| 基于LDLT分解求实对称矩阵特征值的递归算法 |
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| 引用本文： | 张鹍,张有志. 基于LDLT分解求实对称矩阵特征值的递归算法[J]. 计算机工程与应用, 2008, 44(3): 78-80. DOI: 10.3778/j.issn.1002-8331.2008.03.025 |
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| 作者姓名： | 张鹍 张有志 |
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| 作者单位： | 山东大学,威海分校,山东,威海,264209;山东大学,信息科学与工程学院,济南,250100 |
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| 摘 要： | 基于线性代数与矩阵理论,给出利用LDLT分解计算实对称矩阵特征值的递归算法。该算法可求出实对称矩阵在给定区间内的特征值的个数,并可计算满足精度要求的特征值。理论分析和实际测试证明该算法是有效的。
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| 关 键 词： | LDLT分解 实对称矩阵 特征值 递归算法 |
| 文章编号： | 1002-8331(2008)03-0078-03 |
| 修稿时间： | 2007-07-01 |
Recursive algorithm for calculating eigenvalues of real symmetric matrix based on LDLT decomposition |
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| ZHANG Kun,ZHANG You-zhi. Recursive algorithm for calculating eigenvalues of real symmetric matrix based on LDLT decomposition[J]. Computer Engineering and Applications, 2008, 44(3): 78-80. DOI: 10.3778/j.issn.1002-8331.2008.03.025 |
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| Authors: | ZHANG Kun ZHANG You-zhi |
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| Affiliation: | 1.Shandong University at Weihai，Weihai，Shandong 264209，China 2.School of Inf. Sci. and Eng.，Shandong University，Ji’nan 250100，China |
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| Abstract: | A recursive algorithm for calculating the eigenvalues of a real symmetric matrix based on LDLT decomposition is given.With this algorithm,the number of eigenvalues of a real symmetric matrix in the given interval can be counted,and the eigenvalues of the matrix can be calculated.Through theoretical analysis and numerical simulation,this algorithm is proved to be effective. |
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| Keywords: | LDLT decomposition real symmetric matrix eigenvalue recursive algorithm |
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