Two recursive pivot-free algorithms for matrix inversion Gennadi Malaschonok and Mikhail Zuyev Tambov State University, Laboratory for Algebraic Computations, e-mail: [email protected] We present two deterministic recursive pivot-free algorithms for matrix inversion. These algorithms improve on previous methods that required invertible on-diagonal blocks, or required row- or column-based pivoting. These algorithms have the same complexity as matrix multiplication, and they are recursive algorithms that do not require pivoting. Therefore they are suitable for the parallel computer systems. Fast matrix multiplication and fast block matrix inversion were discovered by Strassen [1]. We can write inverse matrix A−1 in the form      −1  I −A−1 C I 0 I 0 A 0 , 0 I 0 (D − BA−1 C)−1 −B I 0 I   A C if A = is an invertible matrix with invertible block A. B D The complexity of Strassen’s recursive algorithm for block matrix inversion is the same as the complexity of an algorithm for matrix multiplication. Other recursive methods for adjoint and inverse matrix computation have the complexity of matrix multiplications too (see for example [3-6]). This is another form of the inverse matrix A−1      −1  I −A−1 C I 0 I 0 A 0 0 I 0 (B −1 D − A−1 C)−1 −I I 0 B −1 for invertible matrix A with invertible blocks A and B. Here block inversion may be done simultaneously for blocks A and B. So this form gives a method with better parallelization of the computational process. In all these algorithms it is assumed that principal minors are invertible and the leading elements are nonzero as in most of the direct algorithms for matrix inversion. It is necessary to find a suitable nonzero element and to perform permutations of matrix columns or rows. Such permutation is not a very difficult operation for sequential computations but it is a difficult operation for parallel computations. 1

The problem of obtaining such pivot-free algorithm and usefullness of such algorithm was studied in [2],[3] by S.Watt. He presented the algorithm that is based on the following identity for a nonsingular matrix: A−1 = (AT A)−1 AT . Here AT is the transposed matrix to A and all principal minors of the matrix At A are nonzero. It is nice and simple decision but unfortunately two additional specialized matrix multiplications are used in this algorithm. We suggest two algorithms for matrix inversion. These algorithms have the same complexity as matrix multiplication and do not require pivoting. For singular matrices they allow to obtain a nonsingular block of the biggest size. These algorithms may be used in any field, including the reals and the complexes. But we do not require numerical stability as usually for block method. So the most interesting cases are finite fields, field of rationals and their extensions. The preliminary short versions of this talk is in [6,7]. The talk is organized as follows: Section 2 provides some necessary background and notations. Section 3 presents our method with two-sided decomposition (E-inversion) with illustration and example. Section 4 presents our method with one-sided decomposition (H-inversion) with illustration and example.

Список литературы [1] Strassen V.: Gaussian Elimination is not optimal. Numerische Mathematik. 13, (1969) 354–356. [2] Watt S.M. Pivot-Free Block Matrix Inversion. Maple Conference 2006, July 23-26, Waterloo, Canada. http://www.csd.uwo.ca/ watt/pub/reprints/2006-mc-bminv-poster.pdf [3] Watt S.M. Pivot-Free Block Matrix Inversion. http://www.csd.uwo.ca/ watt/pub/reprints/2006-synasc-bminv.pdf [4] Malaschonok G.I.: Effective Matrix Methods in Commutative Domains. In: Formal Power Series and Algebraic Combinatorics. Springer, Berlin (2000) 506–517. [5] Akritas A. and Malaschonok G.: Computation of Adjoint Matrix. In: Fourth International Workshop on Computer Algebra Systems and Applications (CASA 2006), LNCS 3992. Springer, Berlin (2006) 486-489. [6] Malaschonok G.I.: Parallel Algorithms of Computer Algebra. Materials of the conference dedicated for the 75 years of the Mathematical and Physical Dep. of Tambov State University. /November 22-24, 2005/. Tambov. TSU (2005) 44-56. [7] Malaschonok G.I. and Zuyev M.S.: Generalized algorithm for computing of inverse matrix. 11-th conference "Derzhavinskie Chtenia". /February 2-6, 2006/. Tambov. TSU (2006) 58-62. 2

Two recursive pivot-free algorithms for matrix inversion

The talk is organized as follows: Section 2 provides some necessary background ... with one-sided decomposition (H-inversion) with illustration and example.

85KB Sizes 2 Downloads 170 Views

Recommend Documents

MATRIX DECOMPOSITION ALGORITHMS A ... - PDFKUL.COM
[5] P. Lancaster and M. Tismenestsky, The Theory of Matrices, 2nd ed., W. Rheinboldt, Ed. Academic Press, 1985. [6] M. T. Chu, R. E. Funderlic, and G. H. Golub, ...

Deterministic algorithms for skewed matrix products
Figure 1 A high-level pseudocode description of the algorithm. In ComputeSummary we iterate over the n outer products and to each one of them apply Lemma 1 such that only the b heaviest entries remain. We update the summary with the entries output by

Non-Negative Matrix Factorization Algorithms ... - Semantic Scholar
Keywords—matrix factorization, blind source separation, multiplicative update rule, signal dependent noise, EMG, ... parameters defining the distribution, e.g., one related to. E(Dij), to be W C, and let the rest of the parameters in the .... contr

MATRIX DECOMPOSITION ALGORITHMS A ... - Semantic Scholar
... of A is a unique one if we want that the diagonal elements of R are positive. ... and then use Householder reflections to further reduce the matrix to bi-diagonal form and this can ... http://mathworld.wolfram.com/MatrixDecomposition.html ...

MATRIX DECOMPOSITION ALGORITHMS A ... - Semantic Scholar
solving some of the most astounding problems in Mathematics leading to .... Householder reflections to further reduce the matrix to bi-diagonal form and this can.

Two Phase Stochastic Local Search Algorithms for the Biobjective ...
Aug 20, 2007 - We call this method PLS2. 2.2.2 Memetic algorithm ... tive space to the line which connects the starting and the guiding solution is selected.

Two algorithms for computing regular equivalence - Semantic Scholar
data, CATREGE is used for categorical data. For binary data, either algorithm may be used, though the CATREGE algorithm is significantly faster and its output ... lence for single-relation networks as follows: Definition 1. If G = and = is an equiva

Two Phase Stochastic Local Search Algorithms for the Biobjective ...
Aug 20, 2007 - phase of the algorithms, a search for a good approximation of the sup- .... Metaheuristics for Multiobjective Optimisation, pages 177–199,. Berlin ...

Models and Algorithms for Three-Stage Two ...
Nov 30, 2005 - {puchinger|raidl}@ads.tuwien.ac.at. Preprint submitted .... derbeck solves a three-stage two-dimensional cutting stock problem, where the main ...

Implementing Two Simplified Coalescent Algorithms
Finally, I would like to thank my friends Mahmood Rahmani for his useful help with com- ..... N); With the coalescent algorithm one can trace the genes' ancestry of those n genes backward- in-time instead of tracing the ..... Now one can calculate th

Implementing Two Simplified Coalescent Algorithms
Master of Science Thesis in the Master Degree Program Complex Adaptive. Systems. BEHRANG MAHJANI. Department of Applied Physics. Division of Complex ...

Implementing Two Simplified Coalescent Algorithms
Master of Science Thesis in the Master Degree Program Complex Adaptive. Systems. ... The main use of coalescent algorithm is when one desires to find the.

Laser Physics Population Inversion
3. Dr. Hazem Falah Sakeek. The Boltzmann equation determines the relation between the population number of a specific energy level and the temperature:.

Recursive Risk Sharing: Microfoundations for ...
Next we turn to character- izing the risk-sharing problem in a recursive utility setting using a log-linearizion. The solution to this problem lets us explore the pricing kernel and the implied representative agent preferences. 2 Recursive Utility Pa

The Optimal Architecture Design of Two-Dimension Matrix ...
Apr 4, 2008 - Matrix data are jumping from one element to others for optimizing latency, speed and resource consumption. The proposed JSA algorithm can.

INVERSION CCP.pdf
Page. 1. /. 1. Loading… Page 1 of 1. 'HILQLPRVODLQYHUVLyQFRQFHQWUR$\FLUFXQIHUHQFLDGHSXQWRVGREOHVODTXHWUDQVIRUPDDODFLUFXQIHUHQFLD2HQHOOD. misma. O1. O2. A. D. D1. arancondibujotecnico.

Recursive Functions - GitHub
Since the successor function can increment by one, we can easily find primitive ... Here we have used the convention of ending predicate names with “?”; in this .... that is, functions that are undefined, or divergent, at some values in the domai

Recursive Attribute Factoring - Audentia
The World Wide Knowledge Base Project (Available at http://cs.cmu.edu/∼WebKB). 1998. [12] Sergey Brin and Lawrence Page. The anatomy of a large-scale ...

seismic inversion pdf
File: Seismic inversion pdf. Download now. Click here if your download doesn't start automatically. Page 1 of 1. seismic inversion pdf. seismic inversion pdf.

Two-Stage Learning Kernel Algorithms - NYU Computer Science
(http://www.cs.toronto.edu/∼delve/data/datasets.html). Table 1 summarizes our results. For classification, we com- pare against the l1-svm method and report ...

The primitive recursive functions
14 Jan 2014 - relation p −→ q over the sets PRF and N as an inductive definition in figure 8. ... (f.fs)[t] =⇒ k.ks. Figure 4: Operational semantics. 1.4 Denotational semantics. As an alternative way of defining the semantics for a computation

Contract Algorithms and Robots on Rays: Unifying Two ...
Contract Algorithms and Robots on Rays: Unifying Two Scheduling Problems. Daniel S. Bernstein. Dept. of Computer Science. University of Massachusetts. Amherst, MA 01003 [email protected]. Lev Finkelstein. Computer Science Department. Technion—IIT.