• 제목/요약/키워드: linear convergence

검색결과 1,329건 처리시간 0.031초

CONVERGENCE OF MULTISPLITTING METHODS WITH PREWEIGHTING FOR AN H-MATRIX

  • Han, Yu-Du;Yun, Jae-Heon
    • 대한수학회보
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    • 제49권5호
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    • pp.997-1006
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    • 2012
  • In this paper, we study convergence of multisplitting methods with preweighting for solving a linear system whose coefficient matrix is an H-matrix corresponding to both the AOR multisplitting and the SSOR multisplitting. Numerical results are also provided to confirm theoretical results for the convergence of multisplitting methods with preweighting.

유한시간 감소차수 관측자의 설계 (On the Design of a Finite Time Reduced Order Observer)

  • 이기상
    • 전기학회논문지
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    • 제59권5호
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    • pp.961-965
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    • 2010
  • A reduced order observer with finite time convergence characteristics is proposed for linear time invariant systems. The proposed finite time reduced order observer(FTROO) is a dual observer scheme in which two reduced order Luenberger observers with asymptotic convergence characteristics and a finite time delay element are employed. The FTROO can be constructed so as to converge in the designer specified finite time independent of the eigenvalues of the reduced order observers. A numerical example is given to show the finite-time convergence characteristics of the proposed FTROO.

AN ADAPTIVE APPROACH OF CONIC TRUST-REGION METHOD FOR UNCONSTRAINED OPTIMIZATION PROBLEMS

  • FU JINHUA;SUN WENYU;SAMPAIO RAIMUNDO J. B. DE
    • Journal of applied mathematics & informatics
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    • 제19권1_2호
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    • pp.165-177
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    • 2005
  • In this paper, an adaptive trust region method based on the conic model for unconstrained optimization problems is proposed and analyzed. We establish the global and super linear convergence results of the method. Numerical tests are reported that confirm the efficiency of the new method.

CONVERGENCE OF RELAXED TWO-STAGE MULTISPLITTING METHOD USING M-SPLITTINGS OR SOR MULTISPLITTING

  • Oh, Se-Young;Yun, Jae-Heon
    • Journal of applied mathematics & informatics
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    • 제27권3_4호
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    • pp.489-500
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    • 2009
  • In this paper, we study the convergence of relaxed two-stage multisplitting method using M-splittings or SOR multi splitting as inner splittings and an outer splitting for solving a linear system whose coefficient matrix is an M-matrix. We also provide numerical experiments for the convergence of the relaxed two-stage multisplitting method.

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Optimal Convergence Rate of Empirical Bayes Tests for Uniform Distributions

  • Liang, Ta-Chen
    • Journal of the Korean Statistical Society
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    • 제31권1호
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    • pp.33-43
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    • 2002
  • The empirical Bayes linear loss two-action problem is studied. An empirical Bayes test $\delta$$_{n}$ $^{*}$ is proposed. It is shown that $\delta$$_{n}$ $^{*}$ is asymptotically optimal in the sense that its regret converges to zero at a rate $n^{-1}$ over a class of priors and the rate $n^{-1}$ is the optimal rate of convergence of empirical Bayes tests.sts.

A Note on the Asymptotic Property of S2 in Linear Regression Model with Correlated Errors

  • Lee, Seung-Chun
    • Communications for Statistical Applications and Methods
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    • 제10권1호
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    • pp.233-237
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    • 2003
  • An asymptotic property of the ordinary least squares estimator of the disturbance variance is considered in the regression model with correlated errors. It is shown that the convergence in probability of S$^2$ is equivalent to the asymptotic unbiasedness. Beyond the assumption on the design matrix or the variance-covariance matrix of disturbances error, the result is quite general and simplify the earlier results.

CONVERGENCE OF WEIGHTED U-EMPIRICAL PROCESSES

  • Park, Hyo-Il;Na, Jong-Hwa
    • Journal of the Korean Statistical Society
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    • 제33권4호
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    • pp.353-365
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    • 2004
  • In this paper, we define the weighted U-empirical process for simple linear model and show the weak convergence to a Gaussian process under some conditions. Then we illustrate the usage of our result with examples. In the appendix, we derive the variance of the weighted U-empirical distribution function.

비가능 내부점 방법에 있어서 안정적 수렴에 대하여 (On Stable Convergence in Infeasible Interior-Point Methods)

  • 설동렬;성명기;박순달
    • 한국국방경영분석학회지
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    • 제25권2호
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    • pp.97-105
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    • 1999
  • When infeasible interior-point methods are applied to large-scale linear programming problems, they become unstable and cannot solve the problems if convergence rates of primal feasibility, dual feasibility and duality gap are not well-balanced. We can balance convergence rates of primal feasibility, dual feasibility and duality gap by introducing control parameters. As a result, the stability and the efficiency of infeasible interior-point methods can be improved.

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COMPLETE CONVERGENCE FOR WEIGHTED SUMS OF AANA RANDOM VARIABLES AND ITS APPLICATION IN NONPARAMETRIC REGRESSION MODELS

  • Shen, Aiting;Zhang, Yajing
    • 대한수학회지
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    • 제58권2호
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    • pp.327-349
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    • 2021
  • In this paper, we main study the strong law of large numbers and complete convergence for weighted sums of asymptotically almost negatively associated (AANA, in short) random variables, by using the Marcinkiewicz-Zygmund type moment inequality and Roenthal type moment inequality for AANA random variables. As an application, the complete consistency for the weighted linear estimator of nonparametric regression models based on AANA errors is obtained. Finally, some numerical simulations are carried out to verify the validity of our theoretical result.

Numerical Modeling and Experiment for Single Grid-Based Phase-Contrast X-Ray Imaging

  • Lim, Hyunwoo;Lee, Hunwoo;Cho, Hyosung;Seo, Changwoo;Lee, Sooyeul;Chae, Byunggyu
    • 한국의학물리학회지:의학물리
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    • 제28권3호
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    • pp.83-91
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    • 2017
  • In this work, we investigated the recently proposed phase-contrast x-ray imaging (PCXI) technique, the so-called single grid-based PCXI, which has great simplicity and minimal requirements on the setup alignment. It allows for imaging of smaller features and variations in the examined sample than conventional attenuation-based x-ray imaging with lower x-ray dose. We performed a systematic simulation using a simulation platform developed by us to investigate the image characteristics. We also performed a preliminary PCXI experiment using an established a table-top setup to demonstrate the performance of the simulation platform. The system consists of an x-ray tube ($50kV_p$, 5 mAs), a focused-linear grid (200-lines/inch), and a flat-panel detector ($48-{\mu}m$ pixel size). According to our results, the simulated contrast of phase images was much enhanced, compared to that of the absorption images. The scattering length scale estimated for a given simulation condition was about 117 nm. It was very similar, at least qualitatively, to the experimental contrast, which demonstrates the performance of the simulation platform. We also found that the level of the phase gradient of oriented structures strongly depended on the orientation of the structure relative to that of linear grids.