`
`Tom Richc.trd:>on) Amin S'lwl.,;.rollahi and Rudiger [!Tbanli.e
`Hdl Labs~ Lucent Technologies
`11 urray HilL N J 0797 4
`
`April ."5, 1999
`
`Abstract
`
`\Ve de~ign :;equence:; of low-Jemily parily check code~ Lha.L provably perform a.L ra.Le:; ex(cid:173)
`tremely close to the Shannon capacity. The codes arc built from highly irregular bipartite graphs
`>vith carefully chosen degree patterns on both sides. Our theoretical analysis oft he codes is based
`on [1]. AdJiLiona.lly, baseJ on Lhe a~::;umplion Lha.L Lhe underlying corruuunicalion channel i:;
`symmetric, we prove that the probability densities at the message nodes of the graph satisfy
`a cerlain ::;ymmelry. Thi:; enable:; u::; Lo derive a ~uccinct. de:;criplion of Lhe den::;ily evoluLion
`for the case of a belief propagation decoder. Furthermore, we prove a stability condition which
`implies an upper hound on the fraction of errors that a belief propagation decoder can correct
`when applied Lo a. code induced from a biparlile graph wilh a. given degree di:;lribulion.
`Our codes arc found by optimizing the degree structure of the underlying graphs. \Vc develop
`several strategies to perform this optimization. We also present some simu htion results for the
`codes f(:mnd which show that the performance of the codes is very dose to the asymptotic
`theoretical hounds.
`
`Inde:r Ternt~ Low den:;ily parily check code~, belief propagalion, L urbo code:;, irregular
`codes
`
`1
`
`Introduction
`
`In this p;:tper we present irregular low-density parity rheck wdes (LDPCCs) which exhibit perfor-
`
`rnancc extremely dose to lhc bcsl possible as dclenuined by the Shannon capacity fmmula.. Fm
`
`the additive ·white Gaussian noise channel (A\VG:-IC) the best code of rate one-half presented in
`
`this paper has a threshold \Vithin O.OfidB from capacity, and simulation results sho'v that our best
`
`L]) PCC of length 106 arhieves a. bit error probability of 10-6 less than 0.1:3d H ;nvay from raparity,
`
`handily beating the bcsl (turbo) codes known ~o far.
`
`LDPCCs posse~~ several other dislincl a.dva.ntage~ over lmbo-codes. Firsl, lhc complexity of (belief-
`
`propagation) decoding is some>vhat less than that of turbo-codes and~ being fully parallelizable, can
`
`potentially be performed at significantly greater speeds. Second, as indicated in a previous paper
`
`[l], very low wmplexity dewders that rlosely approxima.te belief-propagation in performa.nce may
`
`Hughes, Exh. 1029, p. 1
`
`
`
`be (and have been) de~:iigned l'or these codes. Third, low-dt'n~:iity parit_r' check decoding i~:i vcriJiablc
`
`in the sense that decoding to a correct codeword is a detectable event. One practical objection to
`
`lrnv-density parity-rherk codes has been that their encoding complexity is high. One \vay to get
`
`around this problem is by slightly modifying the ronstrurtion of codes from bipartite graphh to a
`
`cal:icadc ol' such graph~:i, set' [2 1 3]. A diJferent solutiou for practical purposes; \Vhich dot's not require
`
`cascades. will be presented elsewhere ['1].
`
`Let us recall some basic notation. As is well known, low-density parity-check codes are well repre-
`
`sented by bipartite graphs in \vhirh one flet of nodefl, the rariablf nodes 1 rorrehpotHlfl to elements
`
`of the rode\vord and the other flet of nodes 1 the ch.ec/,; norlfs; rorrehpotHlfl to the flet of parity-rherk
`
`constraintl:i sa tidied b.Y code\vords ol' the code. Rr:,galaT·lo\v-densit.Y parit_v-check codes arc those l'or
`
`which all nodes of the same type have the same degree. Thus, a (:Ui)-regular low-density parity-
`
`rherk rode has a graphiral representation in ·whirh all variable nodes have degree :3 and all rherk
`
`nodefl have degree 6. The bipartite graph determining surh a rode is shmvn in Ji'ig. L
`
`CJ
`
`('2
`
`C:J
`
`r4
`
`c-.,
`
`'U;)
`
`'1}4
`
`V.-;
`
`v6
`
`·u,
`
`Vs
`
`Vg
`
`'VJI)
`
`Figure 1: A (:1, (i)-regular code of length 10. There are 10 variable nodes and 5 check nodes. For
`each check node c; the sum (over GF(2)) of all adjacent variable nodes is equal to zero.
`
`For an irregular low-density parity-check code the degrees of each set of nodes are chosen accord-
`
`ing to some distribution. Thus; an irregular lmv-density parity-rherk rode might have a graphiral
`
`Hughes, Exh. 1029, p. 2
`
`
`
`represent a lion in which half the variable nodes have degree 5 and half have degree :3, while half
`
`the constraint nodes have degree 6 and half have degree X. For a given length and a given de-
`
`gree sequenre (finite distrib11tion) we define an f.'nsnnblt: of rodes by choosing the edges, i.e., the
`
`ron nedions between variable and rherk nodes, randomly. More precisely, we en u mera.te the edges
`
`l'manaling from the variable nodes in some' arbitrary order a.nd proceed in the sanw way with the
`
`edges emanating from the check nodes. Assume that the number of edges is E. Then a code (a par(cid:173)
`
`ticular instance of this ensemble) can be identified with a permutation on E letters. Note that all
`
`elements in this ensemble are equiprobable. In pra.dire the edges are not rhosen entirely randomly
`
`since certain potentially unfortunate events in the graph construction ca.n be easily avoided.
`
`In a recent pa.per [1] we prc'sented an asymptotic analysis of LDPCCs undc'r message' passing
`
`decoding. Assume we have the following setup:
`
`1. \Ve a.re givc'n an ordered famil_y of hinary-inpul discrete memorykss channels parameterized
`by a real pa.raml'ier 8 such that if o1 < 82 then the channel with pa.raml'ier 82 is a physically
`degraded version of the channel with parameter b 1 • Further, each channel in this family fulfills
`
`the rhan nel symmetry condition
`
`p(yi:t = 1) = p( -yl:t = -1)'
`
`(1)
`
`) is the variable (check) node degree sequence.
`
`2. A sequence of rode ensembles Cn(?.,p) is specified, where n is the length of the rode and
`/\( :r) := '2::::1~1 ,\.;:ci-1 (p( :r ) := '2::::£1
`;;;,1 p.;:ci-1
`::VIore precisely, /\i (Pi) is the fraction of edges emanating from variable (check) nodes of
`.
`.
`.
`.
`.
`) .
`degree t. Nate that the rate of the code 1s g1ven m terms of ,\( x) and p( a:) as 1 - t
`J~~ d:r I'( .1:)
`d,r >.(J:
`
`·
`
`·
`
`·
`
`0
`
`:3. A message passing decoder is selected. Dy ddinition , messages only contain e:rlrinsic infor-
`
`mation, i.e., the message emitted along an edge c does not depend on the incoming message
`
`along the same edge. I'1Jrther, the deroder fulfills the following symmetry conditions. !' lip-
`
`ping the sign of all incoming messages at a variable node results in a. flip of the sign of all
`
`outgoing messages. The symmetry condition al a check node is slightly more' involved. Let
`
`c be an edge emanating from a check node c. Then flipping the sign of i incoming messages
`
`arriving at node c, excluding the message along edge c, results in a change of the sign of the
`
`outgoing message by (-1 ) '. In all these rases, only the sign IS rhanged, but the reliability
`
`remains unchanged.
`
`Hughes, Exh. 1029, p. 3
`
`
`
`UndPr tlw a.bove a,ssumptions th12re exists a thr12shold {J* \Vith tlw following propNtiPs: For a.ny
`c > 0 and b < 0* there exists <m n( c, b) such lhal almost. cver.y code1 in Cn(/\, p), n > n(c, b),
`
`has probability of error smaller than E assuming that transmission takes place over a. channel with
`parameter 6. Conversely, if the transmission takes place over a channel \Vith parameter 6 > 8*,
`
`then almost any rodP in C,J.\,p) has probability ofNror uniformly bounded away from 7.Pro. 2
`
`FurthN, for thP important rase of belief propaga.tion decoders a pnxedure wa.s introdured that
`
`enables the efficienl compulation of bx lo an.y desired degree of accuracy. In [1] threshold values
`
`and simulation results were given for a. variety of noise models, but the class of lo,v-density parity(cid:173)
`
`check codes considered >vas largely restricted to regular codes. In the present paper we present
`
`results indirating the remMkable performance that can be adieved by properly dosen irregular
`
`codes.
`
`The idea underlying lhis paper is quite straighlfmward. Assume we arc intereslcd in lransmission
`
`over a particular memoryless channel using a particular message passing decoder. Since for every
`
`given pair of degree sequencPs (.\,p) we ran determine the resulting threshold val uP tJ*, it is natural
`
`to seMrh for thosP pai1·s \vhid maximir,e this threshold.:J This was donP, with great sucress, in
`
`the case of erasure channels [5, 6, 7]. In the case of mosl other channels of interest the situation is
`
`much more complicated and ne\V methods must be brought to bear on the optimization problem.
`
`Fig. :2 compares the performance of the (:1, 6)-regular LDPCC (which is the best regular such code)
`
`with the performanre of the best irregular LDt>CC we found in our seard and the p12rformanre of
`
`the sla.ndard parallel lmbo code introduced by Denou, Galvieux, and Thilimajshima. [8]. All lhrec
`
`codes have rate one-half and their perl'onnance under belief propagation decoding over the A \VG N C
`
`is shO\vn for a code word length 106
`
`. Also shown is the Shannon limit and the threshold value of
`
`our best LDt>CC (ax= 0.9718). l1'rom this figurP it is rlea.1· how much benefit ran be derivPd from
`optimir,ing the degree sequenres. l1'or n = 106 and a bit Prror probability of 10-6 , our best LDt>CC
`
`is only 0.1:3dD awa.y from capacity. This handily beats the perl'onnance of lurbo-codes. Even more
`
`impressive, the threshold, which indicates the performance for infinite lengths, is a mere 0.06dB
`
`av.;ay from ra.parity.
`
`1 More precisely, the fraction of codes for which the above statement is true converges exponentially (in n) fast
`to 1.
`2 \Ve conjecture that this is actually true for eve1·y code in Cn(.\, p).
`3 \Ve rnay al~o opl.irni~.e degree se<1uences under variou~ con~Lraird.s. For example, tlre larger Llre degrees used l.lre
`la.rger tlre code si~e needs l.o be irr order Lo approadr Llre predicted a.~yrnptol.e. Tlrerdore, il. is lriglrly desirable Lo
`look for the best degree sequences with some a priori bound on the size of the degrees.
`
`4
`
`Hughes, Exh. 1029, p. 4
`
`
`
`10-2
`
`10-3
`
`10-4
`
`10-5
`
`10-6
`
`0.0
`
`1.0
`
`0.977
`
`0.955
`
`0.933
`
`0.912
`
`0.891
`
`0.871
`
`0.159
`
`0.153
`
`0.147
`
`0.142
`
`0.136
`
`0.131
`
`0.125
`
`(3, 6)-regular LDPCC
`
`Threshold
`
`Turbo Code
`
`irregular LDPCC
`
`Threshold
`Shannon Limit
`
`0.2
`
`0.4
`
`0.6
`
`0.8
`
`1.0
`
`1.2
`
`Eb/N0 [dB]
`
`0.851 (cid:109)
`
`0.12 Pb
`
`Hughes, Exh. 1029, p. 5
`
`
`
`r > 1- h(8)/h(p*), \vhere h(-) is the binary entropy fundion and p* =
`error probability is bounded away from 0.
`
`1+(1-:tS)d,-
`2
`
`, then the blork
`
`Proof. Note that the capacity of the BSC is equal to 1- h(8). Since p* > 1/ '2 for any finite d,.,
`we have h(p~) < 1 and, henr,e, I - h(8)/h(p*) < I - h(l5). Callager stated the a.bove Theorem
`originally fm (j, h)-regular codes. A clo~er look, however, ~hows lhal the proof remains valid for
`1 ~ 28)' is replaced by the expression
`the case of irregular codes if the original expression p* = 1
`+(
`p* = l+(l~ 26)Jr. Details of the proof can be found in [9, p. :19]. \Ve note that a slightly sharper
`
`bound r,an be given if we replare dr with the average degree of the (l- r)-frar,tion of highest degree
`
`node~. However, since lhe improvement i~ usually only slighl and since the exact. size of the gap is
`
`not signiJicanl in practice, we leave the details to lhe reader.
`
`D
`
`The outline of this paper is as follo-ws.
`
`In Section '2 we describe and study density evolution.
`
`Under the assumption that the input distribution arises from a symmetric channel, \Ve show that
`
`the message distributions satisfy a rertain eonsistfney condition whirh is invariant under density
`
`evolution. }fany ~impliJications arise in this ca~e which all"ord u~ con~idcrable information on the
`
`nature of den~ity evolulion. In particular, we show that den~ity evolulion alway~ converge~ to a
`
`fixed point. \Ve also address the stability of the fixed point that corresponds to the correct solution.
`
`In Ser,tion :3 \Ve give tables of some very good degree sequenres. Although we forus mostly on the
`A weN c and rates one- half \Ve also give a. fe\V exam pies for d iiferent chan nels and rates. In Ser,tion
`
`3 we al~o presenl some simulation result~ lhal ~how that lhe promi~ed perfonnance can be dosd_y
`
`achieved for reasonably long codes. Finally, in Section ·1 we describe our numerical optimization
`
`techniques whirh \Vere used to generate the tables in Ser,tion :3.
`
`2 Density Evolution: Consistency, Stability, and Fixed Points
`
`Density evolution, as described in [ 1], is general enough to enable the computation of message den-
`
`sities rega.rdless of the initial density. In the case of most interest, the message distribution Mlses
`
`from the observation of the input bit after passing it through a knmvn symmetric da.nnel. Sinr,e
`
`the channel is known, lhe log-likelihood fm the input bit given lhe observation is determined and
`
`this log-likelihood constitutes the received message. lVIessage distributions (under the ubiquitous
`
`all-one word assumption) ·which arise this \Vay satisfy certain consistency conditions that are pre-
`
`served undN density evolution. In the follmving, we \viii examine these conditions. They will lead
`
`6
`
`Hughes, Exh. 1029, p. 6
`
`
`
`to simplilications of density evolution. Furthermore, in this case, one can prove a. monotonicity
`
`property of density evolution which implies that density evolution converges to a fixed point. Fi-
`
`na.lly, in this section, we study the asymptotics of correct decoding to arrive at a. stability condition
`
`for the fixed point corresponding to zero probability of error.
`
`Let us lirst bridly recall the Jorm and derivation oJ density evolution Jor hdieJ propagation. In
`
`general, each message represents a.n estimate oJ a particular transmitted hit. Let J; denote the value
`
`of this bit and recall that a; is an element of { ±1}. At a variable node, we will represent messages
`
`as log-likelihood ratios,
`
`log
`
`p(yl:r = I)
`· ..
`p(ylx = -1) ·
`
`where y represents all the observations conveyed to the variable node at that time. In the sequel
`
`we will often refer to message distributions witho11t further qualifications. Unless stated otherwise,
`
`this will always rder to message distributions a.t variable nodes under the all-one word assumption
`
`where the messages are represented as log-likelihood ratios. At a check node it is more convenient
`
`to represent the message as a tuple ( s, r) where s E lV2 := { ±1} indicates the hard decision and
`
`where r E JR+ is equal to
`
`I log IP(J: = lly)- p(:c = -lly)ll·
`
`Here ~-1/2 denotes the two-element group with elements {±.1} and group operation equal to real
`multi pi i ration. Since we wish to ad Ill it the possibility of perfect knowledge of a. bit (erasure ch a.n nel),
`
`we must admit the possibility that message distributions ma.y have point masses a.t the endpoints.
`
`E.g., in the log-likelihood representation this means that we may have 'point masses at infinity' in
`
`our message distributions. Thus, in generaL message distributions are probability distributions on
`
`the two-point compactifica.tion of IR, which we denote by JR. To simplify the presentation we shall
`
`generally assunll' that distributions a.re absolutely continuous with rc'sped to Lebesgue mea.surc'
`
`and can therdorc' he rl'JH"l'sented h.Y their densities."
`
`Assume now that the received message and the incoming messages at a variable node are given in
`
`log-likelihood form. The outgoing message along an edge c is then simply the sum of the received
`
`message plus all incoming messages, excluding the message incoming along edge e. Therefore,
`
`5 A couple of except.ions will be made for certain discret.e measures. ln particular, we shall require the dist.ribution
`Ll.,-o , the 'delta function a.t infinity.' \.Ye shall alw require the distribution D.ll the 'delta function a.t zero,' corresponding
`to a.n cra.su IT.
`
`7
`
`Hughes, Exh. 1029, p. 7
`
`
`
`assuming independence (tree assumption), the density of the outgoing message is the convolution
`
`of the densities of the messages participating in this surn.
`
`An equivalent statement is true at the check nodes. Assume that the incoming messages to a,
`
`check node a.re all in the form (.~, .,.). The outgoing message (again in (.~, r) represenlation) along
`
`an edge c is then simply the sum of all incoming messages, excluding the message incoming along
`edge c (here "addition" is performed componentv,rise, i.e., (s1,r1) + (s2,r2) = (s1 * s2,r1 + r2),
`·where the first component is in kV2 = {±.1} and "addition" corresponds to real multiplication,
`and the second component is an dement of R with regular addition.) Thus, as in lhe previous
`
`case, lhe density of the outgoing message, over H7
`2 X JR.+, can be written as lhe convolution of the
`
`corresponding densities of the incoming messages. Here, JR+ refers to [0, oo] the compa.ctification of
`
`JR.+. To corn plete the description we need only specify the change of variables necessary to convert
`
`a density from one representalion to the other and lo incorporale lhe degree sequences.
`
`Suppose that we have a graph >vith lel'l and right edge degree dislributions given by -\(:r) =
`"L/~ 1 A.; X.; _ 1, and p(x ) = "L f~ 1 Pi;Ti-l, respectively. \Ve folhw [:1] and use the follov,ring convention:
`for a polynomial q( x) = L; q,x' - 1 v,rith real coefficients qi we denote by q(f) the distribution
`L ; q;fr>;•(i- 1 ), where here and in the sequel (];, denotes convolution.
`
`In the follmving, we assume that the channel satisfies the symmetry condition (T). Further, we
`
`assume lhal the all-one codeword was transmitted. Ld P0 be lhe distribulion of the received
`
`log-likelihoods and P; denote the distribution of log-likelihoods sent from the variable nodes to the
`
`check nodes in the Cth iteration. Let R; denote the distribution of log-likelihoods sent from the
`check nodes to the variable nodes in the fth iteration. We rnay initiali7.e with 1{0 = 6. 0 .
`
`The dislribution of messages passed from a message node to a. check node in the flh iteration is
`
`given by the convolution Pr: := P0 ii) /\(Rc_t).
`
`To obtain the distribution of messages from check nodes back to message nodes, >ve must perform
`
`a. change of measure. To this end \\'e define the operator "i which takes the space of distributions
`
`Oil JR+ into itself. [<''or densities Oil JR.+ we define) as
`
`rU)(y) := /(ln coth y/ 2) csch(y).
`
`(2)
`
`In coth y/ 2, i.e., .f(y) dy = "'.-'(.f)(y) dy, since
`The operator"/ represents a. change of variables y -
`tIn coth y/ 2 = - csch(y). (\Ve can extend the definition of"'.-' to distributions on JR.+ by taking
`
`8
`
`Hughes, Exh. 1029, p. 8
`
`
`
`limits.) This shows part (a) of the following lemma, while part (b) follows easily from the fact that
`ln cotl-1 y/'2)
`2
`
`1
`1 (
`n cot 1
`
`= y.
`
`Lemma 1. '/'he following facts hold:
`
`(a) .~:;x• ~~ (.f) ( y) d !) = .~:;x• .f ( y) d !)
`
`(b) ~;(~;(J))(y) = f(y).
`
`l'or a.ny distrib11tion .f on lR let .r- denote -~[-<x;,o].f and let .f+ denote -l[o,:x-.].f, where l""1 denotes
`the characteristic Junction oJ .·1 so that I = j'+ + I- Y
`
`Given a distribution I over lR: orlog-likclihoods l, Wl' can represent it as a. distribution over 1-V~ X JR:+
`by representing l as the pair (s, r). We therefore define f, the change of variable operator, by
`
`where Rf- denotes the reflection off about 0, i.e.: Rf-(x) = f-(-x).
`
`Now, let g be a distribution over ~1/2 X lR: +. Let g+ and _q- be defined by g+(T) = I { 1 }(s)g(s, T) a.nd
`_q-(-r) = -~f-l}(s)_q(s,r). Then the inverse of l' is given by
`
`Using this notation, we obtain the following.
`
`Theorem 2 (Density Evolution). Ld P0 denote !he initial nW88age (h.~lr-ibulion, under· lhe a8-
`
`sumption that the all-one codeword was transmitted! of a low-density parity check code specified by
`edge df;_qn;e d-ish·ibut-ions L-; >..;:ri- 1 and L; p.;:l;<-1 . fl U.€ denotes the dens-ity of the messn.gf;S pasSF;d
`fr-om !he check node8 lo the nu:·t;sage nodes al r·ound e of lhe bdief-pmpagalion, wilh R 0 := il0 , then
`we have
`
`R; = r- 1 p(f(Po l~'! )..(Rt-1 ))) .
`
`2.1 Consistency
`
`ln the following, we call a distribution .f on IR consistent if it satisfies f(:r) = .f( -;1;)e"' for all
`:r E JR:+. More Jorrnally, a probability mea.surc I/ is consistent iJ the following hold. First, I/ can
`6 In the general case, where a point mass at 0 is allowed, the ma~~ at 0 should be split equally between .f- and .f+.
`
`9
`
`Hughes, Exh. 1029, p. 9
`
`
`
`be written a.s ~~- + u+ where~~- is supported on [-·x,O] and u+ is supported on [0, +x]. Letting
`'R11- dc'notc as bdorc' the rdkction oJ 11 - a.hout 0, we rc'quirc' that 'R11- he absolutely continuous
`
`with respect to 11+ and that the Radon-Nikodyn derivative [10, p. 1ii0] of R11- with respect 11+ be
`
`given by e-"'. If 11 has a density f then consistency of 11 is equivalent to consistency off as defined
`
`above .. \ote that Ll,x, and D- 0 are ronsistent measures.
`
`We will first establish wnsistenry of the initial message distri b11tion of density evol11tion under
`
`gc'Ill'ral conditions.
`
`Proposition 1. Suppost: that n. dw.rmd hn.s 8J;rmndry pmpF:rty p(y I :1; = -1) = p(-y I :1; = -1),
`
`and let P0
`
`lw lhr: initial rrtr:s8age dislribulion in log-likelihood ratio for·m under· the all-one word
`
`assumption. Then Po is consistent.
`
`Proof. Let 11 denote the measure corresponding to P0 , i.e., for any measurable subset A_, 11(A) :=
`J4 P0 (x) dx. ~ote that Po is equal to the distribution of the random variable
`p(ylx = 1)
`.
`z (y) := loe; ---=---_ -'--':--· --'--------'----(cid:173)
`• p(yl:r = -1)
`
`11(-A )
`
`p(ylx = 1) dy
`
`under the assumption that the all-one codeword was transmitted. For any measurable set A_ we
`have u( .4) = Jz-1 (cl) p(yl :r = "I) d !J . Invoking ch a.n nel sym nwt ry and equation ( 3) we have
`f
`1::-1 (-A)
`j. . p(-yl:r = 1) dy
`I
`f
`1::-1 (A)
`Thus, we obtain that 11 is a consistent measure, i.e., setting A_= ( z , z + d z) we obtain
`//( -z- dz, -z)
`------'-----,---------,----- = e-z .
`u( z,z+ dz)
`
`o-- 1 (11)
`
`. _ -1 (A)
`
`p(yl:r =-"I) dy .
`
`e-'(Y)p(ylx = 1) dy.
`
`Example 1 (Erasure Channel). For the erasure channel the initial message distribution is E~o+
`(-1- F)Ll,x•· Then l~i = }Llo +(I- F)D- ,x a.nd 1)0- = }Llo, whirh shows that the initial distribution
`is consistent.
`
`D
`
`10
`
`D
`
`Hughes, Exh. 1029, p. 10
`
`
`
`Example 2 (BSC). For the DSC the initial message distribution is Pula:) := bD._ 10g 17,1 + (1 -
`8)D.1_ 1-h. We have Pci = (1- 8)D.1_ 1-h and P0- = 8D.1_ 1-6, so consistency is apparent .
`og - 6-
`
`og ----;;- ·
`
`•
`
`. ·
`
`og --y
`
`.·
`
`Example 3 (AWGNC). Here the initial message distribution 1s /)0 (;r) :=
`
`consistency mndition is then
`
`D
`
`( " _--L•,2a-2
`'
`n-2'
`-s
`
`e-
`
`• The
`
`D
`
`Example 4 (Laplace Channel). As a final example, the initial message distribution for the
`
`Lap I are d1 an nel is given by
`
`where
`
`Again, it is easy to dlerk that the wnsistenry wndition is fulfilled.
`
`\Ve say tha.t two channels a.re equivalen/ if they ha.ve the same initial message distribution. It is
`
`often convenient to pick one representative for each equivalence class. How this can be done is
`
`shown in
`
`Lemma 2. Let P0 (y) be a consistent distribution. Then the symmetric channel p(·l·) with p(ylx =
`
`1) = P0(y) (and hence by symmetry p(yix = -1) = P 0(-y)) has initial message distribution P0(y).
`
`Pr·oof.
`
`p(yia: = 1)
`p(yix = 1)
`· = log
`.
`log
`· p(yi:r = -1)
`· p(-yi:r = 1)
`
`Po(y)
`= og
`1
`. · ·
`- P0 (-y)
`
`__ I!)~ Po(y)
`0 P 0 (y)e-Y
`
`v
`
`= !J.
`
`D
`
`Our next goal is to show that consistency is preserved under density evolution. This leads to certain
`
`simplifications of its representation.
`
`Lemma 3. !1 di.<:lr·ibulion I over lR i8 con.<:i.<:lt.nl if and only if ~r(RI-)(y) = tanh(y/ 2)/(J+)(y).
`
`11
`
`Hughes, Exh. 1029, p. 11
`
`
`
`and
`
`~;(R.f-)(!J) = .f-(-ln roth(y/2)) r,sr,h(y)
`
`~~(f+)(y) = .t+(ln coth(y/L)) csch(y).
`
`~ole that Jrom I(-J') = I(:c)e-x it. follows that.
`
`i'(RJ-)(y) = exp( -In wth(y/2)).f+(ln wth(y/2)) r,sch(y) = tanh(y/2}i•(f+)(!J),
`
`and the lemma follmvs directly.
`
`D
`
`
`
`Thus, >ve may extend the definition of consistency to densities over H72 x 1Ft+.
`
`Lemma 4. Consistency is invariard under convolution in IR and convolution in l'T-'2 x IR +.
`
`Pmof. Let. I and g be consist.enl densities over R. Then
`
`I:. f(J.' - y)g( y) dy = I':. c "- '1 I(Y - :c)e'l g( -y) dy
`I·:. e~ f(y- x )g( -y) dy
`= ex .r: . .f(-;r- y),q(y) dy.
`
`To show that consistencv is invariant under convolution over l'T-'2 x 1Ft+ is somewhat more elaborate.
`
`Let .f and g be consistent densities over H'2 X R.+ and let us express them as
`I { I } ( s v+ ( r) + l {- I} (8) .f- (r)
`1{1}(8)g+(r) + 1{-1} (8)g-(r),
`
`g(8, r)
`
`f(s, r)
`
`(v-ihere f+(r) = l{ 1}(.s).f(.s, r), etc) and let us similarly express f G· g. Then the wnvolution off
`and g is ~pecilicd by
`
`(f {)g)++(f::S::g)(cid:173)
`
`u+ + .r-) { ) (g+ +g-)
`
`(f (;) g)+- (I?; g)-
`
`u+ -I-) .::;) (g+- g-).
`
`~ow, Uw consist.enc_y condition for a dist.ribulion I over lF2 X !R+ can be expressed as
`
`Thus, it is easily verified that f {) .fJ is wn sis tent.
`
`D
`
`12
`
`Hughes, Exh. 1029, p. 12
`
`
`
`In view of the above it is convenient to introduce the "fold" operator F which takes distributions
`
`on JR: to distributions on JR.+. We define it by
`
`.Ff(:r) = .t+(:r) + R.r(:r) = .t+(:1:) + .r(-:r).
`
`Altogether, we obtain the following.
`
`Theorem 3 (Density Evolution and Consistency). l.f:i /~) rhnote t/u; initial me8.mgF: distr·i(cid:173)
`bulion of a low-den~ily par·ily du.·ck code ~fH:njied by f:dgf: df:gr·N:' di~lribulion8 L; /\i:E:i-l and
`Li p;a:'- 1 and assume that Po is consistent. If R r denotes the density of the messages passed
`from the check nodes to the message nodes at round f of the belief-propagation then u:e hare
`
`and Pr is consistent for all£ ':;:> 0.
`
`Example 5 (Erasure Channel). Let J be a density distribution of the form U:l0 + (1- ()Ll:o.
`Then F(f) = rand~;(!)= (1- t)L1o + ELl:x-.• Further,)..(!)= A(E)Llo + (1- A(E))L1.x. Hence,
`starting with the initial message distribution fLlo +(I - f)Ll~x· corresponding to an erasure channel
`with erasure probability f, the iteration is ~iven by /)c = PfLlo +('I - pfJLl~x" where
`
`Pr = p(1- EA(1- Pt-1 )).
`
`This is the s;cune formula as derived in [5, 6].
`
`Let f( x) be a consistent distribution. \Ve define the error probability operator as 7
`
`D
`
`Prerr(f) :=
`
`j ·O
`
`-
`
`•X f(J.:) d:t ·
`
`An easy but helpful consequence of the consistency condition is noted in the following
`
`Corollary 1. Let f(J.:) he a consistent distribution. If Prerr (f) = 0 then f = Ll·:o·
`
`Hence, requiring that the probability of error converges to 7.ern is equivalent to requiring that the
`
`message density converges to a delta function at infinity.
`
`7If .f has a point mass at 0 then exactly half of that mass is included in Prcn (.f).
`
`Hughes, Exh. 1029, p. 13
`
`
`
`2.2 Fixed Points of Density Evolution
`
`In the case of the erasure channel and a belief propagation decoder the state of the system at
`
`any it12ration is d12sr,rilwd by th12 r12maining number of erasures. Denot12 the r12maining number of
`
`12ras ures by;~; and l12t h(:r) be the r12maining numlwr oferasur12s aft12r afurth12r itNation. Th12n the
`
`threshold is given b.Y lhe ma"ximmn mnnber J:u such that
`
`\1() < .T < Xo :
`
`h(.T) < X.
`
`(-1)
`
`A similar stalemenl b true for lhe DSC together wilh Gallager's decoding algorithm A. In lhis case
`
`:c signiJies lhe remaining nmnber of errors.
`
`An alternative description of the threshold can be given in terms of fixed points. The threshold is
`
`giv12n by th12 max1mum number :r0 such that for no ;r E (0,;r0 )
`
`h(J:) = :c .
`
`(.5)
`
`Assume now \Ve are given a general discrete memoryless channel which fulfills the channel symmetry
`
`ronditions and \VI2 12m ploy a, belief propagation decoder. Th12 state of the system is now desrribed
`by th12 rn12ssag12 den sity. L12t f denot12 s ud a density and let h(.f) d12note the wrresponding d12nsity
`
`al'ler a further ileration. Clearl_'l', lhere is no characterization of the threshold >vhich corresponds
`
`to (-1) since there is, a priori, no given linear ordering of densities. The alternative formulation in
`
`(.5) involving fixed points looks more promising. Unfortunately, the non-existence of fixed-points
`
`for itNated fu net ion systems in mm12 than on12 dirn12nsion is in general not enough to guara.nt12e
`
`convergence. So it is quite surprising that for message dislributions of belief propagalion decoders
`
`Jixed poinls suliicient.ly characlerize the convergence of the sequences, as we will show in lhis section.
`
`Let Pr:(x) denote the distribution of the messages at the C-th iteration assuming that the all-one
`
`word was transmitted. Assunw that we \VI2re to d12r,ide on the transmittNl bit acwrding to the sign
`
`of the nwssage. In this r,as12 th12 conditional error proba.bility, conditioned on the tra,nsrnission of
`
`the all-one codeword, is equal to Pr.rr(P£). Dul, because of lhe symmclry condilions, this is equal
`
`to the unconditional error probability. Since the sign of the message is equal to the IVIAP estimate,
`
`this error probability is clearly a non-increasing function of C.
`
`This rnonotonir,ity property will play a k12y rol12 in the s12quel. It 1s not hard to se12 that there is
`
`a.r,tually a \vhol12 family of surh monotonicity wnditions.
`
`14
`
`Hughes, Exh. 1029, p. 14
`
`
`
`Theorem 4. Lei P;: lw !he me~~age (h.~lribulion al !he f'-lh decoding 8lep and lr::l g be a con~i~lenl
`
`distribution on JR. Then
`
`z~ a twn-incr·ea~ing fundion of e.
`
`J1mof. The message of which /)c is the distribution represents a. ronditional probability of a par-
`
`ticula.r hit value. Assume that an independent ob servation oJ the :,;a.me hit value is available to the
`
`decoder and assume that this independent observation is obtained by passing the bit through a
`
`channel p(-1·) which fulfills the symmetry condition and has p(yla: = 1) = g(y). By Lemma 2 and
`
`11nder the assumption that the all-one codeword was transmitted, the conditional distribution of
`
`the hit value log-likelihood, conditioned on all information incorporated in Pi. and tlw indl'IWndent
`
`observation ~ has distribution Pt l~'! g. Since the new distribution corresponds again to a MAP esti(cid:173)
`
`mate conditioned on information which is non-decreasing in £ ~ the stated monotonicity condition
`
`follows.
`
`It is convenient to use the following "basis" for all these monotonicity conditions. Let
`
`D
`
`(6)
`
`Clearly, .rJz(:r) is a mnsistent distrib11tion. For any mnsistent distribution .f let P,.f be defined as
`
`\Vritten in an alternative way we have
`
`= - 1
`- .• ("~- ro:('l -e?-JJ).f(:!;) d:r).
`1 + c~
`.f::
`(7)
`
`Corollary 2. Let Pr be the message distribution at the ( -th decoding step. Then P zPr zs a non-
`
`inrTeas-ing function of l fm· f:Vf:ry 0 .::; z .::; oo.
`
`Lemma 5 (Basis Lemma). Let f and g be consistent distributions such that P zg = P z f Vz ~ 0.
`Tlu:n .f = g.
`
`Proof. Write the conditions P z(f(x)- g(x)) = (L Vz ~ 0, in the equivalent form
`
`15
`
`Hughes, Exh. 1029, p. 15
`
`
`
`Difl'erentialing both sides with respect to z we get
`
`or, equivalently,
`
`"i/-; z 0 : L: (f(:r)- g(:r)) d:r = 0.
`
`C'learly, the last condition implies .f(:r) = g(:r), for all :r::; 0. Since f and g are both distributions,
`so lhal .f~~xc(f(:c)- g(:r)) d:r = 0, and since f a.nd g a.re both consislent it follows that f =g. D
`
`Theorem 5. Let f be a consistent distribution and assume that f has support over the whole
`real axis. Let P11 (;T) and P;Jx) denote the message distributions at the £1-th and £2-th iteration
`respectively, \Vith f 1 < f2. If
`
`then P1·1 (a:)= P~:(x) for ( z £1, i.e., P;1 (x) is a fixed point of density evolution.
`
`J>roof". We first establish the folluwing identity for any consistent distribution f.
`.f(z) = r . .Ff(:~:)g,.(z) d:r
`+o::
`
`.fu
`
`The identity is proved as follows.
`
`f(z) =
`
`r+cx_;
`L~x· f(x) D.o(z - ;T) da.·
`
`(8)
`
`(9)
`
`. (
`.F.f(:r)
`.
`
`1
`.
`. D.o(z- :r) +
`1 + e-->
`
`. u
`
`l +~
`l + x·
`
`. u
`N 0\'v'' let e satisfy £I ::; £ ::; e2. Applying the identity above \\'e have
`
`.F.f(:r)g":(-:) d:r .
`
`P; ~g f =
`
`i +'-xc
`
`-
`
`.Ff(x) (g_, ~g Pf)(z) dx,
`
`from which it follows that
`
`Note lhal (8) together wilh Theorem 4 implies that
`
`16
`
`Hughes, Exh. 1029, p. 16
`
`
`
`Thus, we ha.ve
`
`IL is dear from (7) that Px~! is a continuous function of :c. Further, f has support on IR by
`
`assumption and since, by Corollary 2~ P.,P~: is non-increasing in f. and~ hence~ the '':hole integrand
`is a non-negative function, it follov,·s that P., Pp1 = P., P; for all 0 :; a: < oc. By the Basis Lemma
`
`evolulion.
`
`D
`
`\Ve uole that the above lheorem has some very slrong implicalions. Although the m