Sökning: "matrix decomposition"

Visar resultat 1 - 5 av 71 avhandlingar innehållade orden matrix decomposition.

  1. 1. Subspace Computations via Matrix Decompositions and Geometric Optimization

    Författare :Lennart Simonsson; Axel Ruhe; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Mathematics; Numerical Analysis; Rank-revealing UTV; Jacobi-Davidson algorithm; Decomposition; Grassmann type algorithms; Numerical analysis; Numerisk analys;

    Sammanfattning : This thesis is concerned with the computation of certain subspaces connected to a given matrix, where the closely related problem of approximating the matrix with one of lower rank is given special attention. To determine the rank and obtain bases for fundamental subspaces such as the range and null space of a matrix, computing the singular value decomposition (SVD) is the standard method. LÄS MER

  3. 2. Digital Hardware Aspects of Multiantenna Algorithms

    Författare :Fredrik Edman; Institutionen för elektro- och informationsteknik; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Beamforming; MIMO; FPGA; Implementation; Hardware; Matrix; Inversion; QR-decomposition; SVD; Capon; Signal processing; Signalbehandling; Electronics; Elektronik och elektroteknik; Elektronik; Telecommunication engineering; Telekommunikationsteknik; Electronics and Electrical technology;

    Sammanfattning : The field of wireless communication is growing rapidly, with new requirements for the next generation of mobile and wireless communications technology. In order to achieve the capacities needed for future wireless systems, the design and implementation of advanced communications techniques such as multiantenna systems is required. LÄS MER

  4. 3. Modeling the covariance matrix of financial asset returns

    Författare :Gustav Alfelt; Joanna Tyrcha; Taras Bodnar; Vasyl Golosnoy; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Realized covariance; Autoregressive time-series; Goodness-of-fit test; Matrix singularity; Portfolio theory; Wishart distribution; Matrix-variate gamma distribution; Parameter estimation; High-dimensional data; Moore-Penrose inverse; matematisk statistik; Mathematical Statistics;

    Sammanfattning : The covariance matrix of asset returns, which describes the fluctuation of asset prices, plays a crucial role in understanding and predicting financial markets and economic systems. In recent years, the concept of realized covariance measures has become a popular way to accurately estimate return covariance matrices using high-frequency data. LÄS MER

  5. 4. Bilinear Regression and Second Order Calibration

    Författare :Marie Linder; Pieter Kroonenberg; Stockholms universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; chemometrics; calibration; multivariate; hyphenated methods; matrix data; bilinear model; least squares; singular value decomposition; generalized rank annihilation; trilinear decomposition; parallel factor analysis; principal components regression; partial least squares; prediction; matematisk statistik; Mathematical Statistics;

    Sammanfattning : We consider calibration of second-order (or "hyphenated") instruments for chemical analysis. Many such instruments generate bilinear two-way (matrix) type data for each specimen. The bilinear regression model is to be estimated from a number of specimens of known composition. LÄS MER

  7. 5. Algorithms in data mining using matrix and tensor methods

    Författare :Berkant Savas; Lars Eldén; Lieven De Lathauwer; Linköpings universitet; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Volume; Minimization criterion; Determinant; Rank deficient matrix; Reduced rank regression; System identification; Rank reduction; Volume minimization; General algorithm; Handwritten digit classification; Tensors; Higher order singular value decomposition; Tensor approximation; Least squares; Tucker model; Multilinear algebra; Notation; Contraction; Tensor matricization; Newton s method; Grassmann manifolds; Product manifolds; Quasi-Newton algorithms; BFGS and L-BFGS; Symmetric tensor approximation; Local intrinsic coordinates; Global embedded coordinates; ; Numerical analysis; Numerisk analys;

    Sammanfattning : In many fields of science, engineering, and economics large amounts of data are stored and there is a need to analyze these data in order to extract information for various purposes. Data mining is a general concept involving different tools for performing this kind of analysis. LÄS MER