Nonlinear rank-one modification of the symmetric eigenvalue problem arises from eigenvibrations of mechanical structures with elastically attached loads and calculation of the propagation modes in optical fiber. In th...Nonlinear rank-one modification of the symmetric eigenvalue problem arises from eigenvibrations of mechanical structures with elastically attached loads and calculation of the propagation modes in optical fiber. In this paper, we first study the existence and uniqueness of eigenvalues, and then investigate three numerical algorithms, namely Picard iteration, nonlinear Rayleigh quotient iteration and successive linear approximation method （SLAM）. The global convergence of the SLAM is proven under some mild assumptions. Numerical examples illustrate that the SLAM is the most robust method.展开更多
In this paper we consider eigenvalue asymptotic estimations for a class of structured matrices arising from statistical applications. The asymptotic upper bounds of the largest eigenvalue(λmax) and the sum of squares...In this paper we consider eigenvalue asymptotic estimations for a class of structured matrices arising from statistical applications. The asymptotic upper bounds of the largest eigenvalue(λmax) and the sum of squares of eigenvalues(■)are derived. Both these bounds are useful in examining the stability of certain Markov process. Numerical examples are provided to illustrate tightness of the bounds.展开更多
In this paper, a variable metric algorithm is proposed with Broyden rank one modifications for the equality constrained optimization. This method is viewed expansion in constrained optimization as the quasi-Newton met...In this paper, a variable metric algorithm is proposed with Broyden rank one modifications for the equality constrained optimization. This method is viewed expansion in constrained optimization as the quasi-Newton method to unconstrained optimization. The theoretical analysis shows that local convergence can be induced under some suitable conditions. In the end, it is established an equivalent condition of superlinear convergence.展开更多
基金supported in part by NSF grants DMS-0611548 and OCI-0749217 and DOE grant DE-FC02-06ER25794supported in part by NSF of China under the contract number 10871049 and Shanghai Down project 200601.
文摘Nonlinear rank-one modification of the symmetric eigenvalue problem arises from eigenvibrations of mechanical structures with elastically attached loads and calculation of the propagation modes in optical fiber. In this paper, we first study the existence and uniqueness of eigenvalues, and then investigate three numerical algorithms, namely Picard iteration, nonlinear Rayleigh quotient iteration and successive linear approximation method （SLAM）. The global convergence of the SLAM is proven under some mild assumptions. Numerical examples illustrate that the SLAM is the most robust method.
基金Juan Liang’s work was supported by Young and middle-aged teachers education research project of Fujian Provincial Education Department No.JT180300Jiangzhou Lai’s work was supported by Core Courses for undergraduate majors of Fuzhou university No.0360-52000732Qiang Niu’s work was supported by XJTLU research enhancement fund No.REF-18-01-04 and the XJTLU Key Programme Special Fund(KSF)
文摘In this paper we consider eigenvalue asymptotic estimations for a class of structured matrices arising from statistical applications. The asymptotic upper bounds of the largest eigenvalue(λmax) and the sum of squares of eigenvalues(■)are derived. Both these bounds are useful in examining the stability of certain Markov process. Numerical examples are provided to illustrate tightness of the bounds.
文摘In this paper, a variable metric algorithm is proposed with Broyden rank one modifications for the equality constrained optimization. This method is viewed expansion in constrained optimization as the quasi-Newton method to unconstrained optimization. The theoretical analysis shows that local convergence can be induced under some suitable conditions. In the end, it is established an equivalent condition of superlinear convergence.
