3,310 research outputs found
Index Reduction for Differential-Algebraic Equations with Mixed Matrices
Differential-algebraic equations (DAEs) are widely used for modeling of
dynamical systems. The difficulty in solving numerically a DAE is measured by
its differentiation index. For highly accurate simulation of dynamical systems,
it is important to convert high-index DAEs into low-index DAEs. Most of
existing simulation software packages for dynamical systems are equipped with
an index-reduction algorithm given by Mattsson and S\"{o}derlind.
Unfortunately, this algorithm fails if there are numerical cancellations.
These numerical cancellations are often caused by accurate constants in
structural equations. Distinguishing those accurate constants from generic
parameters that represent physical quantities, Murota and Iri introduced the
notion of a mixed matrix as a mathematical tool for faithful model description
in structural approach to systems analysis. For DAEs described with the use of
mixed matrices, efficient algorithms to compute the index have been developed
by exploiting matroid theory.
This paper presents an index-reduction algorithm for linear DAEs whose
coefficient matrices are mixed matrices, i.e., linear DAEs containing physical
quantities as parameters. Our algorithm detects numerical cancellations between
accurate constants, and transforms a DAE into an equivalent DAE to which
Mattsson--S\"{o}derlind's index-reduction algorithm is applicable. Our
algorithm is based on the combinatorial relaxation approach, which is a
framework to solve a linear algebraic problem by iteratively relaxing it into
an efficiently solvable combinatorial optimization problem. The algorithm does
not rely on symbolic manipulations but on fast combinatorial algorithms on
graphs and matroids. Furthermore, we provide an improved algorithm under an
assumption based on dimensional analysis of dynamical systems.Comment: A preliminary version of this paper is to appear in Proceedings of
the Eighth SIAM Workshop on Combinatorial Scientific Computing, Bergen,
Norway, June 201
Randomized Rounding for the Largest Simplex Problem
The maximum volume -simplex problem asks to compute the -dimensional
simplex of maximum volume inside the convex hull of a given set of points
in . We give a deterministic approximation algorithm for this
problem which achieves an approximation ratio of . The problem
is known to be -hard to approximate within a factor of for
some constant . Our algorithm also gives a factor
approximation for the problem of finding the principal submatrix of
a rank positive semidefinite matrix with the largest determinant. We
achieve our approximation by rounding solutions to a generalization of the
-optimal design problem, or, equivalently, the dual of an appropriate
smallest enclosing ellipsoid problem. Our arguments give a short and simple
proof of a restricted invertibility principle for determinants
- …