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Development of accurate algorithms for numerical linear algebra

Research Project

Project/Area Number 16H03917
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field Computational science
Research InstitutionTokyo Woman's Christian University

Principal Investigator

Ogita Takeshi  東京女子大学, 現代教養学部, 教授 (00339615)

Co-Investigator(Kenkyū-buntansha) 尾崎 克久  芝浦工業大学, システム理工学部, 准教授 (90434282)
Project Period (FY) 2016-04-01 – 2019-03-31
Project Status Completed (Fiscal Year 2018)
Budget Amount *help
¥18,330,000 (Direct Cost: ¥14,100,000、Indirect Cost: ¥4,230,000)
Fiscal Year 2018: ¥3,900,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥900,000)
Fiscal Year 2017: ¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2016: ¥9,880,000 (Direct Cost: ¥7,600,000、Indirect Cost: ¥2,280,000)
Keywords高精度数値線形代数 / 高精度計算 / 数値線形代数 / 数値計算手法
Outline of Final Research Achievements

For linear systems, we conducted on numerical algorithms that can always obtain the best approximate solution regardless of the condition number of the coefficient matrix.
We developed an iterative improvement algorithm for eigenvectors with quadratic convergence for symmetric eigenvalue problems. This enables us to develop a numerical algorithm that can always obtain the best approximate solution. We also developed a numerical algorithm that can always obtain the best approximate solution of singular value problems for nonsymmetric matrices.
In order to improve the efficiency of the above proposed algorithms, we developed accurate matrix multiplication algorithms. In addition, as test problems in numerical linear algebra, we developed methods for generating problems with exact solutions.

Academic Significance and Societal Importance of the Research Achievements

科学技術計算では、理工学の様々な分野において多くの問題を数値線形代数の問題に帰着する。本研究では、そのような問題において、常に最良の近似解を得ることが可能な数値計算アルゴリズムについて研究を実施した。これは、数値線形代数をはじめとして数値計算の新たな方向性を開拓するものであり、本研究の遂行が計算科学の分野に与える学術的な意義は極めて大きい。そして、すべての科学技術計算における品質及び信頼性の向上に貢献する研究であるため、実用上も非常に有用である。

Report

(4 results)
  • 2018 Annual Research Report   Final Research Report ( PDF )
  • 2017 Annual Research Report
  • 2016 Annual Research Report
  • Research Products

    (36 results)

All 2019 2018 2017 2016 Other

All Int'l Joint Research (3 results) Journal Article (7 results) (of which Int'l Joint Research: 1 results,  Peer Reviewed: 7 results,  Open Access: 6 results) Presentation (26 results) (of which Int'l Joint Research: 16 results,  Invited: 2 results)

  • [Int'l Joint Research] Hamburg University of Technology(Germany)

    • Related Report
      2017 Annual Research Report
  • [Int'l Joint Research] KTH Royal Institute of Technology(Sweden)

    • Related Report
      2017 Annual Research Report
  • [Int'l Joint Research] ハンブルク工科大学(ドイツ)

    • Related Report
      2016 Annual Research Report
  • [Journal Article] Iterative refinement for symmetric eigenvalue decomposition II: clustered eigenvalues2019

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

      Japan Journal of Industrial and Applied Mathematics

      Volume: 印刷中 Issue: 2 Pages: 435-459

    • DOI

      10.1007/s13160-019-00348-4

    • NAID

      210000174658

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Open Access
  • [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 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Acceleration of a preconditioning method for ill-conditioned dense linear systems by use of a BLAS-based method2017

    • Author(s)
      Y. Kobayashi, T. Ogita, K. Ozaki
    • Journal Title

      Reliable Computing

      Volume: 25 Pages: 15-23

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Generation of Linear Systems with Specified Solutions for Numerical Experiments2017

    • Author(s)
      K. Ozaki, T. Ogita
    • Journal Title

      Reliable Computing

      Volume: 25 Pages: 148-167

    • Related Report
      2017 Annual Research Report
    • Peer Reviewed / Open Access
  • [Journal Article] Error-free transformation of matrix multiplication with a posteriori validation2016

    • Author(s)
      K. Ozaki, T. Ogita, S. Oishi
    • Journal Title

      Numerical Linear Algebra with Applications

      Volume: 23 Issue: 5 Pages: 931-946

    • DOI

      10.1002/nla.2061

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Interval arithmetic with fixed rounding mode2016

    • Author(s)
      S. M. Rump, T. Ogita, Y. Morikura, S. Oishi
    • Journal Title

      Nonlinear Theory and Its Applications, IEICE

      Volume: 7 Issue: 3 Pages: 362-373

    • DOI

      10.1587/nolta.7.362

    • NAID

      130005161827

    • ISSN
      2185-4106
    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Open Access / Int'l Joint Research
  • [Journal Article] Accurate and efficient algorithm for solving ill-conditioned linear systems by preconditioning methods2016

    • Author(s)
      Y. Kobayashi, T. Ogita
    • Journal Title

      Nonlinear Theory and Its Applications, IEICE

      Volume: 7 Issue: 3 Pages: 374-385

    • DOI

      10.1587/nolta.7.374

    • NAID

      130005161826

    • ISSN
      2185-4106
    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Open Access
  • [Presentation] Iterative Refinement for Singular Value Decomposition2019

    • Author(s)
      T. Ogita
    • Organizer
      SIAM Conference on Computational Science and Engineering (CSE19), Spokane Convention Center, Spokane, Washington, USA
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Test matrices with specified solutions for numerical linear algebra2019

    • Author(s)
      K. Ozaki, T. Ogita
    • Organizer
      2019 Conference on Advanced Topics and Auto Tuning in High-Performance Scientific Computing, National Sun Yat-sen University, Kaohsiung, Taiwan
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Iterative Refinement for Singular Value Decomposition2018

    • Author(s)
      T. Ogita
    • Organizer
      The 18th International Symposium on Scientific Computing, Computer Arithmetic, and Verified Numerical Computations, Waseda University, Tokyo, Japan
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Rounding Error Analysis of QR Decomposition Using LU Factors Based on CholeskyQR Algorithm2018

    • Author(s)
      T. Terao, K. Ozaki, T. Ogita
    • Organizer
      IX Pan-American Workshop Applied Mathematics & Computational Science, Melia Varadero Hotel, Varadero, Cuba
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Test Matrices for Symmetric Eigenvalue Problems Using Weighing Matrices2018

    • Author(s)
      K. Ozaki, T. Ogita
    • Organizer
      IX Pan-American Workshop Applied Mathematics & Computational Science, Melia Varadero Hotel, Varadero, Cuba
    • Related Report
      2018 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Development of Verified Numerical Computations in High-Performance Computing Environments2018

    • Author(s)
      T. Ogita
    • Organizer
      2018 Conference on Advanced Topics and Auto Tuning in High-Performance Scientific Computing (ATAT in HPSC 2018)
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Accurate and Verified Numerical Computations with HPC2018

    • Author(s)
      T. Ogita
    • Organizer
      SIAM Conference on Parallel Processing for Scientific Computing 2018 (SIAM PP18)
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Verification of Computational Order of Dot Product from the Behavior of Rounding Errors2018

    • Author(s)
      A. Sakamoto, K. Ozaki
    • Organizer
      The 10th Int'l Conference on Computational Intelligence and Software Engineering (CiSE 2018)
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Test Matrices with the Specified Solution for Numerical Linear Algebra2018

    • Author(s)
      K. Ozaki
    • Organizer
      The 10th Int'l Conference on Computational Intelligence and Software Engineering (CiSE 2018)
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 丸め誤差を利用した計算順序を特定する例題について2018

    • Author(s)
      坂本 篤志,尾崎 克久
    • Organizer
      日本応用数理学会部会連合発表会
    • Related Report
      2017 Annual Research Report
  • [Presentation] 行列積に対する隣接浮動小数点丸めの結果を返すアルゴリズム2018

    • Author(s)
      尾崎 克久
    • Organizer
      日本応用数理学会部会連合発表会
    • Related Report
      2017 Annual Research Report
  • [Presentation] 連立一次方程式の数値解の下端・上端型区間による最適な包み込み2017

    • Author(s)
      落合 涼太,寺尾 剛史,尾崎 克久
    • Organizer
      日本応用数理学会研究部会連合発表会
    • Place of Presentation
      電気通信大学,調布市
    • Year and Date
      2017-03-07
    • Related Report
      2016 Annual Research Report
  • [Presentation] ブロックコレスキー分解を用いた連立一次方程式の数値解の精度保証法2017

    • Author(s)
      寺尾 剛史,尾崎 克久
    • Organizer
      日本応用数理学会研究部会連合発表会
    • Place of Presentation
      電気通信大学,調布市
    • Year and Date
      2017-03-07
    • Related Report
      2016 Annual Research Report
  • [Presentation] A preconditioning method for dense linear systems2017

    • Author(s)
      Takeshi Ogita
    • Organizer
      Numerical Analysis Seminar
    • Place of Presentation
      North Carolina State University, USA
    • Year and Date
      2017-03-06
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Iterative refinement of eigenvectors of symmetric matrices with clustered eigenvalues2017

    • Author(s)
      Takeshi Ogita
    • Organizer
      SIAM Conference on Computational Science and Engineering (CSE17)
    • Place of Presentation
      Hilton Atlanta, USA
    • Year and Date
      2017-03-02
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Faithful Rounding for Matrix Multiplication2017

    • Author(s)
      Katsuhisa Ozaki, Takeshi Ogita
    • Organizer
      SIAM Conference on Computational Science and Engineering (CSE17)
    • Place of Presentation
      Hilton Atlanta, USA
    • Year and Date
      2017-03-02
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 線形問題におけるHPC向きの精度保証法と反復改良法2017

    • Author(s)
      荻田 武史
    • Organizer
      第9回自動チューニング技術の現状と応用に関するシンポジウム(ATTA2017)
    • Related Report
      2017 Annual Research Report
    • Invited
  • [Presentation] 数値線形代数における反復改良法,2017

    • Author(s)
      荻田 武史
    • Organizer
      第17回AT研究会オープンアカデミックセッション(ATOS17)
    • Related Report
      2017 Annual Research Report
    • Invited
  • [Presentation] 対称行列に対する固有値分解の反復改良法2017

    • Author(s)
      荻田 武史
    • Organizer
      環瀬戸内ワークショップ
    • Related Report
      2017 Annual Research Report
  • [Presentation] Generation of Test Matrices with Exact Singular Values for Numerical Computations2017

    • Author(s)
      K. Ozaki, T. Ogita
    • Organizer
      The 2017 International Conference on Computational and Mathematical Methods in Science and Engineering ( CMMSE2017)
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] Generation of Test matrices with Specified Eigenvalues2017

    • Author(s)
      K. Ozaki, T. Ogita
    • Organizer
      10th Summer Workshop on Interval Methods, and 3rd International Symposium on Set Membership - Applications, Reliability and Theory (SWIM-SMART 2017)
    • Related Report
      2017 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 真の特異値や固有値がわかるテスト行列の生成法2017

    • Author(s)
      尾崎 克久,荻田 武史
    • Organizer
      日本応用数理学会年会
    • Related Report
      2017 Annual Research Report
  • [Presentation] Linear Systems with the Exact Solution for Numerical Tests2016

    • Author(s)
      Katsuhisa Ozaki, Takeshi Ogita
    • Organizer
      17th International Symposium on Scientific Computing, Computer Arithmetics and Verified Numerics (SCAN2016)
    • Place of Presentation
      Norrlands Nation, Uppsala, Sweden
    • Year and Date
      2016-09-16
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 連立一次方程式の数値解のためのテスト問題の生成法2016

    • Author(s)
      尾崎 克久, 荻田 武史
    • Organizer
      日本応用数理学会年会
    • Place of Presentation
      北九州国際会議場,北九州市
    • Year and Date
      2016-09-14
    • Related Report
      2016 Annual Research Report
  • [Presentation] Efficient Preconditioning Methods for Dense Ill-conditioned Linear Systems2016

    • Author(s)
      Takeshi Ogita
    • Organizer
      5th European Seminar on Computing (ESCO 2016)
    • Place of Presentation
      Conference Center Secese, Pilsen, Czech Republic
    • Year and Date
      2016-06-09
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research
  • [Presentation] 実対称行列の固有値分解に対する反復改良法2016

    • Author(s)
      荻田 武史
    • Organizer
      応用解析研究会
    • Place of Presentation
      天満研修センター, 大阪市
    • Related Report
      2016 Annual Research Report

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Published: 2016-04-21   Modified: 2020-03-30  

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