• Title/Summary/Keyword: Tridiagonal matrix

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Determinant Eigenvalue and Inverse Matrix of a Tridiagonal Matrix (삼대각선행열의 행열식 고유값 및 역행열)

  • Lee, Doo-Soo
    • Journal of the Korean Institute of Telematics and Electronics
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    • v.23 no.4
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    • pp.455-459
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    • 1986
  • A large set of linear equations which arise in many applications, such as in digital signal processing, image filtering, estimation theory, numerical analysis, etc. involve the problem of a tridiagonal matrix. In this paper, the determinant, eigenvalue and inverse matrix of a tridiagoanl matrix are analytically evaluated.

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Fast GPU Implementation for the Solution of Tridiagonal Matrix Systems (삼중대각행렬 시스템 풀이의 빠른 GPU 구현)

  • Kim, Yong-Hee;Lee, Sung-Kee
    • Journal of KIISE:Computer Systems and Theory
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    • v.32 no.11_12
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    • pp.692-704
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    • 2005
  • With the improvement of computer hardware, GPUs(Graphics Processor Units) have tremendous memory bandwidth and computation power. This leads GPUs to use in general purpose computation. Especially, GPU implementation of compute-intensive physics based simulations is actively studied. In the solution of differential equations which are base of physics simulations, tridiagonal matrix systems occur repeatedly by finite-difference approximation. From the point of view of physics based simulations, fast solution of tridiagonal matrix system is important research field. We propose a fast GPU implementation for the solution of tridiagonal matrix systems. In this paper, we implement the cyclic reduction(also known as odd-even reduction) algorithm which is a popular choice for vector processors. We obtained a considerable performance improvement for solving tridiagonal matrix systems over Thomas method and conjugate gradient method. Thomas method is well known as a method for solving tridiagonal matrix systems on CPU and conjugate gradient method has shown good results on GPU. We experimented our proposed method by applying it to heat conduction, advection-diffusion, and shallow water simulations. The results of these simulations have shown a remarkable performance of over 35 frame-per-second on the 1024x1024 grid.

ON REDUCTION OF K-ALMOST NORMAL AND K-ALMOST CONJUGATE NORMAL MATRICES TO A BLOCK TRIDIAGONAL FORM

  • ASIL, K. NIAZI;KAMALVAND, M. GHASEMI
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.23 no.3
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    • pp.267-282
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    • 2019
  • This paper examines how one can build a block tridiagonal structure for k-almost normal matrices and also for k-almost conjugate normal matrices. We shall see that these representations are created by unitary similarity and unitary congruance transformations, respectively. It shall be proven that the orders of diagonal blocks are 1, k + 2, 2k + 3, ${\ldots}$, in both cases. Then these block tridiagonal structures shall be reviewed for the cases where the mentioned matrices satisfy in a second-degree polynomial. Finally, for these processes, algorithms are presented.

PARALLEL BLOCK ILU PRECONDITIONERS FOR A BLOCK-TRIDIAGONAL M-MATRIX

  • Yun, Jae-Heon;Kim, Sang-Wook
    • Journal of the Korean Mathematical Society
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    • v.36 no.1
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    • pp.209-227
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    • 1999
  • We propose new parallel block ILU (Incomplete LU) factorization preconditioners for a nonsymmetric block-tridiagonal M-matrix. Theoretial properties of these block preconditioners are studied to see the convergence rate of the preconditioned iterative methods, Lastly, numerical results of the right preconditioned GMRES and BiCGSTAB methods using the block ILU preconditioners are compared with those of these two iterative methods using a standard ILU preconditioner to see the effectiveness of the block ILU preconditioners.

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NEW LOWER BOUND OF THE DETERMINANT FOR HADAMARD PRODUCT ON SOME TOTALLY NONNEGATIVE MATRICES

  • Zhongpeng, Yang;Xiaoxia, Feng
    • Journal of applied mathematics & informatics
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    • v.25 no.1_2
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    • pp.169-181
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    • 2007
  • Applying the properties of Hadamard core for totally nonnegative matrices, we give new lower bounds of the determinant for Hadamard product about matrices in Hadamard core and totally nonnegative matrices, the results improve Oppenheim inequality for tridiagonal oscillating matrices obtained by T. L. Markham.

Fast Data Assimilation using Kernel Tridiagonal Sparse Matrix for Performance Improvement of Air Quality Forecasting (대기질 예보의 성능 향상을 위한 커널 삼중대각 희소행렬을 이용한 고속 자료동화)

  • Bae, Hyo Sik;Yu, Suk Hyun;Kwon, Hee Yong
    • Journal of Korea Multimedia Society
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    • v.20 no.2
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    • pp.363-370
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    • 2017
  • Data assimilation is an initializing method for air quality forecasting such as PM10. It is very important to enhance the forecasting accuracy. Optimal interpolation is one of the data assimilation techniques. It is very effective and widely used in air quality forecasting fields. The technique, however, requires too much memory space and long execution time. It makes the PM10 air quality forecasting difficult in real time. We propose a fast optimal interpolation data assimilation method for PM10 air quality forecasting using a new kernel tridiagonal sparse matrix and CUDA massively parallel processing architecture. Experimental results show the proposed method is 5~56 times faster than conventional ones.

Content-Addressable Systolic Array for Solving Tridiagonal Linear Equation Systems (삼중대각행렬 선형방정식의 해를 구하기 위한 내용-주소법 씨스톨릭 어레이)

  • 이병홍;김정선;채수환
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.16 no.6
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    • pp.556-565
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    • 1991
  • Using the WDZ decomposition algorithm, a parallel algorithm is presented for solving the linear system Ax=b which has an nxn nonsingular tridiagonal matrix. For implementing this algorithm a CAM systolic arrary is proposed, and each processing element of this array has its own CAM to store the nonzero elements of the tridiagonal matrix. In order to evaluate this array the algorithm presented is compared to theis compared to the LU decomposition algorithm. It is found that the execution time of the algorithm presented is reduced to about 1/4 than that of the LU decomposition algorithm. If each computation process step can be dome in one time unit, the system of eqations is solved in a systolic fashion without central control is obtained in 2n+1 time steps.

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BLOCK INCOMPLETE FACTORIZATION PRECONDITIONERS FOR A SYMMETRIC H-MATRIX

  • Yun, Jae-Heon;Kim, Sang-Wook
    • Bulletin of the Korean Mathematical Society
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    • v.37 no.3
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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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    • v.8 no.3
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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.