• 제목/요약/키워드: Schur complement

검색결과 35건 처리시간 0.022초

A CLASS OF MULTILEVEL RECURSIVE INCOMPLETE LU PRECONDITIONING TECHNIQUES

  • Zhang, Jun
    • Journal of applied mathematics & informatics
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    • 제8권2호
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    • pp.305-326
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    • 2001
  • We introduce a class of multilevel recursive incomplete LU preconditioning techniques (RILUM) for solving general sparse matrices. This techniques is based on a recursive two by two block incomplete LU factorization on the coefficient martix. The coarse level system is constructed as an (approximate) Schur complement. A dynamic preconditioner is obtained by solving the Schur complement matrix approximately. The novelty of the proposed techniques is to solve the Schur complement matrix by a preconditioned Krylov subspace method. Such a reduction process is repeated to yield a multilevel recursive preconditioner.

Recursive State Space Model Identification Algorithms Using Subspace Extraction via Schur Complement

  • Takei, Yoshinori;Imai, Jun;Wada, Kiyoshi
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2000년도 제15차 학술회의논문집
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    • pp.525-525
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    • 2000
  • In this paper, we present recursive algorithms for state space model identification using subspace extraction via Schur complement. It is shown that an estimate of the extended observability matrix can be obtained by subspace extraction via Schur complement. A relationship between the least squares residual and the Schur complement matrix obtained from input-output data is shown, and the recursive algorithms for the subspace-based state-space model identification (4SID) methods are developed. We also proposed the above algorithm for an instrumental variable (IV) based 4SID method. Finally, a numerical example of the application of the algorithms is illustrated.

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Aggregation multigrid method for schur complement system in FE analysis of continuum elements

  • Ko, Jin-Hwan;Lee, Byung Chai
    • Structural Engineering and Mechanics
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    • 제30권4호
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    • pp.467-480
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    • 2008
  • An aggregation multigrid method (AMM) is a leading iterative solver in solid mechanics. Recently, AMM is applied for solving Schur Complement system in the FE analysis of shell structures. In this work, an extended application of AMM for solving Schur Complement system in the FE analysis of continuum elements is presented. Further, the performance of the proposed AMM in multiple load cases, which is a challenging problem for an iterative solver, is studied. The proposed method is developed by combining the substructuring and the multigrid methods. The substructuring method avoids factorizing the full-size matrix of an original system and the multigrid method gives near-optimal convergence. This method is demonstrated for the FE analysis of several elastostatic problems. The numerical results show better performance by the proposed method as compared to the preconditioned conjugate gradient method. The smaller computational cost for the iterative procedure of the proposed method gives a good alternative to a direct solver in large systems with multiple load cases.

내부점 방법에서 밀집열 처리에 관한 연구 (Schur 상보법의 효율적인 구현) (A Study on handling dense columns in interior point methods for linear programming (An efficient implementation of Schur complement method))

  • 설동렬;도승용;박순달
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 1998년도 추계학술대회 논문집
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    • pp.67-70
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    • 1998
  • The computational speed of interior point method of linear programming depends on the speed of Cholesky factorization to solve AΘA$^{T}$ $\Delta$y=b. If the coefficient matrix A has dense columns then the matrix AΘA$^{T}$ becomes a dense matrix. This causes Cholesky factorization to be slow. The Schur complement method is applied to treat dense columns in many implementations but suffers from its numerical unstability. We study efficient implementation of Schur complement method. We achieve improvements in computational speed and numerical stability.rical stability.

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EXPLICIT MINIMUM POLYNOMIAL, EIGENVECTOR AND INVERSE FORMULA OF DOUBLY LESLIE MATRIX

  • WANICHARPICHAT, WIWAT
    • Journal of applied mathematics & informatics
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    • 제33권3_4호
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    • pp.247-260
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    • 2015
  • The special form of Schur complement is extended to have a Schur's formula to obtains the explicit formula of determinant, inverse, and eigenvector formula of the doubly Leslie matrix which is the generalized forms of the Leslie matrix. It is also a generalized form of the doubly companion matrix, and the companion matrix, respectively. The doubly Leslie matrix is a nonderogatory matrix.

FORWARD ORDER LAW FOR THE GENERALIZED INVERSES OF MULTIPLE MATRIX PRODUCT

  • Xiong, Zhipin;Zheng, Bing
    • Journal of applied mathematics & informatics
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    • 제25권1_2호
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    • pp.415-424
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    • 2007
  • The generalized inverses have many important applications in the aspects of theoretic research and numerical computations and therefore they were studied by many authors. In this paper we get some necessary and sufficient conditions of the forward order law for {1}-inverse of multiple matrices products $A\;=\;A_1A_2{\cdots}A_n$ by using the maximal rank of generalized Schur complement.

THE DRAZIN INVERSES OF THE SUM OF TWO MATRICES AND BLOCK MATRIX

  • Shakoor, Abdul;Yang, Hu;Ali, Ilyas
    • Journal of applied mathematics & informatics
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    • 제31권3_4호
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    • pp.343-352
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    • 2013
  • In this paper, we give a formula of $(P+Q)^D$ under the conditions $P^2Q+QPQ=0$ and $P^3Q=0$. Then applying it to give some results of block matrix $M=(^A_C^B_D)$ (A and D are square matrices) with generalized Schur complement is zero under some conditions. Finally, numerical examples are given to illustrate our results.

SEVERAL NEW PRACTICAL CRITERIA FOR NONSINGULAR H-MATRICES

  • Mo, Hongmin
    • Journal of applied mathematics & informatics
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    • 제28권3_4호
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    • pp.987-992
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    • 2010
  • H-matrix is a special class of matrices with wide applications in engineering and scientific computation, how to judge if a given matrix is an H-matrix is very important, especially for large scale matrices. In this paper, we obtain several new practical criteria for judging nonsingular H-matrices by using the partitioning technique and Schur complement of matrices. Their effectiveness is illustrated by numerical examples.

A MATRIX INEQUALITY ON SCHUR COMPLEMENTS

  • YANG ZHONG-PENG;CAO CHONG-GUANG;ZHANG XIAN
    • Journal of applied mathematics & informatics
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    • 제18권1_2호
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    • pp.321-328
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    • 2005
  • We investigate a matrix inequality on Schur complements defined by {1}-generalized inverses, and obtain simultaneously a necessary and sufficient condition under which the inequality turns into an equality. This extends two existing matrix inequalities on Schur complements defined respectively by inverses and Moore-Penrose generalized inverses (see Wang et al. [Lin. Alg. Appl., 302-303(1999)163-172] and Liu and Wang [Lin. Alg. Appl., 293(1999)233-241]). Moreover, the non-uniqueness of $\{1\}$-generalized inverses yields the complicatedness of the extension.