带wilkinson位移的隐式对称QR算法matlab
时间: 2024-03-14 14:48:26 浏览: 61
以下是带Wilkinson位移的隐式对称QR算法的MATLAB代码:
```
function [Q, R] = wilkinsonQR(A)
% Input:
% A: n x n matrix to be factorized
% Output:
% Q: n x n orthogonal matrix
% R: n x n upper triangular matrix such that A = QR
%
% The algorithm uses Wilkinson's shift strategy to improve accuracy.
n = size(A, 1);
Q = eye(n);
for k = 1:n-1
% Compute the Wilkinson shift
mu = wilkinsonShift(A(k:k+1, k:k+1));
% Update the diagonal block of A using the shift
A(k:k+1, k:k+1) = A(k:k+1, k:k+1) - mu*eye(2);
% Compute the Givens rotation to zero out the subdiagonal element
[c, s] = givensRotation(A(k+1, k), A(k, k));
% Apply the Givens rotation to the diagonal block of A and the right-hand side
A(k:k+1, k:n) = [c s; -s c]'*A(k:k+1, k:n);
Q(:, k:k+1) = Q(:, k:k+1)*[c s; -s c];
end
R = A;
```
其中,`wilkinsonShift`函数用于计算Wilkinson位移,`givensRotation`函数用于计算Givens旋转矩阵。这两个函数的代码如下:
```
function mu = wilkinsonShift(A)
% Compute the Wilkinson shift for a 2 x 2 matrix A
a = A(1, 1);
b = A(1, 2);
c = A(2, 1);
d = A(2, 2);
tau = (a - d)/2;
if tau >= 0
mu = d - b^2/(tau + sign(tau)*sqrt(tau^2 + b^2));
else
mu = d - b^2/(-tau + sign(tau)*sqrt(tau^2 + b^2));
end
function [c, s] = givensRotation(a, b)
% Compute the Givens rotation matrix G such that [c s; -s c]*[a; b] = [r; 0]
if b == 0
c = 1;
s = 0;
elseif abs(b) > abs(a)
t = -a/b;
s = 1/sqrt(1 + t^2);
c = s*t;
else
t = -b/a;
c = 1/sqrt(1 + t^2);
s = c*t;
end
```
这些函数的实现参考了《Numerical Linear Algebra》一书中的代码。
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