Matrix operations for the simulation and immediate reverse-engineering of time series data

Michael A. Idowu; James L. Bown

doi:10.1109/UKSim.2012.24

Matrix operations for the simulation and immediate reverse-engineering of time series data

Michael A. Idowu, James L. Bown

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

3 Citations (Scopus)

135 Downloads (Pure)

Abstract

We present a new method for constructing and decomposing square matrices. This method, based on the computed parameterisation of their implied determinants and minors, operates on the product of factors of a new form of matrix decomposition. This method may be employed to build new matrices with fixed determinant(s). We demonstrate that this new approach is fundamentally well-connected to the Cholesky decomposition if applied on symmetric matrices. We also demonstrate that it is related to the LU decomposition method via a diagonal matrix multiplier. Also through this new method a direct relation between Cholesky decomposition and LU factorisation is shown. This method, presented for the first time, is useful for (re)constructing matrices with a predefined determinant and simulating inverse problems. The inference method introduced here also is based on new matrix manipulation techniques that we have developed for the identification of systems from reproducible time series data.

Original language	English
Title of host publication	Proceedings
Subtitle of host publication	2012 14th International Conference on Modelling and Simulation
Editors	David Al-Dabass, Alessandra Orsoni, Richard Cant
Place of Publication	Piscataway, NJ
Publisher	IEEE
Pages	101-106
Number of pages	6
ISBN (Electronic)	9780769546827
ISBN (Print)	9781467313667
DOIs	https://doi.org/10.1109/UKSim.2012.24
Publication status	Published - 2012
Event	14th International Conference on Computer Modelling and Simulation - Cambridge, United Kingdom Duration: 28 Mar 2012 → 30 Mar 2012 Conference number: 14

Conference

Conference	14th International Conference on Computer Modelling and Simulation
Abbreviated title	UKSim 2012
Country/Territory	United Kingdom
City	Cambridge
Period	28/03/12 → 30/03/12

Keywords

Inverse problems
Mathematical modelling
Simulation
Optimisation algorithms
Network inference
Matrix algebra and calculus
Time series analysis
System identiﬁcation and parameter estimation methods

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10.1109/UKSim.2012.24

Idowu_MatrixOperationsForTheSimulation_Author_2012Accepted author manuscript, 205 KB

Cite this

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title = "Matrix operations for the simulation and immediate reverse-engineering of time series data",

abstract = "We present a new method for constructing and decomposing square matrices. This method, based on the computed parameterisation of their implied determinants and minors, operates on the product of factors of a new form of matrix decomposition. This method may be employed to build new matrices with fixed determinant(s). We demonstrate that this new approach is fundamentally well-connected to the Cholesky decomposition if applied on symmetric matrices. We also demonstrate that it is related to the LU decomposition method via a diagonal matrix multiplier. Also through this new method a direct relation between Cholesky decomposition and LU factorisation is shown. This method, presented for the first time, is useful for (re)constructing matrices with a predefined determinant and simulating inverse problems. The inference method introduced here also is based on new matrix manipulation techniques that we have developed for the identification of systems from reproducible time series data.",

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year = "2012",

doi = "10.1109/UKSim.2012.24",

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pages = "101--106",

editor = "David Al-Dabass and Alessandra Orsoni and Richard Cant",

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note = "14th International Conference on Computer Modelling and Simulation, UKSim 2012 ; Conference date: 28-03-2012 Through 30-03-2012",

}

Idowu, MA & Bown, JL 2012, Matrix operations for the simulation and immediate reverse-engineering of time series data. in D Al-Dabass, A Orsoni & R Cant (eds), Proceedings: 2012 14th International Conference on Modelling and Simulation. IEEE , Piscataway, NJ, pp. 101-106, 14th International Conference on Computer Modelling and Simulation, Cambridge, United Kingdom, 28/03/12. https://doi.org/10.1109/UKSim.2012.24

Matrix operations for the simulation and immediate reverse-engineering of time series data. / Idowu, Michael A.; Bown, James L.

Proceedings: 2012 14th International Conference on Modelling and Simulation. ed. / David Al-Dabass; Alessandra Orsoni; Richard Cant. Piscataway, NJ : IEEE , 2012. p. 101-106.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

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T1 - Matrix operations for the simulation and immediate reverse-engineering of time series data

AU - Idowu, Michael A.

AU - Bown, James L.

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PY - 2012

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N2 - We present a new method for constructing and decomposing square matrices. This method, based on the computed parameterisation of their implied determinants and minors, operates on the product of factors of a new form of matrix decomposition. This method may be employed to build new matrices with fixed determinant(s). We demonstrate that this new approach is fundamentally well-connected to the Cholesky decomposition if applied on symmetric matrices. We also demonstrate that it is related to the LU decomposition method via a diagonal matrix multiplier. Also through this new method a direct relation between Cholesky decomposition and LU factorisation is shown. This method, presented for the first time, is useful for (re)constructing matrices with a predefined determinant and simulating inverse problems. The inference method introduced here also is based on new matrix manipulation techniques that we have developed for the identification of systems from reproducible time series data.

AB - We present a new method for constructing and decomposing square matrices. This method, based on the computed parameterisation of their implied determinants and minors, operates on the product of factors of a new form of matrix decomposition. This method may be employed to build new matrices with fixed determinant(s). We demonstrate that this new approach is fundamentally well-connected to the Cholesky decomposition if applied on symmetric matrices. We also demonstrate that it is related to the LU decomposition method via a diagonal matrix multiplier. Also through this new method a direct relation between Cholesky decomposition and LU factorisation is shown. This method, presented for the first time, is useful for (re)constructing matrices with a predefined determinant and simulating inverse problems. The inference method introduced here also is based on new matrix manipulation techniques that we have developed for the identification of systems from reproducible time series data.

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DO - 10.1109/UKSim.2012.24

M3 - Conference contribution

SN - 9781467313667

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EP - 106

BT - Proceedings

A2 - Al-Dabass, David

A2 - Orsoni, Alessandra

A2 - Cant, Richard

PB - IEEE

CY - Piscataway, NJ

T2 - 14th International Conference on Computer Modelling and Simulation

Y2 - 28 March 2012 through 30 March 2012

ER -

Matrix operations for the simulation and immediate reverse-engineering of time series data

Abstract

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Keywords

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