An invariant deflation for lower banded matrices
نویسندگان
چکیده
منابع مشابه
Eigenvalue Correlations for Banded Matrices
We study the evolution of the distribution of eigenvalues of a N × N matrix ensemble subject to a change of variances of its matrix elements. Our results indicate that the evolution of the probability density is governed by a Fokker-Planck equation similar to the one governing the time-evolution of the particle-distribution in Wigner-Dyson gas, with relative variances now playing the role of ti...
متن کاملGroups of banded matrices with banded inverses
AproductADF1 : : : FN of invertible block-diagonalmatrices will be bandedwith a banded inverse. We establish this factorization with the numberN controlled by the bandwidthsw and not by the matrix size n:When A is an orthogonal matrix, or a permutation, or banded plus finite rank, the factors Fi have w D 1 and generate that corresponding group. In the case of infinite matrices, conjectures rema...
متن کاملFast transforms: Banded matrices with banded inverses.
It is unusual for both A and A(-1) to be banded--but this can be a valuable property in applications. Block-diagonal matrices F are the simplest examples; wavelet transforms are more subtle. We show that every example can be factored into A = F(1)...F(N) where N is controlled by the bandwidths of A and A(-1) (but not by their size, so this extends to infinite matrices and leads to new matrix gr...
متن کاملOn deflation for symmetric tridiagonal matrices
K.V. Fernando developed an efficient approach for computation of an eigenvector of a tridiagonal matrix corresponding to an approximate eigenvalue. We supplement Fernando’s method with deflation procedures by Givens rotations. These deflations can be used in the Lanczos process and instead of the inverse iteration.
متن کاملInner deflation for symmetric tridiagonal matrices
Suppose that one knows an accurate approximation to an eigenvalue of a real symmetric tridiagonal matrix. A variant of deflation by the Givens rotations is proposed in order to split off the approximated eigenvalue. Such a deflation can be used instead of inverse iteration to compute the corresponding eigenvector. © 2002 Elsevier Science Inc. All rights reserved.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Linear Algebra and its Applications
سال: 1983
ISSN: 0024-3795
DOI: 10.1016/0024-3795(83)90106-4