• Journal of applied mathematics & informatics
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• v.8 no.2
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• pp.305-326
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• 2001

We introduce a class of multilevel recursive incomplete LU preconditioning techniques (RILUM) for solving general sparse matrices. This techniques is based on a recursive two by two block incomplete LU factorization on the coefficient martix. The coarse level system is constructed as an (approximate) Schur complement. A dynamic preconditioner is obtained by solving the Schur complement matrix approximately. The novelty of the proposed techniques is to solve the Schur complement matrix by a preconditioned Krylov subspace method. Such a reduction process is repeated to yield a multilevel recursive preconditioner.

• Journal of applied mathematics & informatics
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• v.28 no.5_6
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• pp.1131-1141
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• 2010

We develop an algorithm for computing a sparse approximate inverse for a nonsymmetric positive definite matrix based upon the FFAPINV algorithm. The sparse approximate inverse is computed in the factored form and used to work with some Krylov subspace methods. The preconditioner is breakdown free and, when used in conjunction with Krylov-subspace-based iterative solvers such as the GMRES algorithm, results in reliable solvers. Some numerical experiments are given to show the efficiency of the preconditioner.

• Journal of applied mathematics & informatics
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• v.17 no.1_2_3
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• pp.283-296
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• 2005

It is well known that the ordering of the unknowns can have a significant effect on the convergence of a preconditioned iterative method and on its implementation on a parallel computer. To do so, we introduce a block red-black coloring to increase the degree of parallelism in the application of the block ILU preconditioner for solving sparse matrices, arising from convection-diffusion equations discretized using the finite difference scheme (five-point operator). We study the preconditioned PGMRES iterative method for solving these linear systems.

• 전기의세계
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• v.23 no.3
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• pp.43-52
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• 1974

The matrix inversion is very inefficient for computing direct solutions of the large spare systems of linear equations that arise in many network problems as a large electrical power system. Optimally ordered triangular factorization of sparse matrices is more efficient and offers the other important computational advantages in some applications with this method. The direct solutions are computed from sparse matrix factors instead of a full inverse matrix, thereby gaining a significant advantage is speed and computer memory requirements. In this paper, it is shown that the sparse matrix method is superior to the inverse matrix method to solve the linear equations of large sparse networks. In addition, it is shown that the sparse matrix method is superior to the inverse matrix method to solve the linear equations of large sparse networks. In addition, it is shown that the solutions may be applied directly to sove the load flow in an electrical power system. The result of this study should lead to many aplications including short circuit, transient stability, network reduction, reactive optimization and others.

• Proceedings of the Korea Contents Association Conference
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• 2018.05a
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• pp.485-486
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• 2018

In this paper, we consider a binary recovery framework of the Compressed Sensing (CS) problem. We derive an upper bound for $L_0$ recovery performance of a binary sparse signal in terms of the dimension N and sparsity K of signals, the number of measurements M. We show that the upper bound obtained from this work goes to the limit bound when the sensing matrix sufficiently become dense. In addition, for perfect recovery performance, if the signals are very sparse, the sensing matrices required for $L_0$ recovery are little more dense.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.14 no.6
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• pp.2497-2517
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• 2020

For compressed sensing (CS) applications, it is significant to construct deterministic measurement matrices with good practical features, including good sensing performance, low memory cost, low computational complexity and easy hardware implementation. In this paper, a deterministic construction method of bipolar measurement matrices is presented based on binary sequence family (BSF). This method is of interest to be applied for sparse signal restore and image block CS. Coherence is an important tool to describe and compare the performance of various sensing matrices. Lower coherence implies higher reconstruction accuracy. The coherence of proposed measurement matrices is analyzed and derived to be smaller than the corresponding Gaussian and Bernoulli random matrices. Simulation experiments show that the proposed matrices outperform the corresponding Gaussian, Bernoulli, binary and chaotic bipolar matrices in reconstruction accuracy. Meanwhile, the proposed matrices can reduce the reconstruction time compared with their Gaussian counterpart. Moreover, the proposed matrices are very efficient for sensing performance, memory, complexity and hardware realization, which is beneficial to practical CS.

• Journal of Korea Society of Industrial Information Systems
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• v.8 no.4
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• pp.26-30
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• 2003

The Lanczos algorithm is the most commonly used in approximating a small number of extreme eigenvalues for symmetric large sparse matrices. Global communications in MP(Message Passing) parallel computer decrease the computation speed. In this paper, we introduce the s-step Lanczos method, and s-step method generates reduction matrices which are similar to reduction matrices generated by the standard Lanczos method. One iteration of the s-step Lanczos algorithm corresponds to s iterations of the standard Lanczos algorithm. The s-step method has the minimized global communication and has the superior parallel properties to the standard method. These algorithms are implemented on Cray T3E and performance results are presented.

• Journal of applied mathematics & informatics
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• v.25 no.1_2
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• pp.435-443
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• 2007

Computing the interior spectrum of large sparse generalized eigenvalue problems $Ax\;=\;{\lambda}Bx$, where A and b are large sparse and SPD(Symmetric Positive Definite), is often required in areas such as structural mechanics and quantum chemistry, to name a few. Recently, CG-type methods have been found useful and hence, very amenable to parallel computation for very large problems. Also, as in the case of linear systems proper choice of preconditioning is known to accelerate the rate of convergence. After the smallest eigenpair is found we use the orthogonal deflation technique to find the next m-1 eigenvalues, which is also suitable for parallelization. This offers advantages over Jacobi-Davidson methods with partial shifts, which requires re-computation of preconditioner matrx with new shifts. We consider as preconditioners Incomplete LU(ILU)(0) in two variants, ever-relaxation(SOR), and Point-symmetric SOR(SSOR). We set m to be 5. We conducted our experiments on matrices from discretizations of partial differential equations by finite difference method. The generated matrices has dimensions up to 4 million and total number of processors are 32. MPI(Message Passing Interface) library was used for interprocessor communications. Our results show that in general the Multi-Color ILU(0) gives the best performance.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.46 no.5
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• pp.15-24
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• 2009

Compressed sensing addresses the recovery of a sparse vector from its few linear measurements. Recently, the success for the vector case has been extended to the matrix case. Compressed sensing of low-rank matrices solves the ill-posed inverse problem with fie low-rank prior. The problem can be formulated as either the rank minimization or the low-rank approximation. In this paper, we survey recently proposed efficient algorithms to solve these two formulations.

• The Korean Journal of Applied Statistics
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• v.35 no.2
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• pp.285-298
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• 2022

Continuous shrinkage priors, as well as spike and slab priors, have been widely employed for Bayesian inference about sparse regression coefficient vectors or covariance matrices. Continuous shrinkage priors provide computational advantages over spike and slab priors since their model space is substantially smaller. This is especially true in high-dimensional settings. However, variable selection based on continuous shrinkage priors is not straightforward because they do not give exactly zero values. Although few variable selection approaches based on continuous shrinkage priors have been proposed, no substantial comparative investigations of their performance have been conducted. In this paper, We compare two variable selection methods: a credible interval method and the sequential 2-means algorithm (Li and Pati, 2017). Various simulation scenarios are used to demonstrate the practical performances of the methods. We conclude the paper by presenting some observations and conjectures based on the simulation findings.