THESE de DOCTORAT - cerfacs
THESE de DOCTORAT - cerfacs THESE de DOCTORAT - cerfacs
48 Chapter 3: Development of a numerical tool for combustion noise analysis, AVSP-f 3. solve Rx = w for the unknown x. Both of these methods are suitable when dealing with small matrices (n
3.3 Solving the system Ax = b 49 where ̂Q m+1 ∈ C n×m+1 is an orthonormal matrix and ˜H m ∈ C m+1×m is an upper-Hessenberg matrix 4 . ̂D y ˜H y ̂Q m+1 m m +1× m m n × m n × m +1 Figure 3.6: Hessenberg decomposition The least square problem is now given by Find y such that ‖r 0 − Q m+1 ˜H m y‖ 2 = ‖r m ‖ 2 is minimized (3.21) Let us introduce r 0 = q 1 ‖r 0 ‖ (see Eq. 3.43). The vector q 1 can be expressed as Q m+1 e 1 = q 1 where e 1 is the canonical unit vector e 1 = (1, 0, 0, ...). Furthermore, the invariance of inner products means that the angles between vectors are preserved, and so are their lengths: ‖Qx‖ = ‖x‖. The final expression results in ‖Q m+1 ( ‖r0 ‖e 1 − ˜H m y ) ‖ 2 = ‖ ( ‖r‖e 1 − ˜H m y ) ‖ 2 (3.22) leading to Find y such that ‖ ( ‖r‖e 1 − ˜H m y ) ‖ 2 = ‖r m ‖ 2 is minimized (3.23) Once y is found through the least square methodology, a solution for the Ax m ≈ b problem can be found by solving x m = x 0 + ̂Q m y. There are still two crucial issues to resolve: 1. How to construct such matrices ̂Q m and ˜H m ? 2. What is the ‘least square problem’ about ? These two issues will be addressed in sections (3.3.1) and (3.3.2) respectively. 4 An upper- Hessenberg matrix H is a matrix with zeros below the first subdiagonal
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48 Chapter 3: Development of a numerical tool for combustion noise analysis, AVSP-f<br />
3. solve Rx = w for the unknown x.<br />
Both of these methods are suitable when <strong>de</strong>aling with small matrices (n