• Journal of applied mathematics & informatics
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• v.8 no.2
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• pp.651-658
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• 2001

The projection matrix plays an important role in the linear model theory. In this paper we derive an algebraic relationship between the projection matrices of submatrices of the design matrix. Using this relationship we can easily obtain the projection matrices of any submatrices of the design matrix. Also we show that every projection matrix can be obtained as a linear combination of Kronecker products of identity matrices and matrices with all elements equal to 1.

• Proceedings of the IEEK Conference
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• 2002.06d
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• pp.125-128
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• 2002

This paper propose a rectification technique by applying the Projection matrices derived from perspective projection matrices estimated from self-calibrated stereo image pairs. The derivation is made such that two epipolar lines are in parallel. Rectified images are generated by reprojecting corresponding image points. For the performance analysis of this technique, vertical coordinates of rectified points are compare to those obtained by the technique[3].

• Journal of the Korean Mathematical Society
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• v.52 no.2
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• pp.349-372
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• 2015

This paper concerns with exploiting an oblique projection technique to solve a general class of large and sparse least squares problem over symmetric arrowhead matrices. As a matter of fact, we develop the conjugate gradient least squares (CGLS) algorithm to obtain the minimum norm symmetric arrowhead least squares solution of the general coupled matrix equations. Furthermore, an approach is offered for computing the optimal approximate symmetric arrowhead solution of the mentioned least squares problem corresponding to a given arbitrary matrix group. In addition, the minimization property of the proposed algorithm is established by utilizing the feature of approximate solutions derived by the projection method. Finally, some numerical experiments are examined which reveal the applicability and feasibility of the handled algorithm.

• Journal of the Korean Institute of Intelligent Systems
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• v.19 no.5
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• pp.648-654
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• 2009

In this paper, a method called bilateral diagonal 2DLDA is proposed for face recognition. Two methods called Dia2DPCA and Dia2DLDA were suggested to reserve the correlations between the variations in the rows and columns of diagonal images. However, these methods work in the row direction of these images. A row-directional projection matrix can be obtained by calculating the between-class and within-class covariance matrices making an allowance for the column variation of alternative diagonal face images. In addition, column-directional projection matrix can be obtained by calculating the between-class and within-class covariance matrices making an allowance for the row variation in diagonal images. A bilateral projection scheme was applied using left and right multiplying projection matrices. As a result, the dimension of the feature matrix and computation time can be reduced. Experiments carried out on an ORL face database show that the proposed method with three different distance measures, namely, Frobenius, Yang and AMD, is more accurate than some methods, such as 2DPCA, B2DPCA, 2DLDA, etc.

• Korean Journal of Optics and Photonics
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• v.11 no.6
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• pp.441-446
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• 2000

Wigner functions and density matrices are computer simulated for various quantum mechanical states of light. Wigner function and density matrices are evaluated by filtered back projection which includes inverse Radon transform from the distribution function of the photocurrents, which are calculated in the balanced homodyne detection scheme. The density matrix is also directly obtained by using the pattern function from the simulated phase independent photocurrent distribution function. ction.

• Communications for Statistical Applications and Methods
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• v.27 no.5
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• pp.523-533
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• 2020

This paper suggests three available methods for finding nonnegative estimates of variance components of the random effects in mixed models. The three proposed methods based on the concepts of projections are called projection method I, II, and III. Each method derives sums of squares uniquely based on its own method of projections. All the sums of squares in quadratic forms are calculated as the squared lengths of projections of an observation vector; therefore, there is discussion on the decomposition of the observation vector into the sum of orthogonal projections for establishing a projection model. The projection model in matrix form is constructed by ascertaining the orthogonal projections defined on vector subspaces. Nonnegative estimates are then obtained by the projection model where all the coefficient matrices of the effects in the model are orthogonal to each other. Each method provides its own system of linear equations in a different way for the estimation of variance components; however, the estimates are given as the same regardless of the methods, whichever is used. Hartley's synthesis is used as a method for finding the coefficients of variance components.

• ETRI Journal
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• v.40 no.5
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• pp.634-642
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• 2018

Projection spectral analysis is investigated and refined in this paper, in order to unify principal component analysis and independent component analysis. Singular value decomposition and spectral theorems are applied to nonsymmetric correlation or covariance matrices with multiplicities or singularities, where projections and nilpotents are obtained. Therefore, the suggested approach not only utilizes a sum-product of orthogonal projection operators and real distinct eigenvalues for squared singular values, but also reduces the dimension of correlation or covariance if there are multiple zero eigenvalues. Moreover, incremental learning strategies of projection spectral analysis are also suggested to improve the performance.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.25 no.4
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• pp.162-172
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• 2021

This paper proposes stochastic methods to find an approximate solution for the L²-Wasserstein least squares problem of Gaussian measures. The variable for the problem is in a set of positive definite matrices. The first proposed stochastic method is a type of classical stochastic gradient methods combined with projection and the second one is a type of variance reduced methods with projection. Their global convergence are analyzed by using the framework of proximal stochastic gradient methods. The convergence of the classical stochastic gradient method combined with projection is established by using diminishing learning rate rule in which the learning rate decreases as the epoch increases but that of the variance reduced method with projection can be established by using constant learning rate. The numerical results show that the present algorithms with a proper learning rate outperforms a gradient projection method.

• Journal of the Korean Mathematical Society
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• v.56 no.4
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• pp.1001-1016
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• 2019

We are concerned with optimization methods for the $L^2$-Wasserstein least squares problem of Gaussian measures (alternatively the n-coupling problem). Based on its equivalent form on the convex cone of positive definite matrices of fixed size and the strict convexity of the variance function, we are able to present an implementable (accelerated) gradient method for finding the unique minimizer. Its global convergence rate analysis is provided according to the derived upper bound of Lipschitz constants of the gradient function.

• The Korean Journal of Applied Statistics
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• v.27 no.4
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• pp.553-560
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• 2014

This paper deals with estimable functions of parameters of less than full rank linear model. In general, the parameters of an overspecified model are not uniquely determined by least squares solutions. It discusses how to formulate linear estimable functions as functions of parameters in the model and shows how to use projection matrices to check out whether a parameter or function of the pamameters is estimable. It also presents a method to form a basis set of estimable functions using linearly independent characteristic vectors generating the row space of the model matrix.