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最小平方估计奇异值分解法的分布式算法
引用本文:再乃拜尔,祝丽萍.最小平方估计奇异值分解法的分布式算法[J].伊犁师范学院学报(自然科学版),2014(1):1-8.
作者姓名:再乃拜尔  祝丽萍
作者单位:[1] 昌吉学院 经济管理系,新疆 昌吉831100 [2] 昌吉学院 数学系,新疆 昌吉250100
基金项目:国家自然科学基金项目(61304029):新疆自治区人文社科重点研究基地项目(050313C01).
摘    要:提出迭代式分割与合并的算法(IDMSVD),以改善最小平方估计的奇异值分解法在估计参数时非常耗费时间以及内存空间的问题。基于此又提出一种使用云计算Hadoop平台MapReduce实现的算法,称为分布式IDMSVD算法。实验结果显示,IDMSVD可以有效地改善SVD求最小平方解耗费运行时间与内存空间的问题,且分布式IDMSVD算法可进一步改善IDMSVD的运行时间。

关 键 词:奇异值分解  最小平方估计  分布式系统

Distributed Algorithms of Least Squares Estimator Based on Singular Value Ecomposition Method
Zainaibaier,ZHU Li-ping.Distributed Algorithms of Least Squares Estimator Based on Singular Value Ecomposition Method[J].Journal of Ili Normal University,2014(1):1-8.
Authors:Zainaibaier  ZHU Li-ping
Institution:1. Department of Economics and Management, Chang]i College, Chang]t, Xinjiang 831100, China; 2. Department of Mathematics, Chang]i College, Chang]t, Xinjiang 831100, China )
Abstract:Iterative divide-and-merge SVD-based least squares estimator (IDMSVD) is proposed to improve time-consuming and memory space in estimating parameters which come from the least squares estimation based on singular value decomposition method. Moreover, the algorithm which uses cloud computing platform Hadoop MapReduce is proposed, called distributed IDMSVD algorithms. Experimental results show that IDMSVD can effectively improve the SVD in running time and memory space consuming, and distributed algorithm can be further improved IDMSVD in running time.
Keywords:Singular value decomposition  least squares estimation  Distributed Systems
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