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1.
For the mixed effects models with balanced data, a new ordering of design matrices of random effects is defined, and then a simple formula of the spectral decomposition of covariance matrix is obtained. To compare with the two methods in literature, the decomposition can not only give the actual number of all distinct eigenvalues and their expression, but also show clearly the relationship between the design matrices of random effects and the decomposition. These results can be applied to the problems for testifying the analysis of the variance estimate being a minimum variance unbiased under all random effects models and some mixed effects models with balanced data, for finding the explicit solution of maximum likelihood equations for the general mixed effects model and for showing the relationship between the spectral decomposition estimate and the analysis of variance estimate.  相似文献   

2.
In this study,we consider an ensemble Kalman inversion(EKI)for the numerical solution of time fractional diffusion inverse problems(TFDIPs).Computational challenges in the EKI arise from the need for repeated evaluations of the forward model.We address this challenge by introducing a non-intrusive reduced basis(RB)method for constructing surrogate models to reduce computational cost.In this method,a reduced basis is extracted from a set of full-order snapshots by the proper orthogonal decomposition(POD),and a doubly stochastic radial basis function(DSRBF)is used to learn the projection coefficients.The DSRBF is carried out in the offline stage with a stochastic leave-one-out cross-validation algorithm to select the shape parameter,and the outputs for new parameter values can be obtained rapidly during the online stage.Due to the complete decoupling of the offline and online stages,the proposed non-intrusive RB method–referred to as POD-DSRBF–provides a powerful tool to accelerate the EKI approach for TFDIPs.We demonstrate the practical performance of the proposed strategies through two nonlinear time-fractional diffusion inverse problems.The numerical results indicate that the new algorithm can achieve significant computational gains without sacrificing accuracy.  相似文献   

3.
The construction of wavelets generated from an orthogonal multiresolution analysis can be reduced to the unitary extension of a matrix, which is not easy in most cases. Jia and Micchelli gave a solution to the problem in the case where the dilation matrix is 21 and the dimension does not exceed 3. In this paper, by the method of unitary extension of a matrix, we obtain the construction of wavelets and wavelet oackets related to a class of dilation matrices.  相似文献   

4.
In this paper,a Jacobi-collocation spectral method is developed for a Volterraintegro-differential equation with delay,which contains a weakly singular kernel.We use a function transformation and a variable transformation to change the equation into a new Volterra integral equation defined on the standard interval [-1,1],so that the Jacobi orthogonal polynomial theory can be applied conveniently.In order to obtain high order accuracy for the approximation,the integral term in the resulting equat...  相似文献   

5.
In this paper, some properties of centrosymmetric matrices, which often appear in the construction of orthonormal wavelet basis in wavelet analysis, are investigated. As an application, an algorithm which is tightly related to a so-called Lawton matrix is presented. In this algorithm, about only half of memory units are required and quarter of computational cost is needed by exploiting the property of the Lawton matrix and using a compression technique, it is compared to one for the original Lawton matrix.  相似文献   

6.
By using Moore-Penrose generalized inverse and the general singular value decomposition of matrices, this paper establishes the necessary and sufficient conditions for the existence of and the expressions for the centrosymmetric solutions with a submatrix constraint of matrix inverse problem AX = B. In addition, in the solution set of corresponding problem, the expression of the optimal approximation solution to a given matrix is derived.  相似文献   

7.
In this paper we estimate the degree of approximation of wavelet expansions. Our result shows that the degree has the exponential decay for function f(x) ∈ L2 continuous in a finite interval (a,b) which is much superior to those of approximation by polynomial operators and by expansions of classical orthogonal series.  相似文献   

8.
In a matrix-completion problem the aim is to specifiy the missing entries of a matrix in order to produce a matrix with particular properties. In this paper we survey results concerning matrix-completion problems where we look for completions of various types for partial matrices supported on a given pattern. We see that the existence of completions of the required type often depends on the chordal properties of graphs associated with the pattern.  相似文献   

9.
For two-dimensional boundary integral equations of the first kind with logarithmic kernels, the use of the conventional boundary element methods gives linear systems with dense matrix. In a recent work [J. Comput. Math., 22 (2004), pp. 287-298], it is demonstrated that the dense matrix can be replaced by a sparse one if appropriate graded meshes are used in the quadrature rules. The numerical experiments also indicate that the proposed numerical methods require less computational time than the conventional ones while the formal rate of convergence can be preserved. The purpose of this work is to establish a stability and convergence theory for this fast numerical method. The stability analysis depends on a decomposition of the coefficient matrix for the collocation equation. The formal orders of convergence observed in the numerical experiments are proved rigorously.  相似文献   

10.
We propose a new trust region algorithm for nonlinear constrained optimization problems. In each iteration of our algorithm, the trial step is computed by minimizing a quadratic approximation to the augmented Lagrange function in the trust region. The augmented Lagrange function is also used as a merit function to decide whether the trial step should be accepted. Our method extends the traditional trust region approach by combining a filter technique into the rules for accepting trial steps so that a trial step could still be accepted even when it is rejected by the traditional rule based on merit function reduction. An estimate of the Lagrange multiplier is updated at each iteration, and the penalty parameter is updated to force sufficient reduction in the norm of the constraint violations. Active set technique is used to handle the inequality constraints. Numerical results for a set of constrained problems from the CUTEr collection are also reported.  相似文献   

11.
一类矩阵方程的反中心对称最佳逼近解   总被引:3,自引:0,他引:3  
黄敬频 《大学数学》2005,21(1):68-73
利用矩阵的正交相似变换和广义奇异值分解,讨论了矩阵方程 AXB=C具有反中心对称解的充要条件,得到了解的具体表达式.然后应用Frobenius范数正交矩阵乘积不变性,在该方程的反中心对称解解集合中导出了与给定相同类型矩阵的最佳逼近解的表达式.  相似文献   

12.
We investigate expansions of periodic functions with respect to wavelet bases. Direct and inverse theorems for wavelet approximation in C and Lp norms are proved. For the functions possessing local regularity we study the rate of pointwise convergence of wavelet Fourier series. We also define and investigate the “discreet wavelet Fourier transform” (DWFT) for periodic wavelets generated by a compactly supported scaling function. The DWFT has one important advantage for numerical problems compared with the corresponding wavelet Fourier coefficients: while fast computational algorithms for wavelet Fourier coefficients are recursive, DWFTs can be computed by explicit formulas without any recursion and the computation is fast enough.  相似文献   

13.
In this paper we describe an orthogonal similarity transformation for transforming arbitrary symmetric matrices into a diagonal-plus-semiseparable matrix, where we can freely choose the diagonal. Very recently an algorithm was proposed for transforming arbitrary symmetric matrices into similar semiseparable ones. This reduction is strongly connected to the reduction to tridiagonal form. The class of semiseparable matrices can be considered as a subclass of the diagonalplus- semiseparable matrices. Therefore we can interpret the proposed algorithm here as an extension of the reduction to semiseparable form. A numerical experiment is performed comparing thereby the accuracy of this reduction algorithm with respect to the accuracy of the traditional reduction to tridiagonal form, and the reduction to semiseparable form. The experiment indicates that all three reduction algorithms are equally accurate. Moreover it is shown in the experiments that asymptotically all the three approaches have the same complexity, i.e. that they have the same factor preceding the n3 term in the computational complexity. Finally we illustrate that special choices of the diagonal create a specific convergence behavior. The research was partially supported by the Research Council K.U.Leuven, project OT/05/40 (Large rank structured matrix computations), by the Fund for Scientific Research–Flanders (Belgium), projects G.0078.01 (SMA: Structured Matrices and their Applications), G.0176.02 (ANCILA: Asymptotic aNalysis of the Convergence behavior of Iterative methods in numerical Linear Algebra), G.0184.02 (CORFU: Constructive study of Orthogonal Functions) and G.0455.0 (RHPH: Riemann-Hilbert problems, random matrices and Padé-Hermite approximation), and by the Belgian Programme on Interuniversity Poles of Attraction, initiated by the Belgian State, Prime Minister's Office for Science, Technology and Culture, project IUAP V-22 (Dynamical Systems and Control: Computation, Identification & Modelling). The scientific responsibility rests with the authors.  相似文献   

14.
$k$-均值问题是聚类中的经典问题,亦是NP-难问题。如果允许数据点不聚类,而是支付惩罚费用,则引出带惩罚的$k$-均值问题。本文将带惩罚的$k$-均值问题从欧氏距离推广到更一般的$\mu$-相似Bregman散度,研究了带惩罚$\mu$-相似Bregman散度$k$-均值问题的初始化算法。本文给出的初始化算法,近似比与$\mu$和数据点惩罚最大值与最小值的比例$r$相关。  相似文献   

15.
Important parts of adaptive wavelet methods are well-conditioned wavelet stiffness matrices and an efficient approximate multiplication of quasi-sparse stiffness matrices with vectors in wavelet coordinates. Therefore it is useful to develop a well-conditioned wavelet basis with respect to which both the mass and stiffness matrices are sparse in the sense that the number of nonzero elements in each column is bounded by a constant. Consequently, the stiffness matrix corresponding to the n-dimensional Laplacian in the tensor product wavelet basis is also sparse. Then a matrix–vector multiplication can be performed exactly with linear complexity. In this paper, we construct a wavelet basis based on Hermite cubic splines with respect to which both the mass matrix and the stiffness matrix corresponding to a one-dimensional Poisson equation are sparse. Moreover, a proposed basis is well-conditioned on low decomposition levels. Small condition numbers for low decomposition levels and a sparse structure of stiffness matrices are kept for any well-conditioned second order partial differential equations with constant coefficients; furthermore, they are independent of the space dimension.  相似文献   

16.
Kernels are important in developing a variety of numerical methods, such as approximation, interpolation, neural networks, machine learning and meshless methods for solving engineering problems. A common problem of these kernel-based methods is to calculate inverses of kernel matrices generated by a kernel function and a set of points. Due to the denseness of these matrices, finding their inverses is computationally costly. To overcome this difficulty, we introduce in this paper an approximation of the kernel matrices by appropriate multilevel circulant matrices so that the fast Fourier transform can be applied to reduce the computational cost. Convergence analysis for the proposed approximation is established based on certain decay properties of the kernels.  相似文献   

17.
正交平衡区组设计(或广义正交表)的数据分析类似于正交拉丁方(或正交表)的数据分析.利用类似于正交表数据分析中的投影矩阵的正交分解技术,研究正交平衡区组设计的统计分析模型,给出了方差分析中的二次型以及各因子的二次型的分布性质,从而给出正交平衡区组设计统计模型中的方差分析方法.  相似文献   

18.
小波方法及其力学应用研究进展   总被引:3,自引:3,他引:0  
小波理论在进行信号处理与函数逼近时体现出非常独特的时频局部性与多分辨分析能力,小波基函数则可兼具正交性、紧支性、低通滤波与插值性等优良的数学性质,这均使得小波分析理论在计算数学与计算力学领域具有很大的应用潜力,也进一步为这些领域的突破性发展带来了新的契机。自20世纪90年代以来,大量的研究已经证明,基于小波理论的数值方法在微分方程求解中具有非常明显的优势,但与此同时也暴露出了一些由小波基函数本身与其特有逼近方式所造成的数值计算应用局限。为了促进小波理论在计算数学与力学领域的创新性应用,给研究人员提供新的研究视角,该文简要梳理了小波分析的发展背景以及基于小波理论的数值方法的研究历史,并着重讨论分析了后者所面临的问题,以及近年来针对这些问题中的基础性难题所取得的研究进展。这些总结与评述有望为后续进一步发展并完善基于小波理论的定量数学求解方法,以及拓展其在力学乃至广泛工程问题求解中的应用提供有意义的参考。  相似文献   

19.
$k$-均值问题是聚类中的经典问题,亦是NP-难问题。如果允许数据点不聚类,而是支付惩罚费用,则引出带惩罚的$k$-均值问题。本文将带惩罚的$k$-均值问题从欧氏距离推广到更一般的$\mu$-相似Bregman散度,研究了带惩罚$\mu$-相似Bregman散度$k$-均值问题的初始化算法。本文给出的初始化算法,近似比与$\mu$和数据点惩罚最大值与最小值的比例$r$相关。  相似文献   

20.
The problem of solving linear equations with a Toeplitz matrix appears in many applications. Often is positive definite but ill-conditioned with many small eigenvalues. In this case fast and superfast algorithms may show a very poor behavior or even break down. In recent papers the transformation of a Toeplitz matrix into a Cauchy-type matrix is proposed. The resulting new linear equations can be solved in operations using standard pivoting strategies which leads to very stable fast methods also for ill-conditioned systems. The basic tool is the formulation of Gaussian elimination for matrices with low displacement rank. In this paper, we will transform a Hermitian Toeplitz matrix into a Cauchy-type matrix by applying the Fourier transform. We will prove some useful properties of and formulate a symmetric Gaussian elimination algorithm for positive definite . Using the symmetry and persymmetry of we can reduce the total costs of this algorithm compared with unsymmetric Gaussian elimination. For complex Hermitian , the complexity of the new algorithm is then nearly the same as for the Schur algorithm. Furthermore, it is possible to include some strategies for ill-conditioned positive definite matrices that are well-known in optimization. Numerical examples show that this new algorithm is fast and reliable. Received March 24, 1995 / Revised version received December 13, 1995  相似文献   

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