Least-squares solution of AXB = D with respect to symmetric positive semidefinite matrix X is considered. By making use of the generalized singular value decomposition, we derive general analytic formulas, and present...Least-squares solution of AXB = D with respect to symmetric positive semidefinite matrix X is considered. By making use of the generalized singular value decomposition, we derive general analytic formulas, and present necessary and sufficient conditions for guaranteeing the existence of the solution. By applying MATLAB 5.2, we give some numerical examples to show the feasibility and accuracy of this construction technique in the finite precision arithmetic.展开更多
In this article, the least program behavior decomposition method (LPBD) is put forward from a program structure point of view. This method can be extensively used both in algorithms of automatic differentiation (AD) a...In this article, the least program behavior decomposition method (LPBD) is put forward from a program structure point of view. This method can be extensively used both in algorithms of automatic differentiation (AD) and in tools design, and does not require programs to be evenly separable but the cost in terms of operations count and memory is similar to methods using checkpointing. This article starts by summarizing the rules of adjointization and then presents the implementation of LPBD. Next, the definition of the separable program space, based on the fundamental assumptions (FA) of automatic differentiation, is given and the differentiation cost functions are derived. Also, two constants of fundamental importance in AD, s and m, are derived under FA. Under the assumption of even separability, the adjoint cost of simple and deep decomposition is subsequently discussed quantitatively using checkpointing. Finally, the adjoint costs in terms of operations count and memory through the LPBD method are shown to be uniformly dependent on the depth of structure or decomposition.展开更多
We analyze three one parameter families of approximations and show that they are symplectic in Lagrangian sence and can be related to symplectic schemes in Hamiltonian sense by different symplectic mappings. We also g...We analyze three one parameter families of approximations and show that they are symplectic in Lagrangian sence and can be related to symplectic schemes in Hamiltonian sense by different symplectic mappings. We also give a direct generalization of Veselov variational principle for construction of scheme of higher order differential equations. At last, we present numerical experiments.展开更多
In this paper the uniform convergence of Hermite-Fejer interpolation and Griinwald type theorem of higher order on an arbitrary system of nodes are presented.
基金Subsidized by The Special Funds For Major State Basic Research Project G1999032803.
文摘Least-squares solution of AXB = D with respect to symmetric positive semidefinite matrix X is considered. By making use of the generalized singular value decomposition, we derive general analytic formulas, and present necessary and sufficient conditions for guaranteeing the existence of the solution. By applying MATLAB 5.2, we give some numerical examples to show the feasibility and accuracy of this construction technique in the finite precision arithmetic.
文摘In this article, the least program behavior decomposition method (LPBD) is put forward from a program structure point of view. This method can be extensively used both in algorithms of automatic differentiation (AD) and in tools design, and does not require programs to be evenly separable but the cost in terms of operations count and memory is similar to methods using checkpointing. This article starts by summarizing the rules of adjointization and then presents the implementation of LPBD. Next, the definition of the separable program space, based on the fundamental assumptions (FA) of automatic differentiation, is given and the differentiation cost functions are derived. Also, two constants of fundamental importance in AD, s and m, are derived under FA. Under the assumption of even separability, the adjoint cost of simple and deep decomposition is subsequently discussed quantitatively using checkpointing. Finally, the adjoint costs in terms of operations count and memory through the LPBD method are shown to be uniformly dependent on the depth of structure or decomposition.
基金Supported by the special founds for Major State Basic Reserch Project, G1999, 023800.
文摘We analyze three one parameter families of approximations and show that they are symplectic in Lagrangian sence and can be related to symplectic schemes in Hamiltonian sense by different symplectic mappings. We also give a direct generalization of Veselov variational principle for construction of scheme of higher order differential equations. At last, we present numerical experiments.
基金Project 2921200 Supported by National Natural Science Foundation of China.
文摘In this paper the uniform convergence of Hermite-Fejer interpolation and Griinwald type theorem of higher order on an arbitrary system of nodes are presented.