Hi
I am learning to program in Labview. I am trying to program an iterative algorithm in Labview and I am having difficultires. It is a short algorithm and thought that perhaps someone with Labview experience may be able to show me the way. Here I describe the algorithm:
I have data in an I by K matrix A where i are the samples (rows) and k the variables (columns). For n number of runs, n = 1,2,...N need to compute u(subscript n) and r(subscript n) from A(subscript n-1). (Note that u is vector of length i and r is a vector of length k). Results are obatined for each run, n, iteratively by improving on estimates of u and r.
First I need to select start values for u(subscript n) in the first iteration of the algorithm. These start values can be any one of the columns of A. Then I want to repeat the following steps (1 to 5) until convergence:
(Note that ' represents transpositionof vector /matrix; ^ represents power)
1. Improve estimate of r(subscript n) by:
r(subscript n) = [u(subscript n)' u(subscript n)]^-1 u(subscript n)' A(subscript n-1)
2. Scale length of r(subscript n) to 1.0 by:
r(subscript n) = r(subscript n) [r(subscript n)' r(subscript n)]^0.5
3. Improve estimate of u(subscript n) for this run by:
u(subscript n) = A(subscript n-1) r(subscript n) [r(subscript n)' r(subscript n)]^-1
4. Imprve estimate of tee(subscript n) by:
tee(subscript n) = [u(subscript n)' u(subscript n)]
5. check for convergence: if tee(subscript n) minus tee(subscript n) in the previous iteration is smaller than say e.g. 0.00001 times tee(subscript n), the method has converged for this run, if not, go to step 1.
The Substract the effect of this run: A(subscript n) = A(subscript n -1) - u(subscript n) r(subscript n)' and then go to the start for the next run.
I have tried to do this with shift registers but the problems I am having aare to do with the start values for u and the iterative updating...
I hope someone can help. I know that MAth script is probably the best way to do this but I don't yet have it and would like to do it in the block diagram with Labview vi for math.
Cheers,
