1、Ch.5 Power Method Deflation Technique, 原点平移法 /* deflation technique */,决定收敛的速度,特别 是 | 2 / 1 |,希望 | 2 / 1 | 越小越好。,不妨设 1 2 n ,且 | 2 | | n |。,p = ( 2 + n ) / 2,思路,令 B = A pI ,则有 | IA | = | I(B+pI) | = | (p)IB | A p = B 。而 ,所以求B的特征根收敛快。,How are we supposed to know where p is?, 反幂法 /* Inverse Power Metho
2、d */,Ch.5 Power Method Inverse Power Method,Q: How must we compute in every step?,A: Solve a linear system with A factorized.,若知道某一特征根 i 的大致位置 p ,即对任意 j i 有| i p | | j p | ,并且如果 (A pI)1存在,则可以用反幂法求(A pI)1的主特征根 1/(i p ) ,收敛将非常快。,思路,Ch.5 Power Method Inverse Power Method,Ch.5 Power Method Inverse Power Method,