We prove that any symplectic matrix can be factored into no more than 5 unit triangular symplectic matrices, moreover, 5 is the optimal number. This result improves the existing triangular factorization of symplectic ...
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We prove that any symplectic matrix can be factored into no more than 5 unit triangular symplectic matrices, moreover, 5 is the optimal number. This result improves the existing triangular factorization of symplectic matrices which gives proof of 9 factors. We also show the corresponding improved conclusions for structured subsets of symplectic matrices. This factorization further provides an unconstrained optimization method on 2d-by-2d real symplectic group (a 2d2 + d dimensional Lie group) with 2d2 + 3d parameters. (C) 2022 Elsevier Inc. All rights reserved.
In this work, we prove that any symplectic matrix can be factored into no more than 9 unit triangular symplectic matrices. This structure-preserving factorization of the symplectic matrices immediately reveals two wel...
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In this work, we prove that any symplectic matrix can be factored into no more than 9 unit triangular symplectic matrices. This structure-preserving factorization of the symplectic matrices immediately reveals two well-known features that (i) the determinant of any symplectic matrix is one and (ii) the matrix symplectic group is path connected, as well as a new feature that (iii) all the unit triangular symplectic matrices form a set of generators of the matrix symplectic group. Furthermore, this factorization yields effective methods for the unconstrained parametrization of the matrix symplectic group as well as its structured subsets. The unconstrained parametrization enables us to apply faster and more efficient unconstrained optimization algorithms to the problems with symplectic constraints under certain circumstances.
We proposed an efficient unsupervised band selection method, maximum ellipsoid volume triangular factorization (MEV-TF), which is based on MEV and TF. MEV band selection regards the bands with the maximum determinant ...
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We proposed an efficient unsupervised band selection method, maximum ellipsoid volume triangular factorization (MEV-TF), which is based on MEV and TF. MEV band selection regards the bands with the maximum determinant of the covariance matrix as the optimal band collection. By adopting TF, MEV-TF replaces the matrix determinant with scalar multiplication and achieves incremental calculation, which decreases the computational cost significantly. MEV-TF tries to select bands with large information and low correlation. Experimental results on different real data verify the efficiency of the proposed method. (C) 2017 Society of PhotoOptical Instrumentation Engineers (SPIE)
Parallelization is the main method to improve efficiency for solving sparse linear equations. This paper summarized the computing dependency relations of power system off/on line analysis application types. Almost all...
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ISBN:
(纸本)9781538635247
Parallelization is the main method to improve efficiency for solving sparse linear equations. This paper summarized the computing dependency relations of power system off/on line analysis application types. Almost all kinds of numerical methods related to power system computation can be attributed to solving Ax=b (A is sparse), and the direct method based on the Gaussian elimination is used widely, which its main process is decomposing A into upper and lower triangular matrices, getting solution through forward backward substitution. The parallel decomposition method called elimination tree based parallelization (ETP) is proposed to reduce time-consuming in triangulation process. ETP method in detail is that stores block matrices according to density of diagonal elements in symbolic factor matrix, and divides independent parallel calculation sub-tasks according to column vectors relations in elimination tree generated from symbolic factor matrix. Take the experimental analysis of power grid Jacobian matrices for example, compare the acceleration effect of above two parallel elimination methods and then apply them to the power flow. Through comparison and analysis, the method proposed in this paper can reduce the convergence time greatly and improve computational performance and practicability.
First, the paper gives the definition of the strongly row (column) full rank matrix, the quasi-upper triangular matrix and the quasi-lower triangular matrix of the m x n matrix. Then the triangular factorization is ge...
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ISBN:
(纸本)9781479974344
First, the paper gives the definition of the strongly row (column) full rank matrix, the quasi-upper triangular matrix and the quasi-lower triangular matrix of the m x n matrix. Then the triangular factorization is generalized to the m x n matrix, and some factorization theorems are obtained. By using the triangular factorization, the linear equations with strongly row (column) full rank coefficient matrix are solved procedurally and the corresponding computer algorithm is obtained. Finally, a numerical example is solved by the algorithm.
In the present paper a triangular factorization formula is obtained for the Chebyshev-Bezout matrix,which generalizes the corresponding result for the classical Bezout matrix with respect to the standard power basis.
In the present paper a triangular factorization formula is obtained for the Chebyshev-Bezout matrix,which generalizes the corresponding result for the classical Bezout matrix with respect to the standard power basis.
A new direct reanalysis algorithm for local high-rank structural modifications, based on triangular factorization, has recently been developed. In this work, an improvement is proposed for further reduction of the wor...
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A new direct reanalysis algorithm for local high-rank structural modifications, based on triangular factorization, has recently been developed. In this work, an improvement is proposed for further reduction of the workload so that the algorithm becomes more efficient and also suitable for low-rank modifications. Compared to the original algorithm, firstly, an alternative formula for updating the triangular factors is derived to avoid repetitive calculations for certain low-rank cases. Secondly, to maximize the efficiency, a combined algorithm is proposed that estimates the workloads of the original and alternative algorithms for each row individually before numerical calculations and selects the one with smaller workload. Numerical experiments show that compared with full factorization, the combined algorithm is significantly more efficient and expected to save up to 75% of execution time in our numerical examples. The new method can be easily implemented and applied to engineering problems, especially to local and step-by-step modification of structures.
Let ℑ be a monic generalized Jacobi matrix, i.e., a three-diagonal block matrix of a special form. We find conditions for a monic generalized Jacobi matrix ℑ to admit a factorization ℑ = 𝔏𝔘 + αI with ...
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Let U/K represent a connected, compact symmetric space, where theta is an involution of U that fixes K, phi : U/K -> U is the geodesic Cartan embedding, and G is the complexification of U. We investigate the inters...
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Let U/K represent a connected, compact symmetric space, where theta is an involution of U that fixes K, phi : U/K -> U is the geodesic Cartan embedding, and G is the complexification of U. We investigate the intersection of phi(U/K) with the Bruhat decomposition of G corresponding to a theta-stable triangular, or LDU, factorization of the Lie algebra of G. When g is an element of phi(U/K) is generic, the corresponding factorization g = ld(g)u is unique, where l is an element of N-, d(g) is an element of H, and u is an element of N+. We present an explicit formula for d in Cayley coordinates, compute it in several types of symmetric spaces, and use it to identify representatives of the connected components of the generic part of phi(U/K). This formula calculates a moment map for a torus action on the highest dimensional symplectic leaves of the Evens-Lu Poisson structure on U/K.
In various applications, it is necessary to differentiate a matrix functional w(A(x)), where A(x) is a matrix depending on a parameter vector x. Usually, the functional itself can be readily computed from a triangular...
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In various applications, it is necessary to differentiate a matrix functional w(A(x)), where A(x) is a matrix depending on a parameter vector x. Usually, the functional itself can be readily computed from a triangular factorization of A(x). This paper develops several methods that also use the triangular factorization to efficiently evaluate the first and second derivatives of the functional. Both the full and sparse matrix situations are considered. There are similarities between these methods and algorithmic differentiation. However, the methodology developed here is explicit, leading to new algorithms. It is shown how the methods apply to several applications where the functional is a log determinant, including spline smoothing, covariance selection and restricted maximum likelihood.
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