109 research outputs found
Applications of partial orderings to the study of positive definiteness, monotonicity, and convergence of iterative methods for linear systems
Applications of partial orderings to study of positive definiteness, monotonicity, and convergence of iterative methods for linear system
Eigenvalues and eigenvectors of symmetric matrices, case 320
Eigenvalues and eigenvectors of symmetric matrices using FORTRAN 4 subroutine
Generalized Rayleigh methods with applications to finding eigenvalues of large matrices
Generalized Rayleigh quotients for calculating eigenvalues and eigenvectors of large matrice
A note on irreducibility for linear operators on partially ordered finite dimensional vector spaces
AbstractMany of the important applications of the Perron-Frobenius theory of nonnegative matrices assume that certain matrices are irreducible. The purpose of this note is to introduce a weaker condition which can be used in place of irreducibility, even in the more general setting of linear operators on a partially ordered finite dimensional vector space. Applications to convergence theorems, comparison results, and generalized diagonal dominance conditions are given
Stable Kalman filters for processing clock measurement data
Kalman filters have been used for some time to process clock measurement data. Due to instabilities in the standard Kalman filter algorithms, the results have been unreliable and difficult to obtain. During the past several years, stable forms of the Kalman filter have been developed, implemented, and used in many diverse applications. These algorithms, while algebraically equivalent to the standard Kalman filter, exhibit excellent numerical properties. Two of these stable algorithms, the Upper triangular-Diagonal (UD) filter and the Square Root Information Filter (SRIF), have been implemented to replace the standard Kalman filter used to process data from the Deep Space Network (DSN) hydrogen maser clocks. The data are time offsets between the clocks in the DSN, the timescale at the National Institute of Standards and Technology (NIST), and two geographically intermediate clocks. The measurements are made by using the GPS navigation satellites in mutual view between clocks. The filter programs allow the user to easily modify the clock models, the GPS satellite dependent biases, and the random noise levels in order to compare different modeling assumptions. The results of this study show the usefulness of such software for processing clock data. The UD filter is indeed a stable, efficient, and flexible method for obtaining optimal estimates of clock offsets, offset rates, and drift rates. A brief overview of the UD filter is also given
Tight estimates for convergence of some non-stationary consensus algorithms
The present paper is devoted to estimating the speed of convergence towards
consensus for a general class of discrete-time multi-agent systems. In the
systems considered here, both the topology of the interconnection graph and the
weight of the arcs are allowed to vary as a function of time. Under the
hypothesis that some spanning tree structure is preserved along time, and that
some nonzero minimal weight of the information transfer along this tree is
guaranteed, an estimate of the contraction rate is given. The latter is
expressed explicitly as the spectral radius of some matrix depending upon the
tree depth and the lower bounds on the weights.Comment: 17 pages, 5 figure
A graph-theoretic condition for irreducibility of a set of cone preserving matrices
Given a closed, convex and pointed cone K in R^n , we present a result which infers K-irreducibility of sets of K-quasipositive matrices from strong connectedness of certain bipartite digraphs. The matrix-sets are defined via products, and the main result is relevant to applications in biology and chemistry. Several examples are presented
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