• Title/Summary/Keyword: Matrix decomposition

Search Result 526, Processing Time 0.031 seconds

THE NEW ALGORITHM FOR $LDL^T$ DECOMPOSITION OF BLOCK HANKEL MATRICES

  • Bao, Wendi;Lv, Zhongquan
    • Journal of applied mathematics & informatics
    • /
    • v.29 no.3_4
    • /
    • pp.641-651
    • /
    • 2011
  • In this paper, with use of the displacement matrix, two special matrices are constructed. By these special matrices the block decompositions of the block symmetric Hankel matrix and the inverse of the Hankel matrix are derived. Hence, the algorithms according to these decompositions are given. Furthermore, the numerical tests show that the algorithms are feasible.

Secret Image Sharing Scheme using Matrix Decomposition and Adversary Structure (행렬 분해와 공격자 구조를 이용한 비밀이미지 공유 기법)

  • Hyun, Suhng-Ill;Shin, Sang-Ho;Yoo, Kee-Young
    • Journal of Korea Multimedia Society
    • /
    • v.17 no.8
    • /
    • pp.953-960
    • /
    • 2014
  • In Shamir's (t,n)-threshold based secret image sharing schemes, there exists a problem that the secret image can be reconstructed when an arbitrary attacker becomes aware of t secret image pieces, or t participants are malicious collusion. It is because that utilizes linear combination polynomial arithmetic operation. In order to overcome the problem, we propose a secret image sharing scheme using matrix decomposition and adversary structure. In the proposed scheme, there is no reconstruction of the secret image even when an arbitrary attacker become aware of t secret image pieces. Also, we utilize a simple matrix decomposition operation in order to improve the security of the secret image. In experiments, we show that performances of embedding capacity and image distortion ratio of the proposed scheme are superior to previous schemes.

Comparison study of modeling covariance matrix for multivariate longitudinal data (다변량 경시적 자료 분석을 위한 공분산 행렬의 모형화 비교 연구)

  • Kwak, Na Young;Lee, Keunbaik
    • The Korean Journal of Applied Statistics
    • /
    • v.33 no.3
    • /
    • pp.281-296
    • /
    • 2020
  • Repeated outcomes from the same subjects are referred to as longitudinal data. Analysis of the data requires different methods unlike cross-sectional data analysis. It is important to model the covariance matrix because the correlation between the repeated outcomes must be considered when estimating the effects of covariates on the mean response. However, the modeling of the covariance matrix is tricky because there are many parameters to be estimated, and the estimated covariance matrix should be positive definite. In this paper, we consider analysis of multivariate longitudinal data via two modeling methodologies for the covariance matrix for multivariate longitudinal data. Both methods describe serial correlations of multivariate longitudinal outcomes using a modified Cholesky decomposition. However, the two methods consider different decompositions to explain the correlation between simultaneous responses. The first method uses enhanced linear covariance models so that the covariance matrix satisfies a positive definiteness condition; in addition, and principal component analysis and maximization-minimization algorithm (MM algorithm) were used to estimate model parameters. The second method considers variance-correlation decomposition and hypersphere decomposition to model covariance matrix. Simulations are used to compare the performance of the two methodologies.

INFLUENCE ANALYSIS OF CHOLESKY DECOMPOSITION

  • Kim, Myung-Geun
    • Journal of applied mathematics & informatics
    • /
    • v.28 no.3_4
    • /
    • pp.913-921
    • /
    • 2010
  • The derivative influence measure is adapted to the Cholesky decomposition of a covariance matrix. Formulas for the derivative influence of observations on the Cholesky root and the inverse Cholesky root of a sample covariance matrix are derived. It is easy to implement this influence diagnostic method for practical use. A numerical example is given for illustration.

Analysis of dynamic manipulability for multiple cooperating robot system based on matrix decomposition (행렬 Decomposition 방법에 기초한 다중협동 로봇의 동적 조작도 해석)

  • 이지홍;조복기
    • Proceedings of the IEEK Conference
    • /
    • 2003.07c
    • /
    • pp.2705-2708
    • /
    • 2003
  • In this paper, we propose a method that applies matrix decomposition technique to the connection of actuator capabilities of each robot to object acceleration limits for multiple cooperative robot systems. The robot systems under consideration are composed of several robot manipulators and each robot contacts a single object to carry the object while satisfying the constraints described in kinematics as well as dynamics. By manipulating kinematic and dynamic equations of both robots and objects, we at first derive a matrix relating joint torques with object acceleration, manipulate the null space of the matrix, and then we decompose the matrix into three parts representing indeterminancy, connectivity, and redundancy. With the decomposed matrix we derive the boundaries of object accelerations from given joint actuators. To show the validity of the proposed method some examples are given in which the results can be expected by intuitive observation.

  • PDF

Negative binomial loglinear mixed models with general random effects covariance matrix

  • Sung, Youkyung;Lee, Keunbaik
    • Communications for Statistical Applications and Methods
    • /
    • v.25 no.1
    • /
    • pp.61-70
    • /
    • 2018
  • Modeling of the random effects covariance matrix in generalized linear mixed models (GLMMs) is an issue in analysis of longitudinal categorical data because the covariance matrix can be high-dimensional and its estimate must satisfy positive-definiteness. To satisfy these constraints, we consider the autoregressive and moving average Cholesky decomposition (ARMACD) to model the covariance matrix. The ARMACD creates a more flexible decomposition of the covariance matrix that provides generalized autoregressive parameters, generalized moving average parameters, and innovation variances. In this paper, we analyze longitudinal count data with overdispersion using GLMMs. We propose negative binomial loglinear mixed models to analyze longitudinal count data and we also present modeling of the random effects covariance matrix using the ARMACD. Epilepsy data are analyzed using our proposed model.

Survey of Models for Random Effects Covariance Matrix in Generalized Linear Mixed Model (일반화 선형혼합모형의 임의효과 공분산행렬을 위한 모형들의 조사 및 고찰)

  • Kim, Jiyeong;Lee, Keunbaik
    • The Korean Journal of Applied Statistics
    • /
    • v.28 no.2
    • /
    • pp.211-219
    • /
    • 2015
  • Generalized linear mixed models are used to analyze longitudinal categorical data. Random effects specify the serial dependence of repeated outcomes in these models; however, the estimation of a random effects covariance matrix is challenging because of many parameters in the matrix and the estimated covariance matrix should satisfy positive definiteness. Several approaches to model the random effects covariance matrix are proposed to overcome these restrictions: modified Cholesky decomposition, moving average Cholesky decomposition, and partial autocorrelation approaches. We review several approaches and present potential future work.

A Cholesky Decomposition of the Inverse of Covariance Matrix

  • Park, Jong-Tae;Kang, Chul
    • Journal of the Korean Data and Information Science Society
    • /
    • v.14 no.4
    • /
    • pp.1007-1012
    • /
    • 2003
  • A recursive procedure for finding the Cholesky root of the inverse of sample covariance matrix, leading to a direct solution for the inverse of a positive definite matrix, is developed using the likelihood equation for the maximum likelihood estimation of the Cholesky root under normality assumptions. An example of the Hilbert matrix is considered for an illustration of the procedure.

  • PDF

Sintering Phenomena and Thermodynamic Analysis in the SiC Whisker-Reinforced Mullite Matrix Ceramic Composites During RF Plasma Sintering

  • Park, Youngsoo;:Michael J. MeNallan
    • The Korean Journal of Ceramics
    • /
    • v.2 no.4
    • /
    • pp.231-237
    • /
    • 1996
  • Mullite ceramics can be sintered by rf plasma sintering to densities as high as 97% compared to the theoretical density of the mullite, while SiC whisker-reinforced mullite matrix ceramic composites were not sintered by plasma sintering. Decomposition of mullite occurs in a superficial regins at the outside surface of the specimen by volatilization of SiO at elevated temperature by plasma. SiC whiskers were destroyed, and the matrix was converted to alumina from SiC-whisker reinforced mullite matrix ceramic composites during the plasma sintering. Accelerated volatilization from the SiC whisker in the mullite prevents sintering. The volatile species are mainly SiC and CO gas species. The effects of plasma on mullite and SiC-whisker reinforced mullite matrix composites are interpreted by thermodynamic simulation of the volatile species in the plasma environment. The thermodynamic results show that the decomposition will not occur during hot pressing.

  • PDF

Applications of Block Pulse Response Circulant Matrix and its Singular Value Decomposition to MIMO Control and Identification

  • Lee, Kwang-Soon;Won, Wan-Gyun
    • International Journal of Control, Automation, and Systems
    • /
    • v.5 no.5
    • /
    • pp.508-514
    • /
    • 2007
  • Properties and potential applications of the block pulse response circulant matrix (PRCM) and its singular value decomposition (SVD) are investigated in relation to MIMO control and identification. The SVD of the PRCM is found to provide complete directional as well as frequency decomposition of a MIMO system in a real matrix form. Three examples were considered: design of MIMO FIR controller, design of robust reduced-order model predictive controller, and input design for MIMO identification. The examples manifested the effectiveness and usefulness of the PRCM in the design of MIMO control and identification. irculant matrix, SVD, MIMO control, identification.