matrix_conputation.m

采用一种原地不动法求解矩阵的逆

k=1:1000;
x1=sin(2*pi*0.21*k);
x2=1.3*sin(2*pi*0.22*k);
%x=randn(1,length(k));
N=100;
M=600;       % iteration times
K=length(k);
ranka=zeros(1,M);

a=0.9999;
B=zeros(K-N,N);         % true eigervalues
C1=zeros(size(B));       % changed eigervalues
beta=0.5;
X1=x1+beta*(x1+abs(x1));
X2=x2+beta*(x2-abs(x2));
R=zeros(N,N);
A=zeros(N,N);

for i=1:M
    X=[X1(i:i+N/2-1),X2(i:i+N/2-1)];
    A=X'*X;
    R=a*R+(1-a)*A;
    ranka(i)=rank(R);
end

disp(ranka);
%G1=zeros(1,K-N-1);
%G2=zeros(1,K-N-1);
%for i=1:K-N-1
%    for j=1:N
 %       F1(i,j)=B(i,j)-C1(i,j);
 %       F2(i,j)=B(i,j)-C2(i,j);
 %   end
 %   G1(i)=norm(F1(i,:))/norm(B(i,:));
  %  G1(i)=10*log10(G1(i));
 %   G2(i)=norm(F2(i,:))/norm(B(i,:));
 %   G2(i)=10*log10(G2(i));
%end

%disp(G1);
%disp(G2);