Remarks on Some Newton and Chebyshev-type Methods for Approximation Eigenvalues and Eigenvectors of Matrices
نویسندگان
چکیده
It is well known that the Newton and the Chebyshev methods for nonlinear systems require solving of a linear system at each iteration step. In this note we shall study two modified methods which avoid solving of linear systems by using the Schultz method to approximate inverses of Fréchet derivatives. At the same time we shall use the particularities of nonlinear systems arising from eigenproblems, since the Fréchet derivatives of order higher than two are the null multilinear operators. Some numerical examples will be provided in the end of this note. Denote V = Kn and let A = (aij) ∈ Kn×n, where K = R or C. We recall that the scalar λ ∈ K is an eigenvalue of A if there exists v ∈ V , v 6= 0 such that Av − λv = 0. (1)
منابع مشابه
Chebyshev acceleration techniques for large complex non hermitian eigenvalue problems
The computation of a few eigenvalues and the corresponding eigenvectors of large complex non hermitian matrices arises in many applications in science and engineering such as magnetohydrodynamic or electromagnetism [6], where the eigenvalues of interest often belong to some region of the complex plane. If the size of the matrices is relatively small, then the problem can be solved by the standa...
متن کاملEfficient Optimum Design of Steructures With Reqency Response Consteraint Using High Quality Approximation
An efficient technique is presented for optimum design of structures with both natural frequency and complex frequency response constraints. The main ideals to reduce the number of dynamic analysis by introducing high quality approximation. Eigenvalues are approximated using the Rayleigh quotient. Eigenvectors are also approximated for the evaluation of eigenvalues and frequency responses. A tw...
متن کاملNumerical solution of general nonlinear Fredholm-Volterra integral equations using Chebyshev approximation
A numerical method for solving nonlinear Fredholm-Volterra integral equations of general type is presented. This method is based on replacement of unknown function by truncated series of well known Chebyshev expansion of functions. The quadrature formulas which we use to calculate integral terms have been imated by Fast Fourier Transform (FFT). This is a grate advantage of this method which has...
متن کاملEstimating the Largest Singular Values/Vectors of Large Sparse Matrices via Modified Moments
This dissertation considers algorithms for determining a few of the largest singular values and corresponding vectors of large sparse matrices by solving equivalent eigenvalue problems. The procedure is based on a method by Golub and Kent for estimating eigenvalues of equvalent eigensystems using modified moments. The asynchronicity in the computations of moments and eigenvalues makes this meth...
متن کاملAPPLICATION OF THE RANDOM MATRIX THEORY ON THE CROSS-CORRELATION OF STOCK PRICES
The analysis of cross-correlations is extensively applied for understanding of interconnections in stock markets. Variety of methods are used in order to search stock cross-correlations including the Random Matrix Theory (RMT), the Principal Component Analysis (PCA) and the Hierachical Structures. In this work, we analyze cross-crrelations between price fluctuations of 20 company stocks...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- The Computer Science Journal of Moldova
دوره 7 شماره
صفحات -
تاریخ انتشار 1999