Este trabalho consiste no estudo de métodos de otimização aplicados em um problema de controle para sistemas lineares com saltos markovianos (SLSM). SLSM formam uma importante classe de sistemas que têm sido muito úteis em aplicações envolvendo sistemas sujeitos a falhas e outras alterações abruptas de comportamento. Este estudo enfoca diferentes métodos para resolução deste problema. Comparamos o método variacional com o de Newton, sob o ponto de vista do número de problemas resolvidos e pelo nível de sub-otimalidade obtido (relação entre os custos obtidos por estes métodos). Também propomos um novo método, o qual pode ser inicializado com soluções de equações de Riccati acopladas, e o comparamos com o método variacional. Além disso, para a comparação dos métodos, propomos um algoritmo que gerou dez mil exemplos / This work addresses optimizations methods applied to a control problem for linear systems with markovian jumps, which form an important class of systems that have been very useful in applications involving systems subject to failures and other abrupt changes. This study focuses on different methods for solving this problem. We compare the variational approach with the Newton method, in terms of the number of solved problems and the level of sub-optimality (ratio between the costs obtained by these approaches). We also propose a new method, which can be initialized with solutions of coupled Riccati equations, and we compare it with the variational approach. We have proposed an algorithm for creating ten thousand examples for the comparisons

Includes bibliography. / Successful multivariable control system design demands knowledge, skill and creativity of the designer. The goal of the research described in this dissertation was to investigate, implement, and evaluate methods by which artificial intelligence techniques, in a broad sense, may be used in a design system to assist the user. An intelligent, interactive, control system design tool has been developed to fulfil this aim. The design tool comprises two main components; an expert system on the upper level, and a powerful CACSD package on the lower level. The expert system has been constructed to assist and guide the designer in using the facilities provided by the underlying CACSD package. Unlike other expert systems, the user is also aided in formulating and refining a comprehensive and achievable design specification, and in dealing with conflicts which may arise within this specification. The assistance is aimed at both novice and experienced designers. The CACSD package includes a synthesis program which attempts to find a controller that satisfies the design specification. The synthesis program is based upon a recent factorization theory approach, where the linear multivariable control system design problem is translated into, and techniques efficiency solved as, a quadratic programming problem, which significantly improve the time and space of this method have been developed, making it practical to solve substantial multivariable design problems using only a microcomputer. The design system has been used by students at the University of Cape Town. Designs produced using the expert system tool are compared against those produced using classical design methods.

El tema principal de esta tesis es el desarrollo de técnicas de actualización de precondicionadores para resolver sistemas lineales de gran tamaño y dispersos Ax=b mediante el uso de métodos iterativos de Krylov. Se consideran dos tipos interesantes de problemas. En el primero se estudia la solución iterativa de sistemas lineales no singulares y antisimétricos, donde la matriz de coeficientes A tiene parte antisimétrica de rango bajo o puede aproximarse bien con una matriz antisimétrica de rango bajo. Sistemas como este surgen de la discretización de PDEs con ciertas condiciones de frontera de Neumann, la discretización de ecuaciones integrales y métodos de puntos interiores, por ejemplo, el problema de Bratu y la ecuación integral de Love. El segundo tipo de sistemas lineales considerados son problemas de mínimos cuadrados (LS) que se resuelven considerando la solución del sistema equivalente de ecuaciones normales. Concretamente, consideramos la solución de problemas LS modificados y de rango incompleto. Por problema LS modificado se entiende que el conjunto de ecuaciones lineales se actualiza con alguna información nueva, se agrega una nueva variable o, por el contrario, se elimina alguna información o variable del conjunto. En los problemas LS de rango deficiente, la matriz de coeficientes no tiene rango completo, lo que dificulta el cálculo de una factorización incompleta de las ecuaciones normales. Los problemas LS surgen en muchas aplicaciones a gran escala de la ciencia y la ingeniería como, por ejemplo, redes neuronales, programación lineal, sismología de exploración o procesamiento de imágenes. Los precondicionadores directos para métodos iterativos usados habitualmente son las factorizaciones incompletas LU, o de Cholesky cuando la matriz es simétrica definida positiva. La principal contribución de esta tesis es el desarrollo de técnicas de actualización de precondicionadores. Básicamente, el método consiste en el cálculo de una descomposición incompleta para un sistema lineal aumentado equivalente, que se utiliza como precondicionador para el problema original. El estudio teórico y los resultados numéricos presentados en esta tesis muestran el rendimiento de la técnica de precondicionamiento propuesta y su competitividad en comparación con otros métodos disponibles en la literatura para calcular precondicionadores para los problemas estudiados. / The main topic of this thesis is updating preconditioners for solving large sparse linear systems Ax=b by using Krylov iterative methods. Two interesting types of problems are considered. In the first one is studied the iterative solution of non-singular, non-symmetric linear systems where the coefficient matrix A has a skew-symmetric part of low-rank or can be well approximated with a skew-symmetric low-rank matrix. Systems like this arise from the discretization of PDEs with certain Neumann boundary conditions, the discretization of integral equations as well as path following methods, for example, the Bratu problem and the Love's integral equation. The second type of linear systems considered are least squares (LS) problems that are solved by considering the solution of the equivalent normal equations system. More precisely, we consider the solution of modified and rank deficient LS problems. By modified LS problem, it is understood that the set of linear relations is updated with some new information, a new variable is added or, contrarily, some information or variable is removed from the set. Rank deficient LS problems are characterized by a coefficient matrix that has not full rank, which makes difficult the computation of an incomplete factorization of the normal equations. LS problems arise in many large-scale applications of the science and engineering as for instance neural networks, linear programming, exploration seismology or image processing. Usually, incomplete LU or incomplete Cholesky factorization are used as preconditioners for iterative methods. The main contribution of this thesis is the development of a technique for updating preconditioners by bordering. It consists in the computation of an approximate decomposition for an equivalent augmented linear system, that is used as preconditioner for the original problem. The theoretical study and the results of the numerical experiments presented in this thesis show the performance of the preconditioner technique proposed and its competitiveness compared with other methods available in the literature for computing preconditioners for the problems studied. / El tema principal d'esta tesi és actualitzar precondicionadors per a resoldre sistemes lineals grans i buits Ax=b per mitjà de l'ús de mètodes iteratius de Krylov. Es consideren dos tipus interessants de problemes. En el primer s'estudia la solució iterativa de sistemes lineals no singulars i antisimètrics, on la matriu de coeficients A té una part antisimètrica de baix rang, o bé pot aproximar-se amb una matriu antisimètrica de baix rang. Sistemes com este sorgixen de la discretització de PDEs amb certes condicions de frontera de Neumann, la discretització d'equacions integrals i mètodes de punts interiors, per exemple, el problema de Bratu i l'equació integral de Love. El segon tipus de sistemes lineals considerats, són problemes de mínims quadrats (LS) que es resolen considerant la solució del sistema equivalent d'equacions normals. Concretament, considerem la solució de problemes de LS modificats i de rang incomplet. Per problema LS modificat, s'entén que el conjunt d'equacions lineals s'actualitza amb alguna informació nova, s'agrega una nova variable o, al contrari, s'elimina alguna informació o variable del conjunt. En els problemes LS de rang deficient, la matriu de coeficients no té rang complet, la qual cosa dificultata el calcul d'una factorització incompleta de les equacions normals. Els problemes LS sorgixen en moltes aplicacions a gran escala de la ciència i l'enginyeria com, per exemple, xarxes neuronals, programació lineal, sismologia d'exploració o processament d'imatges. Els precondicionadors directes per a mètodes iteratius utilitzats més a sovint són les factoritzacions incompletes tipus ILU, o la factorització incompleta de Cholesky quan la matriu és simètrica definida positiva. La principal contribució d'esta tesi és el desenvolupament de tècniques d'actualització de precondicionadors. Bàsicament, el mètode consistix en el càlcul d'una descomposició incompleta per a un sistema lineal augmentat equivalent, que s'utilitza com a precondicionador pel problema original. L'estudi teòric i els resultats numèrics presentats en esta tesi mostren el rendiment de la tècnica de precondicionament proposta i la seua competitivitat en comparació amb altres mètodes disponibles en la literatura per a calcular precondicionadors per als problemes considerats. / Guerrero Flores, DJ. (2018). On Updating Preconditioners for the Iterative Solution of Linear Systems [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/104923 / TESIS

Disertační práce se zabývá lineárními diskrétními systémy s konstantními maticemi a s jedním nebo dvěma zpožděními. Hlavním cílem je odvodit vzorce analyticky popisující řešení počátečních úloh. K tomu jsou definovány speciální maticové funkce zvané diskrétní maticové zpožděné exponenciály a je dokázána jejich základní vlastnost. Tyto speciální maticové funkce jsou základem analytických vzorců reprezentujících řešení počáteční úlohy. Nejprve je uvažována počáteční úloha s impulsy, které působí na řešení v některých předepsaných bodech, a jsou odvozeny vzorce popisující řešení této úlohy. V další části disertační práce jsou definovány dvě různé diskrétní maticové zpožděné exponenciály pro dvě zpoždění a jsou dokázány jejich základní vlastnosti. Tyto diskrétní maticové zpožděné exponenciály nám dávají možnost najít reprezentaci řešení lineárních systémů se dvěma zpožděními. Tato řešení jsou konstruována v poslední kapitole disertační práce, kde je řešení tohoto problému dáno pomocí dvou různých vzorců.

Cette Thèse analyse les ensembles de contrôle de systèmes de commande linéaires et les isométries de structure presque-Riemanniennes sur des groupes de Lie. Dans la première partie, le but principal est de caractériser les propriétés d'ensembles de contrôle comme l'existence, l'unicité, le fait d'être limité et l'invariance. Nous étudions ces propriétés pour des groupes de Lie décomposables par les valeurs propres du champ vectoriel linéaire et étendons les résultats à des groupes de Lie non-compacts semi-simples avec un centre fini. L’objectif principal de la deuxième partie est de caractériser les propriétés d'isométrie des structures presque-Riemanniennes. Nous cherchons des invariants dans des isométries telles que le locus singulier ou l'ensemble des singularités de champs vectoriels linéaires. Pour des groupes de Lie nilpotents, nous prouvons que toutes les isométries sont affines, c’est-à-dire qu’elles se composent d'une translation et d’automorphismes d’un groupe de Lie. Nous utilisons les résultats obtenus pour classifier les structures presque-Riemanniennes en des groupes de Lie de faible dimension. / This Thesis analyzes the control sets of linear control systems and the isometries of almost-Riemannian structures on Lie groups. The main goal for the first topic is to characterize the properties of control sets such as existence, uniqueness, boundedness and invariance. We study such properties for Lie groups decomposable by eigenvalues of the linear vector field and extend some results to non-compact semi-simple Lie groups with finite center. The second topic main objective is to characterize isometry properties of almost-Riemannian structures. We search for invariants under isometries such as the singular locus and the set of the linear vector field singularities. For nilpotent Lie groups, we prove that all isometries are affine, that is, a composition of a translation with a Lie group automorphisms. To finish this topic we use the obtained results to classify the almost-Riemannian structures on low dimensional Lie groups.

We present a linear-quadratic regulator (LQR) design for a heat transfer model describing the cooling process of steel profiles in a rolling mill. Primarily we consider a feedback control approach for a linearization of the nonlinear model given there, but we will also present first ideas how to use local (in time) linearizations to treat the nonlinear equation with a regulator approach. Numerical results based on a spatial finite element discretization and a numerical algorithm for solving large-scale algebraic Riccati equations are presented both for the linear and nonlinear models.

The topic of this thesis is the convex hull property for systems of partial differential equations, which is a natural generalisation of the maximum principle for scalar equations. The main result of this thesis is a theorem asserting the convex hull property for the solutions of a certain class of parabolic systems of nonlinear partial differential equations. It also investigates the coefficients of linear systems. The respective results are sharp which is demonstrated by counterexamples to the convex hull property for solutions of linear elliptic and parabolic systems. The general theme is that the coupling of the system is what breaks the convex hull property, not necessarily the non-linearity.

Charles University in Prague, Faculty of Pharmacy in Hradec Králové Department of Biophysics and Physical Chemistry Candidate: Iveta Voborníková Thesis supervisor: doc. Dipl.-Math. Erik Jurjen Duintjer Tebbens, Ph.D. Title of diploma thesis: Matrix computations for mixtures and solutions In this work, we determined drug concentrations from mixtures using multicompo- nent analysis without separating them. The condition was the knowledge of the molar absorption coefficients of individual drugs for certain wavelenghts. To do this, we used tools from matrix calculations, especially the Moore-Penrose inverse, and we were in- terested in whether we would achieve more accurate results using standard, square systems or overdetermined systems of linear equations. Based on the results, we came to the conclusion that there is no dependence between the accuracy of the results and the number of wavelengths used. Only in some cases did the results appear to be more accurate when using overdetermined systems with a higher number of wavelengths. Keywords: mixtures, solutions, linear systems, least squares problems, Moore-Penrose pseudoinverses 1

We propose a new framework for understanding block Krylov subspace methods, which hinges on a matrix-valued inner product. We can recast the ``classical" block Krylov methods, such as O'Leary's block conjugate gradients, global methods, and loop-interchange methods, within this framework. Leveraging the generality of the framework, we develop an efficient restart procedure and error bounds for the shifted block full orthogonalization method (Sh-BFOM(m)). Regarding BFOM as the prototypical block Krylov subspace method, we propose another formalism, which we call modified BFOM, and show that block GMRES and the new block Radau-Lanczos method can be regarded as modified BFOM. In analogy to Sh-BFOM(m), we develop an efficient restart procedure for shifted BGMRES with restarts (Sh-BGMRES(m)), as well as error bounds. Using this framework and shifted block Krylov methods with restarts as a foundation, we formulate block Krylov subspace methods with restarts for matrix functions acting on multiple vectors f(A)B. We obtain convergence bounds for \bfomfom (BFOM for Functions Of Matrices) and block harmonic methods (i.e., BGMRES-like methods) for matrix functions. With various numerical examples, we illustrate our theoretical results on Sh-BFOM and Sh-BGMRES. We also analyze the matrix polynomials associated to the residuals of these methods. Through a variety of real-life applications, we demonstrate the robustness and versatility of B(FOM)^2 and block harmonic methods for matrix functions. A particularly interesting example is the tensor t-function, our proposed definition for the function of a tensor in the tensor t-product formalism. Despite the lack of convergence theory, we also show that the block Radau-Lanczos modification can reduce the number of cycles required to converge for both linear systems and matrix functions. / Mathematics

This dissertation contains two parts: Commutative and Noncommutative Multidimensional ($d$-D) Linear Systems Theory. The first part focuses on the development of the interpolation theory to solve the $H^{\infty}$ control problem for $d$-D linear systems. We first review the classical discrete-time 1D linear system in the operator theoretical viewpoint followed by the formulations of the so-called Givone-Roesser and Fornasini-Marchesini models. Application of the $d$-variable $Z$-transform to the system of equations yields the transfer function which is a rational function of several complex variables, say $\mathbf{z} = (z_{1}, \dots, z_{d})$. We then consider the output feedback stabilization problem for a plant $P(\mathbf{z})$. By assuming that $P(\mathbf{z})$ admits a double coprime factorization, then a set of stabilizing controllers $K(\mathbf{z})$ can be parametrized by the Youla parameter $Q(\mathbf{z})$. By doing so, one can convert such a problem to the model matching problem with performance index $F(\mathbf{z})$, affine in $Q(\mathbf{z})$. Then, with $F(\mathbf{z})$ as the design parameter rather than $Q(\mathbf{z})$, one has an interpolation problem for $F(\mathbf{z})$. Incorporation of a tolerance level on $F(\mathbf{z})$ then leads to an interpolation problem of multivariable Nevanlinna-Pick type. We also give an operator-theoretic formulation of the model matching problem which lends itself to a solution via the commutant lifting theorem on the polydisk. The second part details a system whose time-axis is described by a free semigroup $\mathcal{F}_{d}$. Such a system can be represented by the so-called noncommutative Givone-Roesser, or noncommutative Fornasini-Marchesini models which are analogous to those in the first part. Application of a noncommutative $d$-variable $Z$-transform to the system of equations yields the transfer function expressed by a formal power series in several noncommuting indeterminants, say $T(z) = \sum_{v \in \mathcal{F}_{d}}T_{v}z^{v}$ where $z^{v} = z_{i_{n}} \dotsm z_{i_{1}}$ if $v = g_{i_{n}} \dotsm g_{i_{1}} \in \mathcal{F}_{d}$ and $z_{i}z_{j} \neq z_{j}z_{i}$ unless $i = j$. The concepts of reachability, controllability, observability, similarity, and stability are introduced by means of the state-space interpretation. Minimal realization problems for noncommutative Givone-Roesser or Fornasini-Marchesini systems are solved directly by a shift-realization procedure constructed from appropriate noncommutative Hankel matrices. This procedure adapts the ideas of Schützenberger and Fliess originally developed for "recognizable series" to our systems. / Ph. D.