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Functions of structured matrices

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  1. Tez No: 403339
  2. Yazar: BAHAR ARSLAN
  3. Danışmanlar: Prof. NICHOLAS HIGHAM, Prof. FRANCOISE TISSEU
  4. Tez Türü: Doktora
  5. Konular: Matematik, Mathematics
  6. Anahtar Kelimeler: Belirtilmemiş.
  7. Yıl: 2017
  8. Dil: İngilizce
  9. Üniversite: The University of Manchester
  10. Enstitü: Yurtdışı Enstitü
  11. Ana Bilim Dalı: Belirtilmemiş.
  12. Bilim Dalı: Belirtilmemiş.
  13. Sayfa Sayısı: 153

Özet

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Özet (Çeviri)

The growing interest in computing structured matrix functions stems from the fact that preserving and exploiting the structure of matrices can help us gain physically meaningful solutions with less computational cost and memory requirement. The work presented here is divided into two parts. The rst part deals with the computation of functions of structured matrices. The second part is concerned with the structured error analysis in the computation of matrix functions. We present algorithms applying the inverse scaling and squaring method and using the Schur-like form of the symplectic matrices as an alternative to the algorithms using the Schur decomposition to compute the logarithm of symplectic matrices. There are two main calculations in the inverse scaling and squaring method: taking a square root and evaluating the Pade approximants. Numerical experiments suggest that using the Schur-like form with the structure preserving iterations for the square root helps us to exploit the Hamiltonian structure of the logarithm of symplectic matrices. Some type of matrices are nearly structured. We discuss the conditions for using the nearest structured matrix to the nearly structured one by analysing the forward error bounds. Since the structure preserving algorithms for computing the functions of matrices provide advantages in terms of accuracy and data storage we suggest to compute the function of the nearest structured matrix. The analysis is applied to the nearly unitary, nearly Hermitian and nearly positive semi-de nite matrices for the matrix logarithm, square root, exponential, cosine and sine functions. It is signi cant to investigate the e ect of the structured perturbations in the sensitivity analysis of matrix functions. We study the structured condition number of matrix functions de ned between smooth square matrix manifolds. We develop algorithms computing and estimating the structured condition number. We also present the lower and upper bounds on the structured condition number, which are cheaper to compute than the \exact" structured condition number. We observe that the lower bounds give a good estimation for the structured condition numbers. Comparing the structured and unstructured condition number reveals that they can di er by several orders of magnitude. Having discussed how to compute the structured condition number of matrix functions de ned between smooth square matrix manifolds we apply the theory of structured condition numbers to the structured matrix factorizations. We measure the sensitivity of matrix factors to the structured perturbations for the structured polar decomposition, structured sign factorization and the generalized polar decomposition. Finally, we consider the unstructured perturbation analysis for the canonical generalized polar decomposition by using three di erent methods. Apart from theoretical aspect of the perturbation analysis, perturbation bounds obtained from these methods are compared numerically and our ndings show an improvement on the sharpness of the perturbation bounds in the literature.

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