计算机应用 ›› 2012, Vol. 32 ›› Issue (04): 990-993.DOI: 10.3724/SP.J.1087.2012.00990

• 先进计算 • 上一篇    下一篇

广义行(列)对称矩阵的QR分解及其算法

袁晖坪   

  1. 重庆工商大学 数学与统计学院,重庆 400067
  • 收稿日期:2011-08-30 修回日期:2011-11-04 发布日期:2012-04-20 出版日期:2012-04-01
  • 通讯作者: 袁晖坪
  • 作者简介:袁晖坪(1958-),男,重庆人,教授,主要研究方向:矩阵论、并行算法。
  • 基金资助:
    重庆市自然科学基金资助项目;重庆市教委科学技术研究项目

QR factorization and algorithm for generalized row (column) symmetric matrix

YUAN Hui-ping   

  1. School of Mathematics and Statistics, Chongqing Technology and Business University, Chongqing 400067, China
  • Received:2011-08-30 Revised:2011-11-04 Online:2012-04-20 Published:2012-04-01
  • Contact: YUAN Hui-ping

摘要: 对广义行(列)对称矩阵的QR分解和性质进行了研究,给出了广义行(列)对称矩阵的QR分解的公式和快速算法,它们可有效减少广义行(列)对称矩阵的QR分解的计算量与存储量,并且不会丧失数值精度。同时讨论了系统参数估计,推广和丰富了两文(邹红星,王殿军,戴琼海,等.行(或列)对称矩阵的QR分解.中国科学:A辑,2002,32(9):842-849;蔺小林,蒋耀林.酉对称矩阵的QR分解及其算法.计算机学报,2005,28(5):817-822)的研究内容,拓宽了实际应用领域的范围, 并修正了后者的错误。

关键词: 广义行(列)对称矩阵, QR分解, 并行算法, 信号处理

Abstract: The properties and the QR factorization of generalized row (column) symmetric matrix were studied, and some new results were gained. The formula and fast calculating way for the QR factorization of generalized row (column) symmetric matrix were obtained, and that formula could dramatically reduce the amount of calculation for QR factorization of generalized row (column) symmetric matrix, saved dramatically the CPU time and memory without loss of any numerical precision. Meanwhile, the system parameter estimation was discussed, some results of two paper (ZOU H, WANG D, DAI Q. et al. QR factorization for row or column symmetric matrix. Science of China: Series A, 2002,32(9): 842-849; LIN X L, JIANG Y L. QR Decomposition and Algorithm for Unitary Symmetric Matrix. Chinese Journal of Computers, 2005,28(5):817-822) were generalized,and some mistakes of the latter were corrected.

Key words: generalized row (column) symmetric matrix, QR factorization, parallel algorithm, signal processing

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