A fast Cholesky decomposition and a fast inverse Cholesky decomposition method for A T A are presented,where A is an m×n rectangular Toeplitz block matrix,we give the FCD algorithm for computing...A fast Cholesky decomposition and a fast inverse Cholesky decomposition method for A T A are presented,where A is an m×n rectangular Toeplitz block matrix,we give the FCD algorithm for computing R , and the FICD algorithm for computing R -1 ,both allow for an efficient parallel implementation,for solving a least squares problem and require only O(mn) operations.展开更多
A method for simultaneous determination of mixed model parameters,which have different physical dimensions or different responses to data,is presented.Mixed parameter estimation from observed data within a single mode...A method for simultaneous determination of mixed model parameters,which have different physical dimensions or different responses to data,is presented.Mixed parameter estimation from observed data within a single model space shows instabilities and trade-offs of the solutions. We separate the model space into N-subspaces based on their physical properties or computational convenience and solve the N-subspaces systems by damped least-squares and singular-value decomposition. Since the condition number of each subsystem is smaller than that of the single global system,the approach can greatly increase the stability of the inversion. We also introduce different damping factors into the subsystems to reduce the tradeoffs between the different parameters. The damping factors depend on the conditioning of the subsystems and may be adequately chosen in a range from 0.1 % to 10 % of the largest singular value. We illustrate the method with an example of simultaneous determination of source history,source geometry,and hypocentral location from regional seismograms,although it is applicable to any geophysical inversion.展开更多
The Bi-LS method based on QR decomposition provides a convenient framework for de-veloping efficient subspace tracking algorithms.To overcome the shortcoming of the backsubstitution step and improve the parallel archi...The Bi-LS method based on QR decomposition provides a convenient framework for de-veloping efficient subspace tracking algorithms.To overcome the shortcoming of the backsubstitution step and improve the parallel architecture of the Bi-LS algorithms,a Bi-LS subspace tracking algorithm based on Inverse QR(IQR) decomposition is developed.The proposed IQR iterative algorithm for subspace tracking is well suited for the parallel implementation in the systolic array.Simulation results are presented to illustrate the effectiveness of the proposed IQR subspace tracking algorithm.展开更多
文摘A fast Cholesky decomposition and a fast inverse Cholesky decomposition method for A T A are presented,where A is an m×n rectangular Toeplitz block matrix,we give the FCD algorithm for computing R , and the FICD algorithm for computing R -1 ,both allow for an efficient parallel implementation,for solving a least squares problem and require only O(mn) operations.
基金supported by Innovation Project of Chinese Academy of Sciences
文摘A method for simultaneous determination of mixed model parameters,which have different physical dimensions or different responses to data,is presented.Mixed parameter estimation from observed data within a single model space shows instabilities and trade-offs of the solutions. We separate the model space into N-subspaces based on their physical properties or computational convenience and solve the N-subspaces systems by damped least-squares and singular-value decomposition. Since the condition number of each subsystem is smaller than that of the single global system,the approach can greatly increase the stability of the inversion. We also introduce different damping factors into the subsystems to reduce the tradeoffs between the different parameters. The damping factors depend on the conditioning of the subsystems and may be adequately chosen in a range from 0.1 % to 10 % of the largest singular value. We illustrate the method with an example of simultaneous determination of source history,source geometry,and hypocentral location from regional seismograms,although it is applicable to any geophysical inversion.
基金Supported in part by the 973 Program (No.2008CB-317109)the National Natural Science Foundation of China (No.60572054)the SRF for ROCS, SEM
文摘The Bi-LS method based on QR decomposition provides a convenient framework for de-veloping efficient subspace tracking algorithms.To overcome the shortcoming of the backsubstitution step and improve the parallel architecture of the Bi-LS algorithms,a Bi-LS subspace tracking algorithm based on Inverse QR(IQR) decomposition is developed.The proposed IQR iterative algorithm for subspace tracking is well suited for the parallel implementation in the systolic array.Simulation results are presented to illustrate the effectiveness of the proposed IQR subspace tracking algorithm.
