• Title/Summary/Keyword: positive definite matrix

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A PRECONDITIONER FOR THE NORMAL EQUATIONS

  • Salkuyeh, Davod Khojasteh
    • Journal of applied mathematics & informatics
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    • v.28 no.3_4
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    • pp.687-696
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    • 2010
  • In this paper, an algorithm for computing the sparse approximate inverse factor of matrix $A^{T}\;A$, where A is an $m\;{\times}\;n$ matrix with $m\;{\geq}\;n$ and rank(A) = n, is proposed. The computation of the inverse factor are done without computing the matrix $A^{T}\;A$. The computed sparse approximate inverse factor is applied as a preconditioner for solving normal equations in conjunction with the CGNR algorithm. Some numerical experiments on test matrices are presented to show the efficiency of the method. A comparison with some available methods is also included.

Strain Decomposition Method in Hull Stress Monitoring System for Container Ship

  • Park, Jae-Woong;Kang, Yun-Tae
    • Journal of Ship and Ocean Technology
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    • v.7 no.3
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    • pp.56-65
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    • 2003
  • The hull monitoring systems of container ships with four long-base gages give enough information for identifying the hull girder loads such as bending and torsional moments. But such a load-identification for container ships has not been known. In this paper, a load-identification method is suggested in terms of a linear matrix equation that the measured strain vector equals to the multiplication of the transformation matrix and the desired strain component vector. The equation is proved to be mathematically complete by the property of positive-definite determinant of the transformation matrix. The method is applied to a hull stress monitoring system for 8100TED container ship during sea trial, and the estimated external loads illustrate reasonable results in comparison with the pre-estimated results. This moment decomposition concept has also been tested in real operation conditions. The typical phenomena over the Suez Canal illustrated very suitable results comparing with the physical understandings. Henceforth, one can effectively use the proposed concept to monitor the hull girder loads such as bending and torsional moments.

Numerical Stability of Cholesky Factorization in Interior Point Methods for Linear Programming (내부점 방법에서 촐레스키 분해의 수치적 안정성)

  • Seol, Tong-Ryeol;Seong, Myeong-Ki;Ahn, Jae-Geun;Park, Soon-Dal
    • Journal of Korean Institute of Industrial Engineers
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    • v.25 no.3
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    • pp.290-297
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    • 1999
  • In interior point methods for linear programming, we must solve a linear system with a symmetric positive definite matrix at every iteration, and Cholesky factorization is generally used to solve it. Therefore, if Cholesky factorization is not done successfully, many iterations are needed to find the optimal solution or we can not find it. We studied methods for improving the numerical stability of Cholesky factorization and the accuracy of the solution of the linear system.

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INTEGRABLE MODULES OVER QUANTUM GROUPS AT ROOTS OF 1

  • Cho, Young-Hyun;Kwon, Sae-Ran;Lee, In-Sok
    • Communications of the Korean Mathematical Society
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    • v.10 no.1
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    • pp.35-38
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    • 1995
  • Let A be a symmetric positive definite Cartan matrix. As in [4], we denote by U the quantum group arising from A and $U_\lambda$ be the corresponding quantum group at a root of unity $\lambda$. In [4], Lusztig constructed irreducible highest weight $U_\lambda$-modules $L_\lambda(z)$ for $z \in Z^n$ and showed that $L_\lambda(z)$ is of finite dimension over C if and only if $z \in (Z^+)^n$.

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A Stability Analysis of Mamdani Type Fuzzy Systems (맘다니형 퍼지 시스템의 안정 해석)

  • Lee, Chang-Hoon;Sugeno, Mickle
    • Proceedings of the KIEE Conference
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    • 2001.11c
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    • pp.76-79
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    • 2001
  • This paper is concerned with a stability analysis of Madam Type fuzzy systems. It Introduces the canonical form of an unforced fuzzy system and its stability theorem suggested in the previous study. Then it gives new simplified stability conditions based on the Lyapunov function method. A common positive definite matrix in the stability conditions is searched by the LMI method.

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INEQUALITIES INVOLVING KHATRI-RAO PRODUCTS OF HERMITIAN MATRICES

  • Yang, Zhong-Peng;Zhang, Xian;Cao, Chong-Guang
    • Journal of applied mathematics & informatics
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    • v.9 no.1
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    • pp.125-133
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    • 2002
  • Recently, Several inequalities Khatri-Rao Products of two four partitioned blocks positive definite real symmetry matrices are established by Liu in[Lin. Alg. Appl. 289(1999): 267-277]. We extend these results in two ways. First, the results are extended to two any partitioned blocks Hermitian matrices. Second, necessary and sufficient conditions under which these inequalities become equalities are presented.

Comparison of the covariance matrix for general linear model (일반 선형 모형에 대한 공분산 행렬의 비교)

  • Nam, Sang Ah;Lee, Keunbaik
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.103-117
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    • 2017
  • In longitudinal data analysis, the serial correlation of repeated outcomes must be taken into account using covariance matrix. Modeling of the covariance matrix is important to estimate the effect of covariates properly. However, It is challenging because there are many parameters in the matrix and the estimated covariance matrix should be positive definite. To overcome the restrictions, several Cholesky decomposition approaches for the covariance matrix were proposed: modified autoregressive (AR), moving average (MA), ARMA Cholesky decompositions. In this paper we review them and compare the performance of the approaches using simulation studies.

Output feedback $H^\infty$ controller design for linear systems with delayed state (상태지연 선형시스템에 대한 출력되먹임 $H^\infty$ 제어기 설계)

  • Jeong, Eun-Tae;Oh, Do-Chang;Park, Hong-Bae
    • Journal of Institute of Control, Robotics and Systems
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    • v.3 no.2
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    • pp.109-114
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    • 1997
  • In this paper, we present an output feedback $H^\infty$controller design method and derive the sufficient condition of the bounded real lemma for linear systems with multiple delays in states. For state delayed systems, sufficient conditions for the existence $\kappa$-th order $H^\infty$controllers are given in terms of three linear matrix inequalities(LMIs). Furthermore, we show how to construct such controllers from the positive definite solutions of their LMIs and given an example to illustrate the validitiy of the proosed design procedure.

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H$\infty$ Control for Linear Systems with Time-Varying Delayed States, Control Inputs, and Measurement Outputs

  • Jeung, Eun-Tae;Kwon, Sung-Ha;Kim, Jong-Hae;Park, Hong-Bae
    • Transactions on Control, Automation and Systems Engineering
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    • v.1 no.2
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    • pp.106-112
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    • 1999
  • This paper presents an H$\infty$ controller design method for linear systems with time-varying delayed states, inputs, and measurement outputs. Using a Lyapounov unctional , the stability for delay systems is discussed independently of time delays . And a sufficient condition for the existence of H$\infty$ controllers of n-th order is given in terms of three matrix inequalities. Based on the positive-definite solutions of their matrix inequalities, we briefly explain how to construct H$\infty$ construct H$\infty$ controller, which stabilizes time-delay systems independently of delays and guarantees an H$\infty$ norm bound.

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