In this paper,we give the sensitivity analyses by two approaches for L,D,U in factorization A=LDU of general perturbations in A which sufficiently small in norm. By the matrix vector equation approach,we derive the sh...In this paper,we give the sensitivity analyses by two approaches for L,D,U in factorization A=LDU of general perturbations in A which sufficiently small in norm. By the matrix vector equation approach,we derive the sharp condition number for L,D and U factors .By the matrix equation approach we derive corresponding condition estimates. When A is a symmetric matrix,the corresponding results can be obtained for LDL T factorization.展开更多
We demonstrate that, when computing the LDU decomposition (a typical example of a direct solution method), it is possible to obtain the derivative of a determinant with respect to an eigenvalue of a non-symmetric matr...We demonstrate that, when computing the LDU decomposition (a typical example of a direct solution method), it is possible to obtain the derivative of a determinant with respect to an eigenvalue of a non-symmetric matrix. Our proposed method augments an LDU decomposition program with an additional routine to obtain a program for easily evaluating the derivative of a determinant with respect to an eigenvalue. The proposed method follows simply from the process of solving simultaneous linear equations and is particularly effective for band matrices, for which memory requirements are significantly reduced compared to those for dense matrices. We discuss the theory underlying our proposed method and present detailed algorithms for implementing it.展开更多
In this article, we consider the structured condition numbers for LDU, factorization by using the modified matrix-vector approach and the differential calculus, which can be represented by sets of parameters. By setti...In this article, we consider the structured condition numbers for LDU, factorization by using the modified matrix-vector approach and the differential calculus, which can be represented by sets of parameters. By setting the specific norms and weight parameters, we present the expressions of the structured normwise, mixed, componentwise condition numbers and the corresponding results for unstructured ones. In addition, we investigate the statistical estimation of condition numbers of LDU factorization using the probabilistic spectral norm estimator and the small-sample statistical condition estimation method, and devise three algorithms. Finally, we compare the structured condition numbers with the corresponding unstructured ones in numerical experiments.展开更多
For classical transformation （q1,q2） → （Aq1 ＋ Bq2, Cq1 ＋ Dq2）, where AD - CB ≠ 1, we find its quantum mechanical image by using LDU decomposition of the matrix （A B C D ）. The explicit operators L, D, and U ...For classical transformation （q1,q2） → （Aq1 ＋ Bq2, Cq1 ＋ Dq2）, where AD - CB ≠ 1, we find its quantum mechanical image by using LDU decomposition of the matrix （A B C D ）. The explicit operators L, D, and U axe derived and their physical meaning is revealed, this also provides a new way for disentangling some exponential operators.展开更多
Disturbance rejection algorithm based on model reference adaptive control(MRAC)augmentation is investigated for uncertain turbulence disturbances.A stable adaptive control scheme is developed based on lower diagonal u...Disturbance rejection algorithm based on model reference adaptive control(MRAC)augmentation is investigated for uncertain turbulence disturbances.A stable adaptive control scheme is developed based on lower diagonal upper(LDU)decomposition of the high frequency gain matrix,which ensures closed-loop stability and asymptotic output tracking.Under the proposed control techniques,the bounded stability is achieved and the controller is able to remain within tight bounds on the matched and unmatched uncertainties.Finally,simulation studies of a linearized lateral-directional dynamics model are conducted to demonstrate the performance of the adaptive scheme.展开更多
基金863 project of China,under grantnumbers86 3-30 6 -ZD0 1 -0 3-2 ,86 3-30 6 -ZD1 1 -0 3-1,by 973project of Chinaundergrant number G1 9990 32 80 3
文摘In this paper,we give the sensitivity analyses by two approaches for L,D,U in factorization A=LDU of general perturbations in A which sufficiently small in norm. By the matrix vector equation approach,we derive the sharp condition number for L,D and U factors .By the matrix equation approach we derive corresponding condition estimates. When A is a symmetric matrix,the corresponding results can be obtained for LDL T factorization.
文摘We demonstrate that, when computing the LDU decomposition (a typical example of a direct solution method), it is possible to obtain the derivative of a determinant with respect to an eigenvalue of a non-symmetric matrix. Our proposed method augments an LDU decomposition program with an additional routine to obtain a program for easily evaluating the derivative of a determinant with respect to an eigenvalue. The proposed method follows simply from the process of solving simultaneous linear equations and is particularly effective for band matrices, for which memory requirements are significantly reduced compared to those for dense matrices. We discuss the theory underlying our proposed method and present detailed algorithms for implementing it.
基金Supported by the National Natural Science Foundation of China(11671060).
文摘In this article, we consider the structured condition numbers for LDU, factorization by using the modified matrix-vector approach and the differential calculus, which can be represented by sets of parameters. By setting the specific norms and weight parameters, we present the expressions of the structured normwise, mixed, componentwise condition numbers and the corresponding results for unstructured ones. In addition, we investigate the statistical estimation of condition numbers of LDU factorization using the probabilistic spectral norm estimator and the small-sample statistical condition estimation method, and devise three algorithms. Finally, we compare the structured condition numbers with the corresponding unstructured ones in numerical experiments.
基金Supported by the President Foundation of Chinese Academy of Science and Specialized Research Fund for the Doctorial Progress of Higher Education under Grant No.20070358009
文摘For classical transformation （q1,q2） → （Aq1 ＋ Bq2, Cq1 ＋ Dq2）, where AD - CB ≠ 1, we find its quantum mechanical image by using LDU decomposition of the matrix （A B C D ）. The explicit operators L, D, and U axe derived and their physical meaning is revealed, this also provides a new way for disentangling some exponential operators.
文摘Disturbance rejection algorithm based on model reference adaptive control(MRAC)augmentation is investigated for uncertain turbulence disturbances.A stable adaptive control scheme is developed based on lower diagonal upper(LDU)decomposition of the high frequency gain matrix,which ensures closed-loop stability and asymptotic output tracking.Under the proposed control techniques,the bounded stability is achieved and the controller is able to remain within tight bounds on the matched and unmatched uncertainties.Finally,simulation studies of a linearized lateral-directional dynamics model are conducted to demonstrate the performance of the adaptive scheme.
