This communication addresses a new problem which is the Non-Unitary Joint Zero-Block Diagonalization of a given set of complex matrices. This problem can occur in fields of applications such as blind separation of con...
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ISBN:
(纸本)9780992862633
This communication addresses a new problem which is the Non-Unitary Joint Zero-Block Diagonalization of a given set of complex matrices. This problem can occur in fields of applications such as blind separation of convolutive mixtures of sources and generalizes the non unitary Joint Zero-Diagonalization problem. We present a new method based on the conjugate gradient algorithm. Our algorithm uses a numerical diagram of optimization which requires the calculation of the complex gradient matrix. The main advantages of the proposed method stem from the conjugategradient properties: it is fast, stable and robust. Computer simulations are provided in order to illustrate the good behavior of the proposed method in different contexts. Two cases are studied: in the first scenario, a set of exactly zero-block-diagonal matrices are considered, then these matrices are progressively perturbed by an additive gaussian noise.
This work studies the problem of blind sensor calibration (BSC) in linear inverse problems, such as compressive sensing. It aims to estimate the unknown complex gains at each sensor, given a set of measurements of som...
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ISBN:
(纸本)9781479911806
This work studies the problem of blind sensor calibration (BSC) in linear inverse problems, such as compressive sensing. It aims to estimate the unknown complex gains at each sensor, given a set of measurements of some unknown training signals. We assume that the unknown training signals are all sparse. Instead of solving the problem by using convex optimization, we propose a cost function on a suitable manifold, namely, the set of complex diagonal matrices with determinant one. Such a construction can enhance numerical stabilities of the proposed algorithm. By exploring a global parameterization of the manifold, we tackle the BSC problem with a conjugategradient method. Several numerical experiments are provided to oppose our approach to the solutions given by convex optimization and to demonstrate its performance.
In this study, for solving the three-dimensional partial differential equation u(t) = u(xx) + u(yy) + u(zz), an efficient parallel method based on the modified incomplete Cholesky preconditioned conjugategradient alg...
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ISBN:
(纸本)9783642408199;9783642408205
In this study, for solving the three-dimensional partial differential equation u(t) = u(xx) + u(yy) + u(zz), an efficient parallel method based on the modified incomplete Cholesky preconditioned conjugate gradient algorithm (MICPCGA) on the GPU is presented. In our proposed method, for this case, we overcome the drawbacks that the MIC pre-conditioner is generally difficult to be parallelized on the GPU due to the forward/backward substitutions, and thus present an efficient parallel implementation method on the GPU. Moreover, a vector kernel for the sparse matrix-vector multiplication, and optimization of vector operations by grouping several vector operations into a single kernel are adopted. Numerical results show that our proposed forward/backward substitutions and MICPCGA on the GPU both can achieve a significant speedup, and compared to an approximate inverse SSOR pre-conditioned conjugate gradient algorithm (SSORPCGA), our proposed MICPCGA obtains a bigger speedup, and outperforms it in solving the three-dimensional partial differential equation.
The paper primarily presents an improved conjugate gradient algorithm for the neural networks training. The improved conjugate gradient algorithm introduces an approximate method for step size calculation, which does ...
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ISBN:
(纸本)0780363388
The paper primarily presents an improved conjugate gradient algorithm for the neural networks training. The improved conjugate gradient algorithm introduces an approximate method for step size calculation, which does not have the troubles in the conjugate gradient algorithm(CG) caused by the line search technique and avoids explicitly calculating the Hassian-matrix(H-matrix). It takes much less time than the error back propagation algorithm(BP) and CG for the training. The neural networks trained with the improved CG are successfully used to the fast valving control for aiding the transient stability of power systems.
The weighted least squares (WLS) design problem of centro-symmetric two-dimensional (2-D) FIR filters is investigated in this paper. Firstly, the optimality condition of the design problem is expressed as a linear ope...
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ISBN:
(纸本)9781538668122;9781538668115
The weighted least squares (WLS) design problem of centro-symmetric two-dimensional (2-D) FIR filters is investigated in this paper. Firstly, the optimality condition of the design problem is expressed as a linear operator equation in two matrix variables containing the filter design coefficients. Then by properly defining an inner product on the solution space, a bi-matrix-based conjugate gradient algorithm is obtained to solve the linear operator equation. The proposed design algorithm is shown to converge in the finite steps. An illustrative design example is given to show that the proposed algorithm consumes much less design time and has the higher design accuracy than that by some existing methods.
This paper presents a three term conjugate gradient algorithm and it has the following properties: (i) the sufficient descent property is satisfied;(ii) the algorithm has the global convergence for non-convex function...
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ISBN:
(纸本)9783319685427;9783319685410
This paper presents a three term conjugate gradient algorithm and it has the following properties: (i) the sufficient descent property is satisfied;(ii) the algorithm has the global convergence for non-convex functions;(iii) the numerical results are more effective than that of the normal algorithm.
With the continuous development of full tensor gradiometer (FTG) measurement techniques, three-dimensional (3D) inversion of FTG data is becoming increasingly used in oil and gas exploration. In the fast processin...
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With the continuous development of full tensor gradiometer (FTG) measurement techniques, three-dimensional (3D) inversion of FTG data is becoming increasingly used in oil and gas exploration. In the fast processing and interpretation of large-scale high-precision data, the use of the graphics processing unit process unit (GPU) and preconditioning methods are very important in the data inversion. In this paper, an improved preconditioned conjugate gradient algorithm is proposed by combining the symmetric successive over-relaxation (SSOR) technique and the incomplete Choleksy decomposition conjugate gradient algorithm (ICCG). Since preparing the preconditioner requires extra time, a parallel implement based on GPU is proposed. The improved method is then applied in the inversion of noise- contaminated synthetic data to prove its adaptability in the inversion of 3D FTG data. Results show that the parallel SSOR-ICCG algorithm based on NVIDIA Tesla C2050 GPU achieves a speedup of approximately 25 times that of a serial program using a 2.0 GHz Central Processing Unit (CPU). Real airbome gravity-gradiometry data from Vinton salt dome (south- west Louisiana, USA) are also considered. Good results are obtained, which verifies the efficiency and feasibility of the proposed parallel method in fast inversion of 3D FTG data.
The conjugategradient (CG) algorithm is almost always the iterative method of choice for solving linear systems with symmetric positive definite matrices. This book describes and analyzes techniques based on Gauss qu...
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ISBN:
(数字)9781611977868
ISBN:
(纸本)9781611977851
The conjugategradient (CG) algorithm is almost always the iterative method of choice for solving linear systems with symmetric positive definite matrices. This book describes and analyzes techniques based on Gauss quadrature rules to cheaply compute bounds on norms of the error. The techniques can be used to derive reliable stopping criteria. Computation of estimates of the smallest and largest eigenvalues during CG iterations is also shown. The algorithms are illustrated by many numerical experiments, and they can be easily incorporated into existing CG codes.
An adaptive array code acquisition for direct-sequence/ code-division multiple access (DS/CDMA) systems was recently proposed to enhance the performance of the conventional correlator-based method. The scheme consists...
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An adaptive array code acquisition for direct-sequence/ code-division multiple access (DS/CDMA) systems was recently proposed to enhance the performance of the conventional correlator-based method. The scheme consists of an adaptive spatial and an adaptive temporal filter, and can simultaneously perform beamforming and code-delay estimation. Unfortunately, the scheme uses a least-mean-square (LMS) adaptive algorithm, and its convergence is slow. Although the recursive-least-squares (RLS) algorithm can be applied, the computational complexity will greatly increase. In this paper, we solve the dilemma with a low-complexity conjugategradient (LCG) algorithm, which can be considered as a special case of a modified conjugategradient (MCG) algorithm. Unlike the original conjugategradient (CG) algorithm developed for adaptive applications, the proposed method, exploiting the special structure inherent in the input correlation matrix, requires a low computational-complexity. It can be shown that the computational complexity of the proposed method is on the same order of the LMS algorithm. However, the convergence rate is improved significantly. Simulation results show that the performance of adaptive array code acquisition with the proposed CG algorithm is comparable to that with the original CG algorithm.
In Andrei [Scaled memoryless BFGS preconditioned conjugategradient (CG) algorithm for unconstrained optimization, Optim. Meth. Softw. 22(4) (2007), pp. 561-571], an efficient CG algorithm has been proposed for solvin...
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In Andrei [Scaled memoryless BFGS preconditioned conjugategradient (CG) algorithm for unconstrained optimization, Optim. Meth. Softw. 22(4) (2007), pp. 561-571], an efficient CG algorithm has been proposed for solving unconstrained optimization problems. However, due to a wrong inequality used in Andrei to show the sufficient descent property for the search directions, the proof of Theorem 2, the global convergence theorem, is incorrect. In what follows, the necessary corrections will be mentioned. Throughout, we use the same notations as in Andrei.
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