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Research on the development of fast and robust algorithms for large-scale eigenvalue problems

Research Project

Project/Area Number 17K14143
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeMulti-year Fund
Research Field Computational science
Research InstitutionHosei University (2018-2022)
The University of Tokyo (2017)

Principal Investigator

Aishima Kensuke  法政大学, 情報科学部, 准教授 (40609658)

Project Period (FY) 2017-04-01 – 2023-03-31
Project Status Completed (Fiscal Year 2022)
Budget Amount *help
¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2020: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2019: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2018: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2017: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Keywords数値線形代数 / 数値解析 / 固有値問題 / データ駆動 / 線形代数 / 固有値 / 逆問題 / 数値計算手法
Outline of Final Research Achievements

In this study, numerical algorithms for eigenvalue problems have been designed from the viewpoint of applying matrix factorization approach and projection techniques in matrix calculations. Specifically, a new fast iterative improvement method is proposed as a result of joint research with Prof. Ogita of Tokyo Woman's Christian University. In addition, fast, accurate, and robust numerical algorithms for important mathematical problems in many application areas have been provided, where they can be regarded as variants of the eigenvalue problem.

Academic Significance and Societal Importance of the Research Achievements

インターネット上のウェブ検索のシステムや,購買のための情報推薦システムは,数理的には行列に関する数値計算に帰着される.行列に関する数値計算の中でも,固有値計算は一つの柱をなす重要なものである.本研究は,固有値計算の計算技術の開発とともに,その計算技術の応用範囲を今以上に広げていくことで社会貢献を行った.

Report

(7 results)
  • 2022 Annual Research Report   Final Research Report ( PDF )
  • 2021 Research-status Report
  • 2020 Research-status Report
  • 2019 Research-status Report
  • 2018 Research-status Report
  • 2017 Research-status Report
  • Research Products

    (26 results)

All 2023 2022 2021 2020 2019 2018 2017 Other

All Journal Article (8 results) (of which Peer Reviewed: 8 results,  Open Access: 5 results) Presentation (16 results) (of which Int'l Joint Research: 3 results,  Invited: 3 results) Remarks (2 results)

  • [Journal Article] Statistical modeling and an adaptive averaging technique for strong convergence of the dynamic mode decomposition2023

    • Author(s)
      Kensuke Aishima
    • Journal Title

      Journal of Computational and Applied Mathematics

      Volume: 417 Pages: 114551-114551

    • DOI

      10.1016/j.cam.2022.114551

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Strong consistency of the projected total least squares dynamic mode decomposition for datasets with random noise2022

    • Author(s)
      Kensuke Aishima
    • Journal Title

      Japan Journal of Industrial and Applied Mathematics

      Volume: 40 Issue: 1 Pages: 691-707

    • DOI

      10.1007/s13160-022-00547-6

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Strong convergence for the dynamic mode decomposition based on the total least squares to noisy datasets2020

    • Author(s)
      Aishima Kensuke
    • Journal Title

      JSIAM Letters

      Volume: 12 Issue: 0 Pages: 33-36

    • DOI

      10.14495/jsiaml.12.33

    • NAID

      130007854061

    • ISSN
      1883-0609, 1883-0617
    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] Formulations and theorems of quadratically convergent methods for inverse symmetric eigenvalue problems2020

    • Author(s)
      Aishima Kensuke
    • Journal Title

      Nonlinear Theory and Its Applications, IEICE

      Volume: 11 Issue: 3 Pages: 303-326

    • DOI

      10.1587/nolta.11.303

    • NAID

      130007868232

    • ISSN
      2185-4106
    • Related Report
      2020 Research-status Report
    • Peer Reviewed / Open Access
  • [Journal Article] A quadratically convergent algorithm for inverse generalized eigenvalue problems2020

    • Author(s)
      Kensuke Aishima
    • Journal Title

      Journal of Computational and Applied Mathematics

      Volume: 367 Pages: 112485-112485

    • DOI

      10.1016/j.cam.2019.112485

    • Related Report
      2019 Research-status Report
    • Peer Reviewed
  • [Journal Article] A quadratically convergent algorithm based on matrix equations for inverse eigenvalue problems2018

    • Author(s)
      Aishima Kensuke
    • Journal Title

      Linear Algebra and its Applications

      Volume: 542 Pages: 310-333

    • DOI

      10.1016/j.laa.2017.05.019

    • Related Report
      2018 Research-status Report
    • Peer Reviewed
  • [Journal Article] A quadratically convergent algorithm for inverse eigenvalue problems with multiple eigenvalues2018

    • Author(s)
      Aishima Kensuke
    • Journal Title

      Linear Algebra and its Applications

      Volume: 549 Pages: 30-52

    • DOI

      10.1016/j.laa.2018.03.022

    • Related Report
      2018 Research-status Report
    • Peer Reviewed
  • [Journal Article] Iterative refinement for symmetric eigenvalue decomposition2018

    • Author(s)
      Ogita Takeshi、Aishima Kensuke
    • Journal Title

      Japan Journal of Industrial and Applied Mathematics

      Volume: 35 Issue: 3 Pages: 1007-1035

    • DOI

      10.1007/s13160-018-0310-3

    • NAID

      210000169527

    • Related Report
      2018 Research-status Report
    • Peer Reviewed / Open Access
  • [Presentation] 数値線形代数と線形回帰分析2022

    • Author(s)
      相島健助
    • Organizer
      RIMS共同研究 (公開型) 数値解析が拓く次世代情報社会~エッジから富岳まで~
    • Related Report
      2022 Annual Research Report
    • Invited
  • [Presentation] 制約付きの線形回帰モデルに対する推定量の一致性について2022

    • Author(s)
      相島健助
    • Organizer
      日本応用数理学会2022年度年会
    • Related Report
      2022 Annual Research Report
  • [Presentation] ある線形回帰モデルに対して特異値分解を用いて計算する推定量の一致性について2022

    • Author(s)
      相島健助
    • Organizer
      2022年並列/分散/協調処理に関するサマー・ワークショップ (SWoPP2022)
    • Related Report
      2022 Annual Research Report
  • [Presentation] 摂動成分を限定する全最小二乗問題に対する統計モデリングと数値解法の漸近解析2022

    • Author(s)
      相島健助
    • Organizer
      日本応用数理学会 研究部会 連合発表会
    • Related Report
      2021 Research-status Report
  • [Presentation] 動的モード分解に対して収束を保証する平均化手法について2021

    • Author(s)
      相島健助
    • Organizer
      日本応用数理学会2021年度年会
    • Related Report
      2021 Research-status Report
  • [Presentation] 低ランク行列近似の数理2021

    • Author(s)
      相島健助
    • Organizer
      第36回信号処理シンポジウム
    • Related Report
      2021 Research-status Report
    • Invited
  • [Presentation] 部分空間を制限する全最小二乗法の効率的な計算手法とその収束解析2021

    • Author(s)
      相島健助
    • Organizer
      日本応用数理学会 2021年研究部会連合発表会
    • Related Report
      2020 Research-status Report
  • [Presentation] ノイズを含むデータに対する動的モード分解の推定精度の理論解析2020

    • Author(s)
      相島健助
    • Organizer
      日本応用数理学会2020年度年会
    • Related Report
      2020 Research-status Report
  • [Presentation] Convergence theorem of iterative projection methods for symmetric eigenvalue problems2019

    • Author(s)
      Kensuke Aishima
    • Organizer
      9th International Congress on Industrial and Applied Mathematics (ICIAM2019)
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research
  • [Presentation] 時系列データの適切なノイズ除去を行う動的モード分解の計算手法2019

    • Author(s)
      相島健助
    • Organizer
      2019年並列/分散/協調処理に関する『北見』サマー・ワークショップ (SWoPP2019)
    • Related Report
      2019 Research-status Report
  • [Presentation] 動的モード分解のノイズ除去の効果に対する統計解析2019

    • Author(s)
      相島健助
    • Organizer
      日本応用数理学会2019年度年会
    • Related Report
      2019 Research-status Report
  • [Presentation] 動的モード分解に対する確率解析2019

    • Author(s)
      相島健助
    • Organizer
      京都大学数理解析研究所 研究集会「諸科学分野を結ぶ基礎学問としての数値解析学」
    • Related Report
      2019 Research-status Report
    • Invited
  • [Presentation] Matrix Multiplication Based Algorithm for Inverse Eigenvalue Problems and Its Quadratic Convergence2018

    • Author(s)
      Kensuke Aishima
    • Organizer
      18th SIAM Conference on Parallel Processing for Scientific Computing, 2018, Tokyo
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] A Quadratically Convergent Algorithm Based on Matrix Equations for Inverse Eigenvalue Problems2017

    • Author(s)
      Kensuke Aishima
    • Organizer
      The Householder Symposium XX, 2017, The Inn at Virginia Tech
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research
  • [Presentation] 重複固有値を指定する逆固有値問題に対する二次収束解法について2017

    • Author(s)
      相島健助
    • Organizer
      日本応用数理学会2017年度年会,武蔵野大学,2017
    • Related Report
      2017 Research-status Report
  • [Presentation] 信号到来方向推定アルゴリズムESPRITの数理構造を用いる動的モード分2017

    • Author(s)
      相島健助
    • Organizer
      日本応用数理学会「行列・固有値の解法とその応用」研究部会 第24回研究会, 東大
    • Related Report
      2017 Research-status Report
  • [Remarks] Research

    • URL

      https://aishima.cis.k.hosei.ac.jp/research.html

    • Related Report
      2022 Annual Research Report
  • [Remarks]

    • URL

      https://aishima.cis.k.hosei.ac.jp/research.html

    • Related Report
      2019 Research-status Report

URL: 

Published: 2017-04-28   Modified: 2024-01-30  

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