摘要
本文分析了逆幂迭代算法的收敛速度。为了克服逆幂迭代算法矩阵求逆的过程,提出了特征值平移幂迭代算法,并分析了它的收敛速度,给出了计算机模拟结果。
The convergence of the inverse correlation matrix iteration algorithm is analyzed. In order to avoid computing the inverse correlation matrix in the algorithm, this paper presents an eigenvalue shift iteration algorithm, and analyzes its convergence. Finally, the simulated results are given.
