A Hybrid Conjugate Gradient Algorithm for Solving Relative Orientation of Big Rotation Angle Stereo Pair

The fast convergence without initial value dependence is the key to solving large angle relative orientation.Therefore,a hybrid conjugate gradient algorithm is proposed in this paper.The concrete process is:①stochastic hill climbing(SHC)algorithm is used to make a random disturbance to the given initial value of the relative orientation element,and the new value to guarantee the optimization direction is generated.②In local optimization,a super-linear convergent conjugate gradient method is used to replace the steepest descent method in relative orientation to improve its convergence rate.③The global convergence condition is that the calculation error is less than the prescribed limit error.The comparison experiment shows that the method proposed in this paper is independent of the initial value,and has higher accuracy and fewer iterations.

Conjugate Gradient Algorithm in the Four-Dimensional Variational Data Assimilation System in GRAPES

Minimization algorithms are singular components in four-dimensional variational data assimilation(4DVar).In this paper,the convergence and application of the conjugate gradient algorithm(CGA),which is based on the Lanczos iterative algorithm and the Hessian matrix derived from tangent linear and adjoint models using a non-hydrostatic framework,are investigated in the 4DVar minimization.First,the influence of the Gram-Schmidt orthogonalization of the Lanczos vector on the convergence of the Lanczos algorithm is studied.The results show that the Lanczos algorithm without orthogonalization fails to converge after the ninth iteration in the 4DVar minimization,while the orthogonalized Lanczos algorithm converges stably.Second,the convergence and computational efficiency of the CGA and quasi-Newton method in batch cycling assimilation experiments are compared on the 4DVar platform of the Global/Regional Assimilation and Prediction System(GRAPES).The CGA is 40%more computationally efficient than the quasi-Newton method,although the equivalent analysis results can be obtained by using either the CGA or the quasi-Newton method.Thus,the CGA based on Lanczos iterations is better for solving the optimization problems in the GRAPES 4DVar system.

A Note on Global Convergence Result for Conjugate Gradient Methods

We extend a results presented by Y.F. Hu and C.Storey (1991) [1] on the global convergence result for conjugate gradient methods with different choices for the parameter β k . In this note, the conditions given on β k are milder than that used by Y.F. Hu and C. Storey.

Krylov subspace method based on data preprocessing technology

The performance of adaptive beamforming techniques is limited by the nonhomogeneous clutter scenario. An augmented Krylov subspace method is proposed, which utilizes only a single snapshot of the data for adaptive processing. The novel algorithm puts together a data preprocessor and adaptive Krylov subspace algorithm, where the data preprocessor suppresses discrete interference and the adaptive Krylov subspace algorithm suppresses homogeneous clutter. The novel method uses a single snapshot of the data received by the array antenna to generate a cancellation matrix that does not contain the signal of interest （SOI） component, thus, it mitigates the problem of highly nonstationary clutter environment and it helps to operate in real-time. The benefit of not requiring the training data comes at the cost of a reduced degree of freedom （DOF） of the system. Simulation illustrates the effectiveness in clutter suppression and adaptive beamforming. The numeric results show good agreement with the proposed theorem.

Neural Volterra filter for chaotic time series prediction

A new second-order neural Volterra filter （SONVF） with conjugate gradient （CG） algorithm is proposed to predict chaotic time series based on phase space delay-coordinate reconstruction of chaotic dynamics system in this paper, where the neuron activation functions are introduced to constraint Volterra series terms for improving the nonlinear approximation of second-order Volterra filter （SOVF）. The SONVF with CG algorithm improves the accuracy of prediction without increasing the computation complexity. Meanwhile, the difficulty of neuron number determination does not exist here. Experimental results show that the proposed filter can predict chaotic time series effectively, and one-step and multi-step prediction performances are obviously superior to those of SOVF, which demonstrate that the proposed SONVF is feasible and effective.

Study and application of an improved four-dimensional variational assimilation system based on the physical-space statistical analysis for the South China Sea

The four-dimensional variational assimilation(4D-Var)has been widely used in meteorological and oceanographic data assimilation.This method is usually implemented in the model space,known as primal approach(P4D-Var).Alternatively,physical space analysis system(4D-PSAS)is proposed to reduce the computation cost,in which the 4D-Var problem is solved in physical space(i.e.,observation space).In this study,the conjugate gradient(CG)algorithm,implemented in the 4D-PSAS system is evaluated and it is found that the non-monotonic change of the gradient norm of 4D-PSAS cost function causes artificial oscillations of cost function in the iteration process.The reason of non-monotonic variation of gradient norm in 4D-PSAS is then analyzed.In order to overcome the non-monotonic variation of gradient norm,a new algorithm,Minimum Residual(MINRES)algorithm,is implemented in the process of assimilation iteration in this study.Our experimental results show that the improved 4D-PSAS with the MINRES algorithm guarantees the monotonic reduction of gradient norm of cost function,greatly improves the convergence properties of 4D-PSAS as well,and significantly restrains the numerical noises associated with the traditional 4D-PSAS system.

A Numerical Method for Cavity Identification in Beams on an Elastic Foundation

An analytical solution for the natural frequencies of a beam containing a cavity on an elastic foundation is presented. Based on the analytical solution, a numerical method for identifying cavities in the foundation is developed. The position and size of the cavities are identified by minimizing an objective function, which is formulated according to the difference between the computed and measured natural frequencies of the system. The conjugate gradient algorithm is adopted for minimizing the objective function. Some numerical examples are presented to demonstrate the applicability of the presented cavity determination method. The results show that the presented method can be used to identify the cavity position and size conveniently and efficiently.

SINE TRANSFORM MATRIX FOR SOLVING TOEPLITZ MATRIX PROBLEMS

Provides information on a study which discussed the properties of eigenvalues for the solutions of symmetric positive definite Toeplitz systems, skew circulant and sine transform based properties. Eigenvalues of various preconditioners; Design of positive sine transform based preconditioners; Clustering property of the preconditioners; Numerical results.

Sparse Proximal Support Vector Machine with a Specialized Interior-Point Method

Support vector machine(SVM)is a widely used method for classification.Proximal support vector machine(PSVM)is an extension of SVM and a promisingmethod to lead to a fast and simple algorithm for generating a classifier.Motivated by the fast computational efforts of PSVM and the properties of sparse solution yielded by l1-norm,in this paper,we first propose a PSVM with a cardinality constraint which is eventually relaxed byl1-norm and leads to a trade-offl1−l2 regularized sparse PSVM.Next we convert thisl1−l2 regularized sparse PSVM into an equivalent form of1 regularized least squares(LS)and solve it by a specialized interior-point method proposed by Kim et al.(J SelTop Signal Process 12:1932–4553,2007).Finally,l1−l2 regularized sparse PSVM is illustrated by means of a real-world dataset taken from the University of California,Irvine Machine Learning Repository(UCI Repository).Moreover,we compare the numerical results with the existing models such as generalized eigenvalue proximal SVM(GEPSVM),PSVM,and SVM-Light.The numerical results showthat thel1−l2 regularized sparsePSVMachieves not only better accuracy rate of classification than those of GEPSVM,PSVM,and SVM-Light,but also a sparser classifier compared with the1-PSVM.