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