高光谱图像混合噪声去除是遥感领域的一个基本问题,也是一个重要的预处理步骤。本研究针对高光谱图像去噪问题,为有效地对高光谱图像进行恢复,提出了一种基于重叠组稀疏性超拉普拉斯正则化(OGS-HL)的新型去噪方法。该方法可以有效捕捉...高光谱图像混合噪声去除是遥感领域的一个基本问题,也是一个重要的预处理步骤。本研究针对高光谱图像去噪问题,为有效地对高光谱图像进行恢复,提出了一种基于重叠组稀疏性超拉普拉斯正则化(OGS-HL)的新型去噪方法。该方法可以有效捕捉图像的局部相关性和方向性结构,同时减少传统全变分正则化中的阶梯伪影。通过乘子交替方向法求解非凸优化问题,显著提高了去噪效率。在多个遥感图像数据集上的仿真实验表明,所提方法在峰值信噪比(PSNR)和结构相似度(SSIM)等评价指标上优于现有技术,展现了在复杂噪声环境下的优越去噪性能和广泛的应用潜力。The removal of mixed noise from hyperspectral images is a fundamental issue in the field of remote sensing and an important preprocessing step. This study focuses on the denoising problem of hyperspectral images. To effectively restore hyperspectral images, a new denoising method based on Overlap Group Sparse Hyper Laplacian Regularization (OGS-HL) is proposed. This method can effectively capture the local correlation and directional structure of images, while reducing the step artifacts in traditional total variation regularization. By using the alternating direction method of multipliers to solve non-convex optimization problems, the denoising efficiency has been significantly improved. Simulation experiments on multiple remote sensing image datasets have shown that the proposed method outperforms existing technologies in evaluation metrics such as peak signal-to-noise ratio (PSNR) and structural similarity (SSIM), demonstrating superior denoising performance and broad application potential in complex noisy environments.展开更多
传统的CVaR条件风险价值组合投资模型能够很好的度量市场风险,但是容易在决策的过程中产生极端的投资权重,对CVaR模型增加一般范数约束后可以解决极端投资权重的问题,但却忽略了金融市场上常见的板块联动效应。基于上述原因,文章在...传统的CVaR条件风险价值组合投资模型能够很好的度量市场风险,但是容易在决策的过程中产生极端的投资权重,对CVaR模型增加一般范数约束后可以解决极端投资权重的问题,但却忽略了金融市场上常见的板块联动效应。基于上述原因,文章在传统的CVaR模型的基础上,施加Adaptive Group LASSO惩罚,构建了一种基于Adaptive Group LASSO的CVaR高维组合投资模型,通过Adaptive Group LASSO分位数回归求解算法,实现了在消除极端投资头寸的同时达到金融资产组水平上变量稀疏化的目的。最后,蒙特卡洛模拟与实证研究均发现,与传统的CVaR组合投资模型以及带有LAS—SO约束的CVaR组合投资模型相比,基于Adaptive Group LASSO的CVaR模型能够更好的考虑板块联动效应,并在行业组水平上选择相应的金融资产。展开更多
The solution of linear equation group can be applied to the oil exploration, the structure vibration analysis, the computational fluid dynamics, and other fields. When we make the in-depth analysis of some large or ve...The solution of linear equation group can be applied to the oil exploration, the structure vibration analysis, the computational fluid dynamics, and other fields. When we make the in-depth analysis of some large or very large complicated structures, we must use the parallel algorithm with the aid of high-performance computers to solve complex problems. This paper introduces the implementation process having the parallel with sparse linear equations from the perspective of sparse linear equation group.展开更多
The numerical solution of the differential-algebraic equations(DAEs) involved in time domain simulation(TDS) of power systems requires the solution of a sequence of large scale and sparse linear systems.The use of ite...The numerical solution of the differential-algebraic equations(DAEs) involved in time domain simulation(TDS) of power systems requires the solution of a sequence of large scale and sparse linear systems.The use of iterative methods such as the Krylov subspace method is imperative for the solution of these large and sparse linear systems.The motivation of the present work is to develop a new algorithm to efficiently precondition the whole sequence of linear systems involved in TDS.As an improvement of dishonest preconditioner(DP) strategy,updating preconditioner strategy(UP) is introduced to the field of TDS for the first time.The idea of updating preconditioner strategy is based on the fact that the matrices in sequence of the linearized systems are continuous and there is only a slight difference between two consecutive matrices.In order to make the linear system sequence in TDS suitable for UP strategy,a matrix transformation is applied to form a new linear sequence with a good shape for preconditioner updating.The algorithm proposed in this paper has been tested with 4 cases from real-life power systems in China.Results show that the proposed UP algorithm efficiently preconditions the sequence of linear systems and reduces 9%-61% the iteration count of the GMRES when compared with the DP method in all test cases.Numerical experiments also show the effectiveness of UP when combined with simple preconditioner reconstruction strategies.展开更多
The Moving Particle Semi-implicit (MPS) method performs well in simulating violent free surface flow and hence becomes popular in the area of fluid flow simulation. However, the implementations of searching neighbouri...The Moving Particle Semi-implicit (MPS) method performs well in simulating violent free surface flow and hence becomes popular in the area of fluid flow simulation. However, the implementations of searching neighbouring particles and solving the large sparse matrix equations (Poisson-type equation) are very time-consuming. In order to utilize the tremendous power of parallel computation of Graphics Processing Units (GPU), this study has developed a GPU-based MPS model employing the Compute Unified Device Architecture (CUDA) on NVIDIA GTX 280. The efficient neighbourhood particle searching is done through an indirect method and the Poisson-type pressure equation is solved by the Bi-Conjugate Gradient (BiCG) method. Four different optimization levels for the present general parallel GPU-based MPS model are demonstrated. In addition, the elaborate optimization of GPU code is also discussed. A benchmark problem of dam-breaking flow is simulated using both codes of the present GPU-based MPS and the original CPU-based MPS. The comparisons between them show that the GPU-based MPS model outperforms 26 times the traditional CPU model.展开更多
Quantum algorithms have been developed for efficiently solving linear algebra tasks.However,they generally require deep circuits and hence universal fault-tolerant quantum computers.In this work,we propose variational...Quantum algorithms have been developed for efficiently solving linear algebra tasks.However,they generally require deep circuits and hence universal fault-tolerant quantum computers.In this work,we propose variational algorithms for linear algebra tasks that are compatible with noisy intermediate-scale quantum devices.We show that the solutions of linear systems of equations and matrix–vector multiplications can be translated as the ground states of the constructed Hamiltonians.Based on the variational quantum algorithms,we introduce Hamiltonian morphing together with an adaptive ans?tz for efficiently finding the ground state,and show the solution verification.Our algorithms are especially suitable for linear algebra problems with sparse matrices,and have wide applications in machine learning and optimisation problems.The algorithm for matrix multiplications can be also used for Hamiltonian simulation and open system simulation.We evaluate the cost and effectiveness of our algorithm through numerical simulations for solving linear systems of equations.We implement the algorithm on the IBM quantum cloud device with a high solution fidelity of 99.95%.展开更多
文摘高光谱图像混合噪声去除是遥感领域的一个基本问题,也是一个重要的预处理步骤。本研究针对高光谱图像去噪问题,为有效地对高光谱图像进行恢复,提出了一种基于重叠组稀疏性超拉普拉斯正则化(OGS-HL)的新型去噪方法。该方法可以有效捕捉图像的局部相关性和方向性结构,同时减少传统全变分正则化中的阶梯伪影。通过乘子交替方向法求解非凸优化问题,显著提高了去噪效率。在多个遥感图像数据集上的仿真实验表明,所提方法在峰值信噪比(PSNR)和结构相似度(SSIM)等评价指标上优于现有技术,展现了在复杂噪声环境下的优越去噪性能和广泛的应用潜力。The removal of mixed noise from hyperspectral images is a fundamental issue in the field of remote sensing and an important preprocessing step. This study focuses on the denoising problem of hyperspectral images. To effectively restore hyperspectral images, a new denoising method based on Overlap Group Sparse Hyper Laplacian Regularization (OGS-HL) is proposed. This method can effectively capture the local correlation and directional structure of images, while reducing the step artifacts in traditional total variation regularization. By using the alternating direction method of multipliers to solve non-convex optimization problems, the denoising efficiency has been significantly improved. Simulation experiments on multiple remote sensing image datasets have shown that the proposed method outperforms existing technologies in evaluation metrics such as peak signal-to-noise ratio (PSNR) and structural similarity (SSIM), demonstrating superior denoising performance and broad application potential in complex noisy environments.
文摘传统的CVaR条件风险价值组合投资模型能够很好的度量市场风险,但是容易在决策的过程中产生极端的投资权重,对CVaR模型增加一般范数约束后可以解决极端投资权重的问题,但却忽略了金融市场上常见的板块联动效应。基于上述原因,文章在传统的CVaR模型的基础上,施加Adaptive Group LASSO惩罚,构建了一种基于Adaptive Group LASSO的CVaR高维组合投资模型,通过Adaptive Group LASSO分位数回归求解算法,实现了在消除极端投资头寸的同时达到金融资产组水平上变量稀疏化的目的。最后,蒙特卡洛模拟与实证研究均发现,与传统的CVaR组合投资模型以及带有LAS—SO约束的CVaR组合投资模型相比,基于Adaptive Group LASSO的CVaR模型能够更好的考虑板块联动效应,并在行业组水平上选择相应的金融资产。
文摘The solution of linear equation group can be applied to the oil exploration, the structure vibration analysis, the computational fluid dynamics, and other fields. When we make the in-depth analysis of some large or very large complicated structures, we must use the parallel algorithm with the aid of high-performance computers to solve complex problems. This paper introduces the implementation process having the parallel with sparse linear equations from the perspective of sparse linear equation group.
基金supported by the National Natural Science Foundation of China (Grant Nos. 60703055 and 60803019)the National High-Tech Research & Development Program of China ("863" Program) (Grant No. 2009AA01A129)+1 种基金State Key Development Program of Basic Research of China (Grant No. 2010CB951903)Tsinghua National Laboratory for Information Science and Technology (THList) Cross-discipline Foundation
文摘The numerical solution of the differential-algebraic equations(DAEs) involved in time domain simulation(TDS) of power systems requires the solution of a sequence of large scale and sparse linear systems.The use of iterative methods such as the Krylov subspace method is imperative for the solution of these large and sparse linear systems.The motivation of the present work is to develop a new algorithm to efficiently precondition the whole sequence of linear systems involved in TDS.As an improvement of dishonest preconditioner(DP) strategy,updating preconditioner strategy(UP) is introduced to the field of TDS for the first time.The idea of updating preconditioner strategy is based on the fact that the matrices in sequence of the linearized systems are continuous and there is only a slight difference between two consecutive matrices.In order to make the linear system sequence in TDS suitable for UP strategy,a matrix transformation is applied to form a new linear sequence with a good shape for preconditioner updating.The algorithm proposed in this paper has been tested with 4 cases from real-life power systems in China.Results show that the proposed UP algorithm efficiently preconditions the sequence of linear systems and reduces 9%-61% the iteration count of the GMRES when compared with the DP method in all test cases.Numerical experiments also show the effectiveness of UP when combined with simple preconditioner reconstruction strategies.
基金supported by the National Natural Science Foundation of China with Grant No. 10772040, 50921001 and 50909016The financial support from the Important National Science & Technology Specific Projects of China with Grant No. 2008ZX05026-02 is also appreciated
文摘The Moving Particle Semi-implicit (MPS) method performs well in simulating violent free surface flow and hence becomes popular in the area of fluid flow simulation. However, the implementations of searching neighbouring particles and solving the large sparse matrix equations (Poisson-type equation) are very time-consuming. In order to utilize the tremendous power of parallel computation of Graphics Processing Units (GPU), this study has developed a GPU-based MPS model employing the Compute Unified Device Architecture (CUDA) on NVIDIA GTX 280. The efficient neighbourhood particle searching is done through an indirect method and the Poisson-type pressure equation is solved by the Bi-Conjugate Gradient (BiCG) method. Four different optimization levels for the present general parallel GPU-based MPS model are demonstrated. In addition, the elaborate optimization of GPU code is also discussed. A benchmark problem of dam-breaking flow is simulated using both codes of the present GPU-based MPS and the original CPU-based MPS. The comparisons between them show that the GPU-based MPS model outperforms 26 times the traditional CPU model.
基金the Engineering and Physical Sciences Research Council National Quantum Technology Hub in Networked Quantum Information Technology(EP/M013243/1)Japan Student Services Organization(JASSO)Student Exchange Support Program(Graduate Scholarship for Degree Seeking Students)+1 种基金the National Natural Science Foundation of China(U1730449)the European Quantum Technology Flagship project AQTION。
文摘Quantum algorithms have been developed for efficiently solving linear algebra tasks.However,they generally require deep circuits and hence universal fault-tolerant quantum computers.In this work,we propose variational algorithms for linear algebra tasks that are compatible with noisy intermediate-scale quantum devices.We show that the solutions of linear systems of equations and matrix–vector multiplications can be translated as the ground states of the constructed Hamiltonians.Based on the variational quantum algorithms,we introduce Hamiltonian morphing together with an adaptive ans?tz for efficiently finding the ground state,and show the solution verification.Our algorithms are especially suitable for linear algebra problems with sparse matrices,and have wide applications in machine learning and optimisation problems.The algorithm for matrix multiplications can be also used for Hamiltonian simulation and open system simulation.We evaluate the cost and effectiveness of our algorithm through numerical simulations for solving linear systems of equations.We implement the algorithm on the IBM quantum cloud device with a high solution fidelity of 99.95%.