• Journal of the Korean Society for Industrial and Applied Mathematics
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• v.5 no.2
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• pp.63-69
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• 2001

In this study, we shall be concerned with computing in parallel a few of the smallest eigenvalues and their corresponding eigenvectors of the eigenvalue problem, $Ax={\lambda}Bx$, where A is symmetric, and B is symmetric positive definite. Both A and B are large and sparse. Recently iterative algorithms based on the optimization of the Rayleigh quotient have been developed, and CG scheme for the optimization of the Rayleigh quotient has been proven a very attractive and promising technique for large sparse eigenproblems for small extreme eigenvalues. As in the case of a system of linear equations, successful application of the CG scheme to eigenproblems depends also upon the preconditioning techniques. A proper choice of the preconditioner significantly improves the convergence of the CG scheme. The idea underlying the present work is a parallel computation of the Multi-Color Block SSOR preconditioning for the CG optimization of the Rayleigh quotient together with deflation techniques. Multi-Coloring is a simple technique to obatin the parallelism of order n, where n is the dimension of the matrix. 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 problems were drawn from the discretizations of partial differential equations by finite difference methods.

• Journal of the Korean Mathematical Society
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• v.50 no.2
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• pp.275-306
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• 2013

For two positive integers $m$ and $n$, let $\mathcal{P}_n$ be the open convex cone in $\mathbb{R}^{n(n+1)/2}$ consisting of positive definite $n{\times}n$ real symmetric matrices and let $\mathbb{R}^{(m,n)}$ be the set of all $m{\times}n$ real matrices. In this paper, we investigate differential operators on the non-reductive homogeneous space $\mathcal{P}_n{\times}\mathbb{R}^{(m,n)}$ that are invariant under the natural action of the semidirect product group $GL(n,\mathbb{R}){\times}\mathbb{R}^{(m,n)}$ on the Minkowski-Euclid space $\mathcal{P}_n{\times}\mathbb{R}^{(m,n)}$. These invariant differential operators play an important role in the theory of automorphic forms on $GL(n,\mathbb{R}){\times}\mathbb{R}^{(m,n)}$ generalizing that of automorphic forms on $GL(n,\mathbb{R})$.

• 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.

• Management Science and Financial Engineering
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• v.8 no.1
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• pp.1-19
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• 2002

Ordering is used to reduce the amount of fill-ins in the Cholesky factor of a symmetric positive definite matrix. One of the most efficient ordering methods is the minimum degree ordering algorithm(MDO). In this paper, we provide a few techniques that improve the performance of MDO implemented with the clique storage scheme. First, the absorption of nodes in the cliques is developed which reduces the number of cliques and the amount of storage space required for MDO. Second, we present a modified minimum degree ordering algorithm of which the number of degree updates can be reduced by introducing the lower bounds of degrees. Third, using both the lower and upper bounds of degrees, we develop an approximate minimum degree ordering algorithm. Experimental results show that the proposed algorithm is competitive with the minimum degree ordering algorithm that uses quotient graphs from the points of the ordering time and the nonzeros in the Cholesky factor.

• Korean Management Science Review
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• v.11 no.3
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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.

• Bulletin of the Korean Mathematical Society
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• v.49 no.4
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• pp.749-759
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• 2012

A globally convergent algorithm for solving equilibrium problems is proposed. The algorithm is based on a proximal point algorithm (shortly (PPA)) with a positive definite matrix M which is not necessarily symmetric. The proximal function in existing (PPA) usually is the gradient of a quadratic function, namely, ${\nabla}({\parallel}x{\parallel}^2_M)$. This leads to a proximal point-type algorithm. We first solve pseudomonotone equilibrium problems without Lipschitzian assumption and prove the convergence of algorithms. Next, we couple this technique with the Banach contraction method for multivalued variational inequalities. Finally some computational results are given.

• Journal of the Korean Institute of Intelligent Systems
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• v.7 no.2
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• pp.110-121
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• 1997

Stability issues of linear Takagi-Sugeno fuzzy modles are thoroughly investigated. At first, a systematic way of searching for a common symmetric positive definite P matrix (common P matrix in short), which is related to stability, is proposed for N subsystems which are under a pairwise commutativity assumption. Robustness issue under modeling uncertainty in each subsystem is then considered by proposing a quadratic stability criterion and a method of determining uncertainty bounds. Finally, it is shown that the pairwise commutative assumption can be in fact relaxed by interpreting the uncertainties as mismatch parts of non-commutative system matrices. Several examples show the validity of the proposed methods.

• Transactions on Control, Automation and Systems Engineering
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• v.1 no.1
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• pp.44-49
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• 1999

This paper presents a new T-S(Tae-Sugeno) fuzzy controller design method satisfying the output energy bound. Maximum output energy via a quadratic Lyapunov function to obtain the bound on output energy is derived. LMI(Linear Matrix Inequality) problems which satisfy an output energy bound for both of the continuous-time and discrete-time T-S fuzzy control system are also derived. Solving these LMIs simultaneously, we find a common symmetric positive definite matrix P which guarantees the global asymptotic stability of the system and stable feedback gains K's satisfying the output energy bound. A simple example demonstrates validity of the proposed design method.

• Honam Mathematical Journal
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• v.7 no.1
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• pp.7-13
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• 1985

We show that a bounded linear qperator, T, on a Banach space, X, is $C^{n}$-scalar if the sepuence {$\frac{k!}{(k+n)!}{\phi}(T^{k+n}x)$}$_{k=0}^{\infty}$ is positive-definite, for sufficiently many $\phi$ in $X^{\ast}$, x in X. We use this to show that $(T_{n}f)(t){\equiv}tf(t)+nJf(t)$, where $If(t)=\int_{0}^{1}f(s)ds$, is $C^{n}$-scalar on $L^{p}([0,1],v)$, for $1{\leq}p{\leq}\infty$, for a large class of measures, v. Other corollaries include the spectral theorem for bounded symmetric operators on a Hilbert space.

• 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.