• Title/Summary/Keyword: matrix methods

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Bayesian modeling of random effects precision/covariance matrix in cumulative logit random effects models

  • Kim, Jiyeong;Sohn, Insuk;Lee, Keunbaik
    • Communications for Statistical Applications and Methods
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    • v.24 no.1
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    • pp.81-96
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    • 2017
  • Cumulative logit random effects models are typically used to analyze longitudinal ordinal data. The random effects covariance matrix is used in the models to demonstrate both subject-specific and time variations. The covariance matrix may also be homogeneous; however, the structure of the covariance matrix is assumed to be homoscedastic and restricted because the matrix is high-dimensional and should be positive definite. To satisfy these restrictions two Cholesky decomposition methods were proposed in linear (mixed) models for the random effects precision matrix and the random effects covariance matrix, respectively: modified Cholesky and moving average Cholesky decompositions. In this paper, we use these two methods to model the random effects precision matrix and the random effects covariance matrix in cumulative logit random effects models for longitudinal ordinal data. The methods are illustrated by a lung cancer data set.

EFFICIENT LATTICE REDUCTION UPDATING AND DOWNDATING METHODS AND ANALYSIS

  • PARK, JAEHYUN;PARK, YUNJU
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.19 no.2
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    • pp.171-188
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    • 2015
  • In this paper, the efficient column-wise/row-wise lattice reduction (LR) updating and downdating methods are developed and their complexities are analyzed. The well-known LLL algorithm, developed by Lenstra, Lenstra, and Lov${\acute{a}}$sz, is considered as a LR method. When the column or the row is appended/deleted in the given lattice basis matrix H, the proposed updating and downdating methods modify the preconditioning matrix that is primarily computed for the LR with H and provide the initial parameters to reduce the updated lattice basis matrix efficiently. Since the modified preconditioning matrix keeps the information of the original reduced lattice bases, the redundant computational complexities can be eliminated when reducing the lattice by using the proposed methods. In addition, the rounding error analysis of the proposed methods is studied. The numerical results demonstrate that the proposed methods drastically reduce the computational load without any performance loss in terms of the condition number of the reduced lattice basis matrix.

ON AUGMENTED LAGRANGIAN METHODS OF MULTIPLIERS AND ALTERNATING DIRECTION METHODS OF MULTIPLIERS FOR MATRIX OPTIMIZATION PROBLEMS

  • Gue Myung, Lee;Jae Hyoung, Lee
    • Nonlinear Functional Analysis and Applications
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    • v.27 no.4
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    • pp.869-879
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    • 2022
  • In this paper, we consider matrix optimization problems. We investigate augmented Lagrangian methods of multipliers and alternating direction methods of multipliers for the problems. Following the proofs of Eckstein [3], and Eckstein and Yao [5], we prove convergence theorems for augmented Lagrangian methods of multipliers and alternating direction methods of multipliers for the problems.

An Analysis of Cylindrical Tank of Elastic Foundation by Transfer Matrix and Stiffness Matrix (전달행렬과 강성행렬에 의한 탄성지반상의 원형탱크해석)

  • 남문희;하대환;이관희;장홍득
    • Computational Structural Engineering
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    • v.10 no.1
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    • pp.193-200
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    • 1997
  • Even though there are many analysis methods of circular tanks on elastic foundation, the finite element method is widely used for that purpose. But the finite element method requires a number of memory spaces, computation time to solve large stiffness equations. In this study many the simplified methods(Analogy of Beam on Elastic Foundation, Foundation Stiffness Matrix, Finite Element Method and Transfer Matrix Method) are applied to analyze a circular tank on elastic foundation. By the given analysis methods, BEF analogy and foundation matrix method, the circular tank was transformed into the skeletonized frame structure. The frame structure was divided into several finite elements. The stiffness matrix of a finite element is related with the transfer matrix of the element. Thus, the transfer matrix of each finite element utilized the transfer matrix method to simplify the analysis of the tank. There were no significant difference in the results of two methods, the finite element method and the transfer matrix method. The transfer method applied to a circular tank on elastic foundation resulted in four simultaneous equations to solve completely.

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A New Study on Indirect Vector AC Current Control Method Using a Matrix Converter Fed Induction Motor

  • Lee Hong-Hee;Nguyen Hoang M.
    • Journal of Power Electronics
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    • v.6 no.1
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    • pp.67-72
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    • 2006
  • This paper introduces two different types of AC current control methods for an indirect vector controlled induction motor using a matrix converter. The proposed methods combine the advantages of matrix converters with the advantages of the indirect vector AC current control methods. The first proposed method explains the basic idea of the hysteresis current control method for matrix converters and shows its capability and stability in comparison to the conventional method usually used for VSI. With the aid of the special configuration of the matrix converter, we also propose another current method which is modified from the first one in order to reduce both current ripple and torque ripple. Simulation results have verified the feasibility and the effectiveness of the proposed methods.

CONVERGENCE OF THE GENERALIZED MULTISPLITTING AND TWO-STAGE MULTISPLITTING METHODS

  • Oh, Se-Young;Yun, Jae-Heon;Han, Yu-Du
    • Journal of applied mathematics & informatics
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    • v.26 no.3_4
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    • pp.501-510
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    • 2008
  • In this paper, we first provide a convergence result of the generalized two-stage splitting method for solving a linear system whose coefficient matrix is an H-matrix, and then we provide convergence results of the generalized multisplitting and two-stage multisplitting methods for both a monotone matrix and an H-matrix.

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THE BINOMIAL METHOD FOR A MATRIX SQUARE ROOT

  • Kim, Yeon-Ji;Seo, Jong-Hyeon;Kim, Hyun-Min
    • East Asian mathematical journal
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    • v.29 no.5
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    • pp.511-519
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    • 2013
  • There are various methods for evaluating a matrix square root, which is a solvent of the quadratic matrix equation $X^2-A=0$. We consider new iterative methods for solving matrix square roots of M-matrices. Particulary we show that the relaxed binomial iteration is more efficient than Newton-Schulz iteration in some cases. And we construct a formula to find relaxation coefficients through statistical experiments.

PARALLEL BLOCK ILU PRECONDITIONERS FOR A BLOCK-TRIDIAGONAL M-MATRIX

  • Yun, Jae-Heon;Kim, Sang-Wook
    • Journal of the Korean Mathematical Society
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    • v.36 no.1
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    • pp.209-227
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    • 1999
  • We propose new parallel block ILU (Incomplete LU) factorization preconditioners for a nonsymmetric block-tridiagonal M-matrix. Theoretial properties of these block preconditioners are studied to see the convergence rate of the preconditioned iterative methods, Lastly, numerical results of the right preconditioned GMRES and BiCGSTAB methods using the block ILU preconditioners are compared with those of these two iterative methods using a standard ILU preconditioner to see the effectiveness of the block ILU preconditioners.

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CONVERGENCE OF MULTISPLITTING METHODS WITH PREWEIGHTING FOR AN H-MATRIX

  • Han, Yu-Du;Yun, Jae-Heon
    • Bulletin of the Korean Mathematical Society
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    • v.49 no.5
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    • pp.997-1006
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    • 2012
  • In this paper, we study convergence of multisplitting methods with preweighting for solving a linear system whose coefficient matrix is an H-matrix corresponding to both the AOR multisplitting and the SSOR multisplitting. Numerical results are also provided to confirm theoretical results for the convergence of multisplitting methods with preweighting.

PRECONDITIONED SSOR METHODS FOR THE LINEAR COMPLEMENTARITY PROBLEM WITH M-MATRIX

  • Zhang, Dan
    • Communications of the Korean Mathematical Society
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    • v.34 no.2
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    • pp.657-670
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    • 2019
  • In this paper, we consider the preconditioned iterative methods for solving linear complementarity problem associated with an M-matrix. Based on the generalized Gunawardena's preconditioner, two preconditioned SSOR methods for solving the linear complementarity problem are proposed. The convergence of the proposed methods are analyzed, and the comparison results are derived. The comparison results showed that preconditioned SSOR methods accelerate the convergent rate of the original SSOR method. Numerical examples are used to illustrate the theoretical results.