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At least 109 records · Page 6

Extending the eigCG algorithm to nonsymmetric Lanczos for linear systems with multiple right-hand sides

The technique that was used to build the EigCG algorithm for sparse symmetric linear systems is extended to the nonsymmetric case using the BiCG algorithm. We show that, similarly to the symmetric case, we can build an algorithm that is capable of computing a few smallest magnitude eigenvalues and their corresponding left and right eigenvectors of a nonsymmetric matrix using only a small window of the BiCG residuals while simultaneously solving a linear system with that matrix. For a system with multiple right-hand sides, we give an algorithm that computes incrementally more eigenvalues while solving the first few systems and then uses the computed eigenvectors to deflate BiCGStab for the remaining systems. Our experiments on various test problems, including Lattice QCD, show the remarkable ability of EigBiCG to compute spectral approximations with accuracy comparable to that of the unrestarted, nonsymmetric Lanczos. Furthermore, our incremental EigBiCG followed by appropriately restarted and deflated BiCGStab provides a competitive method for systems with multiple right-hand sides.

Abdel-Rehim, A M↗

Fixed order dynamic compensation for multivariable linear systems

This paper considers the design of fixed order dynamic compensators for multivariable time invariant linear systems, minimizing a linear quadratic performance cost functional. Attention is given to robustness issues in terms of multivariable frequency domain specifications. An output feedback formulation is adopted by suitably augmenting the system description to include the compensator states. Either a controller or observer canonical form is imposed on the compensator description to reduce the number of free parameters to its minimal number. The internal structure of the compensator is prespecified by assigning a set of ascending feedback invariant indices, thus forming a Brunovsky structure for the nominal compensator.

Kramer, F. S.↗

Perfect decoupling of linear systems with discrete parameter uncertainties

A design procedure based on Gilbert's decoupling parameters for determining a fixed state feedback control law which decouples a linear system with discrete parameter uncertainties is described. Perfect decoupling conditions are established which involve a test for the existence of a solution to a system of linear equations. An actual solution of the linear equations yields the decoupling control law.

Dorato, P.↗

Iterative solution of large, sparse linear systems on a static data flow architecture - Performance studies

The applicability of static data flow architectures to the iterative solution of sparse linear systems of equations is investigated. An analytic performance model of a static data flow computation is developed. This model includes both spatial parallelism, concurrent execution in multiple PE's, and pipelining, the streaming of data from array memories through the PE's. The performance model is used to analyze a row partitioned iterative algorithm for solving sparse linear systems of algebraic equations. Based on this analysis, design parameters for the static data flow architecture as a function of matrix sparsity and dimension are proposed.

Reed, D. A.↗

Stochastic Least-Squares Petrov--Galerkin Method for Parameterized Linear Systems

We consider the numerical solution of parameterized linear systems where the system matrix, the solution, and the right-hand side are parameterized by a set of uncertain input parameters. We explore spectral methods in which the solutions are approximated in a chosen finite-dimensional subspace. It has been shown that the stochastic Galerkin projection technique fails to minimize any measure of the solution error [A. Mugler and H.-J. Starkloff, ESAIM Math. Model. Numer. Anal., 47 (2013), pp. 1237--1263]. As a remedy for this, we propose a novel stochatic least-squares Petrov--Galerkin (LSPG) method. The proposed method is optimal in the sense that it produces the solution that minimizes a weighted $\ell^2$-norm of the residual over all solutions in a given finite-dimensional subspace. Moreover, the method can be adapted to minimize the solution error in different weighted $\ell^2$-norms by simply applying a weighting function within the least-squares formulation. In addition, a goal-oriented seminorm induced by an output quantity of interest can be minimized by defining a weighting function as a linear functional of the solution. We establish optimality and error bounds for the proposed method, and extensive numerical experiments show that the weighted LSPG method outperforms other spectral methods in minimizing corresponding target weighted norms.

97 MATHEMATICS AND COMPUTING↗

On a stochastic control method for weakly coupled linear systems

The stochastic control of two weakly coupled linear systems with different controllers is considered. Each controller only makes measurements about his own system; no information about the other system is assumed to be available. Based on the noisy measurements, the controllers are to generate independently suitable control policies which minimize a quadratic cost functional. To account for the effects of weak coupling directly, an approximate model, which involves replacing the influence of one system on the other by a white noise process is proposed. Simple suboptimal control problem for calculating the covariances of these noises is solved using the matrix minimum principle. The overall system performance based on this scheme is analyzed as a function of the degree of intersystem coupling.

Kwong, R. H.↗

Linear system identification - The application of Lion's identification scheme to a third order system with noisy input-output measurements

A linear system identification technique developed by Lion is adapted for use on a third-order system with six unknown parameters and noisy input-output measurements. A digital computer is employed so that rapid identification takes place with only two state variable filters. Bias in the parameter estimates is partially eliminated by a signal-to-noise ratio testing procedure.

Brown, C. M., Jr.↗

Recursive inversion of externally defined linear systems

The approximate inversion of an internally unknown linear system, given by its impulse response sequence, by an inverse system having a finite impulse response, is considered. The recursive least squares procedure is shown to have an exact initialization, based on the triangular Toeplitz structure of the matrix involved. The proposed approach also suggests solutions to the problems of system identification and compensation.

Bach, Ralph E., Jr.↗

Multigrid preconditioning of linear systems for semi-smooth Newton methods applied to optimization problems constrained by smoothing operators

This article is concerned here with the question of constructing efficient multigrid preconditioners for the linear systems arising when applying semi-smooth Newton methods to large-scale linear-quadratic optimization problems constrained by smoothing operators with box-constraints on the controls. It is shown that, for certain discretizations of the optimization problem, the linear systems to be solved at each semi-smooth Newton iteration reduce to inverting principal minors of the Hessian of the associated unconstrained problem. As in the case when box-constraints on the controls are absent, the multigrid preconditioner introduced here is shown to increase in quality as the mesh-size decreases, resulting in a number of iterations that decreases with mesh-size. However, unlike the unconstrained case, the spectral distance between the preconditioners and the Hessian is shown to be of suboptimal order in general.

97 MATHEMATICS AND COMPUTING↗

Sparse linear systems: Theory of decomposition, methods, technology, applications and implementation in Wolfram Mathematica

In this paper we propose the theory of decomposition, methods, technologies, applications and implementation in Wol-fram Mathematica for the constructing the solutions of the sparse linear systems. One of the applications is the Sensor Location Problem for the symmetric graph in the case when split ratios of some arc flows can be zeros. The objective of that application is to minimize the number of sensors that are assigned to the nodes. We obtain a sparse system of linear algebraic equations and research its matrix rank. Sparse systems of these types appear in generalized network flow programming problems in the form of restrictions and can be characterized as systems with a large sparse sub-matrix representing the embedded network structure.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A program for identification of linear systems

A program has been written for the identification of parameters in certain linear systems. These systems appear in biomedical problems, particularly in compartmental models of pharmacokinetics. The method presented here assumes that some of the state variables are regularly modified by jump conditions. This simulates administration of drugs following some prescribed drug regime. Parameters are identified by a least-square fit of the linear differential system to a set of experimental observations. The method is especially suited when the interval of observation of the system is very long.

Buell, J.↗