• Title/Summary/Keyword: Matrix Algorithm

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An Algorithm for Computing the Fundamental Matrix of a Markov Chain

  • Park, Jeong-Soo;Gho, Geon
    • Journal of the Korean Operations Research and Management Science Society
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    • v.22 no.1
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    • pp.75-85
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    • 1997
  • A stable algorithm for computing the fundamental matrix (I-Q)$^{-1}$ of a Markov chain is proposed, where Q is a substochastic matrix. The proposed algorithm utilizes the GTH algorithm (Grassmann, Taskar and Heyman, 1985) which is turned out to be stable for finding the steady state distribution of a finite Markov chain. Our algorithm involves no subtractions and therefore loss of significant digits due to concellation is ruled out completely while Gaussian elimination involves subtractions and thus may lead to loss of accuracy due to cancellation. We present numerical evidence to show that our algorithm achieves higher accuracy than the ordinagy Gaussian elimination.

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Robust Optimal Control of Robot Manipulators with a Weighting Matrix Determination Algorithm

  • Kim, Mi-Kyung;Kang, Hee-Jun
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.2004-2009
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    • 2003
  • A robust optimal control design is proposed in this study for rigid robotic systems under the unknown load and the other uncertainties. The uncertainties are quadratically bounded for some positive definite matrix. Iterative method finding the Q weighting matrix is shown. Computer simulations have been done for a weight-lifting operation of a two-link manipulator and the result of the simulation shows that the proposed algorithm is very effective for a robust control of robotic systems.

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ON THE PURE IMAGINARY QUATERNIONIC LEAST SQUARES SOLUTIONS OF MATRIX EQUATION

  • WANG, MINGHUI;ZHANG, JUNTAO
    • Journal of applied mathematics & informatics
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    • v.34 no.1_2
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    • pp.95-106
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    • 2016
  • In this paper, according to the classical LSQR algorithm forsolving least squares (LS) problem, an iterative method is proposed for finding the minimum-norm pure imaginary solution of the quaternionic least squares (QLS) problem. By means of real representation of quaternion matrix, the QLS's correspongding vector algorithm is rewrited back to the matrix-form algorthm without Kronecker product and long vectors. Finally, numerical examples are reported that show the favorable numerical properties of the method.

MODIFIED MULTIPLICATIVE UPDATE ALGORITHMS FOR COMPUTING THE NEAREST CORRELATION MATRIX

  • Yin, Jun-Feng;Huang, Yumei
    • Journal of applied mathematics & informatics
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    • v.30 no.1_2
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    • pp.201-210
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    • 2012
  • A modified multiplicative update algorithms is presented for computing the nearest correlation matrix. The convergence property is analyzed in details and a sufficient condition is given to guarantee that the proposed approach will not breakdown. A number of numerical experiments show that the modified multiplicative updating algorithm is efficient, and comparable with the existing algorithms.

Optimization of Weighting Matrix selection (상태 비중 행렬의 선택에 대한 최적화)

  • 권봉환;윤명중
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.22 no.3
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    • pp.91-94
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    • 1985
  • A method optimizing selection of a state weighting matrix is presented. The state weight-ing matrix is chosen so that the closed-loop system responses closely match to the ideal model responses. An algorithm is presented which determines a positive semidefinite state weighting matrix in the linear quadratic optimal control design problem and an numerical example is given to show the effect of the present algorithm.

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A Study of Cyclic Scheduling Analysis in FMS Based on the Transitive Matrix (추이적 행렬을 이용한 유연생산시스템의 순환 스케쥴링 분석)

  • 이종근
    • Journal of the Korea Society for Simulation
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    • v.11 no.4
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    • pp.57-68
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    • 2002
  • The analysis of the cyclic scheduling problem in FMS using the transitive matrix has been proposed. Since the transitive matrix may explain all the relations between the places and transitions, we propose an algorithm to get good solution after slicing off some subnets from the original net based on machines operations. For analyzing the schedule problem, we considered two time functions such as produce time and waiting time using the P-invariant. In addition, we are shown the effectiveness of proposed algorithm after comparing with unfolding algorithms.

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SMOOTH SINGULAR VALUE THRESHOLDING ALGORITHM FOR LOW-RANK MATRIX COMPLETION PROBLEM

  • Geunseop Lee
    • Journal of the Korean Mathematical Society
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    • v.61 no.3
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    • pp.427-444
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    • 2024
  • The matrix completion problem is to predict missing entries of a data matrix using the low-rank approximation of the observed entries. Typical approaches to matrix completion problem often rely on thresholding the singular values of the data matrix. However, these approaches have some limitations. In particular, a discontinuity is present near the thresholding value, and the thresholding value must be manually selected. To overcome these difficulties, we propose a shrinkage and thresholding function that smoothly thresholds the singular values to obtain more accurate and robust estimation of the data matrix. Furthermore, the proposed function is differentiable so that the thresholding values can be adaptively calculated during the iterations using Stein unbiased risk estimate. The experimental results demonstrate that the proposed algorithm yields a more accurate estimation with a faster execution than other matrix completion algorithms in image inpainting problems.

Joint Time Delay and Angle Estimation Using the Matrix Pencil Method Based on Information Reconstruction Vector

  • Li, Haiwen;Ren, Xiukun;Bai, Ting;Zhang, Long
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.12 no.12
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    • pp.5860-5876
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    • 2018
  • A single snapshot data can only provide limited amount of information so that the rank of covariance matrix is not full, which is not adopted to complete the parameter estimation directly using the traditional super-resolution method. Aiming at solving the problem, a joint time delay and angle estimation using matrix pencil method based on information reconstruction vector for orthogonal frequency division multiplexing (OFDM) signal is proposed. Firstly, according to the channel frequency response vector of each array element, the algorithm reconstructs the vector data with delay and angle parameter information from both frequency and space dimensions. Then the enhanced data matrix for the extended array element is constructed, and the parameter vector of time delay and angle is estimated by the two-dimensional matrix pencil (2D MP) algorithm. Finally, the joint estimation of two-dimensional parameters is accomplished by the parameter pairing. The algorithm does not need a pseudo-spectral peak search, and the location of the target can be determined only by a single receiver, which can reduce the overhead of the positioning system. The theoretical analysis and simulation results show that the estimation accuracy of the proposed method in a single snapshot and low signal-to-noise ratio environment is much higher than that of Root Multiple Signal Classification algorithm (Root-MUSIC), and this method also achieves the higher estimation performance and efficiency with lower complexity cost compared to the one-dimensional matrix pencil algorithm.

Matrix completion based adaptive sampling for measuring network delay with online support

  • Meng, Wei;Li, Laichun
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.14 no.7
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    • pp.3057-3075
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    • 2020
  • End-to-end network delay plays an vital role in distributed services. This delay is used to measure QoS (Quality-of-Service). It would be beneficial to know all node-pair delay information, but unfortunately it is not feasible in practice because the use of active probing will cause a quadratic growth in overhead. Alternatively, using the measured network delay to estimate the unknown network delay is an economical method. In this paper, we adopt the state-of-the-art matrix completion technology to better estimate the network delay from limited measurements. Although the number of measurements required for an exact matrix completion is theoretically bounded, it is practically less helpful. Therefore, we propose an online adaptive sampling algorithm to measure network delay in which statistical leverage scores are used to select potential matrix elements. The basic principle behind is to sample the elements with larger leverage scores to keep the traits of important rows or columns in the matrix. The amount of samples is adaptively decided by a proposed stopping condition. Simulation results based on real delay matrix show that compared with the traditional sampling algorithm, our proposed sampling algorithm can provide better performance (smaller estimation error and less convergence pressure) at a lower cost (fewer samples and shorter processing time).

Fuzzy system identification and modification of fuzzy relation matrix (퍼지 제어규칙의 추정 및 퍼지 연관행렬의 수정화)

  • 이태호;박상배;이균경
    • 제어로봇시스템학회:학술대회논문집
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    • 1991.10a
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    • pp.567-572
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    • 1991
  • This paper proposes an algorithm of fuzzy model modification which improves fuzzy relation matrix for multi-input/single output dynamic systems. Zadeh's possibility distribution plays an important role in the proposed algorithm and in the use of fuzzy models which are constructed by the proposed algorithm. The required computer capacity and time for implementing the proposed algorithm and resulting models are significantly reduced by introducing the concept of the referential fuzzy sets. A nonlinear system is given to show that the proposed algorithm can provide the fuzzy model with satisfactory accuracy.

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