• Title/Summary/Keyword: a sparse matrix

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Development of LPAKO : Software of Simplex Method for Liner Programming (단체법 프로그램 LPAKO 개발에 관한 연구)

  • 박순달;김우제;박찬규;임성묵
    • Korean Management Science Review
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    • v.15 no.1
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    • pp.49-62
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    • 1998
  • The purpose of this paper is to develope a large-scale simplex method program LPAKO. Various up-to-date techniques are argued and implemented. In LPAKO, basis matrices are stored in a LU factorized form, and Reid's method is used to update LU maintaining high sparsity and numerical stability, and further Markowitz's ordering is used in factorizing a basis matrix into a sparse LU form. As the data structures of basis matrix, Gustavson's data structure and row-column linked list structure are considered. The various criteria for reinversion are also discussed. The dynamic steepest-edge simplex algorithm is used for selection of an entering variable, and a new variation of the MINOS' perturbation technique is suggested for the resolution of degeneracy. Many preprocessing and scaling techniques are implemented. In addition, a new, effective initial basis construction method are suggested, and the criteria for optimality and infeasibility are suggested respectively. Finally, LPAKO is compared with MINOS by test results.

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Transmission waveform design for compressive sensing active sonar using the matrix projection from Gram matrix to identity matrix and a constraint for bandwidth (대역폭 제한 조건과 Gram 행렬의 단위행렬로의 사영을 이용한 압축센싱 능동소나 송신파형 설계)

  • Lee, Sehyun;Lee, Keunhwa;Lim, Jun-Seok;Cheong, Myoung-Jun
    • The Journal of the Acoustical Society of Korea
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    • v.38 no.5
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    • pp.522-533
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    • 2019
  • The compressive sensing model for range-Doppler estimation can be expressed as an under-determined linear system y = Ax. To find the solution of the linear system with the compressive sensing method, matrix A should be sufficiently incoherent and x to be sparse. In this paper, we propose a transmission waveform design method that maintains the bandwidth required by the sonar system while lowering the mutual coherence of the matrix A so that the matrix A is incoherent. The proposed method combines two methods of optimizing the sensing matrix with the alternating projection and suppressing unwanted frequency bands using the DFT (Discrete Fourier Transform) matrix. We compare range-Doppler estimation performance of existing waveform LFM(Linear Frequency Modulated) and designed waveform using the matched filter and the compressive sensing method. Simulation shows that the designed transmission waveform has better detection performance than the existing waveform LFM.

A Study on the Optimal Power Flow Solution (최적 전력 조류 해법에 관한 연구)

  • You, Seok-Koo;Min, Pyoung-Oh
    • Proceedings of the KIEE Conference
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    • 1989.11a
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    • pp.176-179
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    • 1989
  • Newton's OPF algorithm, for each iteration, solves with second order approximation of Lagraqngian function and sparse matrix technique. When load model is applied to this technique, load voltages have tendency to be fixed at lower limit. It makes the solution inadequte. In this paper, reference bus voltage specification technique suggested to make adequate load voltage. This method is verified useful 6-bus Ward-Hale sample system.

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EFFICIENT PARALLEL ITERATIVE METHOD FOR SOLVING LARGE NONSYMMETRIC LINEAR SYSTEMS

  • Yun, Jae-Heon
    • Communications of the Korean Mathematical Society
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    • v.9 no.2
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    • pp.449-465
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    • 1994
  • The two common numerical methods to approximate the solution of partial differential equations are the finite element method and the finite difference method. They both lead to solving large sparse linear systems. For many applications, it is not unusal that the order of matrix is greater than 10, 000. For this kind of problem, a direct method such as Gaussian elimination can not be used because of the prohibitive cost. To this end, many iterative methods with modest cost have been studied and proposed by numerical analysts.(omitted)

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Component Programming for Power System Software Development

  • Yuan Liao;Lee, Jong-Beom
    • KIEE International Transactions on Power Engineering
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    • v.2A no.4
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    • pp.145-152
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    • 2002
  • This paper illustrates applications of the Component Object Model (COM) for power system software developments. As an integral part of Microsoft's component services, COM has gained increased popularity for developing enterprise applications. This paper illustrates the concepts of COM and the latest developments as well as the available tools for developing COM components. Possible COM applications for developing power system software, such as sparse matrix manipulation, fault location, genetic algorithm applications, and so on. are presented. Advantages and promises brought about by COM are manifested through these examples.

NMF-Feature Extraction for Sound Classification (소리 분류를 위한 NMF특징 추출)

  • Yong-Choon Cho;Seungin Choi;Sung-Yang Bang
    • Proceedings of the Korean Information Science Society Conference
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    • 2003.10a
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    • pp.4-6
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    • 2003
  • A holistic representation, such as sparse ceding or independent component analysis (ICA), was successfully applied to explain early auditory processing and sound classification. In contrast, Part-based representation is an alternative way of understanding object recognition in brain. In this paper. we employ the non-negative matrix factorization (NMF)[1]which learns parts-based representation for sound classification. Feature extraction methods from spectrogram using NMF are explained. Experimental results show that NMF-based features improve the performance of sound classification over ICA-based features.

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A Study on Circular Filtering in Orthogonal Transform Domain

  • Song, Bong-Seop;Lee, Sang-Uk
    • Journal of Electrical Engineering and information Science
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    • v.1 no.2
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    • pp.125-133
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    • 1996
  • In this paper, we dicuss on the properties related to the circular filtering in orthogonal transform domain. The efficient filtering schemes in six orthogonal transform domains are presented by generalizing the convolution-multiplication property of the DFT. In brief, the circular filtering can be accomplished by multiplying the transform domain filtering matrix W, which is shown to be very sparse, yielding the computational gains compared with the time domain processing. As an application, decimation and interpolation techniques in orthogonal transform domains are also investigated.

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COMPARISONS OF PARALLEL PRECONDITIONERS FOR THE COMPUTATION OF SMALLEST GENERALIZED EIGENVALUE

  • Ma, Sang-Back;Jang, Ho-Jong;Cho, Jae-Young
    • Journal of applied mathematics & informatics
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    • v.11 no.1_2
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    • pp.305-316
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    • 2003
  • Recently, an iterative algorithm for finding the interior eigenvalues of a definite matrix by CG-type method has been proposed. This method compares to the inverse power method. The given matrices A, and B are assumed to be large and sparse, and SPD( Symmetric Positive Definite) The CG scheme for the optimization of the Rayleigh quotient has been proven a very attractive and promising technique for large sparse eigenproblems for smallest eigenvalue. Also, it is very amenable to parallel computations, like the CG method for the linear systems. A proper choice of the preconditioner significantly improves the convergence of the CG scheme. But for parallel computations we need to find an efficient parallel preconditioner. Our candidates we ILU(0) in the wave-front order, ILU(0) in the multi-coloring order, Point-SSOR(Symmetric Successive Overrelaxation), and Multi-Color Block SSOR preconditioner. Wavefront order is a simple way to increase parallelism in the natural order, and Multi-coloring realizes a parallelism of order(N), where N is the order of the matrix. Another choice is the Multi-Color Block SSOR(Symmetric Successive OverRelaxation) preconditioning. Block SSOR is a symmetric preconditioner which is expected to minimize the interprocessor communication due to the blocking. We implemented the results on the CRAY-T3E with 128 nodes. The MPI (Message Passing Interface) library was adopted for the interprocessor communications. The test problem was drawn from the discretizations of partial differential equations by finite difference methods. The results show that for small number of processors Multi-Color ILU(0) has the best performance, while for large number of processors Multi-Color Block SSOR performs the best.

A PARALLEL PRECONDITIONER FOR GENERALIZED EIGENVALUE PROBLEMS BY CG-TYPE METHOD

  • MA, SANGBACK;JANG, HO-JONG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.5 no.2
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    • pp.63-69
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    • 2001
  • In this study, we shall be concerned with computing in parallel a few of the smallest eigenvalues and their corresponding eigenvectors of the eigenvalue problem, $Ax={\lambda}Bx$, where A is symmetric, and B is symmetric positive definite. Both A and B are large and sparse. Recently iterative algorithms based on the optimization of the Rayleigh quotient have been developed, and CG scheme for the optimization of the Rayleigh quotient has been proven a very attractive and promising technique for large sparse eigenproblems for small extreme eigenvalues. As in the case of a system of linear equations, successful application of the CG scheme to eigenproblems depends also upon the preconditioning techniques. A proper choice of the preconditioner significantly improves the convergence of the CG scheme. The idea underlying the present work is a parallel computation of the Multi-Color Block SSOR preconditioning for the CG optimization of the Rayleigh quotient together with deflation techniques. Multi-Coloring is a simple technique to obatin the parallelism of order n, where n is the dimension of the matrix. Block SSOR is a symmetric preconditioner which is expected to minimize the interprocessor communication due to the blocking. We implemented the results on the CRAY-T3E with 128 nodes. The MPI(Message Passing Interface) library was adopted for the interprocessor communications. The test problems were drawn from the discretizations of partial differential equations by finite difference methods.

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A Development of Parallel Processing for Power Flow analysis (전력 조류 계산의 병렬처리에 관한 연구)

  • Lee, Chun-Mo
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.51 no.2
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    • pp.55-59
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    • 2002
  • Parallel processing is able to be used effectively on computationally intense power system problems. But this technology is not still available is not only parallel computer but also parallel processing scheme. Testing these algorithms to ensure accuracy, and evaluation of their performance is also an issue. Although a significant amount of parallel algorithms of power system problem have been developed in last decade, actual testing on parallel computer architectures lies in the beginning stages because no clear cut paths. This paper presents Jacobian modeling method to supply the base being able to treat power flow by newton's method by the computer. This method is to assign and to compute teared blocks of sparse matrix at each parallel processors. The testing to insure accuracy of developed method have been done on serial computer by trying to simulate a parallel environment.