Multi-angle Constant Multiplier Givens Rotation Algorithm

2019 ◽  
Vol 38 (9) ◽  
pp. 4229-4244
Author(s):  
Dušan N. Grujić ◽  
Lazar Saranovac
2013 ◽  
Vol 6 (3) ◽  
pp. 1-17 ◽  
Author(s):  
Javier Hormigo ◽  
Gabriel Caffarena ◽  
Juan P. Oliver ◽  
Eduardo Boemo
Keyword(s):  

2021 ◽  
Vol 2021 ◽  
pp. 1-11
Author(s):  
Jingyi Liu ◽  
Xinxin Liu ◽  
Chongmin Liu ◽  
Ba Tuan Le ◽  
Dong Xiao

Extreme learning machine is originally proposed for the learning of the single hidden layer feedforward neural network to overcome the challenges faced by the backpropagation (BP) learning algorithm and its variants. Recent studies show that ELM can be extended to the multilayered feedforward neural network in which the hidden node could be a subnetwork of nodes or a combination of other hidden nodes. Although the ELM algorithm with multiple hidden layers shows stronger nonlinear expression ability and stability in both theoretical and experimental results than the ELM algorithm with the single hidden layer, with the deepening of the network structure, the problem of parameter optimization is also highlighted, which usually requires more time for model selection and increases the computational complexity. This paper uses Cholesky factorization strategy and Givens rotation transformation to choose the hidden nodes of MELM and obtains the number of nodes more suitable for the network. First, the initial network has a large number of hidden nodes and then uses the idea of ridge regression to prune the nodes. Finally, a complete neural network can be obtained. Therefore, the ELM algorithm eliminates the need to manually set nodes and achieves complete automation. By using information from the previous generation’s connection weight matrix, it can be evitable to re-calculate the weight matrix in the network simplification process. As in the matrix factorization methods, the Cholesky factorization factor is calculated by Givens rotation transform to achieve the fast decreasing update of the current connection weight matrix, thus ensuring the numerical stability and high efficiency of the pruning process. Empirical studies on several commonly used classification benchmark problems and the real datasets collected from coal industry show that compared with the traditional ELM algorithm, the pruning multilayered ELM algorithm proposed in this paper can find the optimal number of hidden nodes automatically and has better generalization performance.


2014 ◽  
Vol 2014 ◽  
pp. 1-9 ◽  
Author(s):  
Gayathri R. Prabhu ◽  
Bibin Johnson ◽  
J. Sheeba Rani

A Givens rotation based scalable QRD core which utilizes an efficient pipelined and unfolded 2D multiply and accumulate (MAC) based systolic array architecture with dynamic partial reconfiguration (DPR) capability is proposed. The square root and inverse square root operations in the Givens rotation algorithm are handled using a modified look-up table (LUT) based Newton-Raphson method, thereby reducing the area by 71% and latency by 50% while operating at a frequency 49% higher than the existing boundary cell architectures. The proposed architecture is implemented on Xilinx Virtex-6 FPGA for any real matrices of sizem×n, where4≤n≤8andm≥nby dynamically inserting or removing the partial modules. The evaluation results demonstrate a significant reduction in latency, area, and power as compared to other existing architectures. The functionality of the proposed core is evaluated for a variable length adaptive equalizer.


2018 ◽  
Vol 21 (02) ◽  
pp. 1850012
Author(s):  
INE MARQUET ◽  
WIM SCHOUTENS

Constant proportion portfolio insurance (CPPI) is a structured product created on the basis of a trading strategy. The idea of the strategy is to have an exposure to the upside potential of a risky asset while providing a capital guarantee against downside risk with the additional feature that in case the product has since initiation performed well more risk is taken while if the product has suffered mark-to-market losses, the risk is reduced. In a standard CPPI contract, a fraction of the initial capital is guaranteed at maturity. This payment is assured by investing part of the fund in a riskless manner. The other part of the fund’s value is invested in a risky asset to offer the upside potential. We refer to the floor as the discounted guaranteed amount at maturity. The percentage allocated to the risky asset is typically defined as a constant multiplier of the fund value above the floor. The remaining part of the fund is invested in a riskless manner. In this paper, we combine conic trading in the above described CPPIs. Conic trading strategies explore particular sophisticated trading strategies founded by the conic finance theory i.e. they are valued using nonlinear conditional expectations with respect to nonadditive probabilities. The main idea of this paper is that the multiplier is taken now to be state dependent. In case the algorithm sees value in the underlying asset the multiplier is increased, whereas if the assets is situated in a state with low value or opportunities, the multiplier is reduced. In addition, the direction of the trade, i.e. going long or short the underlying asset, is also decided on the basis of the policy function derived by employing the conic finance algorithm. Since nonadditive probabilities attain conservatism by exaggerating upwards tail loss events and exaggerating downwards tail gain events, the new Conic CPPI strategies can be seen on the one hand to be more conservative and on the other hand better in exploiting trading opportunities.


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