• Title/Summary/Keyword: Inverse Sparse Matrix

Search Result 25, Processing Time 0.027 seconds

An Effective Fault Analysis Method in Large Scale Power System (대전력계통의 고장해석에 관한 효추적인 계산방법에 관한 연구)

  • Jai-Kil Chung;Gi-Sig Byun
    • The Transactions of the Korean Institute of Electrical Engineers
    • /
    • v.32 no.12
    • /
    • pp.435-440
    • /
    • 1983
  • The methods of forming the bus impedance matrix, which is mainly employed in fault analysis of power system, can be generally classified in catagories, (1) the one being the inverse matrix of bus admittance matrix, and (2) the other the bus impedance matrix succesive formation method by particular algorithms. The former method is theouetically elegant, but the formation and inverse of complex bus admittance matrix for large power system requires too much amounts of computer memory space and computing time. The latter method also requires too much memory space. Therefore, in this paper, an algorithm and computer program is introduced for the formation of a sparse bus impedance matrix which generates only the matching terms of the admittance matrix. So, this method can reduce the computer memory and computing time, and can be applied to fault analysis of large power system by small digital computer.

A Robust Preconditioner on the CRAY-T3E for Large Nonsymmetric Sparse Linear Systems

  • Ma, Sangback;Cho, Jaeyoung
    • Journal of the Korean Society for Industrial and Applied Mathematics
    • /
    • v.5 no.1
    • /
    • pp.85-100
    • /
    • 2001
  • In this paper we propose a block-type parallel preconditioner for solving large sparse nonsymmetric linear systems, which we expect to be scalable. It is Multi-Color Block SOR preconditioner, combined with direct sparse matrix solver. For the Laplacian matrix the SOR method is known to have a nondeteriorating rate of convergence when used with Multi-Color ordering. Since most of the time is spent on the diagonal inversion, which is done on each processor, we expect it to be a good scalable preconditioner. Finally, due to the blocking effect, it will be effective for ill-conditioned problems. We compared it with four other preconditioners, which are ILU(0)-wavefront ordering, ILU(0)-Multi-Color ordering, SPAI(SParse Approximate Inverse), and SSOR preconditioner. Experiments were conducted for the Finite Difference discretizations of two problems with various meshsizes varying up to 1024 x 1024, and for an ill-conditioned matrix from the shell problem from the Harwell-Boeing collection. CRAY-T3E with 128 nodes was used. MPI library was used for interprocess communications. The results show that Multi-Color Block SOR and ILU(0) with Multi-Color ordering give the best performances for the finite difference matrices and for the shell problem only the Multi-Color Block SOR converges.

  • PDF

Compressed Sensing of Low-Rank Matrices: A Brief Survey on Efficient Algorithms (낮은 계수 행렬의 Compressed Sensing 복원 기법)

  • Lee, Ki-Ryung;Ye, Jong-Chul
    • Journal of the Institute of Electronics Engineers of Korea SP
    • /
    • v.46 no.5
    • /
    • pp.15-24
    • /
    • 2009
  • Compressed sensing addresses the recovery of a sparse vector from its few linear measurements. Recently, the success for the vector case has been extended to the matrix case. Compressed sensing of low-rank matrices solves the ill-posed inverse problem with fie low-rank prior. The problem can be formulated as either the rank minimization or the low-rank approximation. In this paper, we survey recently proposed efficient algorithms to solve these two formulations.

Computationally efficient variational Bayesian method for PAPR reduction in multiuser MIMO-OFDM systems

  • Singh, Davinder;Sarin, Rakesh Kumar
    • ETRI Journal
    • /
    • v.41 no.3
    • /
    • pp.298-307
    • /
    • 2019
  • This paper investigates the use of the inverse-free sparse Bayesian learning (SBL) approach for peak-to-average power ratio (PAPR) reduction in orthogonal frequency-division multiplexing (OFDM)-based multiuser massive multiple-input multiple-output (MIMO) systems. The Bayesian inference method employs a truncated Gaussian mixture prior for the sought-after low-PAPR signal. To learn the prior signal, associated hyperparameters and underlying statistical parameters, we use the variational expectation-maximization (EM) iterative algorithm. The matrix inversion involved in the expectation step (E-step) is averted by invoking a relaxed evidence lower bound (relaxed-ELBO). The resulting inverse-free SBL algorithm has a much lower complexity than the standard SBL algorithm. Numerical experiments confirm the substantial improvement over existing methods in terms of PAPR reduction for different MIMO configurations.

Implementation of WCDMA Air Protocol Analyzer with An Effective Equalizer Design using Characteristic of Sparse Matrix (희소 행렬의 특성을 이용하여 효율적인 등화기 설계법이 적용된 WCDMA 무선 신호 분석기 구현)

  • Shin, Chang Eui;Choi, Seung Won
    • Journal of Korea Society of Digital Industry and Information Management
    • /
    • v.9 no.1
    • /
    • pp.111-118
    • /
    • 2013
  • This paper presents implementation of Air protocol analyzer and physical layer design algorithm. The analyzer is a measurement system providing real-time analysis of wireless signals between User Equipment (UE) and Node-B. The implemented system proposed in this paper consists of Digital Signal Processors (DSPs) and Field Programmable Gate Arrays (FPGAs). The waveform of Wideband Code Division Multiple Access (WCDMA) has been selected for verification of the proposed system. We designed the analyzer using equalizer algorithm and rake-receiver algorithm. Among various algorithms of designing the equalizer, we have chosen Linear Minimum Mean Square Error (LMMSE) equalizer that uses the inverse of channel matrix. Since the LMMSE equalizer uses the inverse channel matrix, it suffers from a large amount of computational load, while it outperforms most conventional equalizers. In this paper, we introduce an efficient procedure of reducing the computational load required by LMMSE equalizer-based receiver.

Development of A Recovery Algorithm for Sparse Signals based on Probabilistic Decoding (확률적 희소 신호 복원 알고리즘 개발)

  • Seong, Jin-Taek
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
    • /
    • v.10 no.5
    • /
    • pp.409-416
    • /
    • 2017
  • In this paper, we consider a framework of compressed sensing over finite fields. One measurement sample is obtained by an inner product of a row of a sensing matrix and a sparse signal vector. A recovery algorithm proposed in this study for sparse signals based probabilistic decoding is used to find a solution of compressed sensing. Until now compressed sensing theory has dealt with real-valued or complex-valued systems, but for the processing of the original real or complex signals, the loss of the information occurs from the discretization. The motivation of this work can be found in efforts to solve inverse problems for discrete signals. The framework proposed in this paper uses a parity-check matrix of low-density parity-check (LDPC) codes developed in coding theory as a sensing matrix. We develop a stochastic algorithm to reconstruct sparse signals over finite field. Unlike LDPC decoding, which is published in existing coding theory, we design an iterative algorithm using probability distribution of sparse signals. Through the proposed recovery algorithm, we achieve better reconstruction performance as the size of finite fields increases. Since the sensing matrix of compressed sensing shows good performance even in the low density matrix such as the parity-check matrix, it is expected to be actively used in applications considering discrete signals.

A PRECONDITIONER FOR THE LSQR ALGORITHM

  • Karimi, Saeed;Salkuyeh, Davod Khojasteh;Toutounian, Faezeh
    • Journal of applied mathematics & informatics
    • /
    • v.26 no.1_2
    • /
    • pp.213-222
    • /
    • 2008
  • Iterative methods are often suitable for solving least squares problems min$||Ax-b||_2$, where A $\epsilon\;\mathbb{R}^{m{\times}n}$ is large and sparse. The well known LSQR algorithm is among the iterative methods for solving these problems. A good preconditioner is often needed to speedup the LSQR convergence. In this paper we present the numerical experiments of applying a well known preconditioner for the LSQR algorithm. The preconditioner is based on the $A^T$ A-orthogonalization process which furnishes an incomplete upper-lower factorization of the inverse of the normal matrix $A^T$ A. The main advantage of this preconditioner is that we apply only one of the factors as a right preconditioner for the LSQR algorithm applied to the least squares problem min$||Ax-b||_2$. The preconditioner needs only the sparse matrix-vector product operations and significantly reduces the solution time compared to the unpreconditioned iteration. Finally, some numerical experiments on test matrices from Harwell-Boeing collection are presented to show the robustness and efficiency of this preconditioner.

  • PDF

An efficient technique to generate reusable matrix to solve a problem in the engineering field (공학문제 해결을 위한 프로그램에서의 재사용이 가능한 Matrix의 효율적 자동생성기법)

  • Lee, Mi-Young
    • The KIPS Transactions:PartD
    • /
    • v.10D no.7
    • /
    • pp.1145-1148
    • /
    • 2003
  • We show the mixed finite element method which induces solutions that has the same order of errors for both the gradient of the solution and the solution itself. The technique to construct an efficient reusable matrix is suggested. Two families of mixed finite element methods are introduced with an automatic generating technique for matrix with my order of basis. The generated matrix by this technique has more accurate values and is a sparse matrix. This new technique is applied to solve a minimal surface problem.

L1 norm-recursive least squares algorithm for the robust sparse acoustic communication channel estimation (희소성 음향 통신 채널 추정 견실화를 위한 백색화를 적용한 l1놈-RLS 알고리즘)

  • Lim, Jun-Seok;Pyeon, Yong-Gook;Kim, Sungil
    • The Journal of the Acoustical Society of Korea
    • /
    • v.39 no.1
    • /
    • pp.32-37
    • /
    • 2020
  • This paper proposes a new l1-norm-Recursive Least Squares (RLS) algorithm which is numerically more robust than the conventional l1-norm-RLS. The l1-norm-RLS was proposed by Eksioglu and Tanc in order to estimate the sparse acoustic channel. However the algorithm has numerical instability in the inverse matrix calculation. In this paper, we propose a new algorithm which is robust against the numerical instability. We show that the proposed method improves stability under several numerically erroneous situations.

A Study on Bias Effect on Model Selection Criteria in Graphical Lasso

  • Choi, Young-Geun;Jeong, Seyoung;Yu, Donghyeon
    • Quantitative Bio-Science
    • /
    • v.37 no.2
    • /
    • pp.133-141
    • /
    • 2018
  • Graphical lasso is one of the most popular methods to estimate a sparse precision matrix, which is an inverse of a covariance matrix. The objective function of graphical lasso imposes an ${\ell}_1$-penalty on the (vectorized) precision matrix, where a tuning parameter controls the strength of the penalization. The selection of the tuning parameter is practically and theoretically important since the performance of the estimation depends on an appropriate choice of tuning parameter. While information criteria (e.g. AIC, BIC, or extended BIC) have been widely used, they require an asymptotically unbiased estimator to select optimal tuning parameter. Thus, the biasedness of the ${\ell}_1$-regularized estimate in the graphical lasso may lead to a suboptimal tuning. In this paper, we propose a two-staged bias-correction procedure for the graphical lasso, where the first stage runs the usual graphical lasso and the second stage reruns the procedure with an additional constraint that zero estimates at the first stage remain zero. Our simulation and real data example show that the proposed bias correction improved on both edge recovery and estimation error compared to the single-staged graphical lasso.