• Title/Summary/Keyword: Schur complement system

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Aggregation multigrid method for schur complement system in FE analysis of continuum elements

  • Ko, Jin-Hwan;Lee, Byung Chai
    • Structural Engineering and Mechanics
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    • v.30 no.4
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    • pp.467-480
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    • 2008
  • An aggregation multigrid method (AMM) is a leading iterative solver in solid mechanics. Recently, AMM is applied for solving Schur Complement system in the FE analysis of shell structures. In this work, an extended application of AMM for solving Schur Complement system in the FE analysis of continuum elements is presented. Further, the performance of the proposed AMM in multiple load cases, which is a challenging problem for an iterative solver, is studied. The proposed method is developed by combining the substructuring and the multigrid methods. The substructuring method avoids factorizing the full-size matrix of an original system and the multigrid method gives near-optimal convergence. This method is demonstrated for the FE analysis of several elastostatic problems. The numerical results show better performance by the proposed method as compared to the preconditioned conjugate gradient method. The smaller computational cost for the iterative procedure of the proposed method gives a good alternative to a direct solver in large systems with multiple load cases.

A CLASS OF MULTILEVEL RECURSIVE INCOMPLETE LU PRECONDITIONING TECHNIQUES

  • Zhang, Jun
    • Journal of applied mathematics & informatics
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    • v.8 no.2
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    • pp.305-326
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    • 2001
  • We introduce a class of multilevel recursive incomplete LU preconditioning techniques (RILUM) for solving general sparse matrices. This techniques is based on a recursive two by two block incomplete LU factorization on the coefficient martix. The coarse level system is constructed as an (approximate) Schur complement. A dynamic preconditioner is obtained by solving the Schur complement matrix approximately. The novelty of the proposed techniques is to solve the Schur complement matrix by a preconditioned Krylov subspace method. Such a reduction process is repeated to yield a multilevel recursive preconditioner.

RECURSIVE TWO-LEVEL ILU PRECONDITIONER FOR NONSYMMETRIC M-MATRICES

  • Guessous, N.;Souhar, O.
    • Journal of applied mathematics & informatics
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    • v.16 no.1_2
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    • pp.19-35
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    • 2004
  • We develop in this paper some preconditioners for sparse non-symmetric M-matrices, which combine a recursive two-level block I LU factorization with multigrid method, we compare these preconditioners on matrices arising from discretized convection-diffusion equations using up-wind finite difference schemes and multigrid orderings, some comparison theorems and experiment results are demonstrated.

Robust H$_\infty$ Control for Discrete Time-delay Linear Systems with Frobenius Norm-bounded Uncertainties (파라미터 불확실성을 가지는 이산 시간지연 시스템에 대한 견실 H$_\infty$ 제어)

  • 김기태;이형호;이상경;박홍배
    • 제어로봇시스템학회:학술대회논문집
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    • 2000.10a
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    • pp.23-23
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    • 2000
  • In this paper, we proposed the problems of robust stability and 개bust H$_{\infty}$ control of discrete time-delay linear st.stems with Frobenius norm-bounded uncertainties. The existence condition and the design method of robust H$_{\infty}$ state feedback control]or are given. Through some changes of variables and Schur complement, the obtained sufficient condition can be rewritten as an LMI(linear matrix inequality) form in terms of all variables.

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$H_\infty$ Controller Design for Discrete-time Linear Systems with Time-varying Delays in States using S-procedure (S-procedure를 이용한 상태에 시변 시간지연을 가지는 이산 선형 시스템에 대한 $H_\infty$ 제어기 설계)

  • Kim, Ki-Tae;Cho, Sang-Hyun;Park, Hong-Bae
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.39 no.2
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    • pp.95-103
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    • 2002
  • This paper deals with the H$_{\infty}$ control problems for discrete-time linear systems with time-varying delays in states. The existence condition and the design method of the H$_{\infty}$ state feedback controller are given. In this paper, the H$_{\infty}$ control law is assumed to be a memoryless state feedback, and the upper-bound of time-varying delay and S-procedure are used. Through some changes of variables and Schur complement, the obtained sufficient condition can be rewritten as an LMI(linear matrix inequality) form in terms of all variables.

IMPROVING THE SOLVABILITY OF ILL-CONDITIONED SYSTEMS OF LINEAR EQUATIONS BY REDUCING THE CONDITION NUMBER OF THEIR MATRICES

  • Farooq, Muhammad;Salhi, Abdellah
    • Journal of the Korean Mathematical Society
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    • v.48 no.5
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    • pp.939-952
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    • 2011
  • This paper is concerned with the solution of ill-conditioned Systems of Linear Equations (SLE's) via the solution of equivalent SLE's which are well-conditioned. A matrix is rst constructed from that of the given ill-conditioned system. Then, an adequate right-hand side is computed to make up the instance of an equivalent system. Formulae and algorithms for computing an instance of this equivalent SLE and solving it will be given and illustrated.

Design of Suboptimal Robust Kalman Filter via Linear Matrix Inequality (선형 행렬 부등식을 이용한 준최적 강인 칼만 필터의 설계)

  • Jin, Seung-Hee;Yoon, Tae-Sung;Park, Jin-Bae
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.5
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    • pp.560-570
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    • 1999
  • This paper formulates the suboptimal robust Kalman filtering problem into two coupled Linear Matrix Inequality (LMI) problems by applying Lyapunov theory to the augmented system which is composed of the state equation in the uncertain linear system and the estimation error dynamics. This formulations not only provide the sufficient conditions for the existence of the desired filter, but also construct the suboptimal robust Kalman filter. The proposed filter can guarantee the optimized upper bound of the estimation error variance for uncertain systems with parametric uncertainties in both the state and measurement matrices. In addition, this paper shows how the problem of finding the minimizing solution subject to Quadratic Matrix Inequality (QMI), which cannot be easily transformed into LMI using the usual Schur complement formula, can be successfully modified into a generic LMI problem.

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ROBUST OUTPUT FEEDBACK $H\infty$ CONTROL FOR UNCERTAIN DELAYED SINGULAR SYSTEMS

  • Kim, Jong-Hae;Lim, Jong-Seul
    • Journal of applied mathematics & informatics
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    • v.20 no.1_2
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    • pp.513-522
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    • 2006
  • This paper considers a robust output feedback $H\infty$ controller design method for singular systems with time-varying delay in state and parameter uncertainty in system matrix by an LMI approach and observer based technique, which can be solved efficiently by convex optimization. The sufficient condition for the existence of controller and the controller design method are presented by strict LMI(linear matrix inequality) approach. Since the obtained condition can be expressed as an LMI form, all variables including feedback gain and observer gain can be calculated simultaneously by Schur complement and changes of variables.

An Interpretation of QR Factorization in Subspace Identification

  • Takei, Yoshinori;Imai, Jun;Wada, Kiyoshi
    • 제어로봇시스템학회:학술대회논문집
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    • 1999.10a
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    • pp.121-124
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    • 1999
  • Subspace-based state space system identification (4SID) methods have been demonstrated to per-form well in a number of applications, but the properties of these have not been fully analyzed or understood yet. For applying the methods, no assumptions on structure of realization are needed and any coordinate transformation is allowed for the estimates. This is one reason why many kinds of properties expected for identification procedures have not been clarified yet. We illustrate, by using Schur complement, an interpretation of the R matrix yielded by the QR factorization in the 4SID procedure. The results in this paper can be useful for analysis of properties of parameters obtained by 4SID methods.

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Guaranteed Cost Control for Discrete-time Linear Uncertain Systems with Time-varying Delay (시변 시간지연을 가지는 이산 선형 불확실성 시스템에 대한 보장 비용 제어)

  • Kim, Ki-Tae;Cho, Sang-Hyun;Lee, Sang-Kyung;Park, Hong-Bae
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.39 no.6
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    • pp.20-26
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    • 2002
  • This paper deals with the guaranteed cost control problems for a class of discrete-time linear uncertain systems with time-varying delay. The uncertain systems under consideration depend on time-varying norm-bounded parameter uncertainties. We address the existence condition and the design method of the memoryless state feedback control law such that the closed loop system not only is quadratically stable but also guarantees an adequate level of performance for all admissible uncertainties. Through some changes of variables and Schur complement, It is shown that the sufficient condition can be rewritten as an LMI(linear matrix inequality) form in terms of all variables.