Implementation of sparse matrix in Cholesky decomposition to solve normal equation.

Practical measurement schemes require redundant observations for quality control and errors checking. This led to inconsistent solution where every subset (minimum required data) gives different results. Least Square Estimation (LSE) is a method to provide a unique solution (of the normal equation)...

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Main Authors: Setan, Halim, Asyran, Muhammad
Format: Conference or Workshop Item
Language:English
Published: 2005
Subjects:
Online Access:http://eprints.utm.my/1218/
http://eprints.utm.my/1218/1/Paper046Asyran.pdf
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author Setan, Halim
Asyran, Muhammad
author_facet Setan, Halim
Asyran, Muhammad
author_sort Setan, Halim
building UTeM Institutional Repository
collection Online Access
description Practical measurement schemes require redundant observations for quality control and errors checking. This led to inconsistent solution where every subset (minimum required data) gives different results. Least Square Estimation (LSE) is a method to provide a unique solution (of the normal equation) from redundant observations by minimizing the sum of squares of the residuals. Analysis of LSE also provide estimate quality of parameters, observations and residuals, assessment of network’s reliability and precision, detection of gross errors etc. Many methods can be applied to solve normal equation, e.g. Gauss-Doolittle, Gauss-Jordan Elimination, Singular Value Decomposition, Iterative Jacoby etc. Cholesky Decomposition is an efficient method to solve normal equation with positive definite and symmetric coefficient matrix. It is also capable of detecting weak condition 1 of the system. Solving large normal equation will require a lot of times and computer memory. Implementation of sparse matrix in Cholesky Decomposition will speed up the execution times and minimize the memory usage by exploiting the zeros and symmetrical of coefficient matrix. This paper discusses the procedures and benefits of implementing sparse matrix in Cholesky Decomposition. Some preliminary results are also included.
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spelling utm-12182017-08-29T07:21:38Z http://eprints.utm.my/1218/ Implementation of sparse matrix in Cholesky decomposition to solve normal equation. Setan, Halim Asyran, Muhammad TA Engineering (General). Civil engineering (General) Practical measurement schemes require redundant observations for quality control and errors checking. This led to inconsistent solution where every subset (minimum required data) gives different results. Least Square Estimation (LSE) is a method to provide a unique solution (of the normal equation) from redundant observations by minimizing the sum of squares of the residuals. Analysis of LSE also provide estimate quality of parameters, observations and residuals, assessment of network’s reliability and precision, detection of gross errors etc. Many methods can be applied to solve normal equation, e.g. Gauss-Doolittle, Gauss-Jordan Elimination, Singular Value Decomposition, Iterative Jacoby etc. Cholesky Decomposition is an efficient method to solve normal equation with positive definite and symmetric coefficient matrix. It is also capable of detecting weak condition 1 of the system. Solving large normal equation will require a lot of times and computer memory. Implementation of sparse matrix in Cholesky Decomposition will speed up the execution times and minimize the memory usage by exploiting the zeros and symmetrical of coefficient matrix. This paper discusses the procedures and benefits of implementing sparse matrix in Cholesky Decomposition. Some preliminary results are also included. 2005-09 Conference or Workshop Item PeerReviewed application/pdf en http://eprints.utm.my/1218/1/Paper046Asyran.pdf Setan, Halim and Asyran, Muhammad (2005) Implementation of sparse matrix in Cholesky decomposition to solve normal equation. In: International Symposium & Exhibition on Geoinformation 2005 Geospatial Solutions for Managing the Borderless World,, 27 - 29 September 2005, Pulau Pinang. http://www.civil.eng.usm.my/isg2005/home.shtml
spellingShingle TA Engineering (General). Civil engineering (General)
Setan, Halim
Asyran, Muhammad
Implementation of sparse matrix in Cholesky decomposition to solve normal equation.
title Implementation of sparse matrix in Cholesky decomposition to solve normal equation.
title_full Implementation of sparse matrix in Cholesky decomposition to solve normal equation.
title_fullStr Implementation of sparse matrix in Cholesky decomposition to solve normal equation.
title_full_unstemmed Implementation of sparse matrix in Cholesky decomposition to solve normal equation.
title_short Implementation of sparse matrix in Cholesky decomposition to solve normal equation.
title_sort implementation of sparse matrix in cholesky decomposition to solve normal equation.
topic TA Engineering (General). Civil engineering (General)
url http://eprints.utm.my/1218/
http://eprints.utm.my/1218/
http://eprints.utm.my/1218/1/Paper046Asyran.pdf