• Title/Summary/Keyword: Newton's fixed-point algorithm

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NEWTON SCHULZ METHOD FOR SOLVING NONLINEAR MATRIX EQUATION Xp + AXA = Q

  • Kim, Hyun-Min;Kim, Young-jin;Meng, Jie
    • Journal of the Korean Mathematical Society
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    • v.55 no.6
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    • pp.1529-1540
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    • 2018
  • The matrix equation $X^p+A^*XA=Q$ has been studied to find the positive definite solution in several researches. In this paper, we consider fixed-point iteration and Newton's method for finding the matrix p-th root. From these two considerations, we will use the Newton-Schulz algorithm (N.S.A). We will show the residual relation and the local convergence of the fixed-point iteration. The local convergence guarantees the convergence of N.S.A. We also show numerical experiments and easily check that the N.S. algorithm reduce the CPU-time significantly.

Fixed Point Algorithm for GPS Measurement Solution (GPS 관측치 위치계산을 위한 부동점 알고리즘)

  • Lim, Samsung
    • Journal of Advanced Navigation Technology
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    • v.4 no.1
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    • pp.45-49
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    • 2000
  • A GPS measurement solution, in general, is obtained as a least squares solution since the measurement includes errors such as clock errors, ionospheric and tropospheric delays, multipath effect etc. Because of the nonlinearity of the measurement equation, we utilize the nonlinear Newton algorithm to obtain a least squares solution, or mostly, use its linearized algorithm which is more convenient and effective. In this study we developed a fixed point algorithm and proved its availability to replace the nonlinear Newton algorithm and the linearized algorithm. A nonlinear Newton algorithm and a linearized algorithm have the advantage of fast convergence, while their initial values have to be near the unknown solution. On the contrary, the fixed point algorithm provides more reliable but slower convergence even if the initial values are quite far from the solution. Therefore, two types of algorithms may be combined to achieve better performance.

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Comparison of Analysis Performance of Additive Noise Signals by Independent Component Analysis (독립성분분석법에 의한 잡음첨가신호의 분석성능비교)

  • Cho Yong-Hyun;Park Yong-Soo
    • Journal of the Korean Institute of Intelligent Systems
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    • v.15 no.3
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    • pp.294-299
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    • 2005
  • This paper presents the separation performance of the linearly mixed image signals with additive noises by using an independent component analyses(ICAs) of the fixed-point(FP) algorithm based on Newton and secant method, respectively. The Newton's FP-ICA uses the slope of objective function, and the secant's FP-ICA also uses the tangent line of objective function. The 2 kinds of ICA have been applied to the 2 dimensional 2-image with $512\times512$ pixels. Then Gaussian noise and Laplacian noise are added to the mixed images, respectively. The experimental results show that the Newton's FP-ICA has better the separation speed than secant FP-ICA and the secant's FP-ICA has also the better separation rate than Newton's FP-ICA. Especially, the Newton and secant method gives relatively larger improvement degree in separation speed and rate as the noise increases.

AN ADAPTIVE PRIMAL-DUAL FULL-NEWTON STEP INFEASIBLE INTERIOR-POINT ALGORITHM FOR LINEAR OPTIMIZATION

  • Asadi, Soodabeh;Mansouri, Hossein;Zangiabadi, Maryam
    • Bulletin of the Korean Mathematical Society
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    • v.53 no.6
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    • pp.1831-1844
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    • 2016
  • In this paper, we improve the full-Newton step infeasible interior-point algorithm proposed by Mansouri et al. [6]. The algorithm takes only one full-Newton step in a major iteration. To perform this step, the algorithm adopts the largest logical value for the barrier update parameter ${\theta}$. This value is adapted with the value of proximity function ${\delta}$ related to (x, y, s) in current iteration of the algorithm. We derive a suitable interval to change the parameter ${\theta}$ from iteration to iteration. This leads to more flexibilities in the algorithm, compared to the situation that ${\theta}$ takes a default fixed value.

An Improved Newton-Raphson's Reciprocal and Inverse Square Root Algorithm (개선된 뉴톤-랍손 역수 및 역제곱근 알고리즘)

  • Cho, Gyeong-Yeon
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.11 no.1
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    • pp.46-55
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    • 2007
  • The Newton-Raphson's algorithm for finding a floating point reciprocal and inverse square root calculates the result by performing a fixed number of multiplications. In this paper, an improved Newton-Raphson's algorithm is proposed, that performs multiplications a variable number. Since the number of multiplications performed by the proposed algorithm is dependent on the input values, the average number of multiplications per an operation is derived from many reciprocal and inverse square tables with varying sizes. The superiority of this algorithm is proved by comparing this average number with the fixed number of multiplications of the conventional algorithm. Since the proposed algorithm only performs the multiplications until the error gets smaller than a given value, it can be used to improve the performance of a reciprocal and inverse square root unit. Also, it can be used to construct optimized approximate tables. The results of this paper can be applied to many areas that utilize floating point numbers, such as digital signal processing, computer graphics, multimedia, scientific computing, etc.

A Variable Latency Newton-Raphson's Floating Point Number Reciprocal Square Root Computation (가변 시간 뉴톤-랍손 부동소수점 역수 제곱근 계산기)

  • Kim Sung-Gi;Cho Gyeong-Yeon
    • The KIPS Transactions:PartA
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    • v.12A no.5 s.95
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    • pp.413-420
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    • 2005
  • The Newton-Raphson iterative algorithm for finding a floating point reciprocal square mot calculates it by performing a fixed number of multiplications. In this paper, a variable latency Newton-Raphson's reciprocal square root algorithm is proposed that performs multiplications a variable number of times until the error becomes smaller than a given value. To find the rediprocal square root of a floating point number F, the algorithm repeats the following operations: '$X_{i+1}=\frac{{X_i}(3-e_r-{FX_i}^2)}{2}$, $i\in{0,1,2,{\ldots}n-1}$' with the initial value is '$X_0=\frac{1}{\sqrt{F}}{\pm}e_0$'. The bits to the right of p fractional bits in intermediate multiplication results are truncated and this truncation error is less than '$e_r=2^{-p}$'. The value of p is 28 for the single precision floating point, and 58 for the double precision floating point. Let '$X_i=\frac{1}{\sqrt{F}}{\pm}e_i$, there is '$X_{i+1}=\frac{1}{\sqrt{F}}-e_{i+1}$, where '$e_{i+1}{<}\frac{3{\sqrt{F}}{{e_i}^2}}{2}{\mp}\frac{{Fe_i}^3}{2}+2e_r$'. If '$|\frac{\sqrt{3-e_r-{FX_i}^2}}{2}-1|<2^{\frac{\sqrt{-p}{2}}}$' is true, '$e_{i+1}<8e_r$' is less than the smallest number which is representable by floating point number. So, $X_{i+1}$ is approximate to '$\frac{1}{\sqrt{F}}$. Since the number of multiplications performed by the proposed algorithm is dependent on the input values, the average number of multiplications Per an operation is derived from many reciprocal square root tables ($X_0=\frac{1}{\sqrt{F}}{\pm}e_0$) with varying sizes. The superiority of this algorithm is proved by comparing this average number with the fixed number of multiplications of the conventional algorithm. Since the proposed algorithm only performs the multiplications until the error gets smaller than a given value, it can be used to improve the performance of a reciprocal square root unit. Also, it can be used to construct optimized approximate reciprocal square root tables. The results of this paper can be applied to many areas that utilize floating point numbers, such as digital signal processing, computer graphics, multimedia, scientific computing, etc.

A Variable Latency Newton-Raphson's Floating Point Number Reciprocal Computation (가변 시간 뉴톤-랍손 부동소수점 역수 계산기)

  • Kim Sung-Gi;Cho Gyeong-Yeon
    • The KIPS Transactions:PartA
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    • v.12A no.2 s.92
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    • pp.95-102
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    • 2005
  • The Newton-Raphson iterative algorithm for finding a floating point reciprocal which is widely used for a floating point division, calculates the reciprocal by performing a fixed number of multiplications. In this paper, a variable latency Newton-Raphson's reciprocal algorithm is proposed that performs multiplications a variable number of times until the error becomes smaller than a given value. To find the reciprocal of a floating point number F, the algorithm repeats the following operations: '$'X_{i+1}=X=X_i*(2-e_r-F*X_i),\;i\in\{0,\;1,\;2,...n-1\}'$ with the initial value $'X_0=\frac{1}{F}{\pm}e_0'$. The bits to the right of p fractional bits in intermediate multiplication results are truncated, and this truncation error is less than $'e_r=2^{-p}'$. The value of p is 27 for the single precision floating point, and 57 for the double precision floating point. Let $'X_i=\frac{1}{F}+e_i{'}$, these is $'X_{i+1}=\frac{1}{F}-e_{i+1},\;where\;{'}e_{i+1}, is less than the smallest number which is representable by floating point number. So, $X_{i+1}$ is approximate to $'\frac{1}{F}{'}$. Since the number of multiplications performed by the proposed algorithm is dependent on the input values, the average number of multiplications per an operation is derived from many reciprocal tables $(X_0=\frac{1}{F}{\pm}e_0)$ with varying sizes. The superiority of this algorithm is proved by comparing this average number with the fixed number of multiplications of the conventional algorithm. Since the proposed algorithm only performs the multiplications until the error gets smaller than a given value, it can be used to improve the performance of a reciprocal unit. Also, it can be used to construct optimized approximate reciprocal tables. The results of this paper can be applied to many areas that utilize floating point numbers, such as digital signal processing, computer graphics, multimedia scientific computing, etc.

Partitioned coupling strategies for fluid-structure interaction with large displacement: Explicit, implicit and semi-implicit schemes

  • He, Tao
    • Wind and Structures
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    • v.20 no.3
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    • pp.423-448
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    • 2015
  • In this paper the unsteady fluid-structure interaction (FSI) problems with large structural displacement are solved by partitioned solution approaches in the arbitrary Lagrangian-Eulerian finite element framework. The incompressible Navier-Stokes equations are solved by the characteristic-based split (CBS) scheme. Both a rigid body and a geometrically nonlinear solid are considered as the structural models. The latter is solved by Newton-Raphson procedure. The equation governing the structural motion is advanced by Newmark-${\beta}$ method in time. The dynamic mesh is updated by using moving submesh approach that cooperates with the ortho-semi-torsional spring analogy method. A mass source term (MST) is introduced into the CBS scheme to satisfy geometric conservation law. Three partitioned coupling strategies are developed to take FSI into account, involving the explicit, implicit and semi-implicit schemes. The semi-implicit scheme is a mixture of the explicit and implicit coupling schemes due to the fluid projection splitting. In this scheme MST is renewed for interfacial elements. Fixed-point algorithm with Aitken's ${\Delta}^2$ method is carried out to couple different solvers within the implicit and semi-implicit schemes. Flow-induced vibrations of a bridge deck and a flexible cantilever behind an obstacle are analyzed to test the performance of the proposed methods. The overall numerical results agree well with the existing data, demonstrating the validity and applicability of the present approaches.

RSNT-cFastICA for Complex-Valued Noncircular Signals in Wireless Sensor Networks

  • Deng, Changliang;Wei, Yimin;Shen, Yuehong;Zhao, Wei;Li, Hongjun
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.12 no.10
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    • pp.4814-4834
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    • 2018
  • This paper presents an architecture for wireless sensor networks (WSNs) with blind source separation (BSS) applied to retrieve the received mixing signals of the sink nodes first. The little-to-no need of prior knowledge about the source signals of the sink nodes in the BSS method is obviously advantageous for WSNs. The optimization problem of the BSS of multiple independent source signals with complex and noncircular distributions from observed sensor nodes is considered and addressed. This paper applies Castella's reference-based scheme to Novey's negentropy-based algorithms, and then proposes a novel fast fixed-point (FastICA) algorithm, defined as the reference-signal negentropy complex FastICA (RSNT-cFastICA) for complex-valued noncircular-distribution source signals. The proposed method for the sink nodes is substantially more efficient than Novey's quasi-Newton algorithm in terms of computational speed under large numbers of samples, can effectively improve the power consumption effeciency of the sink nodes, and is significantly beneficial for WSNs and wireless communication networks (WCNs). The effectiveness and performance of the proposed method are validated and compared with three related BSS algorithms through theoretical analysis and simulations.