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Showing 1 to 12 of 12 for “"Gram-Schmidt"”.

  1. Incomplete factorization preconditioning for linear least squares problems

    … is proposed. The family is based on incomplete Gram-Schmidt (IGS) factorizations of A. Particular attention has been given to the following members of the family: Incomplete Classical Gram-Schmidt (ICGS), Incomplete Modified Gram-Schmidt (IMGS) and Compressed Incomplete Modified Gram-Schmidt

    uiuc Repository record for Incomplete factorization preconditioning for linear least squares problems (opens in a new tab)

  2. Computation of Lyapunov Exponents and Control of a Hyperchaotic System

    … the order-p LCEs and repeated application of the Gram-Schmidt orthonormalization procedure. We expect two positive LCEs for the Chen System. The program is adaptive to any n-th order chaotic and hyperchaotic systems. Controllers are then developed in order to stablize the hyperchaotic Chen system …

    gsu Repository record for Computation of Lyapunov Exponents and Control of a Hyperchaotic System (opens in a new tab)

  3. Gas chromatography/Fourier transform infrared spectroscopy/mass spectrometry for environmental analysis: A quick turnaround method for the analysis of polycyclic aromatic hydrocarbons

    … FT-IR were examined. These methods were: the Gram-Schmidt method, maximum absorbance method and the integrated absorbance method. The results were compared to those obtained from the mass spectrometer operating in the single and total ion mode. The effect that injection volume has on …

    unlv Repository record for Gas chromatography/Fourier transform infrared spectroscopy/mass spectrometry for environmental analysis: A quick turnaround method for the analysis of polycyclic aromatic hydrocarbons (opens in a new tab)

  4. Stable Sparse Orthogonal Factorization of Ill-Conditioned Banded Matrices for Parallel Computing

    … similar stability results as the modified Gram-Schmidt process. On this basis, we develop a parallel algorithm for the factorization in a distributed computing environment. Through an analysis of its performance, we show that the communication costs reach the theoretical least upper bounds, …

    syracuse-diss Repository record for Stable Sparse Orthogonal Factorization of Ill-Conditioned Banded Matrices for Parallel Computing (opens in a new tab)

  5. Smart IP of QR decomposition for rapid prototyping on FPGAs

    … QRD based on Givens-Rotation (GR) and Modified-Gram- Schmidt (MGS) algorithms. Our configurable designs are flexible enough to meet a wide variety of application requirements. We demonstrate that our area and timing results are comparable, and in some cases superior, to state-of-art …

    mit Repository record for Smart IP of QR decomposition for rapid prototyping on FPGAs (opens in a new tab)

  6. Robust Adaptive Signal Processors

    … as well. The robust algorithms are based on the Gram Schmidt Cascaded Canceller (GSCC) structure where novel building block algorithms are derived for it and analyzed using the theory of Robust Statistics. Coined M – cancellers after M – estimates of Huber, these novel cascaded cancellers combine …

    vt Repository record for Robust Adaptive Signal Processors (opens in a new tab)

  7. Techniques in support vector classification

    … we use a kernel version of the classical Gram-Schmidt orthonormalization procedure again coupled with Fisher's discriminant. We apply our method to the materials design problem and to a handwritten digit recognition problem. Finally, we consider the problem of training Support Vector …

    colostate Repository record for Techniques in support vector classification (opens in a new tab)

  8. Uncertainty quantification in the dynamic analysis of offshore structures

    … Arbitrary PCE (aPCE) approaches, based on Gram-Schmidt orthogonalization, can be used to define polynomials in terms of the uncertain variables and offers a non-parametric option for UQ. An aPCE approach that can systematically account for multivariate stochasticity is developed in this …

    texas Repository record for Uncertainty quantification in the dynamic analysis of offshore structures (opens in a new tab)

  9. Aging effect on successful reactive-recovery from unexpected slips: a 3D lower extremity joint moment analysis

    … extremity based on available landmarks using the Gram-Schmidt orthogonalization algorithm. 3D inverse dynamics was implemented to obtained lower extremity joint moments. Magnitude and timing of obtained joint moment patterns during stance phase were subjected to one and two-way analysis of …

    vt Repository record for Aging effect on successful reactive-recovery from unexpected slips: a 3D lower extremity joint moment analysis (opens in a new tab)

  10. HILBERT SPACES AND FOURIER SERIES

    <p>I give an overview of the basic theory of Hilbert spaces necessary to understand the convergence of the Fourier series for square integrable functions. I state the necessary theorems and definitions to understand the formulations of the problem in a Hilbert space framework, and then I give some …

    csusb Repository record for HILBERT SPACES AND FOURIER SERIES (opens in a new tab)

  11. An application of Chebyshev polynomials to the solution of a two-dimensional elliptic boundary-value problem

    … the system of equations is overdetermined, the Gram-Schmidt method of orthogonalization is used. Calculations are done with the aid of a computer code, CDP, developed as part of this dissertation. Two different test problems are solved using a first order finite difference computer code, PDQ-7 …

    vt Repository record for An application of Chebyshev polynomials to the solution of a two-dimensional elliptic boundary-value problem (opens in a new tab)

  12. Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial Markets

    The primary objective of this dissertation is to revisit the CAPM and the Fama-French multi-factor models with a view to evaluate the validity of the probabilistic assumptions imposed (directly or indirectly) on the particular data used. By thoroughly testing the assumptions underlying these …

    vt Repository record for Revisiting the CAPM and the Fama-French Multi-Factor Models: Modeling Volatility Dynamics in Financial Markets (opens in a new tab)