• 제목/요약/키워드: Symmetric Factorization

검색결과 19건 처리시간 0.023초

BLOCK INCOMPLETE FACTORIZATION PRECONDITIONERS FOR A SYMMETRIC H-MATRIX

  • Yun, Jae-Heon;Kim, Sang-Wook
    • 대한수학회보
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    • 제37권3호
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    • pp.551-568
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    • 2000
  • We propose new parallelizable block incomplete factorization preconditioners for a symmetric block-tridiagonal H-matrix. Theoretical properties of these block preconditioners are compared with those of block incomplete factorization preconditioners for the corresponding comparison matrix. Numerical results of the preconditioned CG(PCG) method using these block preconditioners are compared with those of PCG method using a standard incomplete factorization preconditioner to see the effectiveness of the block incomplete factorization preconditioners.

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A VARIANT OF BLOCK INCOMPLETE FACTORIZATION PRECONDITIONERS FOR A SYMMETRIC H-MATRIX

  • Yun, Jae-Heon;Kim, Sang-Wook
    • Journal of applied mathematics & informatics
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    • 제8권3호
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    • pp.705-720
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    • 2001
  • We propose a variant of parallel block incomplete factorization preconditioners for a symmetric block-tridiagonal H-matrix. Theoretical properties of these block preconditioners are compared with those of block incomplete factoriztion preconditioners for the corresponding somparison matrix. Numerical results of the preconditioned CG(PCG) method using these block preconditioners are compared with those of PCG using other types of block incomplete factorization preconditioners. Lastly, parallel computations of the block incomplete factorization preconditioners are carried out on the Cray C90.

학교수학에 관련된 기본대칭다항식의 활용에 대한 연구 (A Study on Application of Elementary Symmetric polynomials Related to School Mathematics)

  • 권영인;신현국;김문섭
    • 한국수학교육학회지시리즈E:수학교육논문집
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    • 제20권4호
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    • pp.595-602
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    • 2006
  • In this paper we study an application of elementary symmetric polynomials related to transformation of homogeneous symmetric polynomials, factorization of polynomials, solving equation using elementary symmetric polynomials at the level of school mathematics.

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MODIFLED INCOMPLETE CHOLESKY FACTORIZATION PRECONDITIONERS FOR A SYMMETRIC POSITIVE DEFINITE MATRIX

  • Yun, Jae-Heon;Han, Yu-Du
    • 대한수학회보
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    • 제39권3호
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    • pp.495-509
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    • 2002
  • We propose variants of the modified incomplete Cho1esky factorization preconditioner for a symmetric positive definite (SPD) matrix. Spectral properties of these preconditioners are discussed, and then numerical results of the preconditioned CG (PCG) method using these preconditioners are provided to see the effectiveness of the preconditioners.

ORTHOGONAL MULTI-WAVELETS FROM MATRIX FACTORIZATION

  • Xiao, Hongying
    • 대한수학회지
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    • 제46권2호
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    • pp.281-294
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    • 2009
  • Accuracy of the scaling function is very crucial in wavelet theory, or correspondingly, in the study of wavelet filter banks. We are mainly interested in vector-valued filter banks having matrix factorization and indicate how to choose block central symmetric matrices to construct multi-wavelets with suitable accuracy.

자동조절자 내부점 방법을 위한 선형방정식 해법 (Computational Experience of Linear Equation Solvers for Self-Regular Interior-Point Methods)

  • 설동렬
    • 경영과학
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    • 제21권2호
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    • pp.43-60
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    • 2004
  • Every iteration of interior-point methods of large scale optimization requires computing at least one orthogonal projection. In the practice, symmetric variants of the Gaussian elimination such as Cholesky factorization are accepted as the most efficient and sufficiently stable method. In this paper several specific implementation issues of the symmetric factorization that can be applied for solving such equations are discussed. The code called McSML being the result of this work is shown to produce comparably sparse factors as another implementations in the $MATLAB^{***}$ environment. It has been used for computing projections in an efficient implementation of self-regular based interior-point methods, McIPM. Although primary aim of developing McSML was to embed it into an interior-point methods optimizer, the code may equally well be used to solve general large sparse systems arising in different applications.

내부점 방법에서 촐레스키 분해의 수치적 안정성 (Numerical Stability of Cholesky Factorization in Interior Point Methods for Linear Programming)

  • 설동렬;성명기;안재근;박순달
    • 대한산업공학회지
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    • 제25권3호
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    • pp.290-297
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    • 1999
  • In interior point methods for linear programming, we must solve a linear system with a symmetric positive definite matrix at every iteration, and Cholesky factorization is generally used to solve it. Therefore, if Cholesky factorization is not done successfully, many iterations are needed to find the optimal solution or we can not find it. We studied methods for improving the numerical stability of Cholesky factorization and the accuracy of the solution of the linear system.

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CONVERGENCE OF MULTISPLITTING METHOD FOR A SYMMETRIC POSITIVE DEFINITE MATRIX

  • YUN JAE HEON;OH SEYOUNG;KIM EUN HEUI
    • Journal of applied mathematics & informatics
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    • 제18권1_2호
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    • pp.59-72
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    • 2005
  • We study convergence of symmetric multisplitting method associated with many different multisplittings for solving a linear system whose coefficient matrix is a symmetric positive definite matrix which is not an H-matrix.

BILUS: A BLOCK VERSION OF ILUS FACTORIZATION

  • Davod Khojasteh Salkuyeh;Faezeh Toutounian
    • Journal of applied mathematics & informatics
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    • 제15권1_2호
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    • pp.299-312
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    • 2004
  • ILUS factorization has many desirable properties such as its amenability to the skyline format, the ease with which stability may be monitored, and the possibility of constructing a preconditioner with symmetric structure. In this paper we introduce a new preconditioning technique for general sparse linear systems based on the ILUS factorization strategy. The resulting preconditioner has the same properties as the ILUS preconditioner. Some theoretical properties of the new preconditioner are discussed and numerical experiments on test matrices from the Harwell-Boeing collection are tested. Our results indicate that the new preconditioner is cheaper to construct than the ILUS preconditioner.

A MULTILEVEL BLOCK INCOMPLETE CHOLESKY PRECONDITIONER FOR SOLVING NORMAL EQUATIONS IN LINEAR LEAST SQUARES PROBLEMS

  • Jun, Zhang;Tong, Xiao
    • Journal of applied mathematics & informatics
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    • 제11권1_2호
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    • pp.59-80
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    • 2003
  • An incomplete factorization method for preconditioning symmetric positive definite matrices is introduced to solve normal equations. The normal equations are form to solve linear least squares problems. The procedure is based on a block incomplete Cholesky factorization and a multilevel recursive strategy with an approximate Schur complement matrix formed implicitly. A diagonal perturbation strategy is implemented to enhance factorization robustness. The factors obtained are used as a preconditioner for the conjugate gradient method. Numerical experiments are used to show the robustness and efficiency of this preconditioning technique, and to compare it with two other preconditioners.