• Title/Summary/Keyword: symmetric positive definite

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A Study on the Application of Conjugate Gradient Method in Nonlinear Magnetic Field Analysis by FEM. (유한요소법에 의한 비선형 자계 해석에 공액 구배법 적응 연구)

  • 임달호;신흥교
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.39 no.1
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    • pp.22-28
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    • 1990
  • This paper is a study on the reduction of computation time in case of nonlinear magnetic field analysis by finite element method and Newton-Raphson method. For the purpose, the nonlinear convergence equation is computed by the conjugate gradient method which is known to be applicable to symmetric positive definite matrix equations only. As the results, we can not prove mathematically that the system Jacobian is positive definite, but when we applied this method, the diverging case did not occur. And the computation time is reduced by 25-55% and 15-45% in comparison with the case of direct and successive over-relaxation method, respectively. Therefore, we proved the utility of conjugate gradient method.

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SPECTRAL ANALYSIS OF THE MGSS PRECONDITIONER FOR SINGULAR SADDLE POINT PROBLEMS

  • RAHIMIAN, MARYAM;SALKUYEH, DAVOD KHOJASTEH
    • Journal of applied mathematics & informatics
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    • v.38 no.1_2
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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.

INFINITELY MANY HOMOCLINIC SOLUTIONS FOR DAMPED VIBRATION SYSTEMS WITH LOCALLY DEFINED POTENTIALS

  • Selmi, Wafa;Timoumi, Mohsen
    • Communications of the Korean Mathematical Society
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    • v.37 no.3
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    • pp.693-703
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    • 2022
  • In this paper, we are concerned with the existence of infinitely many fast homoclinic solutions for the following damped vibration system $$(1){\hspace{32}}{\ddot{u}}(t)+q(t){\dot{u}}(t)-L(t)u(t)+{\nabla}W(t,u(t))=0,\;{\forall}t{\in}{\mathbb{R}},$$ where q ∈ C(ℝ, ℝ), L ∈ C(ℝ, ${\mathbb{R}}^{N^2}$) is a symmetric and positive definite matix-valued function and W ∈ C1(ℝ×ℝN, ℝ). The novelty of this paper is that, assuming that L is bounded from below unnecessarily coercive at infinity, and W is only locally defined near the origin with respect to the second variable, we show that (1) possesses infinitely many homoclinic solutions via a variant symmetric mountain pass theorem.

COMPARISONS OF PARALLEL PRECONDITIONERS FOR THE COMPUTATION OF SMALLEST GENERALIZED EIGENVALUE

  • Ma, Sang-Back;Jang, Ho-Jong;Cho, Jae-Young
    • Journal of applied mathematics & informatics
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    • v.11 no.1_2
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    • pp.305-316
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    • 2003
  • Recently, an iterative algorithm for finding the interior eigenvalues of a definite matrix by CG-type method has been proposed. This method compares to the inverse power method. The given matrices A, and B are assumed to be large and sparse, and SPD( Symmetric Positive Definite) The CG scheme for the optimization of the Rayleigh quotient has been proven a very attractive and promising technique for large sparse eigenproblems for smallest eigenvalue. Also, it is very amenable to parallel computations, like the CG method for the linear systems. A proper choice of the preconditioner significantly improves the convergence of the CG scheme. But for parallel computations we need to find an efficient parallel preconditioner. Our candidates we ILU(0) in the wave-front order, ILU(0) in the multi-coloring order, Point-SSOR(Symmetric Successive Overrelaxation), and Multi-Color Block SSOR preconditioner. Wavefront order is a simple way to increase parallelism in the natural order, and Multi-coloring realizes a parallelism of order(N), where N is the order of the matrix. Another choice is the Multi-Color Block SSOR(Symmetric Successive OverRelaxation) preconditioning. Block SSOR is a symmetric preconditioner which is expected to minimize the interprocessor communication due to the blocking. We implemented the results on the CRAY-T3E with 128 nodes. The MPI (Message Passing Interface) library was adopted for the interprocessor communications. The test problem was drawn from the discretizations of partial differential equations by finite difference methods. The results show that for small number of processors Multi-Color ILU(0) has the best performance, while for large number of processors Multi-Color Block SSOR performs the best.

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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An Efficient Implementation of the Supernodal Multifrontal Method (초마디 멀티프런탈 방법의 효율적인 구현)

  • 박찬규;박순달
    • Korean Management Science Review
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    • v.19 no.2
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    • pp.155-168
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    • 2002
  • In this paper, some efficient implementation techniques for the multifrontal method, which can be used to compute the Cholesky factor of a symmetric positive definite matrix, are presented. In order to use the cache effect in the cache-based computer architecture, a hybrid method for factorizing a frontal matrix is considered. This hybrid method uses the column Cholesky method and the submatrix Cholesky method alternatively. Experiments show that the hybrid method speeds up the performance of the supernodal multifrontal method by 5%~10%, and it is superior to the Cholesky method in some problems with dense columns or large frontal matrices.

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 partial proof of the convergence of the block-ADI preconditioner

  • Ma, Sang-Back
    • Communications of the Korean Mathematical Society
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    • v.11 no.2
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    • pp.495-501
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    • 1996
  • There is currently a regain of interest in ADI (Alternating Direction Implicit) method as a preconditioner for iterative Method for solving large sparse linear systems, because of its suitability for parallel computation. However the classical ADI is not applicable to FE(Finite Element) matrices. In this paper wer propose a Block-ADI method, which is applicable to Finite Element metrices. The new approach is a combination of classical ADI method and domain decompositi on. Also, we provide a partial proof of the convergence based on the results from the regular splittings, in case the discretization metrix is symmetric positive definite.

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ITERATIVE METHODS FOR LARGE-SCALE CONVEX QUADRATIC AND CONCAVE PROGRAMS

  • Oh, Se-Young
    • Communications of the Korean Mathematical Society
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    • v.9 no.3
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    • pp.753-765
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    • 1994
  • The linearly constrained quadratic programming(QP) considered is : $$ min f(x) = c^T x + \frac{1}{2}x^T Hx $$ $$ (1) subject to A^T x \geq b,$$ where $c,x \in R^n, b \in R^m, H \in R^{n \times n)}$, symmetric, and $A \in R^{n \times n}$. If there are bounds on x, these are included in the matrix $A^T$. The Hessian matrix H may be positive definite or negative semi-difinite. For large problems H and the constraint matrix A are assumed to be sparse.

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