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反特征值理论

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应用数学中,反特征值理论(antieigenvalue theory)应用于数值分析小波统计学量子力学金融以及最优化,由Karl Gustafson于1966至1968年间创立。

一个矩阵或算子的反特征向量,是被作用后旋转角度最大的向量。对应的反特征值是最大旋转角的余弦。最大旋转角称为这个算子的角度。就像特征值可以按从小到大的顺序排成谱,反特征值理论把算子的反特征值按照最大旋转角从小到大的顺序排列。

参考文献

[编辑]
  • Gustafson, Karl (1968), "The angle of an operator and positive operator products", Bulletin of the American Mathematical Society, 74 (3): 488–492, doi:10.1090/S0002-9904-1968-11974-3页面存档备份,存于互联网档案馆), ISSN 0002-9904, MR 0222668, Zbl 0172.40702
  • Gustafson, Karl (2012), Antieigenvalue Analysis, World Scientific, ISBN 978-981-4366-28-1.
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反特征值理论
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