MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures
MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures
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DOI：
10.1016/j.csda.2019.06.011
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发表时间：
2020-01-01
影响因子：
1.8
通讯作者：
Cordero-Grande, Lucilio
中科院分区：
文献类型：
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作者：
Cordero-Grande, Lucilio
MIXANDMIX（混合物由安德森混合）工具的经验谱分布的计算所产生的混合物的人口的随机矩阵进行说明。在人口混合模型中，人口分布和极限光谱分布之间的映射可以通过求解一组非线性方程组来获得，为此提供了有效的实现。贡献包括加速不动点收敛的方法，同伦连续策略，以防止收敛到非容许的解决方案，一个盲目的非均匀网格建设的有效分布支持检测和近似，和并行计算架构。比较与可用的软件包的单一人口的情况下，通过模拟获得的更一般的模型在这里实现的结果。结果显示出具有竞争力的性能和更高的灵活性。(C)2019作者由爱思唯尔公司出版
The MIXANDMIX (mixtures by Anderson mixing) tool for the computation of the empirical spectral distribution of random matrices generated by mixtures of populations is described. Within the population mixture model the mapping between the population distributions and the limiting spectral distribution can be obtained by solving a set of systems of non-linear equations, for which an efficient implementation is provided. The contributions include a method for accelerated fixed point convergence, a homotopy continuation strategy to prevent convergence to non-admissible solutions, a blind nonuniform grid construction for effective distribution support detection and approximation, and a parallel computing architecture. Comparisons are performed with available packages for the single population case and with results obtained by simulation for the more general model implemented here. Results show competitive performance and improved flexibility. (C) 2019 The Author. Published by Elsevier B.V.