• Title/Summary/Keyword: Cholesky

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A Fast Least-Squares Algorithm for Multiple-Row Downdatings (Multiple-Row Downdating을 수행하는 고속 최소자승 알고리즘)

  • Lee, Chung-Han;Kim, Seok-Il
    • The Transactions of the Korea Information Processing Society
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    • v.2 no.1
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    • pp.55-65
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    • 1995
  • Existing multiple-row downdating algorithms have adopted a CFD(Cholesky Factor Downdating) that recursively downdates one row at a time. The CFD based algorithm requires 5/2p $n^{2}$ flops(floating point operations) downdating a p$\times$n observation matrix $Z^{T}$ . On the other hands, a HCFD(Hybrid CFD) based algorithm we propose in this paper, requires p $n^{2}$+6/5 $n^{3}$ flops v hen p$\geq$n. Such a HCFD based algorithm factorizes $Z^{T}$ at first, such that $Z^{T}$ = $Q_{z}$ RT/Z, and then applies the CFD onto the upper triangular matrix Rt/z, so that the total number of floating point operations for downdating $Z^{T}$ would be significantly reduced compared with that of the CFD based algorithm. Benchmark tests on the Sun SPARC/2 and the Tolerant System also show that performance of the HCFD based algorithm is superior to that of the CFD based algorithm, especially when the number of rows of the observation matrix is large.rge.

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Experimental contribution analysis of external aeroacoustic noise sources to interior noise of automobile (자동차 외부 공기음향 소음원들의 실험적 실내 기여도 분석 기술 개발)

  • Lee, Myung Han;Ih, Kang Duck;Hwang, Seongil;Kim, Yong-Joe
    • The Journal of the Acoustical Society of Korea
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    • v.37 no.5
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    • pp.300-308
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    • 2018
  • The contribution analysis of various external aeroacoustic noise sources to interior noise is important, enabling to design an automobile with a low interior noise level. With a new technique, the CD (Cholesky Decomposition), it is proposed to decompose an overall interior noise spectrum into multiple spectra, each representing the contribution of a specific noise source to the interior noise. In order to validate this method, three kinds of experiments were conducted. Furthermore, it is proposed to improve the CD-based contribution analysis method to be integrated with existing exterior microphone arrays in the wind tunnel. This method was validated with an experiment with two speakers.

Hardware Design of High Performance ALF in HEVC Encoder for Efficient Filter Coefficient Estimation (효율적인 필터 계수 추출을 위한 HEVC 부호화기의 고성능 ALF 하드웨어 설계)

  • Shin, Seungyong;Ryoo, Kwangki
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.19 no.2
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    • pp.379-385
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    • 2015
  • This paper proposes the hardware architecture of high performance ALF(Adaptive Loop Filter) for efficient filter coefficient estimation. In order to make the original image which has high resolution and high quality into highly compressed image effectively and also, subjective image quality into improved image, the ALF technique of HEVC performs a filtering by estimating filter coefficients using statistical characteristics of image. The proposed ALF hardware architecture is designed with a 2-step pipelined architecture for a reduction in performance cycle by analysing an operation relationship of Cholesky decomposition for the filter coefficient estimation. Also, in the operation process of the Cholesky decomposition, a square root operation is designed to reduce logic area, computation time and computation complexity by using the multiplexer, subtracter and comparator. The proposed hardware architecture is designed using Xilinx ISE 14.3 Vertex-7 XC7VCX485T FPGA device and can support 4K UHD@40fps in real time at a maximum operation frequency of 186MHz.

KCYP data analysis using Bayesian multivariate linear model (베이지안 다변량 선형 모형을 이용한 청소년 패널 데이터 분석)

  • Insun, Lee;Keunbaik, Lee
    • The Korean Journal of Applied Statistics
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    • v.35 no.6
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    • pp.703-724
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    • 2022
  • Although longitudinal studies mainly produce multivariate longitudinal data, most of existing statistical models analyze univariate longitudinal data and there is a limitation to explain complex correlations properly. Therefore, this paper describes various methods of modeling the covariance matrix to explain the complex correlations. Among them, modified Cholesky decomposition, modified Cholesky block decomposition, and hypersphere decomposition are reviewed. In this paper, we review these methods and analyze Korean children and youth panel (KCYP) data are analyzed using the Bayesian method. The KCYP data are multivariate longitudinal data that have response variables: School adaptation, academic achievement, and dependence on mobile phones. Assuming that the correlation structure and the innovation standard deviation structure are different, several models are compared. For the most suitable model, all explanatory variables are significant for school adaptation, and academic achievement and only household income appears as insignificant variables when cell phone dependence is a response variable.

Decision-Feedback Detector for Quasi-Orthogonal Space-Time Block Code over Time-Selective Channel (시간 선택 채널에서의 QO-STBC를 위한 피드백 결정 검출기)

  • Wang, Youxiang;Park, Yong-Wan
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.34 no.12A
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    • pp.933-940
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    • 2009
  • This paper proposes a robust detection scheme for quasi-orthogonal space-time block code over time-selective fading channels. The proposed detector performs interference cancellation and decision feedback equalization to remove the inter-antenna interference and inter-symbol interference when the channel varies from symbol to symbol. Cholesky factorization is used on the channel Gram matrix after performing interference cancellation to obtain feed forward equalizer and feedback equalizer. It is shown by simulations that the proposed detection scheme outperforms the conventional detection schemes and the exiting detection schemes to time-selectivity.

Study of Spectral Factorization using Circulant Matrix Factorization to Design the FIR/IIR Lattice Filters (FIR/IIR Lattice 필터의 설계를 위한 Circulant Matrix Factorization을 사용한 Spectral Factorization에 관한 연구)

  • 김상태;박종원
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.7 no.3
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    • pp.437-447
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    • 2003
  • We propose the methods to design the finite impulse response (FIR) and the infinite impulse response (IIR) lattice filters using Schur algorithm through the spectral factorization of the covariance matrix by circulant matrix factorization (CMF). Circulant matrix factorization is also very powerful tool used fur spectral factorization of the covariance polynomial in matrix domain to obtain the minimum phase polynomial without the polynomial root finding problem. Schur algorithm is the method for a fast Cholesky factorization of Toeplitz matrix, which easily determines the lattice filter parameters. Examples for the case of the FIR Inter and for the case of the IIR filter are included, and performance of our method check by comparing of our method and another methods (polynomial root finding and cepstral deconvolution).

Hurdle Model for Longitudinal Zero-Inflated Count Data Analysis (영과잉 경시적 가산자료 분석을 위한 허들모형)

  • Jin, Iktae;Lee, Keunbaik
    • The Korean Journal of Applied Statistics
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    • v.27 no.6
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    • pp.923-932
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    • 2014
  • The Hurdle model can to analyze zero-inflated count data. This model is a mixed model of the logit model for a binary component and a truncated Poisson model of a truncated count component. We propose a new hurdle model with a general heterogeneous random effects covariance matrix to analyze longitudinal zero-inflated count data using modified Cholesky decomposition. This decomposition factors the random effects covariance matrix into generalized autoregressive parameters and innovation variance. The parameters are modeled using (generalized) linear models and estimated with a Bayesian method. We use these methods to carefully analyze a real dataset.

Performance Evaluation and Analysis of Symmetric Multiprocessor using Multi-Program Benchmarks (Multi-Program 벤치마크를 이용한 대칭구조 Multiprocessor의 성능평가와 분석)

  • Jeong Tai-Kyeong
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.10 no.4
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    • pp.645-651
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    • 2006
  • This paper discusses computer system performance evaluation and analysis by employing a simulator which able to execute a symmetric multiprocessor in machine simulation environment. We also perform a multiprocessor system analysis using SPLASH-2, which is a suite of multi-program benchmarks for multiprocessors, to perform the behavior study of the symmetric multiprocessor OS kernel, IRIX5.3. To validate the scalability of symmetric multiprocessor system, we demonstrate structure and evaluation methods for symmetric multiprocessor as well as a functionality-based software simulator, SimOS. In this paper, we examine cache miss count and stall time on the symmetric multiprocessor between the local instruction and local data, using the multi-program benchmarks such as RADIX sorting algorithm and Cholesky factorization.

Choice of frequency via principal component in high-frequency multivariate volatility models (주성분을 이용한 다변량 고빈도 실현 변동성의 주기 선택)

  • Jin, M.K.;Yoon, J.E.;Hwang, S.Y.
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.747-757
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    • 2017
  • We investigate multivariate volatilities based on high frequency time series. The PCA (principal component analysis) method is employed to achieve a dimension reduction in multivariate volatility. Multivariate realized volatilities (RV) with various frequencies are calculated from high frequency data and "optimum" frequency is suggested using PCA. Specifically, RVs with various frequencies are compared with existing daily volatilities such as Cholesky, EWMA and BEKK after dimension reduction via PCA. An analysis of high frequency stock prices of KOSPI, Samsung Electronics and Hyundai motor company is illustrated.