Unified frameworks for high order Newton-Schulz and Richardson iterations: a computationally efficient toolkit for convergence rate improvement

Uložené v:
Podrobná bibliografia
Názov: Unified frameworks for high order Newton-Schulz and Richardson iterations: a computationally efficient toolkit for convergence rate improvement
Autori: Stotsky, Alexander
Zdroj: Journal of Applied Mathematics and Computing. 60(1-2):605-623
Predmety: Richardson iteration · Neumann series · High order Newton-Schulz algorithm · Least squares estimation · Harmonic regressor · Strictly Diagonally Dominant Matrix · Symmetric positive definite matrix · Ill-conditioned matrix · Polynomial preconditioning · Matrix power series factorization · Computationally efficient matrix inversion algorithm · Simultaneous calculations
Popis: Convergence rate and robustness improvement together with reduction of computational complexity are required for solving the system of linear equations in many applications such as system identification, signal and image processing, network analysis, machine learning and many others. Two unified frameworks (1) for convergence rate improvement of high order Newton-Schulz matrix inversion algorithms and (2) for combination of Richardson and iterative matrix inversion algorithms with improved convergence rate for estimation of the parameter vector are proposed. Recursive and computationally efficient version of new algorithms is developed for implementation on parallel computational units. In addition to unified description of the algorithms the frameworks include explicit transient models of estimation errors and convergence analysis. Simulation results confirm significant performance improvement of proposed algorithms in comparison with existing methods.
Popis súboru: electronic
Prístupová URL adresa: https://research.chalmers.se/publication/516462
https://research.chalmers.se/publication/520750
https://link.springer.com/article/10.1007/s12190-018-01229-8
Databáza: SwePub
FullText Text:
  Availability: 0
CustomLinks:
  – Url: https://research.chalmers.se/publication/516462#
    Name: EDS - SwePub (s4221598)
    Category: fullText
    Text: View record in SwePub
  – Url: https://resolver.ebscohost.com/openurl?sid=EBSCO:edsswe&genre=article&issn=15985865&ISBN=&volume=60&issue=1-2&date=20190101&spage=605&pages=605-623&title=Journal of Applied Mathematics and Computing&atitle=Unified%20frameworks%20for%20high%20order%20Newton-Schulz%20and%20Richardson%20iterations%3A%20a%20computationally%20efficient%20toolkit%20for%20convergence%20rate%20improvement&aulast=Stotsky%2C%20Alexander&id=DOI:10.1007/s12190-018-01229-8
    Name: Full Text Finder
    Category: fullText
    Text: Full Text Finder
    Icon: https://imageserver.ebscohost.com/branding/images/FTF.gif
    MouseOverText: Full Text Finder
  – Url: https://www.webofscience.com/api/gateway?GWVersion=2&SrcApp=EBSCO&SrcAuth=EBSCO&DestApp=WOS&ServiceName=TransferToWoS&DestLinkType=GeneralSearchSummary&Func=Links&author=Stotsky%20A
    Name: ISI
    Category: fullText
    Text: Nájsť tento článok vo Web of Science
    Icon: https://imagesrvr.epnet.com/ls/20docs.gif
    MouseOverText: Nájsť tento článok vo Web of Science
Header DbId: edsswe
DbLabel: SwePub
An: edsswe.oai.research.chalmers.se.33a8fdf6.0803.45e4.8a58.88b27a793f11
RelevancyScore: 972
AccessLevel: 6
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 972.259582519531
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Unified frameworks for high order Newton-Schulz and Richardson iterations: a computationally efficient toolkit for convergence rate improvement
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Stotsky%2C+Alexander%22">Stotsky, Alexander</searchLink>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <i>Journal of Applied Mathematics and Computing</i>. 60(1-2):605-623
– Name: Subject
  Label: Subject Terms
  Group: Su
  Data: <searchLink fieldCode="DE" term="%22Richardson+iteration+·+Neumann+series+·+High+order+Newton-Schulz+algorithm+·+Least+squares+estimation+·+Harmonic+regressor+·+Strictly+Diagonally+Dominant+Matrix+·+Symmetric+positive+definite+matrix+·+Ill-conditioned+matrix+·+Polynomial+preconditioning+·+Matrix+power+series+factorization+·+Computationally+efficient+matrix+inversion+algorithm+·+Simultaneous+calculations%22">Richardson iteration · Neumann series · High order Newton-Schulz algorithm · Least squares estimation · Harmonic regressor · Strictly Diagonally Dominant Matrix · Symmetric positive definite matrix · Ill-conditioned matrix · Polynomial preconditioning · Matrix power series factorization · Computationally efficient matrix inversion algorithm · Simultaneous calculations</searchLink>
– Name: Abstract
  Label: Description
  Group: Ab
  Data: Convergence rate and robustness improvement together with reduction of computational complexity are required for solving the system of linear equations in many applications such as system identification, signal and image processing, network analysis, machine learning and many others. Two unified frameworks (1) for convergence rate improvement of high order Newton-Schulz matrix inversion algorithms and (2) for combination of Richardson and iterative matrix inversion algorithms with improved convergence rate for estimation of the parameter vector are proposed. Recursive and computationally efficient version of new algorithms is developed for implementation on parallel computational units. In addition to unified description of the algorithms the frameworks include explicit transient models of estimation errors and convergence analysis. Simulation results confirm significant performance improvement of proposed algorithms in comparison with existing methods.
– Name: Format
  Label: File Description
  Group: SrcInfo
  Data: electronic
– Name: URL
  Label: Access URL
  Group: URL
  Data: <link linkTarget="URL" linkTerm="https://research.chalmers.se/publication/516462" linkWindow="_blank">https://research.chalmers.se/publication/516462</link><br /><link linkTarget="URL" linkTerm="https://research.chalmers.se/publication/520750" linkWindow="_blank">https://research.chalmers.se/publication/520750</link><br /><link linkTarget="URL" linkTerm="https://link.springer.com/article/10.1007/s12190-018-01229-8" linkWindow="_blank">https://link.springer.com/article/10.1007/s12190-018-01229-8</link>
PLink https://erproxy.cvtisr.sk/sfx/access?url=https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsswe&AN=edsswe.oai.research.chalmers.se.33a8fdf6.0803.45e4.8a58.88b27a793f11
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1007/s12190-018-01229-8
    Languages:
      – Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 19
        StartPage: 605
    Subjects:
      – SubjectFull: Richardson iteration · Neumann series · High order Newton-Schulz algorithm · Least squares estimation · Harmonic regressor · Strictly Diagonally Dominant Matrix · Symmetric positive definite matrix · Ill-conditioned matrix · Polynomial preconditioning · Matrix power series factorization · Computationally efficient matrix inversion algorithm · Simultaneous calculations
        Type: general
    Titles:
      – TitleFull: Unified frameworks for high order Newton-Schulz and Richardson iterations: a computationally efficient toolkit for convergence rate improvement
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Stotsky, Alexander
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 01
              Type: published
              Y: 2019
          Identifiers:
            – Type: issn-print
              Value: 15985865
            – Type: issn-locals
              Value: SWEPUB_FREE
            – Type: issn-locals
              Value: CTH_SWEPUB
          Numbering:
            – Type: volume
              Value: 60
            – Type: issue
              Value: 1-2
          Titles:
            – TitleFull: Journal of Applied Mathematics and Computing
              Type: main
ResultId 1