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Research of Algorithms in terms of Information Geometry Structure and Discrete Time Integrable Systems

信息几何结构与离散时间可积系统的算法研究

基本信息

批准号：
12440025
负责人：
NAKAMURA Yoshimasa
金额：
$ 5.63万
依托单位：
KYOTO UNIVERSITY (2001-2002)Osaka University (2000)
依托单位国家：
日本
项目类别：
Grant-in-Aid for Scientific Research (B)
财政年份：
2000
资助国家：
日本
起止时间：
2000 至 2002
项目状态：
已结题

项目摘要

Nakamura formulated the arithmetic-harmonic mean (AHM) algorithm which converges to the square of a given positive matrix by using a successive use of arithmetic mean and harmonic mean operations on the space of positive matrices. From the viewpoint of information geometry the AHM algorithm plots the midpoints of mutually dual geodesics which connect 2-points on the space. Ohara generalized the space of positive matrices to that of symmetric cones and made clear the information geometry structure of the generalized space, for example, these mean operations determine midpoints of geodesics on it.When the positivity is lost, the AHM algorithm does not converge in general. Kondo and Nakamura found that the n-th terms of the recurrence relation takes a determinantal form. The solvable logistic map has a similar property. Based on the determinantal expression and solvability it is shown that the corresponding Lyapunov exponent of the recurrence relation is positive without using invariant measure and computation of integrations.Nakamura and Tsujimoto started to investigate parallel computing by the discrete-time Toda equation (the qd algorithm), a prototype of discrete-time integrable systems which work as numerical algorithms. They construct a parallel computer system with a dispersive memory and two CPUs. Decomposing the qd table from side to side they computed two pieces by each CPU. Then it is shown that the computation time of a tri-diagonal matrix eigenvalue problem decreases to almost 60 percent of that of one CPU case. Moreover by decomposing the qd table aslant they showed that the parallel computation rate becomes better.These results will be useful for designing new numerical algorithms in terms of discrete-time integrable systems.

中村提出了算术调和平均（AHM）算法，该算法通过在正定矩阵空间上连续使用算术平均和调和平均运算，收敛到给定正定矩阵的平方。AHM算法从信息几何的观点出发，求出连接空间上两点的相互对偶测地线的中点。大原将正矩阵空间推广到对称锥空间，并明确了广义空间的信息几何结构，如这些平均运算确定了广义空间上测地线的中点，当正性丢失时，AHM算法一般不收敛。近藤和中村发现，第n项的递归关系采取行列式的形式。可解Logistic映射也有类似的性质。基于行列式表达式和可解性，证明了在不使用不变测度和积分计算的情况下，递推关系的相应Lyapunov指数是正的。中村和Tsujimoto开始研究离散时间户田方程的并行计算（qd算法），这是离散时间可积系统的一个原型，可用作数值算法。他们构造了一个具有分散存储器和两个CPU的并行计算机系统。将qd表从一侧分解到另一侧，每个CPU计算两个部分。然后，它表明，一个三对角矩阵特征值问题的计算时间减少到近60%的一个CPU的情况下。通过对qd表的斜向分解，进一步提高了并行计算的速度，这些结果对设计离散可积系统的新的数值算法有一定的指导意义。