• Title/Summary/Keyword: Conjugate gradient

Search Result 252, Processing Time 0.022 seconds

IMAGE RESTORATION BY THE GLOBAL CONJUGATE GRADIENT LEAST SQUARES METHOD

  • Oh, Seyoung;Kwon, Sunjoo;Yun, Jae Heon
    • Journal of applied mathematics & informatics
    • /
    • v.31 no.3_4
    • /
    • pp.353-363
    • /
    • 2013
  • A variant of the global conjugate gradient method for solving general linear systems with multiple right-hand sides is proposed. This method is called as the global conjugate gradient linear least squares (Gl-CGLS) method since it is based on the conjugate gradient least squares method(CGLS). We present how this method can be implemented for the image deblurring problems with Neumann boundary conditions. Numerical experiments are tested on some blurred images for the purpose of comparing the computational efficiencies of Gl-CGLS with CGLS and Gl-LSQR. The results show that Gl-CGLS method is numerically more efficient than others for the ill-posed problems.

Efficient Iterative Solvers for Modified Mild Slope Equation (수정완경사방정식을 위한 반복기법의 효율성 비교)

  • Yoon, Jong-Tae;Park, Seung-Min
    • Journal of Ocean Engineering and Technology
    • /
    • v.20 no.6 s.73
    • /
    • pp.61-66
    • /
    • 2006
  • Two iterative solvers are applied to solve the modified mild slope equation. The elliptic formulation of the governing equation is selected for numerical treatment because it is partly suited for complex wave fields, like those encountered inside harbors. The requirement that the computational model should be capable of dealing with a large problem domain is addressed by implementing and testing two iterative solvers, which are based on the Stabilized Bi-Conjugate Gradient Method (BiCGSTAB) and Generalized Conjugate Gradient Method (GCGM). The characteristics of the solvers are compared, using the results for Berkhoff's shoal test, used widely as a benchmark in coastal modeling. It is shown that the GCGM algorithm has a better convergence rate than BiCGSTAB, and preconditioning of these algorithms gives more than half a reduction of computational cost.

AN AFFINE SCALING INTERIOR ALGORITHM VIA CONJUGATE GRADIENT AND LANCZOS METHODS FOR BOUND-CONSTRAINED NONLINEAR OPTIMIZATION

  • Jia, Chunxia;Zhu, Detong
    • Journal of applied mathematics & informatics
    • /
    • v.29 no.1_2
    • /
    • pp.173-190
    • /
    • 2011
  • In this paper, we construct a new approach of affine scaling interior algorithm using the affine scaling conjugate gradient and Lanczos methods for bound constrained nonlinear optimization. We get the iterative direction by solving quadratic model via affine scaling conjugate gradient and Lanczos methods. By using the line search backtracking technique, we will find an acceptable trial step length along this direction which makes the iterate point strictly feasible and the objective function nonmonotonically decreasing. Global convergence and local superlinear convergence rate of the proposed algorithm are established under some reasonable conditions. Finally, we present some numerical results to illustrate the effectiveness of the proposed algorithm.

Preconditioned Conjugate Gradient Method for Super Resolution Image Reconstruction (초고해상도 영상 복원을 위한 Preconditioned Conjugate Gradient 최적화 기법)

  • Lee Eun-Sung;Kim Jeong-Tae
    • The Journal of Korean Institute of Communications and Information Sciences
    • /
    • v.31 no.8C
    • /
    • pp.786-794
    • /
    • 2006
  • We proposed a novel preconditioner based PCG(Preconditioned Conjugate Gradient) method for super resolution image reconstruction. Compared with the conventional block circulant type preconditioner, the proposed preconditioner can be more effectively applied for objective functions that include roughness penalty functions. The effectiveness of the proposed method was shown by simulations and experiments.

Elliptic Numerical Wave Model Using Generalized Conjugate Gradient Method (GCGM을 이용한 타원형 수치 파랑모형)

  • 윤종태
    • Journal of Korean Society of Coastal and Ocean Engineers
    • /
    • v.10 no.2
    • /
    • pp.93-99
    • /
    • 1998
  • Parabolic approximation and sponge layer are applied as open boundary condition for elliptic finite difference wave model. Generalized conjugate gradient method is used as a solution procedure. Using parabolic approximation a large part of spurious reflection is removed at the spherical shoal experiment and sponge layer boundary condition needs more than 2 wave lengths of sponge layer to give similar results. Simulating the propagation of waves on a rectangular harbor, it is identified that iterative scheme can be applied easily for the non-rectangular computational region.

  • PDF

Conjugate finite-step length method for efficient and robust structural reliability analysis

  • Keshtegar, Behrooz
    • Structural Engineering and Mechanics
    • /
    • v.65 no.4
    • /
    • pp.415-422
    • /
    • 2018
  • The Conjugate Finite-Step Length" (CFSL) algorithm is proposed to improve the efficiency and robustness of first order reliability method (FORM) for reliability analysis of highly nonlinear problems. The conjugate FORM-based CFSL is formulated using the adaptive conjugate search direction based on the finite-step size with simple adjusting condition, gradient vector of performance function and previous iterative results including the conjugate gradient vector and converged point. The efficiency and robustness of the CFSL algorithm are compared through several nonlinear mathematical and structural/mechanical examples with the HL-RF and "Finite-Step-Length" (FSL) algorithms. Numerical results illustrated that the CFSL algorithm performs better than the HL-RF for both robust and efficient results while the CFLS is as robust as the FSL for structural reliability analysis but is more efficient.

A NEW CONJUGATE GRADIENT MINIMIZATION METHOD BASED ON EXTENDED QUADRATIC FUNCTIONS

  • Moghrabi, Issam.A.R.
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • v.8 no.2
    • /
    • pp.7-13
    • /
    • 2004
  • A Conjugate Gradient (CG) algorithm for unconstrained minimization is proposed which is invariant to a nonlinear scaling of a strictly convex quadratic function and which generates mutually conjugate directions for extended quadratic functions. It is derived for inexact line searches and is designed for the minimization of general nonlinear functions. It compares favorably in numerical tests with the original Dixon algorithm on which the new algorithm is based.

  • PDF

A Deflation-Preconditioned Conjugate Gradient Method for Symmetric Eigenproblems

  • Jang, Ho-Jong
    • Journal of applied mathematics & informatics
    • /
    • v.9 no.1
    • /
    • pp.331-339
    • /
    • 2002
  • A preconditioned conjugate gradient(PCG) scheme with the aid of deflation for computing a few of the smallest eigenvalues arid their corresponding eigenvectors of the large generalized eigenproblems is considered. Topically there are two types of deflation techniques, the deflation with partial shifts and an arthogonal deflation. The efficient way of determining partial shifts is suggested and the deflation-PCG schemes with various partial shifts are investigated. Comparisons of theme schemes are made with orthogonal deflation-PCG, and their asymptotic behaviors with restart operation are also discussed.

Solving a Matrix Polynomial by Conjugate Gradient Methods

  • Ko, Hyun-Ji;Kim, Hyun-Min
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • v.11 no.4
    • /
    • pp.39-46
    • /
    • 2007
  • One of well known and much studied nonlinear matrix equations is the matrix polynomial which has the form G(X)=$A_0X^m+A_1X^{m-1}+{\cdots}+A_m$ where $A_0$, $A_1$, ${\cdots}$, $A_m$ and X are $n{\times}n$ real matrices. We show how the minimization methods can be used to solve the matrix polynomial G(X) and give some numerical experiments. We also compare Polak and Ribi$\acute{e}$re version and Fletcher and Reeves version of conjugate gradient method.

  • PDF

Conjugate Gradient Method for Solving a Quadratic Matrix Equation

  • 김현민
    • Proceedings of the Korean Society of Computational and Applied Mathematics Conference
    • /
    • 2003.09a
    • /
    • pp.3.1-3
    • /
    • 2003
  • We show how the minimization can be used to solve the quadratic matrix equattion. We then compare two different types of conjugate gradient method and show Polak and Ribire version converge more rapidly than Fletcher and Reeves version in several examples.

  • PDF