• 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.

• Bulletin of the Korean Mathematical Society
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• v.52 no.2
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• pp.627-647
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• 2015

In this paper, we construct the Schr$\ddot{o}$dinger-Weil representation of the Jacobi group associated with a positive definite symmetric real matrix of degree m and find covariant maps for the Schr$\ddot{o}$dinger-Weil representation.

• 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 $z \in (Z^+)^n$.

• 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.

• 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.

• 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.

• Journal of Korean Institute of Industrial Engineers
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• v.29 no.1
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• pp.78-89
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• 2003

Ordering is performed to reduce the amount of fill-ins of the Cholesky factor of a symmetric positive definite matrix. This paper proposes a new ordering algorithm that reduces the fill-ins of the Cholesky factor iteratively by elimination tree rotations and clique separators. Elimination tree rotations have been used mainly to reorder the rows of the permuted matrix for the efficiency of storage space management or parallel processing, etc. In the proposed algorithm, however, they are repeatedly performed to reduce the fill-ins of the Cholesky factor. In addition, we presents a simple method for finding a minimal node separator between arbitrary two nodes of a chordal graph. The proposed reordering procedure using clique separators enables us to obtain another order of rows of which the number of till-ins decreases strictly.

• 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 Institute of Intelligent Systems
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• v.7 no.3
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• pp.72-80
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• 1997

A new design method for Takagi-Sugeno (T-S in short) fuzzy controller which guarantees global asymptotic stability and satisfies a desired performance is proposed in this paper. The method uses LMI(Linear Matrix Inequality) approach to find the common symmetric positive definite matrix P and feedback fains K/sub i/, i= 1, 2,..., r, numerically. The LMIs for stability criterion which treats P and K'/sub i/s as matrix variables is derived from Wang et al.'s stability criterion. Wang et al.'s stability criterion is nonlinear MIs since P and K'/sub i/s are coupled together. The desired performance is represented as $ LMIs which place the closed-loop poles of $ local subsystems within the desired region in s-plane. By solving the stability LMIs and pole placement constraint LMIs simultaneously, the feedback gains K'/sub i/s which gurarntee global asymptotic stability and satisfy the desired performance are determined. The design method is verified by designing a T-S fuzzy controller for an inverted pendulum with a cart using the proposed method.