| 计算随机矩阵期望最大特征问题的自组织算法 |
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| 引用本文： | 陈白丽.计算随机矩阵期望最大特征问题的自组织算法[J].计算机工程与设计,1999,20(2):45-49. |
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| 作者姓名： | 陈白丽 |
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| 作者单位： | 西安交通大学理学院数学实验中心!7l0049 |
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| 摘 要： | 设Ｎ为一随机变量矩阵，Ａ＝Ｅ（Ｎ）为Ｎ的数学期望，（Ａ（ｔ））为Ｎ为一系列观测。本文提出逐次基于Ｎ的观测而计算Ｎ的数学期望Ａ之最大特征向量的一个自组织算法。理论分析和数值实验表明：所提出的算法可行，有效，有很强的实用性。
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| 关 键 词： | 随机矩阵 数学期望 特征向量 自组织算法 |
A Self-organizing Algorithm for the Largest Eigenvector of Expectation of a Random Matrix |
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| Chen Baili.A Self-organizing Algorithm for the Largest Eigenvector of Expectation of a Random Matrix[J].Computer Engineering and Design,1999,20(2):45-49. |
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| Authors: | Chen Baili |
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| Abstract: | By generalizing Oja's algorithm for yielding the first component of a random variable, we propose a self-organizing algorithm for computing the largest eigenvector of the expectation of a random ma trix by means of its sampling. The algorithm is almost always globally converpent, which is supported by a series of simulations. |
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| Keywords: | Random matrix Expectation Characteristic vector Self-Organizing algorithm Principle component analysis |
| 本文献已被 CNKI 维普 等数据库收录！ |
