• 한국수자원학회논문집
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• 제31권4호
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• pp.439-448
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• 1998

대규모의 배수관망 시스템에서 유량해석을 위한 기법들이 많이 있지만 가장 널리 사용되고 있는 기법은 선형화 기법이다. 이 방법은 연속방정식과 에너지 방정식을 연립하여 해석하므로 이론적으로는 간단하나 실제 시스템에 적용을 위해서는 연립방정식 해석시 생성되는 계수매트릭스의 대각행력에 '0'이 발생하는 등 매우 큰 이산화된 계수 매트릭스의 처리가 문제가 되었다. 본 연구에서는 ill-condition 계수매트릭스의 발생을 배제하기 위해 도학이론으로부터 선형독립적인 폐합회로를 찾는 기법을 상수관망해석에 적용하여 선형화기법의 positive-definite 계수매트릭스를 만드는 기법을 개발하였다. 개발된 알고리듬의 적용성을 시험하고자 22개 가상관로 및 142개 관로를 가진 대구 인근의 실제 관망자료를 이용하여 유량해석을 실시하였다. 유량해석 결과 본 알고리듬이 적용된 모형에서는 가상관망 및 실제관로에서 수렴의 실패없이 원활하게 계산이 이루어지고 있었다. 본 연구결과는 관로내 정상상태 유량해석을 위해 효율적으로 이용될 것이 기대된다.

• 한국지능시스템학회:학술대회논문집
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• 한국퍼지및지능시스템학회 2000년도 추계학술대회 학술발표 논문집
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• pp.476-479
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• 2000

This paper deals with a robust pole placement method for uncertain linear systems. For all admissible uncertain parameters, a static output feedback controller is designed such that all the poles of the closed loop system are located within the prespecfied disk. It is shown that the existence of a positive definite matrix belonging to a convex set such that its inverse belongs to another convex set guarantees the existence of the output feedback gain matrix for our control problem. By a sequence of convex optimization the aforementioned matrix is obtained. A numerical example is solved in order to illustrate efficacy of our design method.

• 응용통계연구
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• 제33권3호
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• pp.281-296
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• 2020

같은 개체로부터 반복 측정한 자료를 경시적 자료(longitudinal data)라고 한다. 이러한 자료를 분석하려면 흔히 사용되는 횡단 자료 분석과는 다른 분석 방법이 필요하다. 즉, 경시적 자료에서 공변량의 효과를 추정할 때에는 반복 측정된 결과 간의 상관성을 고려해야 하며, 따라서 공분산행렬을 모형화 하는 것이 매우 중요하다. 그러나 추정해야 할 모수가 많고, 추정된 공분산행렬이 양정치성을 만족해야 하므로 공분산 행렬의 모형화는 쉽지 않다. 특히 다변량 경시적 자료분석을 위한 공분산행렬의 모형화는 더욱더 심층적인 방법론을 사용해야 한다. 본 논문은 다변량 경시적 자료분석을 위한 공분산행렬을 모형화하기 위해 두 가지 방법론을 고찰한다. 두 방법 모두 수정된 콜레스키 분해(modified Cholesky decomposition)를 이용하여 시간에 따른 응답변수들의 상관관계를 설명하고 있다. 하지만 같은 시간에서 관측된 응답변수들간의 상관관계를 설명하는 방법이 다르다. 첫 번째 방법론에서는 향상된 선형 공분산 모형(enhanced linear covariance models)을 사용하여 공분산행렬이 양정치성을 만족하도록 한다. 두 번째 방법론에서는 분산-공분산 분해(variance-correlation decomposition)와 초구분해(hypersphere decomposition)을 이용하여 공분산 행렬을 모형화 한다. 이 두 방법론의 성능을 비교하고자 모의실험을 진행한다.

• 한국전산구조공학회:학술대회논문집
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• 한국전산구조공학회 2004년도 봄 학술발표회 논문집
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• pp.1-8
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• 2004

For the linearized differential algebraic equation of the nonlinear constrained system, exact initial values of the acceleration are needed to solve itself. It may be very troublesome to perform the inverse operation for obtaining the incremental quantities since the mass matrix contains the zero element in the diagonal. This fact makes the mass matrix impossible to be positive definite. To overcome this singularity phenomenon the mass matrix needs to be modified to allow the feasible application of predictor and corrector in the iterative computation. In this paper the proposed numerical algorithm based on the modified mass matrix combines the conventional implicit algorithm, Newton-Raphson method and Newmark method. The numerical example presents reliabilities for the proposed algorithm via comparisons of the 4th order Runge-kutta method. The proposed algorithm seems to be satisfactory even though the acceleration, Lagrange multiplier, and energy show unstable behaviour. Correspondingly, it provides one important clue to another algorithm for the enhancement of the numerical results.

• 경영과학
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• 제11권3호
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• pp.1-11
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• 1994

Recent advances in linear programming solution methodology have focused on interior point methods. This powerful new class of methods achieves significant reductions in computer time for large linear programs and solves problems significantly larger than previously possible. These methods can be examined from points of Fiacco and McCormick's barrier method, Lagrangian duality, Newton's method, and others. This study presents a primal-dual log barrier algorithm of interior point methods for linear programming. The primal-dual log barrier method is currently the most efficient and successful variant of interior point methods. This paper also addresses a Cholesky factorization method of symmetric positive definite matrices arising in interior point methods. A special structure of the matrices, called supernode, is exploited to use computational techniques such as direct addressing and loop-unrolling. Two dense matrix handling techniques are also presented to handle dense columns of the original matrix A. The two techniques may minimize storage requirement for factor matrix L and a smaller number of arithmetic operations in the matrix L computation.

• Journal of the Korean Data and Information Science Society
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• 제27권3호
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• pp.815-825
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• 2016

Marginalized random effects models (MREMs) are often used to analyze longitudinal categorical data. The models permit direct estimation of marginal mean parameters and specify the serial correlation of longitudinal categorical data via the random effects. However, it is not easy to estimate the random effects covariance matrix in the MREMs because the matrix is high-dimensional and must be positive-definite. To solve these restrictions, we introduce two modeling approaches of the random effects covariance matrix: partial autocorrelation and the modified Cholesky decomposition. These proposed methods are illustrated with the real data from Korean genomic epidemiology study.

• International Journal of Precision Engineering and Manufacturing
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• 제5권3호
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• pp.77-84
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• 2004

A robust optimal control design is proposed in this study for rigid robotic systems under the unknown loads and the other uncertainties. The uncertainties are reflected in the performance index, where the uncertainties are bounded for the quadratic square of the states with a positive definite weighting matrix. An iterative algorithm is presented for the determination of the weighting matrix required for necessary robustness. Computer simulations have been done for a weight-lifting operation of a two-link manipulator and the simulation results shows that the proposed algorithm is very effective for a robust control of robotic systems.

• Journal of applied mathematics & informatics
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• 제38권1_2호
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• pp.175-187
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• 2020

Recently Salkuyeh and Rahimian in (Comput. Math. Appl. 74 (2017) 2940-2949) proposed a modification of the generalized shift-splitting (MGSS) method for solving singular saddle point problems. In this paper, we present the spectral analysis of the MGSS preconditioner when it is applied to precondition the singular saddle point problems with the (1, 1) block being symmetric. Some eigenvalue bounds for the spectrum of the preconditioned matrix are given. We show that all the real eigenvalues of the preconditioned matrix are in a positive interval and all nonzero eigenvalues having nonzero imaginary part are contained in an intersection of two circles.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2005년도 ICCAS
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• pp.2081-2086
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• 2005

This paper proposes the receding horizon $H_{\infty}$ predictive control (RHHPC) for systems with a state-delay. We first proposes a new cost function for a finite horizon dynamic game problem. The proposed cost function includes two terminal weighting terns, each of which is parameterized by a positive definite matrix, called a terminal weighting matrix. Secondly, we derive the RHHPC from the solution to the finite dynamic game problem. Thirdly, we propose an LMI condition under which the saddle point value satisfies the well-known nonincreasing monotonicity. Finally, we shows the asymptotic stability and $H_{\infty}$-norm boundedness of the closed-loop system controlled by the proposed RHHPC. Through a numerical example, we show that the proposed RHHC is stabilizing and satisfies the infinite horizon $H_{\infty}$-norm bound.

• 대한수학회지
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• 제55권6호
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• pp.1529-1540
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• 2018

The matrix equation $X^p+A^*XA=Q$ has been studied to find the positive definite solution in several researches. In this paper, we consider fixed-point iteration and Newton's method for finding the matrix p-th root. From these two considerations, we will use the Newton-Schulz algorithm (N.S.A). We will show the residual relation and the local convergence of the fixed-point iteration. The local convergence guarantees the convergence of N.S.A. We also show numerical experiments and easily check that the N.S. algorithm reduce the CPU-time significantly.