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Se empieza el proceso mediante la seleccin de los valores iniciales de los vectores {X},
que definen el subespacio. El primer conjunto de vectores {y} se calculan a partir {Y} =
[M] {X}, que el FMS de la matriz de vectores de subrutina se multiplican realiza. La
matriz [A], que opcionalmente se puede cambiar, es a continuacin utilizando el factor
apropiado subrutina FMS factoring.
El siguiente paso es resolver el problema siguiente para los vectores propios [Q] en el
subespacio:
[A] [Q] = [M *] [Q] [E]
Puede realizar este clculo usando la biblioteca estndar de matemticas subrutinas
diseado para resolver problemas de valores propios de las matrices residentes en memoria
completos.
Despus de calcular los vectores propios en el subespacio, los proyecta de nuevo al espacio
del problema mediante el clculo de {Y} = {Y} [Q]. Usted puede utilizar el FMS-matriz
de vectores de subrutina se multiplican para llevar a cabo esta tarea.
Repita el proceso anterior hasta obtener un conjunto aceptable de vectores propios en el
espacio del problema. Como una verificacin final y el factor de cambio de la matriz para
determinar si todos los valores propios requeridos se han calculado.
FMS intencionalmente deja el control de este clculo a su programa de aplicacin. Se
debe especificar la dimensin del subespacio, los valores iniciales, y los criterios de
convergencia. Tomar estas decisiones correctamente por lo general implica comprender el
problema particular que usted est la solucin.
of FMS permits you to perform matrix factoring on a more frequent basis than can
currently be implemented in most programs. You can use the FMS parameter NUMSCG to
count the number of diagonal sign changes during the factoring process to determine the
number of eigenvalues below the current shift point.
One technique that shows how to use FMS for computing eigenvalues of large matrices is
subspace iteration. In this technique, FMS projects the original problem into a subspace
having considerably smaller dimensions.
You can easily compute the eigenvectors in the subspace and project them back to the
problem space. You repeat this process until the eigenvalues in the problem space converge.
This technique is especially useful for large systems that are resident on the disk.
The following figure shows a flowchart of the subspace iteration algorithm and the FMS
subroutines that you can use at each stage of the analysis.
You begin the process by selecting initial values for the {X} vectors, which define the
subspace. The first set of {Y} vectors are computed from {Y}=[M]{X}, which the FMS
matrix-vectors multiply subroutine performs. The matrix [A], which can optionally be
shifted, is then factored using the appropriate FMS factoring subroutine.
The first step in the interactive loop is to project the problem into the subspace by forming
matrices [A*] and [M*]. This process involves solving for new {X} vectors using the {Y}
vectors as right-hand sides. FMS vectors-vectors multiply subroutine computes
[A*]={X}T{Y} to obtain the matrix [A*]. The FMS matrix- vectors multiply subroutine
then computes {Y}=[M]{X} to obtain a new set of {Y} values. The FMS vectors-vectors
multiply subroutine computes [M*]={X}T{Y} to obtain the subspace matrix [M*].
An important feature of the above process is that it preserves the sparsity and symmetry of
the large matrices [A] and [M]. For FMS, another important feature is that it can process a
large number of vectors in parallel.
The next step is to solve the following problem for the eigenvectors [Q] in the subspace:
[A][Q] = [M*][Q][E]
You can perform this calculation using standard math library subroutines designed to solve
eigenvalue problems for full memory resident matrices.
After you compute the eigenvectors in the subspace, project them back to the problem
space by computing {Y}={Y}[Q]. You can use the FMS vectors-matrix multiply subroutine
to perform this task.
Repeat the above process until you obtain an acceptable set of eigenvectors in the problem
space. As a final check, shift and factor the matrix to determine if all required eigenvalues
have been computed.
FMS intentionally leaves the control of this calculation to your application program. You
must specify the dimension of the subspace, the initial starting values, and the convergence
criteria. Making these decisions properly usually involves insight into the particular
problem you are solving.