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Principal component analysis using neural network
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作者 杨建刚 孙斌强 《Journal of Zhejiang University Science》 CSCD 2002年第3期298-304,共7页
The authors present their analysis of the differential equation d X(t)/ d t = AX(t)-X T (t)BX(t)X(t) , where A is an unsymmetrical real matrix, B is a positive definite symmetric real matrix, X ∈... The authors present their analysis of the differential equation d X(t)/ d t = AX(t)-X T (t)BX(t)X(t) , where A is an unsymmetrical real matrix, B is a positive definite symmetric real matrix, X ∈R n; showing that the equation characterizes a class of continuous type full feedback artificial neural network; We give the analytic expression of the solution; discuss its asymptotic behavior; and finally present the result showing that, in almost all cases, one and only one of following cases is true. 1. For any initial value X 0∈R n, the solution approximates asymptotically to zero vector. In this case, the real part of each eigenvalue of A is non positive. 2. For any initial value X 0 outside a proper subspace of R n, the solution approximates asymptotically to a nontrivial constant vector (X 0) . In this case, the eigenvalue of A with maximal real part is the positive number λ=‖(X 0)‖ 2 B and (X 0) is the corresponding eigenvector. 3. For any initial value X 0 outside a proper subspace of R n, the solution approximates asymptotically to a non constant periodic function (X 0,t) . Then the eigenvalues of A with maximal real part is a pair of conjugate complex numbers which can be computed. 展开更多
关键词 PCA unsymmetrical real matrix EIGENVALUE EIGENVECTOR Neural network
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ARNOLDI TYPE ALGORITHMS FOR LARGE UNSYMMETRICMULTIPLE EIGENVALUE PROBLEMS 被引量:4
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作者 Zhong-xiao Jia(Department of Applied Mathematics, Dalian University of Technology, Dalian 116024, China) 《Journal of Computational Mathematics》 SCIE EI CSCD 1999年第3期257-274,共18页
As is well known, solving matrix multiple eigenvalue problems is a very difficult topic. In this paper, Arnoldi type algorithms are proposed for large unsymmetric multiple eigenvalue problems when the matrix A involve... As is well known, solving matrix multiple eigenvalue problems is a very difficult topic. In this paper, Arnoldi type algorithms are proposed for large unsymmetric multiple eigenvalue problems when the matrix A involved is diagonalizable. The theoretical background is established, in which lower and upper error bounds for eigenvectors are new for both Arnoldi's method and a general perturbation problem, and furthermore these bounds are shown to be optimal and they generalize a classical perturbation bound due to W. Kahan in 1967 for A symmetric. The algorithms can adaptively determine the multiplicity of an eigenvalue and a basis of the associated eigenspace. Numerical experiments show reliability of the algorithms. 展开更多
关键词 Arnoldi's process large unsymmetric matrix multiple eigenvalue DIAGONALIZABLE error bounds
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