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研究生: 蔡尚亨
Tsai, Shang-Heng
論文名稱: 小樣本統計條件數估計估算數值代數問題
Small-Sample Statistical Condition Number Estimations for Numerical Algebra Problems
指導教授: 王辰樹
Wang, Chern-Shuh
學位類別: 碩士
Master
系所名稱: 理學院 - 數學系應用數學碩博士班
Department of Mathematics
論文出版年: 2016
畢業學年度: 104
語文別: 英文
論文頁數: 32
中文關鍵詞: 條件數線性系統特徵值狀態迴溯極點配置
外文關鍵詞: condition number, linear system, eigenvalue, state feedback pole assignment
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  • 在這篇碩士論文中,我們研究小樣本統計條件數估計估算不同的數值代數問題的條件數。SSCE是在機率的觀點之下估計數值問題的條件數,主要是目標問題對於微分部分的估計。在這篇碩士論文中,我們計畫用SSCE分別去算線性系統、特徵值問題、狀態迴溯極點配置問題。

    In this thesis, we study small sample statistical condition number estimation (SSCE) to estimate the condition numbers of various numerical algebra problems. Method SSCE is used to estimate the condition number of a numerical problem in a probability sense. The main task of SSCE involves estimating the derivative part of the target problem. In this thesis, we plan to use SSCE on linear systems, eigenvalue problems, and state feedback pole assignment problems, to estimate individual condition numbers, respectively.

    1 Introduction 1 2 A Brief Survey of Small- Sample Statistical Condition Estimation(SSCE) 3 3 Condition Number of a Linear System 6 3.1 Condition number of matrix-vector multiplication with f(x) = Ax . . . 6 3.2 Condition number of linear system with f(x) = A^(-1)x .......... 9 4 Condition Number of an Eigenvalue Problem 12 5 State Feedback Pole Assignment Problem 18 6 Conclusion 30

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