• 충청수학회지
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• 제23권4호
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• pp.609-616
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• 2010

We characterize extreme rays of the cone $\mathbb{T}$ of all positive semi-definite block matrices whose partial transposes are also positive semi-definite. We also construct an algorithm checking whether a given PPTES generates an extreme ray in the cone $\mathbb{T}$ or not. Using this algorithm, we give an example of $4{\otimes}4$ PPT entangle state of the type (5, 5), which generates extreme ray of the cone $\mathbb{T}$.

• 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.364-368
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• 1994

Algebraic matrix Riccati equations of the form, FP+PF$^{T}$ -PRP+Q=0. are analyzed with reference to the stability of closed-loop system F-PR. Here F, R and Q are n * n real matrices with R=R$^{T}$ and Q=Q$^{T}$ .geq.0 (nonnegative-definite). Such equations have been playing key roles in optimal control and filtering problems with R .geq. 0. and also in the solutions of in H$_{\infty}$ control problems with R taking the form R=H$_{1}$$^{T}$ H$_{1}$-H$_{2}$$^{T}$ H$_{2}$. In both cases an existence of stabilizing solution, i.e. the solution yielding asymptotically stable closed-loop system, is an important problem. First, we briefly review the typical results when R is of definite form, namely either R .geq. 0 as in LQG problems or R .leq. 0. They constitute two extrence cases of Riccati to the cases H$_{2}$=0 and H$_{1}$=0. Necessary and sufficient conditions are shown for the existence of nonnegative-definite or positive-definite stabilizing solution. Secondly, we focus our attention on more general case where R is only assumed to be symmetric, which obviously includes the case for H$_{\infty}$ control problems. Here, necessary conditions are established for the existence of nonnegative-definite or positive-definite stabilizing solutions. The results are established by employing consistently the so-called algebraic method based on an eigenvalue problem of a Hamiltonian matrix.x.ix.x.

• Kyungpook Mathematical Journal
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• 제46권2호
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• pp.285-295
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• 2006

We present a concept of negative definite functions on a commutative normal hypercomplex system $L_1$(Q, $m$) with basis unity. Negative definite functions were studied in [5] and [4] for commutative groups and semigroups respectively. The definition of such functions on Q is a natural generalization of that defined on a commutative hypergroups.

• Journal of applied mathematics & informatics
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• 제30권3_4호
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• pp.655-663
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• 2012

Based on the elegant properties of the spectral norm and Thompson metric, we firstly give two perturbation estimates for the positive definite solution of the nonlinear matrix equation $$X-\sum^m_{i=1}A^{\ast}_iX^{\delta_i}A_i=Q(0<|{\delta}_i|<1)$$ which arises in an optimal interpolation problem.

• 한국대기환경학회지
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• 제8권3호
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• pp.162-168
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• 1992

Numerical solutions to the advection equations used for long-range transport air pollution models are calculated using three numerical methods; Antidiffusion correction method(Smolarkiewicz, 1983), Positive definite advecton scheme obtained by nonlinear renormalization of the advective fluxes(Bott, 1989), and Positive definite pseudospectral method(Bartnicki, 1989). Accuracy, numerical diffusion and computational time requirement are compared for two-dimensional transport calculations in a uniform rotational flow field. The solutions from three methods are positive definite. Bartnicki(1989)'s method is most conservative but requires approximately 10 times as much computational time as Smolarkiewicz(1983)'s method of which numerical diffusion is the largest. All three methods are more conservative for a cone shape initial condition than for a rectangular block initial condition with a steep gradient.

• Journal of applied mathematics & informatics
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• 제16권1_2호
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• pp.307-321
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• 2004

In this paper, the unsteady Stokes problem is considered and also the pressure-correction method for the problem is described. At a fixed time level, we reduce the problem to two symmetric positive definite problems which depend on a time step parameter. Linear systems that arise from the problems are large, sparse, symmetric, positive definite and ill-conditioned as the time step tends to zero. Preconditioned problems based on an additive Schwarz method for solving the symmetric positive definite problems are derived and preconditioners are defined implicitly. It will be shown that the rate of convergence is independent of the mesh parameters as well as the time step size.

• Communications for Statistical Applications and Methods
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• 제22권4호
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• pp.321-331
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• 2015

The K-means clustering algorithm is a popular and widely used method for clustering. For covariance matrices, we consider a geodesic clustering algorithm based on the K-means clustering framework in consideration of symmetric positive definite matrices as a Riemannian (non-Euclidean) manifold. This paper considers a geodesic clustering algorithm for data consisting of symmetric positive definite (SPD) matrices, utilizing the Riemannian geometric structure for SPD matrices and the idea of a K-means clustering algorithm. A K-means clustering algorithm is divided into two main steps for which we need a dissimilarity measure between two matrix data points and a way of computing centroids for observations in clusters. In order to use the Riemannian structure, we adopt the geodesic distance and the intrinsic mean for symmetric positive definite matrices. We demonstrate our proposed method through simulations as well as application to real financial data.

• 대한수학회보
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• 제60권5호
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• pp.1181-1199
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• 2023

For solving complex symmetric positive definite linear systems, we propose a single step real-valued (SSR) iterative method, which does not involve the complex arithmetic. The upper bound on the spectral radius of the iteration matrix of the SSR method is given and its convergence properties are analyzed. In addition, the quasi-optimal parameter which minimizes the upper bound for the spectral radius of the proposed method is computed. Finally, numerical experiments are given to demonstrate the effectiveness and robustness of the propose methods.

• Korean Journal of Mathematics
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• 제22권1호
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• pp.123-131
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• 2014

The purpose of this paper is to study the perturbation analysis of the matrix equation $X=I-A^*X^{-1}A+B^*X^{-1}B$. Based on the matrix differentiation, we give a precise perturbation bound for the positive definite solution. A numerical example is presented to illustrate the shrpness of the perturbation bound.

• 대한수학회보
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• 제39권3호
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• pp.495-509
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• 2002

We propose variants of the modified incomplete Cho1esky factorization preconditioner for a symmetric positive definite (SPD) matrix. Spectral properties of these preconditioners are discussed, and then numerical results of the preconditioned CG (PCG) method using these preconditioners are provided to see the effectiveness of the preconditioners.