Computation of eigenvalues of a real matrix

This paper presents a computational procedure for finding eigenvalues of a real matrix based on Alternate Quadrant Interlocking Factorization, a parallel direct method developed by Rao in 1994 for the solution of the general linear system Ax=b. The computational procedure is similar to LR algorithm as studied by Rutishauser in 1958 for finding eigenvalues of a general matrix. After a series of transformations the eigenvalues are obtained from simple 2×2 matrices derived from the main and cross diagonals of the limit matrix. A sufficient condition for the convergence of the computational procedure is proved. Numerical examples are given to demonstrate the method.     

一种基于消去树的LDL分解方法及其在营销优化计算中的应用

基于分解因子消去树理论，提出一种新的LDL分解计算方法，它利用消去树结构，将LDL分解过程分为非零元素结构预测和数值计算两部分，从而有效避免多余的内存开销和数值运算．并给出其应用与One to One营销优化算法的实现方法．测试结果表明，该方法能以较少的乘法运算次数快速确定分解因子，从而大幅度提高One to One营销优化算法的性能．     

对称矩阵的改进Cholesky分解在特征值问题中的应用

利用对称短阵的改进Cholesky分解，估计在给定区间(a，b)内对称短阵A特征值的个数,进而发展成一种求对称短阵特征值的近似算法。     

Parametrizing Quantum States and Channels

This work describes one parametrization of quantum states and channels and several of its possible applications. This parametrization works in any dimension and there is an explicit algorithm which produces it. Included in the list of applications are a simple characterization of pure states, an explicit formula for one additive entropic quantity which does not require knowledge of eigenvalues, and an algorithm which finds one Kraus operator representation for a quantum operation without recourse to eigenvalue and eigenvector calculations. PACS: 03.67a, 03.67-Hk, 03.67-Lx     

数值鲁棒的非线性滤波新方法

应用多维情形的二阶插值公式构造新型非线性滤波器。该滤波器不需非线性函数的偏导计算，便能代替常规的扩展卡尔曼滤波器，并有滤波精度高、数值计算稳定和适用范围宽等优点。仿真实例表明新滤波器具有较高的性能。     

Designing robustly stabilising controllers for LTI spatially distributed systems using coprime factor synthesis

This paper considers the design of feedback controllers for linear, time-invariant, spatially distributed systems in an approach which generalises the H^∞-framework and in particular the H^∞ loop-shaping method. To this end, we introduce a class of spatially distributed system models called finite dimensional, distributed, linear, time-invariant systems. Sensors and actuators are considered to be part of the controller, rather than part of the plant, and thus the controller we wish to design is itself a spatially distributed system. Optimising over placements and shapes of the sensor and actuator spatial distribution functions is an integrated part of the controller design procedure. As an illustrative design example, we present the feedback stabilisation of an electrostatically destabilised, electrically conducting membrane.     

On the H fixed-lag smoothing: how to exploit the information preview

The problem of the continuous-time H^∞ fixed-lag smoothing over the infinite horizon is studied. The first solution to the problem is derived in terms of one algebraic Riccati equation of the same dimension as in the filtering case and the mechanism by which the performance improvements with respect to the H^∞ filtering occur is clarified. It is shown that the H^∞ smoother exploits the information preview in an “H² manner”.