• Title/Summary/Keyword: Symmetric Factorization

Search Result 19, Processing Time 0.031 seconds

BLOCK INCOMPLETE FACTORIZATION PRECONDITIONERS FOR A SYMMETRIC H-MATRIX

  • Yun, Jae-Heon;Kim, Sang-Wook
    • Bulletin of the Korean Mathematical Society
    • /
    • v.37 no.3
    • /
    • pp.551-568
    • /
    • 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.

  • PDF

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

  • Yun, Jae-Heon;Kim, Sang-Wook
    • Journal of applied mathematics & informatics
    • /
    • v.8 no.3
    • /
    • pp.705-720
    • /
    • 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.

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

  • Kwon, Young-In;Shin, Hyun-Gook;Kim, Moon-Sup
    • Communications of Mathematical Education
    • /
    • v.20 no.4 s.28
    • /
    • pp.595-602
    • /
    • 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.

  • PDF

MODIFLED INCOMPLETE CHOLESKY FACTORIZATION PRECONDITIONERS FOR A SYMMETRIC POSITIVE DEFINITE MATRIX

  • Yun, Jae-Heon;Han, Yu-Du
    • Bulletin of the Korean Mathematical Society
    • /
    • v.39 no.3
    • /
    • pp.495-509
    • /
    • 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
    • Journal of the Korean Mathematical Society
    • /
    • v.46 no.2
    • /
    • pp.281-294
    • /
    • 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.

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

  • Seol Tongryeol
    • Korean Management Science Review
    • /
    • v.21 no.2
    • /
    • pp.43-60
    • /
    • 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.

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

  • Seol, Tong-Ryeol;Seong, Myeong-Ki;Ahn, Jae-Geun;Park, Soon-Dal
    • Journal of Korean Institute of Industrial Engineers
    • /
    • v.25 no.3
    • /
    • pp.290-297
    • /
    • 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.

  • PDF

CONVERGENCE OF MULTISPLITTING METHOD FOR A SYMMETRIC POSITIVE DEFINITE MATRIX

  • YUN JAE HEON;OH SEYOUNG;KIM EUN HEUI
    • Journal of applied mathematics & informatics
    • /
    • v.18 no.1_2
    • /
    • pp.59-72
    • /
    • 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
    • /
    • v.15 no.1_2
    • /
    • pp.299-312
    • /
    • 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
    • /
    • v.11 no.1_2
    • /
    • pp.59-80
    • /
    • 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.