• 제목/요약/키워드: maximum eigenvalue

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RQI 기법의 성능 개선 (Improvement of the Rayleigh Quotient Iteration Method)

  • 전창완;김형중;이장규
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1994년도 추계학술대회 논문집 학회본부
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    • pp.319-321
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    • 1994
  • When a few eigenvalues and eigenvectors are desired, Rayleigh Quotient Iteration(RQI) is widely used. The ROI, however, cannot give maximum or minimum eigenvalue/eigenvector. In this paper, Modified Rayleigh quotient Iteration(MRQI) is developed. The MRQI can give the maximum or minimum eigenvalue/eigenvector regardless of tile initial starting vector.

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Generalized aspects of Riccati equation focused on the roles of its solution in control problem

  • Dong, Tian;Michio, Ohta
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1994년도 Proceedings of the Korea Automatic Control Conference, 9th (KACC) ; Taejeon, Korea; 17-20 Oct. 1994
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    • pp.20-23
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    • 1994
  • It is well known that the Boyd's theorem states the relation between the imaginary eigenvalues of discriminant H of Riccati equation (A, R, Q) and the singular value of transfer function, but it is only available for R .geq. 0 and Q .geq. 0. In this paper, we extend Boyd's theorem for two case, that is, R is symmetric, Q is sign definite, and R is sign definite, Q is symmetric. We give under the condition that there is a real symmetric solution of Riccati equation the relation between H has imaginary eigenvalue and the maximum eigenvalue of transfer functoin. Finally, we give a necessary and sufficient condition to determine whether H has imaginary eigenvalue under some conditions.

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주파수 응답함수를 이용한 구조물 고유진동수 극대화를 위한 최적 지지점 선정 (Selection of Optimal Supporting Position to Maximize Natural Frequency of the Structure Using Frequency Response Function)

  • 박용화;정완섭;박윤식
    • 소음진동
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    • 제10권4호
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    • pp.648-654
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    • 2000
  • A procedure to determine the realizable optimal positions of rigid supports is suggested to get a maximum fundamental natural frequency. a measured frequency response function based substructure-coupling technique is used to model the supported structure. The optimization procedure carries out the eigenvalue sensitivity analysis with respect to the stiffness of supports. As a result of such stiffness optimization, the optimal rigid-support positions are shown to be determined by choosing the position of the largest stiffness. The optimally determined support conditions are verified to satisfy the eigenvalue limit theorem. To demonstrate the effectiveness of the proposed method, the optimal support positions of a plate model are investigated. Experimental results indicate that the proposed method can effectively find out the optimal support conditions of the structure just based on the measured frequency response functions without any use of numerical model of the structure.

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AHP에서의 응답일관성 모수의 통계적 특성과 활용 방안 (Statistical Characteristics of Response Consistency Parameters in Analytic Hierarchy Process)

  • 고길곤;이경전
    • 한국경영과학회지
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    • 제26권4호
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    • pp.71-82
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    • 2001
  • Using the computer simulation method, we invest19ate the probability distribution of maximum eigenvalue of pair-wise comparison matrix, which has been used as a parameter for measuring the consistency of responses in analytic hierarchy process (AHP). We show that the shape of the distribution of the maximum eigenvalue is different according to the dimension of the matrix. In addition, we cannot find any evidence that the distribution of the Consistency Index is a Normal distribution, which has been claimed in the Previous literature. Accordingly, we suggest using so called K-index calcu1ated based on the concept of cumulative distribution function lather than based on that of arithmetic mean because the probabilistic distribution cannot be assumed to be a Normal distribution. We interpret the simulation results by comparing them with the suggestion of Saaty[11]. Our results show that using Saaty's value could be too generous when the dimension of the matrix is 3 and strict over 4. Finally, we propose new criteria for measuring the response consistency in AHP.

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Advances in solution of classical generalized eigenvalue problem

  • Chen, P.;Sun, S.L.;Zhao, Q.C.;Gong, Y.C.;Chen, Y.Q.;Yuan, M.W.
    • Interaction and multiscale mechanics
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    • 제1권2호
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    • pp.211-230
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    • 2008
  • Owing to the growing size of the eigenvalue problem and the growing number of eigenvalues desired, solution methods of iterative nature are becoming more popular than ever, which however suffer from low efficiency and lack of proper convergence criteria. In this paper, three efficient iterative eigenvalue algorithms are considered, i.e., subspace iteration method, iterative Ritz vector method and iterative Lanczos method based on the cell sparse fast solver and loop-unrolling. They are examined under the mode error criterion, i.e., the ratio of the out-of-balance nodal forces and the maximum elastic nodal point forces. Averagely speaking, the iterative Ritz vector method is the most efficient one among the three. Based on the mode error convergence criteria, the eigenvalue solvers are shown to be more stable than those based on eigenvalues only. Compared with ANSYS's subspace iteration and block Lanczos approaches, the subspace iteration presented here appears to be more efficient, while the Lanczos approach has roughly equal efficiency. The methods proposed are robust and efficient. Large size tests show that the improvement in terms of CPU time and storage is tremendous. Also reported is an aggressive shifting technique for the subspace iteration method, based on the mode error convergence criteria. A backward technique is introduced when the shift is not located in the right region. The efficiency of such a technique was demonstrated in the numerical tests.

Note on Estimating the Eigen System of Σ1-1Σ2

  • Kim, Myung-Geun
    • Communications for Statistical Applications and Methods
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    • 제10권2호
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    • pp.603-606
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    • 2003
  • The maximum likelihood estimators of the eigenvalues and eigenvectors of $$\Sigma$$_1$^{-1}$$\Sigma$$_2$are shown to be the eigenvalues and eigenvectors of $S$_1$^{1}$S$_2$ under multivariate normality and are explicitly derived. The nature of the eigenvalues and eigenvectors of $$\Sigma$$_1$^{-1}$$\Sigma$$_2$ or their estimators will be uncovered.

Eigenvalue Gap의 Ratio를 이용한 신호 개수 추정 방법 및 Rayleigh Fading 환경에서의 신호 개수 추정 성능 비교 (Source Enumeration Method using Eigenvalue Gap Ratio and Performance Comparison in Rayleigh Fading)

  • 김태영;이윤성;박찬홍;최영윤;김기선;이동근;이명식;강현진
    • 한국군사과학기술학회지
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    • 제24권5호
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    • pp.492-502
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    • 2021
  • In electronic warfare, source enumeration and direction-of-arrival estimation are important. The source enumeration method based on eigenvalues of covariance matrix from received is one of the most used methods. However, there are some drawbacks such as accuracy less than 100 % at high SNR, poor performance at low SNR and reduction of maximum number of estimating sources. We suggested new method based on eigenvalues gaps, which is named AREG(Accumulated Ratio of Eigenvalues Gaps). Meanwhile, FGML(Fast Gridless Maximum Likelihood) which reconstructs the covariance matrix was suggested by Wu et al., and it improves performance of the existing source enumeration methods without modification of algorithms. In this paper, first, we combine AREG with FGML to improve the performance. Second, we compare the performance of source enumeration and direction-of-arrival estimation methods in Rayleigh fading. Third, we suggest new method named REG(Ratio of Eigenvalues Gaps) to reduce performance degradation in Rayleigh Fading environment of AREG.

Efficient User Selection Algorithms for Multiuser MIMO Systems with Zero-Forcing Dirty Paper Coding

  • Wang, Youxiang;Hur, Soo-Jung;Park, Yong-Wan;Choi, Jeong-Hee
    • Journal of Communications and Networks
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    • 제13권3호
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    • pp.232-239
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    • 2011
  • This paper investigates the user selection problem of successive zero-forcing precoded multiuser multiple-input multiple-output (MU-MIMO) downlink systems, in which the base station and mobile receivers are equipped with multiple antennas. Assuming full knowledge of the channel state information at the transmitter, dirty paper coding (DPC) is an optimal precoding strategy, but practical implementation is difficult because of its excessive complexity. As a suboptimal DPC solution, successive zero-forcing DPC (SZF-DPC) was recently proposed; it employs partial interference cancellation at the transmitter with dirty paper encoding. Because of a dimensionality constraint, the base station may select a subset of users to serve in order to maximize the total throughput. The exhaustive search algorithm is optimal; however, its computational complexity is prohibitive. In this paper, we develop two low-complexity user scheduling algorithms to maximize the sum rate capacity of MU-MIMO systems with SZF-DPC. Both algorithms add one user at a time. The first algorithm selects the user with the maximum product of the maximum column norm and maximum eigenvalue. The second algorithm selects the user with the maximum product of the minimum column norm and minimum eigenvalue. Simulation results demonstrate that the second algorithm achieves a performance similar to that of a previously proposed capacity-based selection algorithm at a high signal-to-noise (SNR), and the first algorithm achieves performance very similar to that of a capacity-based algorithm at a low SNR, but both do so with much lower complexity.

LMS PHD에 의한 배경단파 파워 스펙트럼 추정 (Power Spectral Estimation of Background EEG with LMS PHD)

  • 정명진;최갑석
    • 대한의용생체공학회:의공학회지
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    • 제9권1호
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    • pp.101-108
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    • 1988
  • In this paper the power spectrum of background EEG is estimated by the LMS PHD based on least mean square. At the power spectrum estimatiom, the stocastic process of background EEG is assumed to consist of the nonharmonic sinusoid and the white noise. In the LMS PHD the model parameters are obtained by the least mean square at optimal order which is obtained from the fact that the eigenvalue's fluctuation of autocorrelation matrix of the normal back-ground EEG is smaller at some order than at other order when the power spectrum of background EEG is esitmated by PHD. The optimal order of this model is the 6-th order when the eigenvalue's fluctuation of autocorrelation matrix of background EEG is considered. The estimation results are with compared the results from the Maximum Entropy Spectral Estimation and Pisarenko Harmonic Decomposition. From the comparison results. The LMS PHD is possible to estimate the power spectrum of background EEG.

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