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離散時間ロトカ・ボルテラ系による特異値計算アルゴリズムの開発

Research Project

Project/Area Number 13874019
Research Category

Grant-in-Aid for Exploratory Research

Allocation TypeSingle-year Grants
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionKyoto University

Principal Investigator

中村 佳正  京都大学, 情報学研究科, 教授 (50172458)

Project Period (FY) 2001 – 2003
Project Status Completed (Fiscal Year 2003)
Budget Amount *help
¥2,200,000 (Direct Cost: ¥2,200,000)
Fiscal Year 2003: ¥1,200,000 (Direct Cost: ¥1,200,000)
Fiscal Year 2002: ¥500,000 (Direct Cost: ¥500,000)
Fiscal Year 2001: ¥500,000 (Direct Cost: ¥500,000)
Keywords特異値分解アルゴリズム / 離散時間ロトカ・ボルテラ系 / 不等間隔離散可積分系 / 精度保証付き特異値計算 / ロトカ・ボルテラ系 / 特異値計算アルゴリズム / 戸田方程式 / 離散可積分系
Research Abstract

平成15年度は第3年次として本科研費補助金の部分的な援助のもとで以下の研究成果を得た.まず,原点シフトなし離散Lotka-Volterra(dLV)アルゴリズムの理論的な誤差解析を行い,dLVアルゴリズムの1ステップで発生する丸め誤差が,LAPACKのDBDSQRおよびDLASQ1ルーチンの根幹となるQRおよびdqdアルゴリズムの1ステップで発生する相対丸め誤差と比べて,QRより小さく,dqdとは差分間隔δが任意正数のとき同程度,δ=1のときはより高精度となることが分かった.また,dLVアルゴリズムがforward stabilityおよびbackward stabilityをもつ数値安定なアルゴリズムであることが示された.さらに,同じ停止条件を課すと,反復回数はdLVアルゴリズムとdqdアルゴリズムとは同程度で,QRアルゴリズムより少ないことも示された.実際に数値実験において,dLVアルゴリズムがQRおよびdqdアルゴリズムより高精度であることが確認された.特に悪性の行列の場合には,より高精度である.
一方,一定の値の差分間隔ではなく時刻によって異なる差分間隔をとる不等間隔離散ロトカ・ボルテラ系の解の特異値への収束性を証明した.これは不等間隔離散可積分系による数値計算の初めての例である.さらに,δを時刻毎に適切に取り替えることで収束が加速される例を与えた.以上の結果を,M.Iwasaki and Y.Nakamura, An application of the discrete Lotka-Volterra system with variable step-size to singular value computation, Inverse Problems, Vol.20(2004),553-563において発表した.

Report

(3 results)
  • 2003 Annual Research Report
  • 2002 Annual Research Report
  • 2001 Annual Research Report
  • Research Products

    (13 results)

All Other

All Publications (13 results)

  • [Publications] M.Iwasaki, Y.Nakamura: "An application of the discrete Lotka-Volterra system with variable step-size to singular value computation"Inverse Problems. Vol.20. 553-563 (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] Y.Minesaki, Y.Nakamura: "A new conservative numerical integration algorithm for the three-dimensional Kepler motion based on the Kustaanheimo-Stiefel regularization theory"Phys.Lett.A. to appear.

    • Related Report
      2003 Annual Research Report
  • [Publications] Y.Minesaki, Y.Nakamura: "A conservative numerical integration algorithm for the integrable Henon-Heiles system"Proceedings of the International Conference "Symmetry in Nonlinear Mathematical Physics", Kiev,2003. to appear.

    • Related Report
      2003 Annual Research Report
  • [Publications] Y.Nakamura, A.Zhedanov: "Toda chain, Sheffer class of orthogonal polynomials and combinatorial numbers"Proceedings of the International Conference "Symmetry in Nonlinear Mathematical Physics", Kiev,2003. to appear.

    • Related Report
      2003 Annual Research Report
  • [Publications] K.Kondo, Y.Nakamura: "Determinantal solutions of solvable chaotic systems"Journal of Computational and Applied Mathematics. 145. 361-372 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Y.Minesaki, Y.Nakamura: "A new discretization of the Kepler motion which conserves the Runge-Lenz vector"Physics Letters A. 306. 127-133 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] M.Iwasaki, Y.Nakamura: "Convergence of solution of the discrete Lotka-Volterra system"Inverse Problems. 18. 1569-1578 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Y.Nakamura: "Algorithms associated with arithmetic, geometric and harmonic means and integrable systems"J. Comput. Appl. Math.. Vol.131. 161-171 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] A.Mukaihira, Y.Nakamura: "Schur flow for orthogonal polynomials on the unit circle and its integrable discretization"J. Comput. Appl. Math.. Vol.139. 75-94 (2002)

    • Related Report
      2001 Annual Research Report
  • [Publications] Y.Minesaki, Y.Nakamura: "The discrete relativistic Toda molecule equation and a Pad\'e approximation algorithm"Numerical Algorithms. Vol.27. 219-235 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] Y.Nakamura: "Continued fractions and integrable systems"Centre de Rech. Math. Proc. Lec. Notes. Vol.31. 153-163 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] K.Kondo, Y.Nakamura: "Determinantal solutions of solvable chaotic systems"J. Comput. AppI. Math.. (to appear).

    • Related Report
      2001 Annual Research Report
  • [Publications] S.Tsujimoto, Y.Nakamura, M.Iwasaki: "Discrete Lotka-Volterra system computes singular values"lnverse Problems. Vol.17. 53-58 (2001)

    • Related Report
      2001 Annual Research Report

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Published: 2001-04-01   Modified: 2016-04-21  

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