• Title/Summary/Keyword: QR 분해법

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QR분해를 이용한 선형계획법의 구현과 그 효율에 관하여

  • 박찬규;성명기;박순달
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1995.09a
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    • pp.189-199
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    • 1995
  • 내부점 방법에서는 개선 방향을 대칭 양정치 행렬로 이루어지는 선형시스템 의 해를 구해야 하고 단체법에서는 단체 승수나 진입열을 계산하는데 기저 행렬로 이루어지는 선형시스템을 풀게된다. 본 연구는 내부점 기법과 단체법 에서 나타나는 선형시스템을 QR분해를 통해 푸는 방법을 구현하고 이에 대 한 결과를 제시하였다. QR분해 방법으로는 Givens가 제시한 방법을 사용했 으며 단체법에서 rank-one 수정 방법을 사용하였다. QR분해를 적용한 단체 법의 경우는 상.하 분해를 단체법에 비해 많이 느리며 내부점 기법에 적용하 면 촐레스키 분해보다 2-8배 정도 수행시간이 더 소요되었다. 그러나 내부점 기법에서 QR분해 방법이 촐레스키 분해 방법에 비해 보다 수치적으로 보다 정확하였다.

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Karmarkar법의 속도 제고에 관한 연구

  • 우병오;박순달
    • Korean Management Science Review
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    • v.8 no.1
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    • pp.127-133
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    • 1991
  • 본 연구에서는 Karmarkar법의 변형인 Todd&Burrell 알고리즘을 분석하고 이 알고리즘의 수행속도를 증가시키기 위한 몇가지 방안을 제시하였다. 또한, 몇가지 실험을 통하여 제안된 방안들을 비교 분석하였다. 사영행렬의 계산에 QR 분해법과 Cholesky 분해법을 도입함으로써 계산 시간을 줄일 수 있었고, 구내최적화를 위한 개선폭의 결정에 비율검정법과 선형탐색법을 사용함으로써 수행횟수 및 총 수행시간을 줄일 수 있었다. 수행실험을 통하여 알고리즘을 분석한 결과, 수행시간의 대부분을 사영행렬의 계산이 차지하는 것으로 나타나 이론적으로 계산복잡도를 분석한 결과와 일치하였다. 또한, 사영행렬과 개선폭의 결정에 사용된 각 방법들을 실험을 통해 비교 분석한 바로는 사영행렬의 계산에 있어서 Cholesky 분해법이 Gauss소거법이나 QR 분해법을 쓰는 경우보다 우수했으며, 개선폭을 결정하는 데 있어서는 비율검정법이 속도면에서 가장 우수했다.

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Calculation of Critical Speed of Railway Vehicle by Multibody Dynamics Analysis (다물체 동역학 해석방법을 이용한 철도차량의 임계속도 계산)

  • Kang, Juseok
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.37 no.11
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    • pp.1371-1377
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    • 2013
  • In this analysis, a method is presented to calculate the critical speed of a railway vehicle by using a multibody dynamic model. The contact conditions and contact forces between the wheel and the rail are formularized for the wheelset model. This is combined with the bogie model to obtain a multibody dynamic model of a railway vehicle with constraint conditions. First-order linear dynamic equations with independent coordinates are derived from the constraint equations and dynamic equations of railway vehicles using the QR decomposition method. Critical speeds are calculated for the wheelset and bogie dynamic models through an eigenvalue analysis. The influences of the design parameters on the critical speed are presented.

QR-Decomposition based Adaptive Bbilinear Lattice Algorithms (QR 분해법을 이용한 적응 쌍선형 격자 알고리듬)

  • 안봉만;황지원;백흥기
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.31B no.10
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    • pp.32-43
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    • 1994
  • This paper presents new QRD-based recursive least squares algorithms for bilinear lattice filter. Bilinear recursive least square lattice algorithms are derived by using the QR decomposition for minimization covariance matrix of predication error by applying Givens rotation to the bilinear recursive least squares lattics algorithms. The proposed algorithms are applied to the bilinear system identification to evaluate the performance of algoithms. Computer simulations show that the convergence properties of the proposed algorithms are superior to that of the algorithms proposed by Baik when signal includes the measurement noise.

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Fast QR Factorization Algorithms of Toeplitz Matrices based on Stabilized / Hyperbolic Householder Transformations (하우스홀더 변환법을 이용한 토플리즈 행렬의 빠른 QR 인수분해 알고리즘)

  • Choi, Jae-Young
    • The Transactions of the Korea Information Processing Society
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    • v.5 no.4
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    • pp.959-966
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    • 1998
  • We present fast QR factorization algorithms $m{\times}n\;(m{\geq}n)$ Toeplitz matrix. These QR factorization algortihms are determined from the shift-invariance properties of underlying matrices. The major transformation tool is a stabilized/hyperbolic Householder transformation. The algortihms require O(mn) operations, and can be easily implemented on distributed-memory multiprocessors.

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Nonlinear Lattice Algorithms using QRD and Channel Decomposition (QR 분해와 채널 분해법을 이용한 비선형 격자 알고리듬)

  • 안봉만;백흥기
    • Journal of the Korean Institute of Telematics and Electronics B
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    • v.32B no.10
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    • pp.1326-1337
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    • 1995
  • In this paper, we transformed the bilinear filter into an equivalent linear multichannel filter and derived QR decomposition based recursive least squares algorithms for bilinear lattice filters. We also defined order update relation of the forward and the backward input vectors by using the channel decomposition. The forward and the backward data matrices were defined by using the forward and the backward input vectors and orthogonalized with the QR decomposition. we can obtain the lattice equations of the bilinear filters by using the channel decomposition. we can be derived the lattice equations of the bilinear filters using this decomposition process which are the same as the lattice equations derived by Baik, we can use the coefficient transformation algorithm proposed by Baik. We derived the equation error and the output error algorithm of the QRD based RLS bilinear lattice algorithm. Also, we evaluated the performance of the proposed algorithms through the system identification of the bilinear system.

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A Study On The Eigen-properties of A 2-D Square Waveguide by the Krylov-Schur Iteration Method (Krylov-Schur 순환법에 의한 2차원 사각도파관에서의 고유치 문제에 관한 연구)

  • Kim, Yeong Min;Kim, Dongchool;Lim, Jong Soo
    • Journal of the Institute of Electronics and Information Engineers
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    • v.50 no.11
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    • pp.28-35
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    • 2013
  • The Krylov-Schur algorithm has been applied to reveal the eigen-properties of the wave guide having the square cross section. The eigen-matrix equation has been constructed from FEM with the basis function of the tangential edge-vectors of the triangular element. This equation has been treated firstly with Arnoldi decomposition to obtain a upper Hessenberg matrix. The QR algorithm has been carried out to transform it into Schur form. The several eigen values satisfying the convergent condition have appeared in the diagonal components. The eigen-modes for them have been calculated from the inverse iteration method. The wanted eigen-pairs have been reordered in the leading principle sub-matrix of the Schur matrix. This sub-matrix has been deflated from the eigen-matrix equation for the subsequent search of other eigen-pairs. These processes have been conducted several times repeatedly. As a result, a few primary eigen-pairs of TE and TM modes have been obtained with sufficient reliability.

Vibration Analysis of a Bogie Using Linearized Dynamic Equations of a Multibody System (다물체계의 선형 동역학식을 이용한 대차의 진동 해석)

  • Kang, Juseok
    • Journal of the Korean Society for Railway
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    • v.17 no.5
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    • pp.321-327
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    • 2014
  • In this paper, linear dynamic equations are derived from nonlinear dynamic equations of constrained multibody systems using the QR decomposition method. The derived linear equations are applied to a railway vehicle bogie. The vibration characteristics of the railway vehicle are investigated by calculating the natural mode and transfer function of the bogie frame in relation to rail-roughness input. The main modes of the bogie were found below 35Hz, and the local modes above 198Hz. The magnitude of the vertical transfer function varied with the forward velocity due to vertical and pitch modes, which were influenced by the forward velocity. The magnitude of the lateral transfer function was negligibly small, and the mode in the longitudinal direction was excited for longitudinal transfer function regardless of the forward velocity.

PoLAPACK : Parallel Factorization Routines with Algorithmic Blocking (PoLAPACK : 알고리즘적인 블록 기법을 이용한 병렬 인수분해 루틴 패키지)

  • Choe, Jae-Yeong
    • Journal of KIISE:Computer Systems and Theory
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    • v.28 no.5
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    • pp.228-235
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    • 2001
  • 본 논문에서는 분산메모리를 가진 병렬 컴퓨터에서 밀집 행렬 연산을 위한 PoLAPACK 패키지를 소개한다. PoLAPACK은 새로운 연산 기법을 적용한 LU, QR, Cholesky 인수분해 알고리즘들을 포함하고 있다. 블록순환분산법으로 분산되어 있는 행렬에 알고리즘적인 블록 기법(algorithimic blocking)을 적용하여, 실제 행렬의 분산에 사용된 블록의 크기와 다른, 최대의 성능을 보일 수 있는 최적의 블록 크기로 연산을 수행할 수 있다. 이러한 연산 방식은 분산되어 있는 원래의 행렬 A의 순서를 따르지 않으며, 따라서 최적의 블록 크기로 연산을 수행한 후에 얻어진 해 x를 원래 행렬 분산법을 따라서 재배치하여야 한다. 본 연구는 Cray T3E 컴퓨터에서 구현하였으며 ScaLAPACK의 인수분해 루틴들과 그 성능을 비교.분석하였다.

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An Improved Ordering Method for MIMO Signal Detection Using QR Decomposition and Successive Interference Cancellation (QR 분해 및 순차적 간섭제거 기반의 MIMO 신호검출 기법을 위한 향상된 순서화 방법)

  • Bak, Sang-Hyun;Kim, Jae-Kwon;Yang, Won-Young
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.34 no.10C
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    • pp.1010-1015
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    • 2009
  • In this paper, we propose a novel detection ordering technique for MIMO signal detection methods based on QR decomposition and successive interference cancellation (SIC). Recently, new signal detection methods for spatially multiplexed (SM) MIMO systems were proposed, where all the constellation points are tried as the first layer symbol, and the remaining layer symbols are estimated via SIC, producing candidate vectors. Finally, the ML metric values are calculated for the candidate vectors, that are again used to select the best symbol vector. It was also shown that the ordering method in the conventional V-BLAST is not suitable to these signal detection methods. In this paper, we propose a novel ordering method, and we show via computer simulations that the proposed ordering method improves the error performance.