• 제목/요약/키워드: Sparse linear systems

검색결과 50건 처리시간 0.021초

DATA MINING AND PREDICTION OF SAI TYPE MATRIX PRECONDITIONER

  • Kim, Sang-Bae;Xu, Shuting;Zhang, Jun
    • Journal of applied mathematics & informatics
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    • 제28권1_2호
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    • pp.351-361
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    • 2010
  • The solution of large sparse linear systems is one of the most important problems in large scale scientific computing. Among the many methods developed, the preconditioned Krylov subspace methods are considered the preferred methods. Selecting a suitable preconditioner with appropriate parameters for a specific sparse linear system presents a challenging task for many application scientists and engineers who have little knowledge of preconditioned iterative methods. The prediction of ILU type preconditioners was considered in [27] where support vector machine(SVM), as a data mining technique, is used to classify large sparse linear systems and predict best preconditioners. In this paper, we apply the data mining approach to the sparse approximate inverse(SAI) type preconditioners to find some parameters with which the preconditioned Krylov subspace method on the linear systems shows best performance.

SPLITTING METHOD OF DENSE COLUMNS IN SPARSE LINEAR SYSTEMS AND ITS IMPLEMENTATION

  • Oh, Seyoung;Kwon, Sun Joo
    • 충청수학회지
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    • 제10권1호
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    • pp.147-159
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    • 1997
  • It is important to solve the large sparse linear system appeared in many application field such as $AA^Ty={\beta}$ efficiently. In solving this linear system, the sparse solver using the splitting method for the relatively dense column is experimentally better than the direct solver using the Cholesky method.

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전력계통 해석에 유용한 "스파스"행렬법에 관한 연구 (A Study on the Sparse Matrix Method Useful to the Solution of a Large Power System)

  • 한만춘;신명철
    • 전기의세계
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    • 제23권3호
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    • pp.43-52
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    • 1974
  • The matrix inversion is very inefficient for computing direct solutions of the large spare systems of linear equations that arise in many network problems as a large electrical power system. Optimally ordered triangular factorization of sparse matrices is more efficient and offers the other important computational advantages in some applications with this method. The direct solutions are computed from sparse matrix factors instead of a full inverse matrix, thereby gaining a significant advantage is speed and computer memory requirements. In this paper, it is shown that the sparse matrix method is superior to the inverse matrix method to solve the linear equations of large sparse networks. In addition, it is shown that the sparse matrix method is superior to the inverse matrix method to solve the linear equations of large sparse networks. In addition, it is shown that the solutions may be applied directly to sove the load flow in an electrical power system. The result of this study should lead to many aplications including short circuit, transient stability, network reduction, reactive optimization and others.

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대형비대칭 이산행렬의 CRAY-T3E에서의 해법을 위한 확장가능한 병렬준비행렬 (A Scalable Parallel Preconditioner on the CRAY-T3E for Large Nonsymmetric Spares Linear Systems)

  • 마상백
    • 정보처리학회논문지A
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    • 제8A권3호
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    • pp.227-234
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    • 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. We compared it with four other preconditioners, which are ILU(0)-wavefront ordering, ILU(0)-Multi-Color ordering, SPAI(SParse Approximate Inverse), and SSOR preconditiner. Experiments were conducted for the Finite Difference discretizations of two problems with various meshsizes varying up to $1025{\times}1024$. CRAY-T3E with 128 nodes was used. MPI library was used for interprocess communications, The results show that Multi-Color Block SOR is scalabl and gives the best performances.

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sparse 행렬을 이용한 저항 회로망의 해석과 전산프로그래밍 (Analysis of Linear Time-Invariant Spare Network and its Computer Programming)

  • 차균현
    • 대한전자공학회논문지
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    • 제11권2호
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    • pp.1-4
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    • 1974
  • 큰 규모의 계통이나 회로망의 해석익 있어서 0이 대부분 포함되어 있는 행렬을 반전하여 해를 구하는 것은 대단히 비능룰적이다. 이러한 계통을 Sparse행렬을 이용하여 풀면 계산시간이 적게 들고 기억용량이 감소되며 둥근(round-off)오차를 줄일 수 있다. 본논문은 Sparse 행렬를 이용하여 회로망을 푸는 방법고ㅘ 전산 프로그래밍을 제공한다.

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Feature Extraction via Sparse Difference Embedding (SDE)

  • Wan, Minghua;Lai, Zhihui
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제11권7호
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    • pp.3594-3607
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    • 2017
  • The traditional feature extraction methods such as principal component analysis (PCA) cannot obtain the local structure of the samples, and locally linear embedding (LLE) cannot obtain the global structure of the samples. However, a common drawback of existing PCA and LLE algorithm is that they cannot deal well with the sparse problem of the samples. Therefore, by integrating the globality of PCA and the locality of LLE with a sparse constraint, we developed an improved and unsupervised difference algorithm called Sparse Difference Embedding (SDE), for dimensionality reduction of high-dimensional data in small sample size problems. Significantly differing from the existing PCA and LLE algorithms, SDE seeks to find a set of perfect projections that can not only impact the locality of intraclass and maximize the globality of interclass, but can also simultaneously use the Lasso regression to obtain a sparse transformation matrix. This characteristic makes SDE more intuitive and more powerful than PCA and LLE. At last, the proposed algorithm was estimated through experiments using the Yale and AR face image databases and the USPS handwriting digital databases. The experimental results show that SDE outperforms PCA LLE and UDP attributed to its sparse discriminating characteristics, which also indicates that the SDE is an effective method for face recognition.

THE EFFECT OF BLOCK RED-BLACK ORDERING ON BLOCK ILU PRECONDITIONER FOR SPARSE MATRICES

  • GUESSOUS N.;SOUHAR O.
    • Journal of applied mathematics & informatics
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    • 제17권1_2_3호
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    • pp.283-296
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    • 2005
  • It is well known that the ordering of the unknowns can have a significant effect on the convergence of a preconditioned iterative method and on its implementation on a parallel computer. To do so, we introduce a block red-black coloring to increase the degree of parallelism in the application of the block ILU preconditioner for solving sparse matrices, arising from convection-diffusion equations discretized using the finite difference scheme (five-point operator). We study the preconditioned PGMRES iterative method for solving these linear systems.

대형 Sparse 선형시스템 방정식을 풀기위한 효과적인 병렬 알고리즘 (An Efficient Parallel Algorithm for Solving Large Sparse Linear Systems of Equations)

  • 채주환;이진
    • 한국통신학회논문지
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    • 제14권4호
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    • pp.388-397
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    • 1989
  • 본 논문에서는 불규칙하게 분포된 non-zero 원소를 가진 대형 space 행렬로서 표시되는 선형시스템의 해를 능률적으로 얻기 위한 반복 병렬 알고리즘에 대하여 기술하고, 이 알고리즘을 수행하는데 적절한 컴퓨터로서 dataflow컴퓨터 구조를 제안하였다. 이 알고리즘에서는 Jacobi 반복법을 사용하였으며 행렬의 내적을 구하는데 소요되는 시간을 단축함으로서 병렬 수행시간을 단축시켰다.

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비동기 알고리즘을 이용한 분산 메모리 시스템에서의 초대형 선형 시스템 해법의 성능 향상 (Improving Performance of Large Sparse Linear System Solvers On Distributed Memory Systems By Asynchronous Algorithms)

  • 박필성;신순철
    • 정보처리학회논문지A
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    • 제8A권4호
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    • pp.439-446
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    • 2001
  • 현재 대부분의 병렬 알고리즘은 동기 알고리즘으로 올바른 계산을 위해서는 프로세서들의 동기화와 부하균형이 필수적이다. 만일 부하균형이 불가능하거나 이질적 클러스터처럼 각 프로세서의 성능이 다른 경우, 연산은 가장 느린 프로세서의 성능에 의해 결정된다. 비동기 반복법은 이런 문제를 해결하는 하나의 방안으로 각광받고 있으나, 현재까지의 연구는 비교적 구현이 쉬운 공유 메모리 시스템을 사용한 것이었다. 본 논문에서는 분산 메모리 환경에서 초대형 선형 시스템 문제를 풀기 위해, 빠른 프로세서의 유휴 시간을 최대한 줄임으로써 전체적으로 성능을 향상시키는 비동기 병렬 알고리즘을 제안하고 이를 클러스터에 구현하였다.

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Parallel Algorithm of Conjugate Gradient Solver using OpenGL Compute Shader

  • Va, Hongly;Lee, Do-keyong;Hong, Min
    • 한국컴퓨터정보학회논문지
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    • 제26권1호
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    • pp.1-9
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    • 2021
  • OpenGL compute shader는 다른 shader 단계와 다르게 동작하며, 병렬로 모든 데이터를 계산하는데 사용할 수 있다. 본 논문은 OpenGL compute shader에서 반복 켤레 기울기 방법을 통해 희소선형 시스템을 계산하기 위한 GPU 기반의 병렬 알고리즘 제안하였다. 제안된 희소 선형 해결 방법은 대칭인 양의 정부호 행렬과 같은 대형 선형 시스템을 해결하기 위해 사용된다. 본 논문은 이 알고리즘을 사용하여 매트릭스 형식이 다른 8가지 예제들에 대해서 CPU와 GPU를 기반으로한 성능 비교 결과를 제공한다. 본 논문은 4가지 잘 알려져 있는 매트릭스 형식(Dense, COO, ELL and CSR)을 매트릭스 저장소를 사용하였다. 8개의 희소 매트릭스를 사용한 성능 비교 실험에서 GPU 기반 선형 해결 시스템이 CPU 기반 선형 해결 시스템보다 훨씬 빠르며, GPU 기반에서 0.64ms, CPU 기반에서 15.37ms의 평균 컴퓨팅 시간을 제공한다.