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Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 45 for “"Cholesky"”.
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Matrix Factorizations, Triadic Matrices, and Modified Cholesky Factorizations for Optimization
This thesis focuses on the Cholesky-related factorizations of symmetric matrices and their application to Newton-type optimization. A matrix is called triadic if it has at most two nonzero off-diagonal elements in each column. Tridiagonal matrices are a special case of these. We prove that the …
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Improving the performance of sparse cholesky factorization with fine grain synchronization
Thesis (M.S.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1994.
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Implementação do cálculo do Fator de Cholesky diretamente a partir da matriz de rigidez do elemento estrutural
… this matrix into an upper triangular matrix, the Cholesky factor. Here, it is shown how this factor may be obtained directly from the factor of the elemental stiffness matrix and a representative factor of the structural matrix. The results from the computers program which was developed for the …
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Contributions to Large Covariance and Inverse Covariance Matrices Estimation
… multivariate financial data. An order-invariant Cholesky-log-GARCH model is developed for estimating the time-varying covariance matrices based on the modified Cholesky decomposition. This decomposition provides a statistically interpretable parametrization of the covariance matrix. The key idea …
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Computation of nodes and weights of Gaussian Quadrature rule by using Jacobi method
… eigenvalue problems. Of these the QR algorithm, Cholesky iteration and Jacobi rotational methods are commonly used. In this project we checked rate the of convergence and accuracy of the Cholesky-iterative method and the Jacobi's method for finding eigenvalues and eigen vectors and found that the …
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Data-rich multivariable detection and diagnosis using eigenspace analysis
… reducing the data dimension. The eigenspace and Cholesky matrices are decompositions of the sample covariance matrix obtained from multiple samples. Detection strategies using the eigenspace and Cholesky matrices compute second order statistics and use this information to detect subtle changes in …
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Structured linear algebra problems and applications to system identification
… Toeplitz matrices, it is proven that the Cholesky factor has a limited rank-revealing property. This property has a close connection with a stability result for the Schur algorithm for the factorization of a positive definite Toeplitz matrix. An attempt is made to extend the connection …
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Cooperative Data Transfer: Fast Message -Passing on Shared-Memory Multiprocessors
… such as sorting, Fast Fourier Transform, Cholesky factorization, and matrix and vector multiplication.
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Objective Bayesian Analysis of Kullback-Liebler Divergence of two Multivariate Normal Distributions with Common Covariance Matrix and Star-shape Gaussian Graphical Model
… by the common precision matrix. We use the Cholesky decomposition for re-parameterization of the precision matrix. The KL divergence is a true distance measurement for divergence between the two multivariate normal populations with common covariance matrix. Frequentist properties of the …
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Towards Scalable Parallel Simulation of the Structural Mechanics of Piezoelectric-Controlled Beams
… code is scalable, with the exception of a banded Cholesky factorization, which does not fully utilize the parallel environment.
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The Genetic Epidemiology of Purging Disorder, Anorexia Nervosa, and Obsessive Compulsive Personality Disorder
… both studies. Univariate analyses, a bivariate Cholesky decomposition, and an item-factor modeling approach were used. Results from Study 1 revealed estimates of 3.0%, 3.4%, 3.7%, and 11.5% for self-induced vomiting, laxative and diuretic abuse, and excessive exercise, respectively. Laxative …
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EFFECTIVE TRAINING OF NEURAL NETWORKS FOR BETTER GENERALIZATION
… Adam, and a memory-efficient Shampoo using 4-bit Cholesky quantization with error feedback, enabling scalable second-order training. From the data side, we investigate why data-centric strategies enhance generalization. We analyze semi-supervised learning and data augmentation through the lens of …
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Conjugate gradient density matrix search: A linear scaling alternative to diagonalization
… for use with first principles calculations. A Cholesky decomposition of the overlap matrix and its inverse, which can be formed in near linear time for sparse systems, is used to transform to and back from an orthonormal basis. Linear scaling of CPU time for the density matrix search and …
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Quadratic minimization and least distance programming
… This algorithm uses a variation of the Cholesky factorization technique for positive definite matrices, since Cholesky factorization is known to be numerically stable. In solving the least distance programming problem it is found that certain special cases, dealing with the orthogonality …
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Bayesian analysis of multivariate stochastic volatility and dynamic models
… matrices is studied using different modified Cholesky decompositions. We propose a hierarchal approach for selection of the volatility equation's variance components. We extend the results of the first in order to apply the stochastic search algorithm to dynamic model settings. We develop a …
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Random Effects Selection In Bayesian Accelerated Failure Time Model With Correlated Interval Censored Data
… time models. The proposed method relies on Cholesky decomposition on the random effects covariance matrix and the parameter expansion method for the selection of random effects. The Dirichlet prior is used to model the uncertainty in the random effects. The error distribution for the AFT …
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Dutch Disease in Australia: A Structural VAR Model
… identified the structural shocks using short-run Cholesky decomposition by making system recursive. The result showed that the foreign demand shock caused to raise the price of the commodity, and shock to the commodity price cause the real exchange rate to appreciate and has a positive impact on …
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Vectorization and microtasking of UTCHEM on the CRAY X-MP
… method was also compared to a vectorized Cholesky decomposition, which is a direct method. The method of relative changes was modified in two different ways to include all components for selection of time steps. Modifications to the restart option and dimensioning has increased the …
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Strategies For Recycling Krylov Subspace Methods and Bilinear Form Estimation
… based on incomplete matrix factorization (ILU, Cholesky) are very slow on the GPUs, we develop a preconditioner that is effective but well suited for GPU implementation.
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Multivariate Nonstationary Time Series: Spectrum Analysis and Dimension Reduction
… based penalized spline models of modified Cholesky components, which provide flexible nonparametric estimates that preserve positive definite structures of spectral matrices. The approach is formulated in a Bayesian framework, in which the number and location of partitions are random, and …
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