-diagonal elements. By using appropriate scalings and by optimizing numerical complexity, we make the computational cost for each iteration to be O (N). Moreover, to obtain accurate approximations for the maximal eigenpairs, the total number of iterations is found to be independent of the matrix size, i.e., O (1) number of iterations. Consequently, the total cost for computing the maximal eigenpairs is O (N). The effectiveness of the proposed algorithm is demonstrated by numerical experiments.

关键词Maximal eigenpair large size tridiagonal matrix scaling complexity
DOI10.4208/nmtma.2018.s11
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收录类别SCIE ; CPCI-S
语种英语English
WOS研究方向Mathematics
WOS类目Mathematics, Applied ; Mathematics
WOS记录号WOS:000438884900012
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文献类型期刊论文
条目标识符https://repository.uic.edu.cn/handle/39GCC9TT/4768
专题个人在本单位外知识产出
作者单位
Department of Mathematics, Southern University of Science and Technology Shenzhen, China
推荐引用方式
GB/T 7714
Tang, Tao,Yang, Jiang. Computing the maximal eigenpairs of large size tridiagonal matrices with O(1) number of iterations[J]. Numerical Mathematics: Theory, Methods and Applications, 2018, 11(4): 877-894.
APA Tang, Tao, & Yang, Jiang. (2018). Computing the maximal eigenpairs of large size tridiagonal matrices with O(1) number of iterations. Numerical Mathematics: Theory, Methods and Applications, 11(4), 877-894.
MLA Tang, Tao,et al."Computing the maximal eigenpairs of large size tridiagonal matrices with O(1) number of iterations". Numerical Mathematics: Theory, Methods and Applications 11.4(2018): 877-894.
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