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論文名稱 Title |
真實條件數 True Condition Number |
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系所名稱 Department |
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畢業學年期 Year, semester |
語文別 Language |
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學位類別 Degree |
頁數 Number of pages |
57 |
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研究生 Author |
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指導教授 Advisor |
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召集委員 Convenor |
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口試委員 Advisory Committee |
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口試日期 Date of Exam |
2011-06-16 |
繳交日期 Date of Submission |
2011-08-14 |
關鍵字 Keywords |
函數近似、穩定性分析、真實條件數、有效條件數、條件數 functional approximation, stability analysis, effective condition number, true condition number, condition number |
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統計 Statistics |
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中文摘要 |
對於線性系統 Ax=b,傳統的條件數針對所有的向量b,因此是最糟糕的情形,並在許多問題常會被高估。對某一特定的向量b,有效條件數給予了x 的相對誤差更好的上界,但是仍有可能發生有效條件數高估的情形。在這篇論文中,我們研究x 的相對誤差與b 的相對擾動的真實比值,稱做真實條件數。我們得到真實條件數的數個新上界及估計,並且探究藉由平移b 使線性系統轉變成一等價系統後,能將有效條件數最小化。最後我們把這些結果應用到函數近似的問題上。 |
Abstract |
For linear system Ax = b, the traditional condition number is the worst case for all b’s and often overestimated in many problems. For a specific b, the effective condition number is a better upper bound for the relative error of x. But, it is also possible that this effective condition number is overestimated. In this thesis, we study the true ratio of the relative error of x to the relative perturbation of b, called the true condition number. We obtain several new upper bounds and estimates for true condition number. We also explore to change the system to an equivalent one by shifting b to minimize its effective condition number. Finally we apply all our results to functional approximation. |
目次 Table of Contents |
1 Introduction 1 1.1 Outline . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.2 Preliminary . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2 2 True Condition Number for Linear System 8 2.1 True condition number . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 2.2 New condition numbers . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 2.3 Approximate ∥x∥ by ∥˜x∥ . . . . . . . . . . . . . . . . . . . . . . . . . . 18 2.4 Equivalent linear systems . . . . . . . . . . . . . . . . . . . . . . . . . . 20 2.4.1 Shifted vector . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20 2.4.2 Preconditioner . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25 3 True Condition Number for Functional Approximation 29 3.1 Approximation methods . . . . . . . . . . . . . . . . . . . . . . . . . . 29 3.2 Orthogonal function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33 3.3 Polynomial function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33 3.4 Conclusions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47 Bibliography 48 |
參考文獻 References |
[1] T.F. Chan and D.E. Foulser, Effectively well-conditioned linear systems, SIAM J. Sci. Stat. Comput., vol. 9, pp. 963–969, 1988. [2] S. Christiansen and P.C. Hansen, The effective condition number applied to error analysis of certain boundary collocation methods, J. Comput. Appl. Math., vol. 54(1), pp. 15–36, 1994. [3] F.R. Gantmacher and M.G. Krein, Sur les matrices completement non negatives et oscillatoires, Compositio Math., vol. 4, pp. 445–476, 1937. [4] G.H. Golub and C.F. van Loan, Matrix Computations, 3rd ed., Johns Hopkins Univ. Press, Baltimore and London, 1996. [5] G. Szeg˝o, Orthogonal Polynomials, AMS Colloquium Publications, pp. 45–46, 1939. [6] Z.C. Li, C.S. Chien, H.T. Huang, Effective condition number for finite difference method, Comput. Appl. Math., vol. 198, pp. 208–235, 2007. [7] Z.C. Li and H.T. Huang, Effective condition number for numerical partial differential equations, Numer. Linear Algebra Appl., vol. 15, pp. 575–594, 2008. |
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