Adapting the interior point method for the solution of LPs on serial, coarse grain parallel and massively parallel computers

In this paper we describe a unified scheme for implementing an interior point algorithm (IPM) over a range of computer architectures. In the inner iteration of the IPM a search direction is computed using Newton's method. Computationally this involves solving a sparse symmetric positive definite (SSPD) system of equations. The choice of direct and indirect methods for the solution of this system, and the design of data structures to take advantage of serial, coarse grain parallel and massively parallel computer architectures, are considered in detail. We put forward arguments as to why integration of the system within a sparse simplex solver is important and outline how the system is designed to achieve this integration

A Belief Propagation Based Framework for Soft Multiple-Symbol Differential Detection

Soft noncoherent detection, which relies on calculating the \textit{a posteriori} probabilities (APPs) of the bits transmitted with no channel estimation, is imperative for achieving excellent detection performance in high-dimensional wireless communications. In this paper, a high-performance belief propagation (BP)-based soft multiple-symbol differential detection (MSDD) framework, dubbed BP-MSDD, is proposed with its illustrative application in differential space-time block-code (DSTBC)-aided ultra-wideband impulse radio (UWB-IR) systems. Firstly, we revisit the signal sampling with the aid of a trellis structure and decompose the trellis into multiple subtrellises. Furthermore, we derive an APP calculation algorithm, in which the forward-and-backward message passing mechanism of BP operates on the subtrellises. The proposed BP-MSDD is capable of significantly outperforming the conventional hard-decision MSDDs. However, the computational complexity of the BP-MSDD increases exponentially with the number of MSDD trellis states. To circumvent this excessive complexity for practical implementations, we reformulate the BP-MSDD, and additionally propose a Viterbi algorithm (VA)-based hard-decision MSDD (VA-HMSDD) and a VA-based soft-decision MSDD (VA-SMSDD). Moreover, both the proposed BP-MSDD and VA-SMSDD can be exploited in conjunction with soft channel decoding to obtain powerful iterative detection and decoding based receivers. Simulation results demonstrate the effectiveness of the proposed algorithms in DSTBC-aided UWB-IR systems.Comment: 14 pages, 12 figures, 3 tables, accepted to appear on IEEE Transactions on Wireless Communications, Aug. 201

A conjugate gradient algorithm for the astrometric core solution of Gaia

The ESA space astrometry mission Gaia, planned to be launched in 2013, has been designed to make angular measurements on a global scale with micro-arcsecond accuracy. A key component of the data processing for Gaia is the astrometric core solution, which must implement an efficient and accurate numerical algorithm to solve the resulting, extremely large least-squares problem. The Astrometric Global Iterative Solution (AGIS) is a framework that allows to implement a range of different iterative solution schemes suitable for a scanning astrometric satellite. In order to find a computationally efficient and numerically accurate iteration scheme for the astrometric solution, compatible with the AGIS framework, we study an adaptation of the classical conjugate gradient (CG) algorithm, and compare it to the so-called simple iteration (SI) scheme that was previously known to converge for this problem, although very slowly. The different schemes are implemented within a software test bed for AGIS known as AGISLab, which allows to define, simulate and study scaled astrometric core solutions. After successful testing in AGISLab, the CG scheme has been implemented also in AGIS. The two algorithms CG and SI eventually converge to identical solutions, to within the numerical noise (of the order of 0.00001 micro-arcsec). These solutions are independent of the starting values (initial star catalogue), and we conclude that they are equivalent to a rigorous least-squares estimation of the astrometric parameters. The CG scheme converges up to a factor four faster than SI in the tested cases, and in particular spatially correlated truncation errors are much more efficiently damped out with the CG scheme.Comment: 24 pages, 16 figures. Accepted for publication in Astronomy & Astrophysic