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
Nakao＇s stochastic integrals for continuous additive functionals of zero energy are extended from the symmetric Dirichlet forms setting to the non-symmetric Dirichlet forms setting. ItS＇s formula in terms of the ext...Nakao＇s stochastic integrals for continuous additive functionals of zero energy are extended from the symmetric Dirichlet forms setting to the non-symmetric Dirichlet forms setting. ItS＇s formula in terms of the extended stochastic integrals is obtained.展开更多
In this paper, we extend the equivalence of the analytic and probabilistic notions of harmonicity in the context of Hunt processes associated with non-symmetric Dirichlet forms on locally compact separable metric spac...In this paper, we extend the equivalence of the analytic and probabilistic notions of harmonicity in the context of Hunt processes associated with non-symmetric Dirichlet forms on locally compact separable metric spaces. Extensions to the processes associated with semi-Dirichlet forms and nearly symmetric right processes on Lusin spaces including infinite dimensional spaces are mentioned at the end of this paper.展开更多
A generalization of the Householder transformation,renamed as elementary matrix by A.S.Householder:Unitary transformation of a nonsymmetric matrix,J.ACM,5(4),339–342,1958,was introduced by LaBudde(Math Comput 17(84):...A generalization of the Householder transformation,renamed as elementary matrix by A.S.Householder:Unitary transformation of a nonsymmetric matrix,J.ACM,5(4),339–342,1958,was introduced by LaBudde(Math Comput 17(84):433–437,1963)as a tool to obtain a tridiagonal matrix similar to a given square matrix.Some of the free parameters of the transformation can be chosen to attain better numerical properties.In this work,we study the spectral properties of the transformation.We also propose a special choice for free coefficients of that transformation to minimize its condition number.The transformation with such suitable choice of parameters is called optimal.展开更多
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 National Natural Science Foundation of China (Grant No.10961012)Natural Sciences and Engineering Research Council of Canada (Grant No. 311945-2008)
文摘Nakao＇s stochastic integrals for continuous additive functionals of zero energy are extended from the symmetric Dirichlet forms setting to the non-symmetric Dirichlet forms setting. ItS＇s formula in terms of the extended stochastic integrals is obtained.
基金supported by National Natural Science Foundation of China (Grant No.10721101)National Basic Research Program of China (Grant No.2006CB805900)+1 种基金Key Lab of Random Complex Structures and Data Science,Chinese Academy of Sciences (Grant No.2008DP173182)Sino-Germany IGK Project
文摘In this paper, we extend the equivalence of the analytic and probabilistic notions of harmonicity in the context of Hunt processes associated with non-symmetric Dirichlet forms on locally compact separable metric spaces. Extensions to the processes associated with semi-Dirichlet forms and nearly symmetric right processes on Lusin spaces including infinite dimensional spaces are mentioned at the end of this paper.
基金The work of the first and third authors was partially supported by National Council for Scientific and Technological Development(CNPq),Brazil.
文摘A generalization of the Householder transformation,renamed as elementary matrix by A.S.Householder:Unitary transformation of a nonsymmetric matrix,J.ACM,5(4),339–342,1958,was introduced by LaBudde(Math Comput 17(84):433–437,1963)as a tool to obtain a tridiagonal matrix similar to a given square matrix.Some of the free parameters of the transformation can be chosen to attain better numerical properties.In this work,we study the spectral properties of the transformation.We also propose a special choice for free coefficients of that transformation to minimize its condition number.The transformation with such suitable choice of parameters is called optimal.
