A parallel QR-algorithm for tridiagonal symmetric matrices /

"NSF-OCA-GJ-36936-000008."

A Wavelet Approach to the Selective Computation of Eigenvalues for Small Signal Stability Analysis

This paper proposes a method to assess the small signal stability of a power system network by selective determination of the modal eigenvalues. This uses an accelerating polynomial transform, designed using approximate eigenvalues
obtained from a wavelet approximation. Application to the IEEE 14 bus network model produced computational savings of 20%,over the QR algorithm.

Sobre um método assemelhado ao de Francis para a determinação de autovalores de matrizes

Pós-graduação em Matemática - IBILCE

Algoritmo paralelo para determinação de autovalores de matrizes hermitianas

Dissertação (mestrado)–Universidade de Brasília, Universidade UnB de Planaltina, Programa de Pós-Graduação em Ciência de Materiais, 2015.

Online CORDIC algorithm and VLSI architecture for implementing QR-array processors

A novel most significant digit first CORDIC architecture is presented that is suitable for the VLSI design of systolic array processor cells for performing QR decomposition. This is based on an on-line CORDIC algorithm with a constant scale factor and a latency independent of the wordlength. This has been derived through the extension of previously published CORDIC algorithms. It is shown that simplifying the calculation of convergence bounds also greatly simplifies the derivation of suitable VLSI architectures. Design studies, based on a 0.35-µ CMOS standard cell process, indicate that 20 such QR processor cells operating at rates suitable for radar beamfoming can be readily accommodated on a single chip.

Fast Moving Window Algorithm for QR and Cholesky Decompositions

This paper proposes a fast moving window algorithm for QR and Cholesky decompositions by simultaneously applying data updating and downdating. The developed procedure is based on inner products and entails a similar downdating to that of the Chambers’ approach. For adding and deleting one row of data from the original matrix, a detailed analysis shows that the proposed algorithm outperforms existing ones in terms or computational efficiency, if the number of columns exceeds 7. For a large number of columns, the proposed algorithm is numerically superior compared to the traditional sequential technique.

QRT: A Qr-based tridiagonalization algorithm for nonsymmetric matrices

The stable similarity reduction of a nonsymmetric square matrix to tridiagonal form has been a long-standing problem in numerical linear algebra. The biorthogonal Lanczos process is in principle a candidate method for this task, but in practice it is confined to sparse matrices and is restarted periodically because roundoff errors affect its three-term recurrence scheme and degrade the biorthogonality after a few steps. This adds to its vulnerability to serious breakdowns or near-breakdowns, the handling of which involves recovery strategies such as the look-ahead technique, which needs a careful implementation to produce a block-tridiagonal form with unpredictable block sizes. Other candidate methods, geared generally towards full matrices, rely on elementary similarity transformations that are prone to numerical instabilities. Such concomitant difficulties have hampered finding a satisfactory solution to the problem for either sparse or full matrices. This study focuses primarily on full matrices. After outlining earlier tridiagonalization algorithms from within a general framework, we present a new elimination technique combining orthogonal similarity transformations that are stable. We also discuss heuristics to circumvent breakdowns. Applications of this study include eigenvalue calculation and the approximation of matrix functions.

Efficient QR Decomposition Using Low Complexity Column-wise Givens Rotation (CGR)

QR decomposition (QRD) is a widely used Numerical Linear Algebra (NLA) kernel with applications ranging from SONAR beamforming to wireless MIMO receivers. In this paper, we propose a novel Givens Rotation (GR) based QRD (GR QRD) where we reduce the computational complexity of GR and exploit higher degree of parallelism. This low complexity Column-wise GR (CGR) can annihilate multiple elements of a column of a matrix simultaneously. The algorithm is first realized on a Two-Dimensional (2 D) systolic array and then implemented on REDEFINE which is a Coarse Grained run-time Reconfigurable Architecture (CGRA). We benchmark the proposed implementation against state-of-the-art implementations to report better throughput, convergence and scalability.

QR decomposition-based matrix inversion for high performance embedded MIMO receivers

Real-time matrix inversion is a key enabling technology in multiple-input multiple-output (MIMO) communications systems, such as 802.11n. To date, however, no matrix inversion implementation has been devised which supports real-time operation for these standards. In this paper, we overcome this barrier by presenting a novel matrix inversion algorithm which is ideally suited to high performance floating-point implementation. We show how the resulting architecture offers fundamentally higher performance than currently published matrix inversion approaches and we use it to create the first reported architecture capable of supporting real-time 802.11n operation. Specifically, we present a matrix inversion approach based on modified squared Givens rotations (MSGR). This is a new QR decomposition algorithm which overcomes critical limitations in other QR algorithms that prohibits their application to MIMO systems. In addition, we present a novel modification that further reduces the complexity of MSGR by almost 20%. This enables real-time implementation with negligible reduction in the accuracy of the inversion operation, or the BER of a MIMO receiver based on this.

A fast identification algorithm for Box-Cox transformation based radial basis function neural network

In this letter, a Box-Cox transformation-based radial basis function (RBF) neural network is introduced using the RBF neural network to represent the transformed system output. Initially a fixed and moderate sized RBF model base is derived based on a rank revealing orthogonal matrix triangularization (QR decomposition). Then a new fast identification algorithm is introduced using Gauss-Newton algorithm to derive the required Box-Cox transformation, based on a maximum likelihood estimator. The main contribution of this letter is to explore the special structure of the proposed RBF neural network for computational efficiency by utilizing the inverse of matrix block decomposition lemma. Finally, the Box-Cox transformation-based RBF neural network, with good generalization and sparsity, is identified based on the derived optimal Box-Cox transformation and a D-optimality-based orthogonal forward regression algorithm. The proposed algorithm and its efficacy are demonstrated with an illustrative example in comparison with support vector machine regression.

Givens rotation based fast backward elimination algorithm for RBF neural network pruning

A fast backward elimination algorithm is introduced based on a QR decomposition and Givens transformations to prune radial-basis-function networks. Nodes are sequentially removed using an increment of error variance criterion. The procedure is terminated by using a prediction risk criterion so as to obtain a model structure with good generalisation properties. The algorithm can be used to postprocess radial basis centres selected using a k-means routine and, in this mode, it provides a hybrid supervised centre selection approach.