Shift-and-invert parallel spectral transformation eigensolver: Massively parallel performance for density-functional based tight-binding

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhang, Hong; Zapol, Peter; Dixon, David A.

The Shift-and-invert parallel spectral transformations (SIPs), a computational approach to solve sparse eigenvalue problems, is developed for massively parallel architectures with exceptional parallel scalability and robustness. The capabilities of SIPs are demonstrated by diagonalization of density-functional based tight-binding (DFTB) Hamiltonian and overlap matrices for single-wall metallic carbon nanotubes, diamond nanowires, and bulk diamond crystals. The largest (smallest) example studied is a 128,000 (2000) atom nanotube for which ~330,000 (~5600) eigenvalues and eigenfunctions are obtained in ~190 (~5) seconds when parallelized over 266,144 (16,384) Blue Gene/Q cores. Weak scaling and strong scaling of SIPs are analyzed and the performance of SIPsmore » is compared with other novel methods. Different matrix ordering methods are investigated to reduce the cost of the factorization step, which dominates the time-to-solution at the strong scaling limit. As a result, a parallel implementation of assembling the density matrix from the distributed eigenvectors is demonstrated.« less

Approximate analysis for repeated eigenvalue problems with applications to controls-structure integrated design

NASA Technical Reports Server (NTRS)

Kenny, Sean P.; Hou, Gene J. W.

1994-01-01

A method for eigenvalue and eigenvector approximate analysis for the case of repeated eigenvalues with distinct first derivatives is presented. The approximate analysis method developed involves a reparameterization of the multivariable structural eigenvalue problem in terms of a single positive-valued parameter. The resulting equations yield first-order approximations to changes in the eigenvalues and the eigenvectors associated with the repeated eigenvalue problem. This work also presents a numerical technique that facilitates the definition of an eigenvector derivative for the case of repeated eigenvalues with repeated eigenvalue derivatives (of all orders). Examples are given which demonstrate the application of such equations for sensitivity and approximate analysis. Emphasis is placed on the application of sensitivity analysis to large-scale structural and controls-structures optimization problems.

Ordering Unstructured Meshes for Sparse Matrix Computations on Leading Parallel Systems

NASA Technical Reports Server (NTRS)

Oliker, Leonid; Li, Xiaoye; Heber, Gerd; Biswas, Rupak

2000-01-01

The ability of computers to solve hitherto intractable problems and simulate complex processes using mathematical models makes them an indispensable part of modern science and engineering. Computer simulations of large-scale realistic applications usually require solving a set of non-linear partial differential equations (PDES) over a finite region. For example, one thrust area in the DOE Grand Challenge projects is to design future accelerators such as the SpaHation Neutron Source (SNS). Our colleagues at SLAC need to model complex RFQ cavities with large aspect ratios. Unstructured grids are currently used to resolve the small features in a large computational domain; dynamic mesh adaptation will be added in the future for additional efficiency. The PDEs for electromagnetics are discretized by the FEM method, which leads to a generalized eigenvalue problem Kx = AMx, where K and M are the stiffness and mass matrices, and are very sparse. In a typical cavity model, the number of degrees of freedom is about one million. For such large eigenproblems, direct solution techniques quickly reach the memory limits. Instead, the most widely-used methods are Krylov subspace methods, such as Lanczos or Jacobi-Davidson. In all the Krylov-based algorithms, sparse matrix-vector multiplication (SPMV) must be performed repeatedly. Therefore, the efficiency of SPMV usually determines the eigensolver speed. SPMV is also one of the most heavily used kernels in large-scale numerical simulations.

Covariance expressions for eigenvalue and eigenvector problems

NASA Astrophysics Data System (ADS)

Liounis, Andrew J.

There are a number of important scientific and engineering problems whose solutions take the form of an eigenvalue--eigenvector problem. Some notable examples include solutions to linear systems of ordinary differential equations, controllability of linear systems, finite element analysis, chemical kinetics, fitting ellipses to noisy data, and optimal estimation of attitude from unit vectors. In many of these problems, having knowledge of the eigenvalue and eigenvector Jacobians is either necessary or is nearly as important as having the solution itself. For instance, Jacobians are necessary to find the uncertainty in a computed eigenvalue or eigenvector estimate. This uncertainty, which is usually represented as a covariance matrix, has been well studied for problems similar to the eigenvalue and eigenvector problem, such as singular value decomposition. There has been substantially less research on the covariance of an optimal estimate originating from an eigenvalue-eigenvector problem. In this thesis we develop two general expressions for the Jacobians of eigenvalues and eigenvectors with respect to the elements of their parent matrix. The expressions developed make use of only the parent matrix and the eigenvalue and eigenvector pair under consideration. In addition, they are applicable to any general matrix (including complex valued matrices, eigenvalues, and eigenvectors) as long as the eigenvalues are simple. Alongside this, we develop expressions that determine the uncertainty in a vector estimate obtained from an eigenvalue-eigenvector problem given the uncertainty of the terms of the matrix. The Jacobian expressions developed are numerically validated with forward finite, differencing and the covariance expressions are validated using Monte Carlo analysis. Finally, the results from this work are used to determine covariance expressions for a variety of estimation problem examples and are also applied to the design of a dynamical system.

Sparse Covariance Matrix Estimation With Eigenvalue Constraints

PubMed Central

LIU, Han; WANG, Lie; ZHAO, Tuo

2014-01-01

We propose a new approach for estimating high-dimensional, positive-definite covariance matrices. Our method extends the generalized thresholding operator by adding an explicit eigenvalue constraint. The estimated covariance matrix simultaneously achieves sparsity and positive definiteness. The estimator is rate optimal in the minimax sense and we develop an efficient iterative soft-thresholding and projection algorithm based on the alternating direction method of multipliers. Empirically, we conduct thorough numerical experiments on simulated datasets as well as real data examples to illustrate the usefulness of our method. Supplementary materials for the article are available online. PMID:25620866

Extending the eigCG algorithm to nonsymmetric Lanczos for linear systems with multiple right-hand sides

DOE Office of Scientific and Technical Information (OSTI.GOV)

Abdel-Rehim, A M; Stathopoulos, Andreas; Orginos, Kostas

2014-08-01

The technique that was used to build the EigCG algorithm for sparse symmetric linear systems is extended to the nonsymmetric case using the BiCG algorithm. We show that, similarly to the symmetric case, we can build an algorithm that is capable of computing a few smallest magnitude eigenvalues and their corresponding left and right eigenvectors of a nonsymmetric matrix using only a small window of the BiCG residuals while simultaneously solving a linear system with that matrix. For a system with multiple right-hand sides, we give an algorithm that computes incrementally more eigenvalues while solving the first few systems andmore » then uses the computed eigenvectors to deflate BiCGStab for the remaining systems. Our experiments on various test problems, including Lattice QCD, show the remarkable ability of EigBiCG to compute spectral approximations with accuracy comparable to that of the unrestarted, nonsymmetric Lanczos. Furthermore, our incremental EigBiCG followed by appropriately restarted and deflated BiCGStab provides a competitive method for systems with multiple right-hand sides.« less

Eigenmode computation of cavities with perturbed geometry using matrix perturbation methods applied on generalized eigenvalue problems

NASA Astrophysics Data System (ADS)

Gorgizadeh, Shahnam; Flisgen, Thomas; van Rienen, Ursula

2018-07-01

Generalized eigenvalue problems are standard problems in computational sciences. They may arise in electromagnetic fields from the discretization of the Helmholtz equation by for example the finite element method (FEM). Geometrical perturbations of the structure under concern lead to a new generalized eigenvalue problems with different system matrices. Geometrical perturbations may arise by manufacturing tolerances, harsh operating conditions or during shape optimization. Directly solving the eigenvalue problem for each perturbation is computationally costly. The perturbed eigenpairs can be approximated using eigenpair derivatives. Two common approaches for the calculation of eigenpair derivatives, namely modal superposition method and direct algebraic methods, are discussed in this paper. Based on the direct algebraic methods an iterative algorithm is developed for efficiently calculating the eigenvalues and eigenvectors of the perturbed geometry from the eigenvalues and eigenvectors of the unperturbed geometry.

New sets of eigenvalues in inverse scattering for inhomogeneous media and their determination from scattering data

NASA Astrophysics Data System (ADS)

Audibert, Lorenzo; Cakoni, Fioralba; Haddar, Houssem

2017-12-01

In this paper we develop a general mathematical framework to determine interior eigenvalues from a knowledge of the modified far field operator associated with an unknown (anisotropic) inhomogeneity. The modified far field operator is obtained by subtracting from the measured far field operator the computed far field operator corresponding to a well-posed scattering problem depending on one (possibly complex) parameter. Injectivity of this modified far field operator is related to an appropriate eigenvalue problem whose eigenvalues can be determined from the scattering data, and thus can be used to obtain information about material properties of the unknown inhomogeneity. We discuss here two examples of such modification leading to a Steklov eigenvalue problem, and a new type of the transmission eigenvalue problem. We present some numerical examples demonstrating the viability of our method for determining the interior eigenvalues form far field data.

An implementation of the look-ahead Lanczos algorithm for non-Hermitian matrices, part 2

NASA Technical Reports Server (NTRS)

Freund, Roland W.; Nachtigal, Noel M.

1990-01-01

It is shown how the look-ahead Lanczos process (combined with a quasi-minimal residual QMR) approach) can be used to develop a robust black box solver for large sparse non-Hermitian linear systems. Details of an implementation of the resulting QMR algorithm are presented. It is demonstrated that the QMR method is closely related to the biconjugate gradient (BCG) algorithm; however, unlike BCG, the QMR algorithm has smooth convergence curves and good numerical properties. We report numerical experiments with our implementation of the look-ahead Lanczos algorithm, both for eigenvalue problem and linear systems. Also, program listings of FORTRAN implementations of the look-ahead algorithm and the QMR method are included.

A Relaxation Method for Nonlocal and Non-Hermitian Operators

NASA Astrophysics Data System (ADS)

Lagaris, I. E.; Papageorgiou, D. G.; Braun, M.; Sofianos, S. A.

1996-06-01

We present a grid method to solve the time dependent Schrödinger equation (TDSE). It uses the Crank-Nicholson scheme to propagate the wavefunction forward in time and finite differences to approximate the derivative operators. The resulting sparse linear system is solved by the symmetric successive overrelaxation iterative technique. The method handles local and nonlocal interactions and Hamiltonians that correspond to either Hermitian or to non-Hermitian matrices with real eigenvalues. We test the method by solving the TDSE in the imaginary time domain, thus converting the time propagation to asymptotic relaxation. Benchmark problems solved are both in one and two dimensions, with local, nonlocal, Hermitian and non-Hermitian Hamiltonians.

On the solution of two-point linear differential eigenvalue problems. [numerical technique with application to Orr-Sommerfeld equation

NASA Technical Reports Server (NTRS)

Antar, B. N.

1976-01-01

A numerical technique is presented for locating the eigenvalues of two point linear differential eigenvalue problems. The technique is designed to search for complex eigenvalues belonging to complex operators. With this method, any domain of the complex eigenvalue plane could be scanned and the eigenvalues within it, if any, located. For an application of the method, the eigenvalues of the Orr-Sommerfeld equation of the plane Poiseuille flow are determined within a specified portion of the c-plane. The eigenvalues for alpha = 1 and R = 10,000 are tabulated and compared for accuracy with existing solutions.

Eigenvalues of the Wentzell-Laplace operator and of the fourth order Steklov problems

NASA Astrophysics Data System (ADS)

Xia, Changyu; Wang, Qiaoling

2018-05-01

We prove a sharp upper bound and a lower bound for the first nonzero eigenvalue of the Wentzell-Laplace operator on compact manifolds with boundary and an isoperimetric inequality for the same eigenvalue in the case where the manifold is a bounded domain in a Euclidean space. We study some fourth order Steklov problems and obtain isoperimetric upper bound for the first eigenvalue of them. We also find all the eigenvalues and eigenfunctions for two kind of fourth order Steklov problems on a Euclidean ball.

Bethe-Salpeter Eigenvalue Solver Package (BSEPACK) v0.1

DOE Office of Scientific and Technical Information (OSTI.GOV)

SHAO, MEIYEU; YANG, CHAO

2017-04-25

The BSEPACK contains a set of subroutines for solving the Bethe-Salpeter Eigenvalue (BSE) problem. This type of problem arises in this study of optical excitation of nanoscale materials. The BSE problem is a structured non-Hermitian eigenvalue problem. The BSEPACK software can be used to compute all or subset of eigenpairs of a BSE Hamiltonian. It can also be used to compute the optical absorption spectrum without computing BSE eigenvalues and eigenvectors explicitly. The package makes use of the ScaLAPACK, LAPACK and BLAS.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bai, Zhaojun; Yang, Chao

What is common among electronic structure calculation, design of MEMS devices, vibrational analysis of high speed railways, and simulation of the electromagnetic field of a particle accelerator? The answer: they all require solving large scale nonlinear eigenvalue problems. In fact, these are just a handful of examples in which solving nonlinear eigenvalue problems accurately and efficiently is becoming increasingly important. Recognizing the importance of this class of problems, an invited minisymposium dedicated to nonlinear eigenvalue problems was held at the 2005 SIAM Annual Meeting. The purpose of the minisymposium was to bring together numerical analysts and application scientists to showcasemore » some of the cutting edge results from both communities and to discuss the challenges they are still facing. The minisymposium consisted of eight talks divided into two sessions. The first three talks focused on a type of nonlinear eigenvalue problem arising from electronic structure calculations. In this type of problem, the matrix Hamiltonian H depends, in a non-trivial way, on the set of eigenvectors X to be computed. The invariant subspace spanned by these eigenvectors also minimizes a total energy function that is highly nonlinear with respect to X on a manifold defined by a set of orthonormality constraints. In other applications, the nonlinearity of the matrix eigenvalue problem is restricted to the dependency of the matrix on the eigenvalues to be computed. These problems are often called polynomial or rational eigenvalue problems In the second session, Christian Mehl from Technical University of Berlin described numerical techniques for solving a special type of polynomial eigenvalue problem arising from vibration analysis of rail tracks excited by high-speed trains.« less

A numerical projection technique for large-scale eigenvalue problems

NASA Astrophysics Data System (ADS)

Gamillscheg, Ralf; Haase, Gundolf; von der Linden, Wolfgang

2011-10-01

We present a new numerical technique to solve large-scale eigenvalue problems. It is based on the projection technique, used in strongly correlated quantum many-body systems, where first an effective approximate model of smaller complexity is constructed by projecting out high energy degrees of freedom and in turn solving the resulting model by some standard eigenvalue solver. Here we introduce a generalization of this idea, where both steps are performed numerically and which in contrast to the standard projection technique converges in principle to the exact eigenvalues. This approach is not just applicable to eigenvalue problems encountered in many-body systems but also in other areas of research that result in large-scale eigenvalue problems for matrices which have, roughly speaking, mostly a pronounced dominant diagonal part. We will present detailed studies of the approach guided by two many-body models.

On Fluctuations of Eigenvalues of Random Band Matrices

NASA Astrophysics Data System (ADS)

Shcherbina, M.

2015-10-01

We consider the fluctuations of linear eigenvalue statistics of random band matrices whose entries have the form with i.i.d. possessing the th moment, where the function u has a finite support , so that M has only nonzero diagonals. The parameter b (called the bandwidth) is assumed to grow with n in a way such that . Without any additional assumptions on the growth of b we prove CLT for linear eigenvalue statistics for a rather wide class of test functions. Thus we improve and generalize the results of the previous papers (Jana et al., arXiv:1412.2445; Li et al. Random Matrices 2:04, 2013), where CLT was proven under the assumption . Moreover, we develop a method which allows to prove automatically the CLT for linear eigenvalue statistics of the smooth test functions for almost all classical models of random matrix theory: deformed Wigner and sample covariance matrices, sparse matrices, diluted random matrices, matrices with heavy tales etc.

Non-Hermitian localization in biological networks.

PubMed

Amir, Ariel; Hatano, Naomichi; Nelson, David R

2016-04-01

We explore the spectra and localization properties of the N-site banded one-dimensional non-Hermitian random matrices that arise naturally in sparse neural networks. Approximately equal numbers of random excitatory and inhibitory connections lead to spatially localized eigenfunctions and an intricate eigenvalue spectrum in the complex plane that controls the spontaneous activity and induced response. A finite fraction of the eigenvalues condense onto the real or imaginary axes. For large N, the spectrum has remarkable symmetries not only with respect to reflections across the real and imaginary axes but also with respect to 90^{∘} rotations, with an unusual anisotropic divergence in the localization length near the origin. When chains with periodic boundary conditions become directed, with a systematic directional bias superimposed on the randomness, a hole centered on the origin opens up in the density-of-states in the complex plane. All states are extended on the rim of this hole, while the localized eigenvalues outside the hole are unchanged. The bias-dependent shape of this hole tracks the bias-independent contours of constant localization length. We treat the large-N limit by a combination of direct numerical diagonalization and using transfer matrices, an approach that allows us to exploit an electrostatic analogy connecting the "charges" embodied in the eigenvalue distribution with the contours of constant localization length. We show that similar results are obtained for more realistic neural networks that obey "Dale's law" (each site is purely excitatory or inhibitory) and conclude with perturbation theory results that describe the limit of large directional bias, when all states are extended. Related problems arise in random ecological networks and in chains of artificial cells with randomly coupled gene expression patterns.

Non-Hermitian localization in biological networks

NASA Astrophysics Data System (ADS)

Amir, Ariel; Hatano, Naomichi; Nelson, David R.

2016-04-01

We explore the spectra and localization properties of the N -site banded one-dimensional non-Hermitian random matrices that arise naturally in sparse neural networks. Approximately equal numbers of random excitatory and inhibitory connections lead to spatially localized eigenfunctions and an intricate eigenvalue spectrum in the complex plane that controls the spontaneous activity and induced response. A finite fraction of the eigenvalues condense onto the real or imaginary axes. For large N , the spectrum has remarkable symmetries not only with respect to reflections across the real and imaginary axes but also with respect to 90∘ rotations, with an unusual anisotropic divergence in the localization length near the origin. When chains with periodic boundary conditions become directed, with a systematic directional bias superimposed on the randomness, a hole centered on the origin opens up in the density-of-states in the complex plane. All states are extended on the rim of this hole, while the localized eigenvalues outside the hole are unchanged. The bias-dependent shape of this hole tracks the bias-independent contours of constant localization length. We treat the large-N limit by a combination of direct numerical diagonalization and using transfer matrices, an approach that allows us to exploit an electrostatic analogy connecting the "charges" embodied in the eigenvalue distribution with the contours of constant localization length. We show that similar results are obtained for more realistic neural networks that obey "Dale's law" (each site is purely excitatory or inhibitory) and conclude with perturbation theory results that describe the limit of large directional bias, when all states are extended. Related problems arise in random ecological networks and in chains of artificial cells with randomly coupled gene expression patterns.

TESTING HIGH-DIMENSIONAL COVARIANCE MATRICES, WITH APPLICATION TO DETECTING SCHIZOPHRENIA RISK GENES

PubMed Central

Zhu, Lingxue; Lei, Jing; Devlin, Bernie; Roeder, Kathryn

2017-01-01

Scientists routinely compare gene expression levels in cases versus controls in part to determine genes associated with a disease. Similarly, detecting case-control differences in co-expression among genes can be critical to understanding complex human diseases; however statistical methods have been limited by the high dimensional nature of this problem. In this paper, we construct a sparse-Leading-Eigenvalue-Driven (sLED) test for comparing two high-dimensional covariance matrices. By focusing on the spectrum of the differential matrix, sLED provides a novel perspective that accommodates what we assume to be common, namely sparse and weak signals in gene expression data, and it is closely related with Sparse Principal Component Analysis. We prove that sLED achieves full power asymptotically under mild assumptions, and simulation studies verify that it outperforms other existing procedures under many biologically plausible scenarios. Applying sLED to the largest gene-expression dataset obtained from post-mortem brain tissue from Schizophrenia patients and controls, we provide a novel list of genes implicated in Schizophrenia and reveal intriguing patterns in gene co-expression change for Schizophrenia subjects. We also illustrate that sLED can be generalized to compare other gene-gene “relationship” matrices that are of practical interest, such as the weighted adjacency matrices. PMID:29081874

TESTING HIGH-DIMENSIONAL COVARIANCE MATRICES, WITH APPLICATION TO DETECTING SCHIZOPHRENIA RISK GENES.

PubMed

Zhu, Lingxue; Lei, Jing; Devlin, Bernie; Roeder, Kathryn

2017-09-01

Scientists routinely compare gene expression levels in cases versus controls in part to determine genes associated with a disease. Similarly, detecting case-control differences in co-expression among genes can be critical to understanding complex human diseases; however statistical methods have been limited by the high dimensional nature of this problem. In this paper, we construct a sparse-Leading-Eigenvalue-Driven (sLED) test for comparing two high-dimensional covariance matrices. By focusing on the spectrum of the differential matrix, sLED provides a novel perspective that accommodates what we assume to be common, namely sparse and weak signals in gene expression data, and it is closely related with Sparse Principal Component Analysis. We prove that sLED achieves full power asymptotically under mild assumptions, and simulation studies verify that it outperforms other existing procedures under many biologically plausible scenarios. Applying sLED to the largest gene-expression dataset obtained from post-mortem brain tissue from Schizophrenia patients and controls, we provide a novel list of genes implicated in Schizophrenia and reveal intriguing patterns in gene co-expression change for Schizophrenia subjects. We also illustrate that sLED can be generalized to compare other gene-gene "relationship" matrices that are of practical interest, such as the weighted adjacency matrices.

Transmission eigenvalues

NASA Astrophysics Data System (ADS)

Cakoni, Fioralba; Haddar, Houssem

2013-10-01

In inverse scattering theory, transmission eigenvalues can be seen as the extension of the notion of resonant frequencies for impenetrable objects to the case of penetrable dielectrics. The transmission eigenvalue problem is a relatively late arrival to the spectral theory of partial differential equations. Its first appearance was in 1986 in a paper by Kirsch who was investigating the denseness of far-field patterns for scattering solutions of the Helmholtz equation or, in more modern terminology, the injectivity of the far-field operator [1]. The paper of Kirsch was soon followed by a more systematic study by Colton and Monk in the context of developing the dual space method for solving the inverse scattering problem for acoustic waves in an inhomogeneous medium [2]. In this paper they showed that for a spherically stratified media transmission eigenvalues existed and formed a discrete set. Numerical examples were also given showing that in principle transmission eigenvalues could be determined from the far-field data. This first period of interest in transmission eigenvalues was concluded with papers by Colton et al in 1989 [3] and Rynne and Sleeman in 1991 [4] showing that for an inhomogeneous medium (not necessarily spherically stratified) transmission eigenvalues, if they existed, formed a discrete set. For the next seventeen years transmission eigenvalues were ignored. This was mainly due to the fact that, with the introduction of various sampling methods to determine the shape of an inhomogeneous medium from far-field data, transmission eigenvalues were something to be avoided and hence the fact that transmission eigenvalues formed at most a discrete set was deemed to be sufficient. In addition, questions related to the existence of transmission eigenvalues or the structure of associated eigenvectors were recognized as being particularly difficult due to the nonlinearity of the eigenvalue problem and the special structure of the associated transmission eigenvalue problem. The need to answer these questions became important after a series of papers by Cakoni et al [5], and Cakoni et al [6] suggesting that these transmission eigenvalues could be used to obtain qualitative information about the material properties of the scattering object from far-field data. The first answer to the existence of transmission eigenvalues in the general case was given in 2008 when Päivärinta and Sylvester showed the existence of transmission eigenvalues for the index of refraction sufficiently large [7] followed in 2010 by the paper of Cakoni et al who removed the size restriction on the index of refraction [8]. More importantly, in the latter it was shown that transmission eigenvalues yielded qualitative information on the material properties of the scattering object and Cakoni et al established in [9] that transmission eigenvalues could be determined from the Tikhonov regularized solution of the far-field equation. Since the appearance of these papers there has been an explosion of interest in the transmission eigenvalue problem (we refer the reader to our recent survey paper [10] for a detailed account of the developments in this field up to 2012) and the papers in this special issue are representative of the myriad directions that this research has taken. Indeed, we are happy to see that many open theoretical and numerical questions raised in [10] have been answered (totally or partially) in the contributions of this special issue: the existence of transmission eigenvalues with minimal assumptions on the contrast, the numerical evaluation of transmission eigenvalues, the inverse spectral problem, applications to non-destructive testing, etc. In addition to these topics, many other new investigations and research directions have been proposed as we shall see in the brief content summary below. A number of papers in this special issue are concerned with the question of existence of transmission eigenvalues and the structure of the associated transmission eigenfunctions. The three papers by respectively Robbiano [11], Blasten and Päivärinta [12], and Lakshtanov and Vainberg [13] provide new complementary results on the existence of transmission eigenvalues for the scalar problem under weak assumptions on the (possibly complex valued) refractive index that mainly stipulates that the contrast does not change sign on the boundary. It is interesting here to see three different new methods to obtain these results. On the other hand, the paper by Bonnet-Ben Dhia and Chesnel [14] addresses the Fredholm properties of the interior transmission problem when the contrast changes sign on the boundary, exhibiting cases where this property fails. Using more standard approaches, the existence and structure of transmission eigenvalues are analyzed in the paper by Delbary [15] for the case of frequency dependent materials in the context of Maxwell's equations, whereas the paper by Vesalainen [16] initiates the study of the transmission eigenvalue problem in unbounded domains by considering the transmission eigenvalues for Schrödinger equation with non-compactly supported potential. The paper by Monk and Selgas [17] addresses the case where the dielectric is mounted on a perfect conductor and provides some numerical examples of the localization of associated eigenvalues using the linear sampling method. A series of papers then addresses the question of localization of transmission eigenvalues and the associated inverse spectral problem for spherically stratified media. More specifically, the paper by Colton and Leung [18] provides new results on complex transmission eigenvalues and a new proof for uniqueness of a solution to the inverse spectral problem, whereas the paper by Sylvester [19] provides sharp results on how to locate all the transmission eigenvalues associated with angular independent eigenfunctions when the index of refraction is constant. The paper by Gintides and Pallikarakis [20] investigates an iterative least square method to identify the spherically stratified index of refraction from transmission eigenvalues. On the characterization of transmission eigenvalues in terms of far-field measurements, a promising new result is obtained by Kirsch and Lechleiter [21] showing how one can identify the transmission eigenvalues using the eigenvalues of the scattering operator which are available in terms of measured scattering data. In the paper by Kleefeld [22], an accurate method for computing transmission eigenvalues based on a surface integral formulation of the interior transmission problem and numerical methods for nonlinear eigenvalue problems is proposed and numerically validated for the scalar problem in three dimensions. On the other hand, the paper by Sun and Xu [23] investigates the computation of transmission eigenvalues for Maxwell's equations using a standard iterative method associated with a variational formulation of the interior transmission problem with an emphasis on the effect of anisotropy on transmission eigenvalues. From the perspective of using transmission eigenvalues in non-destructive testing, the paper by Cakoni and Moskow [24] investigates the asymptotic behavior of transmission eigenvalues with respect to small inhomogeneities. The paper by Nakamura and Wang [25] investigates the linear sampling method for the time dependent heat equation and analyses the interior transmission problem associated with this equation. Finally, in the paper by Finch and Hickmann [26], the spectrum of the interior transmission problem is related to the unique determination of the acoustic properties of a body in thermoacoustic imaging. We hope that this collection of papers will stimulate further research in the rapidly growing area of transmission eigenvalues and inverse scattering theory.

Applying nonlinear diffusion acceleration to the neutron transport k-Eigenvalue problem with anisotropic scattering

DOE PAGES

Willert, Jeffrey; Park, H.; Taitano, William

2015-11-01

High-order/low-order (or moment-based acceleration) algorithms have been used to significantly accelerate the solution to the neutron transport k-eigenvalue problem over the past several years. Recently, the nonlinear diffusion acceleration algorithm has been extended to solve fixed-source problems with anisotropic scattering sources. In this paper, we demonstrate that we can extend this algorithm to k-eigenvalue problems in which the scattering source is anisotropic and a significant acceleration can be achieved. Lastly, we demonstrate that the low-order, diffusion-like eigenvalue problem can be solved efficiently using a technique known as nonlinear elimination.

Hybrid preconditioning for iterative diagonalization of ill-conditioned generalized eigenvalue problems in electronic structure calculations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cai, Yunfeng, E-mail: yfcai@math.pku.edu.cn; Department of Computer Science, University of California, Davis 95616; Bai, Zhaojun, E-mail: bai@cs.ucdavis.edu

2013-12-15

The iterative diagonalization of a sequence of large ill-conditioned generalized eigenvalue problems is a computational bottleneck in quantum mechanical methods employing a nonorthogonal basis for ab initio electronic structure calculations. We propose a hybrid preconditioning scheme to effectively combine global and locally accelerated preconditioners for rapid iterative diagonalization of such eigenvalue problems. In partition-of-unity finite-element (PUFE) pseudopotential density-functional calculations, employing a nonorthogonal basis, we show that the hybrid preconditioned block steepest descent method is a cost-effective eigensolver, outperforming current state-of-the-art global preconditioning schemes, and comparably efficient for the ill-conditioned generalized eigenvalue problems produced by PUFE as the locally optimal blockmore » preconditioned conjugate-gradient method for the well-conditioned standard eigenvalue problems produced by planewave methods.« less

A divide and conquer approach to the nonsymmetric eigenvalue problem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jessup, E.R.

1991-01-01

Serial computation combined with high communication costs on distributed-memory multiprocessors make parallel implementations of the QR method for the nonsymmetric eigenvalue problem inefficient. This paper introduces an alternative algorithm for the nonsymmetric tridiagonal eigenvalue problem based on rank two tearing and updating of the matrix. The parallelism of this divide and conquer approach stems from independent solution of the updating problems. 11 refs.

A new method for computation of eigenvector derivatives with distinct and repeated eigenvalues in structural dynamic analysis

NASA Astrophysics Data System (ADS)

Li, Zhengguang; Lai, Siu-Kai; Wu, Baisheng

2018-07-01

Determining eigenvector derivatives is a challenging task due to the singularity of the coefficient matrices of the governing equations, especially for those structural dynamic systems with repeated eigenvalues. An effective strategy is proposed to construct a non-singular coefficient matrix, which can be directly used to obtain the eigenvector derivatives with distinct and repeated eigenvalues. This approach also has an advantage that only requires eigenvalues and eigenvectors of interest, without solving the particular solutions of eigenvector derivatives. The Symmetric Quasi-Minimal Residual (SQMR) method is then adopted to solve the governing equations, only the existing factored (shifted) stiffness matrix from an iterative eigensolution such as the subspace iteration method or the Lanczos algorithm is utilized. The present method can deal with both cases of simple and repeated eigenvalues in a unified manner. Three numerical examples are given to illustrate the accuracy and validity of the proposed algorithm. Highly accurate approximations to the eigenvector derivatives are obtained within a few iteration steps, making a significant reduction of the computational effort. This method can be incorporated into a coupled eigensolver/derivative software module. In particular, it is applicable for finite element models with large sparse matrices.

Paradeisos: A perfect hashing algorithm for many-body eigenvalue problems

NASA Astrophysics Data System (ADS)

Jia, C. J.; Wang, Y.; Mendl, C. B.; Moritz, B.; Devereaux, T. P.

2018-03-01

We describe an essentially perfect hashing algorithm for calculating the position of an element in an ordered list, appropriate for the construction and manipulation of many-body Hamiltonian, sparse matrices. Each element of the list corresponds to an integer value whose binary representation reflects the occupation of single-particle basis states for each element in the many-body Hilbert space. The algorithm replaces conventional methods, such as binary search, for locating the elements of the ordered list, eliminating the need to store the integer representation for each element, without increasing the computational complexity. Combined with the "checkerboard" decomposition of the Hamiltonian matrix for distribution over parallel computing environments, this leads to a substantial savings in aggregate memory. While the algorithm can be applied broadly to many-body, correlated problems, we demonstrate its utility in reducing total memory consumption for a series of fermionic single-band Hubbard model calculations on small clusters with progressively larger Hilbert space dimension.

Efficient Computation of Sparse Matrix Functions for Large-Scale Electronic Structure Calculations: The CheSS Library.

PubMed

Mohr, Stephan; Dawson, William; Wagner, Michael; Caliste, Damien; Nakajima, Takahito; Genovese, Luigi

2017-10-10

We present CheSS, the "Chebyshev Sparse Solvers" library, which has been designed to solve typical problems arising in large-scale electronic structure calculations using localized basis sets. The library is based on a flexible and efficient expansion in terms of Chebyshev polynomials and presently features the calculation of the density matrix, the calculation of matrix powers for arbitrary powers, and the extraction of eigenvalues in a selected interval. CheSS is able to exploit the sparsity of the matrices and scales linearly with respect to the number of nonzero entries, making it well-suited for large-scale calculations. The approach is particularly adapted for setups leading to small spectral widths of the involved matrices and outperforms alternative methods in this regime. By coupling CheSS to the DFT code BigDFT, we show that such a favorable setup is indeed possible in practice. In addition, the approach based on Chebyshev polynomials can be massively parallelized, and CheSS exhibits excellent scaling up to thousands of cores even for relatively small matrix sizes.

Asymptotic analysis on a pseudo-Hermitian Riemann-zeta Hamiltonian

NASA Astrophysics Data System (ADS)

Bender, Carl M.; Brody, Dorje C.

2018-04-01

The differential-equation eigenvalue problem associated with a recently-introduced Hamiltonian, whose eigenvalues correspond to the zeros of the Riemann zeta function, is analyzed using Fourier and WKB analysis. The Fourier analysis leads to a challenging open problem concerning the formulation of the eigenvalue problem in the momentum space. The WKB analysis gives the exact asymptotic behavior of the eigenfunction.

Solving an inverse eigenvalue problem with triple constraints on eigenvalues, singular values, and diagonal elements

NASA Astrophysics Data System (ADS)

Wu, Sheng-Jhih; Chu, Moody T.

2017-08-01

An inverse eigenvalue problem usually entails two constraints, one conditioned upon the spectrum and the other on the structure. This paper investigates the problem where triple constraints of eigenvalues, singular values, and diagonal entries are imposed simultaneously. An approach combining an eclectic mix of skills from differential geometry, optimization theory, and analytic gradient flow is employed to prove the solvability of such a problem. The result generalizes the classical Mirsky, Sing-Thompson, and Weyl-Horn theorems concerning the respective majorization relationships between any two of the arrays of main diagonal entries, eigenvalues, and singular values. The existence theory fills a gap in the classical matrix theory. The problem might find applications in wireless communication and quantum information science. The technique employed can be implemented as a first-step numerical method for constructing the matrix. With slight modification, the approach might be used to explore similar types of inverse problems where the prescribed entries are at general locations.

Sturm-Liouville eigenproblems with an interior pole

NASA Technical Reports Server (NTRS)

Boyd, J. P.

1981-01-01

The eigenvalues and eigenfunctions of self-adjoint Sturm-Liouville problems with a simple pole on the interior of an interval are investigated. Three general theorems are proved, and it is shown that as n approaches infinity, the eigenfunctions more and more closely resemble those of an ordinary Sturm-Liouville problem. The low-order modes differ significantly from those of a nonsingular eigenproblem in that both eigenvalues and eigenfunctions are complex, and the eigenvalues for all small n may cluster about a common value in contrast to the widely separated eigenvalues of the corresponding nonsingular problem. In addition, the WKB is shown to be accurate for all n, and all eigenvalues of a normal one-dimensional Sturm-Liouville equation with nonperiodic boundary conditions are well separated.

Solving large tomographic linear systems: size reduction and error estimation

NASA Astrophysics Data System (ADS)

Voronin, Sergey; Mikesell, Dylan; Slezak, Inna; Nolet, Guust

2014-10-01

We present a new approach to reduce a sparse, linear system of equations associated with tomographic inverse problems. We begin by making a modification to the commonly used compressed sparse-row format, whereby our format is tailored to the sparse structure of finite-frequency (volume) sensitivity kernels in seismic tomography. Next, we cluster the sparse matrix rows to divide a large matrix into smaller subsets representing ray paths that are geographically close. Singular value decomposition of each subset allows us to project the data onto a subspace associated with the largest eigenvalues of the subset. After projection we reject those data that have a signal-to-noise ratio (SNR) below a chosen threshold. Clustering in this way assures that the sparse nature of the system is minimally affected by the projection. Moreover, our approach allows for a precise estimation of the noise affecting the data while also giving us the ability to identify outliers. We illustrate the method by reducing large matrices computed for global tomographic systems with cross-correlation body wave delays, as well as with surface wave phase velocity anomalies. For a massive matrix computed for 3.7 million Rayleigh wave phase velocity measurements, imposing a threshold of 1 for the SNR, we condensed the matrix size from 1103 to 63 Gbyte. For a global data set of multiple-frequency P wave delays from 60 well-distributed deep earthquakes we obtain a reduction to 5.9 per cent. This type of reduction allows one to avoid loss of information due to underparametrizing models. Alternatively, if data have to be rejected to fit the system into computer memory, it assures that the most important data are preserved.

Calculation of transmission probability by solving an eigenvalue problem

NASA Astrophysics Data System (ADS)

Bubin, Sergiy; Varga, Kálmán

2010-11-01

The electron transmission probability in nanodevices is calculated by solving an eigenvalue problem. The eigenvalues are the transmission probabilities and the number of nonzero eigenvalues is equal to the number of open quantum transmission eigenchannels. The number of open eigenchannels is typically a few dozen at most, thus the computational cost amounts to the calculation of a few outer eigenvalues of a complex Hermitian matrix (the transmission matrix). The method is implemented on a real space grid basis providing an alternative to localized atomic orbital based quantum transport calculations. Numerical examples are presented to illustrate the efficiency of the method.

EvArnoldi: A New Algorithm for Large-Scale Eigenvalue Problems.

PubMed

Tal-Ezer, Hillel

2016-05-19

Eigenvalues and eigenvectors are an essential theme in numerical linear algebra. Their study is mainly motivated by their high importance in a wide range of applications. Knowledge of eigenvalues is essential in quantum molecular science. Solutions of the Schrödinger equation for the electrons composing the molecule are the basis of electronic structure theory. Electronic eigenvalues compose the potential energy surfaces for nuclear motion. The eigenvectors allow calculation of diople transition matrix elements, the core of spectroscopy. The vibrational dynamics molecule also requires knowledge of the eigenvalues of the vibrational Hamiltonian. Typically in these problems, the dimension of Hilbert space is huge. Practically, only a small subset of eigenvalues is required. In this paper, we present a highly efficient algorithm, named EvArnoldi, for solving the large-scale eigenvalues problem. The algorithm, in its basic formulation, is mathematically equivalent to ARPACK ( Sorensen , D. C. Implicitly Restarted Arnoldi/Lanczos Methods for Large Scale Eigenvalue Calculations ; Springer , 1997 ; Lehoucq , R. B. ; Sorensen , D. C. SIAM Journal on Matrix Analysis and Applications 1996 , 17 , 789 ; Calvetti , D. ; Reichel , L. ; Sorensen , D. C. Electronic Transactions on Numerical Analysis 1994 , 2 , 21 ) (or Eigs of Matlab) but significantly simpler.

Efficient block preconditioned eigensolvers for linear response time-dependent density functional theory

NASA Astrophysics Data System (ADS)

Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue; Govind, Niranjan; Yang, Chao

2017-12-01

We present two efficient iterative algorithms for solving the linear response eigenvalue problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into an eigenvalue problem that involves the product of two matrices M and K. We show that, because MK is self-adjoint with respect to the inner product induced by the matrix K, this product eigenvalue problem can be solved efficiently by a modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-inner product. The solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. We show that the other component of the eigenvector can be easily recovered in an inexpensive postprocessing procedure. As a result, the algorithms we present here become more efficient than existing methods that try to approximate both components of the eigenvectors simultaneously. In particular, our numerical experiments demonstrate that the new algorithms presented here consistently outperform the existing state-of-the-art Davidson type solvers by a factor of two in both solution time and storage.

A comparison of acceleration methods for solving the neutron transport k-eigenvalue problem

NASA Astrophysics Data System (ADS)

Willert, Jeffrey; Park, H.; Knoll, D. A.

2014-10-01

Over the past several years a number of papers have been written describing modern techniques for numerically computing the dominant eigenvalue of the neutron transport criticality problem. These methods fall into two distinct categories. The first category of methods rewrite the multi-group k-eigenvalue problem as a nonlinear system of equations and solve the resulting system using either a Jacobian-Free Newton-Krylov (JFNK) method or Nonlinear Krylov Acceleration (NKA), a variant of Anderson Acceleration. These methods are generally successful in significantly reducing the number of transport sweeps required to compute the dominant eigenvalue. The second category of methods utilize Moment-Based Acceleration (or High-Order/Low-Order (HOLO) Acceleration). These methods solve a sequence of modified diffusion eigenvalue problems whose solutions converge to the solution of the original transport eigenvalue problem. This second class of methods is, in our experience, always superior to the first, as most of the computational work is eliminated by the acceleration from the LO diffusion system. In this paper, we review each of these methods. Our computational results support our claim that the choice of which nonlinear solver to use, JFNK or NKA, should be secondary. The primary computational savings result from the implementation of a HOLO algorithm. We display computational results for a series of challenging multi-dimensional test problems.

Multigrid method for stability problems

NASA Technical Reports Server (NTRS)

Ta'asan, Shlomo

1988-01-01

The problem of calculating the stability of steady state solutions of differential equations is addressed. Leading eigenvalues of large matrices that arise from discretization are calculated, and an efficient multigrid method for solving these problems is presented. The resulting grid functions are used as initial approximations for appropriate eigenvalue problems. The method employs local relaxation on all levels together with a global change on the coarsest level only, which is designed to separate the different eigenfunctions as well as to update their corresponding eigenvalues. Coarsening is done using the FAS formulation in a nonstandard way in which the right-hand side of the coarse grid equations involves unknown parameters to be solved on the coarse grid. This leads to a new multigrid method for calculating the eigenvalues of symmetric problems. Numerical experiments with a model problem are presented which demonstrate the effectiveness of the method.

Efficient block preconditioned eigensolvers for linear response time-dependent density functional theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue

We present two efficient iterative algorithms for solving the linear response eigen- value problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into a product eigenvalue problem that is self-adjoint with respect to a K-inner product. This product eigenvalue problem can be solved efficiently by a modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-innermore » product. The solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. However, the other component of the eigenvector can be easily recovered in a postprocessing procedure. Therefore, the algorithms we present here are more efficient than existing algorithms that try to approximate both components of the eigenvectors simultaneously. The efficiency of the new algorithms is demonstrated by numerical examples.« less

Finite-difference solution of the compressible stability eigenvalue problem

NASA Technical Reports Server (NTRS)

Malik, M. R.

1982-01-01

A compressible stability analysis computer code is developed. The code uses a matrix finite difference method for local eigenvalue solution when a good guess for the eigenvalue is available and is significantly more computationally efficient than the commonly used initial value approach. The local eigenvalue search procedure also results in eigenfunctions and, at little extra work, group velocities. A globally convergent eigenvalue procedure is also developed which may be used when no guess for the eigenvalue is available. The global problem is formulated in such a way that no unstable spurious modes appear so that the method is suitable for use in a black box stability code. Sample stability calculations are presented for the boundary layer profiles of a Laminar Flow Control (LFC) swept wing.

A High Performance Block Eigensolver for Nuclear Configuration Interaction Calculations

DOE PAGES

Aktulga, Hasan Metin; Afibuzzaman, Md.; Williams, Samuel; ...

2017-06-01

As on-node parallelism increases and the performance gap between the processor and the memory system widens, achieving high performance in large-scale scientific applications requires an architecture-aware design of algorithms and solvers. We focus on the eigenvalue problem arising in nuclear Configuration Interaction (CI) calculations, where a few extreme eigenpairs of a sparse symmetric matrix are needed. Here, we consider a block iterative eigensolver whose main computational kernels are the multiplication of a sparse matrix with multiple vectors (SpMM), and tall-skinny matrix operations. We then present techniques to significantly improve the SpMM and the transpose operation SpMM T by using themore » compressed sparse blocks (CSB) format. We achieve 3-4× speedup on the requisite operations over good implementations with the commonly used compressed sparse row (CSR) format. We develop a performance model that allows us to correctly estimate the performance of our SpMM kernel implementations, and we identify cache bandwidth as a potential performance bottleneck beyond DRAM. We also analyze and optimize the performance of LOBPCG kernels (inner product and linear combinations on multiple vectors) and show up to 15× speedup over using high performance BLAS libraries for these operations. The resulting high performance LOBPCG solver achieves 1.4× to 1.8× speedup over the existing Lanczos solver on a series of CI computations on high-end multicore architectures (Intel Xeons). We also analyze the performance of our techniques on an Intel Xeon Phi Knights Corner (KNC) processor.« less

A High Performance Block Eigensolver for Nuclear Configuration Interaction Calculations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Aktulga, Hasan Metin; Afibuzzaman, Md.; Williams, Samuel

As on-node parallelism increases and the performance gap between the processor and the memory system widens, achieving high performance in large-scale scientific applications requires an architecture-aware design of algorithms and solvers. We focus on the eigenvalue problem arising in nuclear Configuration Interaction (CI) calculations, where a few extreme eigenpairs of a sparse symmetric matrix are needed. Here, we consider a block iterative eigensolver whose main computational kernels are the multiplication of a sparse matrix with multiple vectors (SpMM), and tall-skinny matrix operations. We then present techniques to significantly improve the SpMM and the transpose operation SpMM T by using themore » compressed sparse blocks (CSB) format. We achieve 3-4× speedup on the requisite operations over good implementations with the commonly used compressed sparse row (CSR) format. We develop a performance model that allows us to correctly estimate the performance of our SpMM kernel implementations, and we identify cache bandwidth as a potential performance bottleneck beyond DRAM. We also analyze and optimize the performance of LOBPCG kernels (inner product and linear combinations on multiple vectors) and show up to 15× speedup over using high performance BLAS libraries for these operations. The resulting high performance LOBPCG solver achieves 1.4× to 1.8× speedup over the existing Lanczos solver on a series of CI computations on high-end multicore architectures (Intel Xeons). We also analyze the performance of our techniques on an Intel Xeon Phi Knights Corner (KNC) processor.« less

The nonconforming virtual element method for eigenvalue problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gardini, Francesca; Manzini, Gianmarco; Vacca, Giuseppe

We analyse the nonconforming Virtual Element Method (VEM) for the approximation of elliptic eigenvalue problems. The nonconforming VEM allow to treat in the same formulation the two- and three-dimensional case.We present two possible formulations of the discrete problem, derived respectively by the nonstabilized and stabilized approximation of the L 2-inner product, and we study the convergence properties of the corresponding discrete eigenvalue problems. The proposed schemes provide a correct approximation of the spectrum and we prove optimal-order error estimates for the eigenfunctions and the usual double order of convergence of the eigenvalues. Finally we show a large set of numericalmore » tests supporting the theoretical results, including a comparison with the conforming Virtual Element choice.« less

Solving complex band structure problems with the FEAST eigenvalue algorithm

NASA Astrophysics Data System (ADS)

Laux, S. E.

2012-08-01

With straightforward extension, the FEAST eigenvalue algorithm [Polizzi, Phys. Rev. B 79, 115112 (2009)] is capable of solving the generalized eigenvalue problems representing traveling-wave problems—as exemplified by the complex band-structure problem—even though the matrices involved are complex, non-Hermitian, and singular, and hence outside the originally stated range of applicability of the algorithm. The obtained eigenvalues/eigenvectors, however, contain spurious solutions which must be detected and removed. The efficiency and parallel structure of the original algorithm are unaltered. The complex band structures of Si layers of varying thicknesses and InAs nanowires of varying radii are computed as test problems.

Evaluation of the eigenvalue method in the solution of transient heat conduction problems

NASA Astrophysics Data System (ADS)

Landry, D. W.

1985-01-01

The eigenvalue method is evaluated to determine the advantages and disadvantages of the method as compared to fully explicit, fully implicit, and Crank-Nicolson methods. Time comparisons and accuracy comparisons are made in an effort to rank the eigenvalue method in relation to the comparison schemes. The eigenvalue method is used to solve the parabolic heat equation in multidimensions with transient temperatures. Extensions into three dimensions are made to determine the method's feasibility in handling large geometry problems requiring great numbers of internal mesh points. The eigenvalue method proves to be slightly better in accuracy than the comparison routines because of an exact treatment, as opposed to a numerical approximation, of the time derivative in the heat equation. It has the potential of being a very powerful routine in solving long transient type problems. The method is not well suited to finely meshed grid arrays or large regions because of the time and memory requirements necessary for calculating large sets of eigenvalues and eigenvectors.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Smed, T.

Traditional eigenvalue sensitivity for power systems requires the formulation of the system matrix, which lacks sparsity. In this paper, a new sensitivity analysis, derived for a sparse formulation, is presented. Variables that are computed as intermediate results in established eigen value programs for power systems, but not used further, are given a new interpretation. The effect of virtually any control action can be assessed based on a single eigenvalue-eigenvector calculation. In particular, the effect of active and reactive power modulation can be found as a multiplication of two or three complex numbers. The method is illustrated in an example formore » a large power system when applied to the control design for an HVDC-link.« less

Tensor Toolbox for MATLAB v. 3.0

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kola, Tamara; Bader, Brett W.; Acar Ataman, Evrim NMN

Tensors (also known as multidimensional arrays or N-way arrays) are used in a variety of applications ranging from chemometrics to network analysis. The Tensor Toolbox provides classes for manipulating dense, sparse, and structured tensors using MATLAB's object-oriented features. It also provides algorithms for tensor decomposition and factorization, algorithms for computing tensor eigenvalues, and methods for visualization of results.

Efficient block preconditioned eigensolvers for linear response time-dependent density functional theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue

Within this paper, we present two efficient iterative algorithms for solving the linear response eigenvalue problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into an eigenvalue problem that involves the product of two matrices M and K. We show that, because MK is self-adjoint with respect to the inner product induced by the matrix K, this product eigenvalue problem can be solved efficiently by amore » modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-inner product. Additionally, the solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. We show that the other component of the eigenvector can be easily recovered in an inexpensive postprocessing procedure. As a result, the algorithms we present here become more efficient than existing methods that try to approximate both components of the eigenvectors simultaneously. In particular, our numerical experiments demonstrate that the new algorithms presented here consistently outperform the existing state-of-the-art Davidson type solvers by a factor of two in both solution time and storage.« less

Efficient block preconditioned eigensolvers for linear response time-dependent density functional theory

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue

In this article, we present two efficient iterative algorithms for solving the linear response eigenvalue problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into an eigenvalue problem that involves the product of two matrices M and K. We show that, because MK is self-adjoint with respect to the inner product induced by the matrix K, this product eigenvalue problem can be solved efficiently by amore » modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-inner product. The solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. We show that the other component of the eigenvector can be easily recovered in an inexpensive postprocessing procedure. As a result, the algorithms we present here become more efficient than existing methods that try to approximate both components of the eigenvectors simultaneously. In particular, our numerical experiments demonstrate that the new algorithms presented here consistently outperform the existing state-of-the-art Davidson type solvers by a factor of two in both solution time and storage.« less

Efficient block preconditioned eigensolvers for linear response time-dependent density functional theory

DOE PAGES

Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue; ...

2017-12-01

In this article, we present two efficient iterative algorithms for solving the linear response eigenvalue problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into an eigenvalue problem that involves the product of two matrices M and K. We show that, because MK is self-adjoint with respect to the inner product induced by the matrix K, this product eigenvalue problem can be solved efficiently by amore » modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-inner product. The solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. We show that the other component of the eigenvector can be easily recovered in an inexpensive postprocessing procedure. As a result, the algorithms we present here become more efficient than existing methods that try to approximate both components of the eigenvectors simultaneously. In particular, our numerical experiments demonstrate that the new algorithms presented here consistently outperform the existing state-of-the-art Davidson type solvers by a factor of two in both solution time and storage.« less

Efficient block preconditioned eigensolvers for linear response time-dependent density functional theory

DOE PAGES

Vecharynski, Eugene; Brabec, Jiri; Shao, Meiyue; ...

2017-08-24

Within this paper, we present two efficient iterative algorithms for solving the linear response eigenvalue problem arising from the time dependent density functional theory. Although the matrix to be diagonalized is nonsymmetric, it has a special structure that can be exploited to save both memory and floating point operations. In particular, the nonsymmetric eigenvalue problem can be transformed into an eigenvalue problem that involves the product of two matrices M and K. We show that, because MK is self-adjoint with respect to the inner product induced by the matrix K, this product eigenvalue problem can be solved efficiently by amore » modified Davidson algorithm and a modified locally optimal block preconditioned conjugate gradient (LOBPCG) algorithm that make use of the K-inner product. Additionally, the solution of the product eigenvalue problem yields one component of the eigenvector associated with the original eigenvalue problem. We show that the other component of the eigenvector can be easily recovered in an inexpensive postprocessing procedure. As a result, the algorithms we present here become more efficient than existing methods that try to approximate both components of the eigenvectors simultaneously. In particular, our numerical experiments demonstrate that the new algorithms presented here consistently outperform the existing state-of-the-art Davidson type solvers by a factor of two in both solution time and storage.« less

Iterative Methods for Elliptic Problems and the Discovery of ’q’.

DTIC Science & Technology

1984-07-01

K = M’IlN LN 12 is a nonnegative irreducible matrix. Hence the Perron - Frobenius theory [19] tells us that there is exactly one eigenvalue A with W = p...earlier, the Perron - Frobenius theory implies that p is itself an eigenvalue. However, as we have said, in this instance the eigenvalue problem (l.12a

Paradeisos: A perfect hashing algorithm for many-body eigenvalue problems

DOE PAGES

Jia, C. J.; Wang, Y.; Mendl, C. B.; ...

2017-12-02

Here, we describe an essentially perfect hashing algorithm for calculating the position of an element in an ordered list, appropriate for the construction and manipulation of many-body Hamiltonian, sparse matrices. Each element of the list corresponds to an integer value whose binary representation reflects the occupation of single-particle basis states for each element in the many-body Hilbert space. The algorithm replaces conventional methods, such as binary search, for locating the elements of the ordered list, eliminating the need to store the integer representation for each element, without increasing the computational complexity. Combined with the “checkerboard” decomposition of the Hamiltonian matrixmore » for distribution over parallel computing environments, this leads to a substantial savings in aggregate memory. While the algorithm can be applied broadly to many-body, correlated problems, we demonstrate its utility in reducing total memory consumption for a series of fermionic single-band Hubbard model calculations on small clusters with progressively larger Hilbert space dimension.« less

Paradeisos: A perfect hashing algorithm for many-body eigenvalue problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jia, C. J.; Wang, Y.; Mendl, C. B.

Here, we describe an essentially perfect hashing algorithm for calculating the position of an element in an ordered list, appropriate for the construction and manipulation of many-body Hamiltonian, sparse matrices. Each element of the list corresponds to an integer value whose binary representation reflects the occupation of single-particle basis states for each element in the many-body Hilbert space. The algorithm replaces conventional methods, such as binary search, for locating the elements of the ordered list, eliminating the need to store the integer representation for each element, without increasing the computational complexity. Combined with the “checkerboard” decomposition of the Hamiltonian matrixmore » for distribution over parallel computing environments, this leads to a substantial savings in aggregate memory. While the algorithm can be applied broadly to many-body, correlated problems, we demonstrate its utility in reducing total memory consumption for a series of fermionic single-band Hubbard model calculations on small clusters with progressively larger Hilbert space dimension.« less

Eigensensitivity analysis of rotating clamped uniform beams with the asymptotic numerical method

NASA Astrophysics Data System (ADS)

Bekhoucha, F.; Rechak, S.; Cadou, J. M.

2016-12-01

In this paper, free vibrations of a rotating clamped Euler-Bernoulli beams with uniform cross section are studied using continuation method, namely asymptotic numerical method. The governing equations of motion are derived using Lagrange's method. The kinetic and strain energy expression are derived from Rayleigh-Ritz method using a set of hybrid variables and based on a linear deflection assumption. The derived equations are transformed in two eigenvalue problems, where the first is a linear gyroscopic eigenvalue problem and presents the coupled lagging and stretch motions through gyroscopic terms. While the second is standard eigenvalue problem and corresponds to the flapping motion. Those two eigenvalue problems are transformed into two functionals treated by continuation method, the Asymptotic Numerical Method. New method proposed for the solution of the linear gyroscopic system based on an augmented system, which transforms the original problem to a standard form with real symmetric matrices. By using some techniques to resolve these singular problems by the continuation method, evolution curves of the natural frequencies against dimensionless angular velocity are determined. At high angular velocity, some singular points, due to the linear elastic assumption, are computed. Numerical tests of convergence are conducted and the obtained results are compared to the exact values. Results obtained by continuation are compared to those computed with discrete eigenvalue problem.

Semi-analytical Karhunen-Loeve representation of irregular waves based on the prolate spheroidal wave functions

NASA Astrophysics Data System (ADS)

Lee, Gibbeum; Cho, Yeunwoo

2018-01-01

A new semi-analytical approach is presented to solving the matrix eigenvalue problem or the integral equation in Karhunen-Loeve (K-L) representation of random data such as irregular ocean waves. Instead of direct numerical approach to this matrix eigenvalue problem, which may suffer from the computational inaccuracy for big data, a pair of integral and differential equations are considered, which are related to the so-called prolate spheroidal wave functions (PSWF). First, the PSWF is expressed as a summation of a small number of the analytical Legendre functions. After substituting them into the PSWF differential equation, a much smaller size matrix eigenvalue problem is obtained than the direct numerical K-L matrix eigenvalue problem. By solving this with a minimal numerical effort, the PSWF and the associated eigenvalue of the PSWF differential equation are obtained. Then, the eigenvalue of the PSWF integral equation is analytically expressed by the functional values of the PSWF and the eigenvalues obtained in the PSWF differential equation. Finally, the analytically expressed PSWFs and the eigenvalues in the PWSF integral equation are used to form the kernel matrix in the K-L integral equation for the representation of exemplary wave data such as ordinary irregular waves. It is found that, with the same accuracy, the required memory size of the present method is smaller than that of the direct numerical K-L representation and the computation time of the present method is shorter than that of the semi-analytical method based on the sinusoidal functions.

The Cr dependence problem of eigenvalues of the Laplace operator on domains in the plane

NASA Astrophysics Data System (ADS)

Haddad, Julian; Montenegro, Marcos

2018-03-01

The Cr dependence problem of multiple Dirichlet eigenvalues on domains is discussed for elliptic operators by regarding C r + 1-smooth one-parameter families of C1 perturbations of domains in Rn. As applications of our main theorem (Theorem 1), we provide a fairly complete description for all eigenvalues of the Laplace operator on disks and squares in R2 and also for its second eigenvalue on balls in Rn for any n ≥ 3. The central tool used in our proof is a degenerate implicit function theorem on Banach spaces (Theorem 2) of independent interest.

Computing eigenfunctions and eigenvalues of boundary-value problems with the orthogonal spectral renormalization method

NASA Astrophysics Data System (ADS)

Cartarius, Holger; Musslimani, Ziad H.; Schwarz, Lukas; Wunner, Günter

2018-03-01

The spectral renormalization method was introduced in 2005 as an effective way to compute ground states of nonlinear Schrödinger and Gross-Pitaevskii type equations. In this paper, we introduce an orthogonal spectral renormalization (OSR) method to compute ground and excited states (and their respective eigenvalues) of linear and nonlinear eigenvalue problems. The implementation of the algorithm follows four simple steps: (i) reformulate the underlying eigenvalue problem as a fixed-point equation, (ii) introduce a renormalization factor that controls the convergence properties of the iteration, (iii) perform a Gram-Schmidt orthogonalization process in order to prevent the iteration from converging to an unwanted mode, and (iv) compute the solution sought using a fixed-point iteration. The advantages of the OSR scheme over other known methods (such as Newton's and self-consistency) are (i) it allows the flexibility to choose large varieties of initial guesses without diverging, (ii) it is easy to implement especially at higher dimensions, and (iii) it can easily handle problems with complex and random potentials. The OSR method is implemented on benchmark Hermitian linear and nonlinear eigenvalue problems as well as linear and nonlinear non-Hermitian PT -symmetric models.

Extension of the tridiagonal reduction (FEER) method for complex eigenvalue problems in NASTRAN

NASA Technical Reports Server (NTRS)

Newman, M.; Mann, F. I.

1978-01-01

As in the case of real eigenvalue analysis, the eigensolutions closest to a selected point in the eigenspectrum were extracted from a reduced, symmetric, tridiagonal eigenmatrix whose order was much lower than that of the full size problem. The reduction process was effected automatically, and thus avoided the arbitrary lumping of masses and other physical quantities at selected grid points. The statement of the algebraic eigenvalue problem admitted mass, damping, and stiffness matrices which were unrestricted in character, i.e., they might be real, symmetric or nonsymmetric, singular or nonsingular.

Chebyshev polynomials in the spectral Tau method and applications to Eigenvalue problems

NASA Technical Reports Server (NTRS)

Johnson, Duane

1996-01-01

Chebyshev Spectral methods have received much attention recently as a technique for the rapid solution of ordinary differential equations. This technique also works well for solving linear eigenvalue problems. Specific detail is given to the properties and algebra of chebyshev polynomials; the use of chebyshev polynomials in spectral methods; and the recurrence relationships that are developed. These formula and equations are then applied to several examples which are worked out in detail. The appendix contains an example FORTRAN program used in solving an eigenvalue problem.

Compressed modes for variational problems in mathematical physics and compactly supported multiresolution basis for the Laplace operator

NASA Astrophysics Data System (ADS)

Ozolins, Vidvuds; Lai, Rongjie; Caflisch, Russel; Osher, Stanley

2014-03-01

We will describe a general formalism for obtaining spatially localized (``sparse'') solutions to a class of problems in mathematical physics, which can be recast as variational optimization problems, such as the important case of Schrödinger's equation in quantum mechanics. Sparsity is achieved by adding an L1 regularization term to the variational principle, which is shown to yield solutions with compact support (``compressed modes''). Linear combinations of these modes approximate the eigenvalue spectrum and eigenfunctions in a systematically improvable manner, and the localization properties of compressed modes make them an attractive choice for use with efficient numerical algorithms that scale linearly with the problem size. In addition, we introduce an L1 regularized variational framework for developing a spatially localized basis, compressed plane waves (CPWs), that spans the eigenspace of a differential operator, for instance, the Laplace operator. Our approach generalizes the concept of plane waves to an orthogonal real-space basis with multiresolution capabilities. Supported by NSF Award DMR-1106024 (VO), DOE Contract No. DE-FG02-05ER25710 (RC) and ONR Grant No. N00014-11-1-719 (SO).

A multilevel finite element method for Fredholm integral eigenvalue problems

NASA Astrophysics Data System (ADS)

Xie, Hehu; Zhou, Tao

2015-12-01

In this work, we proposed a multigrid finite element (MFE) method for solving the Fredholm integral eigenvalue problems. The main motivation for such studies is to compute the Karhunen-Loève expansions of random fields, which play an important role in the applications of uncertainty quantification. In our MFE framework, solving the eigenvalue problem is converted to doing a series of integral iterations and eigenvalue solving in the coarsest mesh. Then, any existing efficient integration scheme can be used for the associated integration process. The error estimates are provided, and the computational complexity is analyzed. It is noticed that the total computational work of our method is comparable with a single integration step in the finest mesh. Several numerical experiments are presented to validate the efficiency of the proposed numerical method.

A proposed method for enhanced eigen-pair extraction using finite element methods: Theory and application

NASA Technical Reports Server (NTRS)

Jara-Almonte, J.; Mitchell, L. D.

1988-01-01

The paper covers two distinct parts: theory and application. The goal of this work was the reduction of model size with an increase in eigenvalue/vector accuracy. This method is ideal for the condensation of large truss- or beam-type structures. The theoretical approach involves the conversion of a continuum transfer matrix beam element into an 'Exact' dynamic stiffness element. This formulation is implemented in a finite element environment. This results in the need to solve a transcendental eigenvalue problem. Once the eigenvalue is determined the eigenvectors can be reconstructed with any desired spatial precision. No discretization limitations are imposed on the reconstruction. The results of such a combined finite element and transfer matrix formulation is a much smaller FEM eigenvalue problem. This formulation has the ability to extract higher eigenvalues as easily and as accurately as lower eigenvalues. Moreover, one can extract many more eigenvalues/vectors from the model than the number of degrees of freedom in the FEM formulation. Typically, the number of eigenvalues accurately extractable via the 'Exact' element method are at least 8 times the number of degrees of freedom. In contrast, the FEM usually extracts one accurate (within 5 percent) eigenvalue for each 3-4 degrees of freedom. The 'Exact' element results in a 20-30 improvement in the number of accurately extractable eigenvalues and eigenvectors.

An Eigenvalue Analysis of finite-difference approximations for hyperbolic IBVPs

NASA Technical Reports Server (NTRS)

Warming, Robert F.; Beam, Richard M.

1989-01-01

The eigenvalue spectrum associated with a linear finite-difference approximation plays a crucial role in the stability analysis and in the actual computational performance of the discrete approximation. The eigenvalue spectrum associated with the Lax-Wendroff scheme applied to a model hyperbolic equation was investigated. For an initial-boundary-value problem (IBVP) on a finite domain, the eigenvalue or normal mode analysis is analytically intractable. A study of auxiliary problems (Dirichlet and quarter-plane) leads to asymptotic estimates of the eigenvalue spectrum and to an identification of individual modes as either benign or unstable. The asymptotic analysis establishes an intuitive as well as quantitative connection between the algebraic tests in the theory of Gustafsson, Kreiss, and Sundstrom and Lax-Richtmyer L(sub 2) stability on a finite domain.

The ELPA library: scalable parallel eigenvalue solutions for electronic structure theory and computational science.

PubMed

Marek, A; Blum, V; Johanni, R; Havu, V; Lang, B; Auckenthaler, T; Heinecke, A; Bungartz, H-J; Lederer, H

2014-05-28

Obtaining the eigenvalues and eigenvectors of large matrices is a key problem in electronic structure theory and many other areas of computational science. The computational effort formally scales as O(N(3)) with the size of the investigated problem, N (e.g. the electron count in electronic structure theory), and thus often defines the system size limit that practical calculations cannot overcome. In many cases, more than just a small fraction of the possible eigenvalue/eigenvector pairs is needed, so that iterative solution strategies that focus only on a few eigenvalues become ineffective. Likewise, it is not always desirable or practical to circumvent the eigenvalue solution entirely. We here review some current developments regarding dense eigenvalue solvers and then focus on the Eigenvalue soLvers for Petascale Applications (ELPA) library, which facilitates the efficient algebraic solution of symmetric and Hermitian eigenvalue problems for dense matrices that have real-valued and complex-valued matrix entries, respectively, on parallel computer platforms. ELPA addresses standard as well as generalized eigenvalue problems, relying on the well documented matrix layout of the Scalable Linear Algebra PACKage (ScaLAPACK) library but replacing all actual parallel solution steps with subroutines of its own. For these steps, ELPA significantly outperforms the corresponding ScaLAPACK routines and proprietary libraries that implement the ScaLAPACK interface (e.g. Intel's MKL). The most time-critical step is the reduction of the matrix to tridiagonal form and the corresponding backtransformation of the eigenvectors. ELPA offers both a one-step tridiagonalization (successive Householder transformations) and a two-step transformation that is more efficient especially towards larger matrices and larger numbers of CPU cores. ELPA is based on the MPI standard, with an early hybrid MPI-OpenMPI implementation available as well. Scalability beyond 10,000 CPU cores for problem sizes arising in the field of electronic structure theory is demonstrated for current high-performance computer architectures such as Cray or Intel/Infiniband. For a matrix of dimension 260,000, scalability up to 295,000 CPU cores has been shown on BlueGene/P.

JADAMILU: a software code for computing selected eigenvalues of large sparse symmetric matrices

NASA Astrophysics Data System (ADS)

Bollhöfer, Matthias; Notay, Yvan

2007-12-01

A new software code for computing selected eigenvalues and associated eigenvectors of a real symmetric matrix is described. The eigenvalues are either the smallest or those closest to some specified target, which may be in the interior of the spectrum. The underlying algorithm combines the Jacobi-Davidson method with efficient multilevel incomplete LU (ILU) preconditioning. Key features are modest memory requirements and robust convergence to accurate solutions. Parameters needed for incomplete LU preconditioning are automatically computed and may be updated at run time depending on the convergence pattern. The software is easy to use by non-experts and its top level routines are written in FORTRAN 77. Its potentialities are demonstrated on a few applications taken from computational physics. Program summaryProgram title: JADAMILU Catalogue identifier: ADZT_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADZT_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 101 359 No. of bytes in distributed program, including test data, etc.: 7 493 144 Distribution format: tar.gz Programming language: Fortran 77 Computer: Intel or AMD with g77 and pgf; Intel EM64T or Itanium with ifort; AMD Opteron with g77, pgf and ifort; Power (IBM) with xlf90. Operating system: Linux, AIX RAM: problem dependent Word size: real:8; integer: 4 or 8, according to user's choice Classification: 4.8 Nature of problem: Any physical problem requiring the computation of a few eigenvalues of a symmetric matrix. Solution method: Jacobi-Davidson combined with multilevel ILU preconditioning. Additional comments: We supply binaries rather than source code because JADAMILU uses the following external packages: MC64. This software is copyrighted software and not freely available. COPYRIGHT (c) 1999 Council for the Central Laboratory of the Research Councils. AMD. Copyright (c) 2004-2006 by Timothy A. Davis, Patrick R. Amestoy, and Iain S. Duff. Source code is distributed by the authors under the GNU LGPL licence. BLAS. The reference BLAS is a freely-available software package. It is available from netlib via anonymous ftp and the World Wide Web. LAPACK. The complete LAPACK package or individual routines from LAPACK are freely available on netlib and can be obtained via the World Wide Web or anonymous ftp. For maximal benefit to the community, we added the sources we are proprietary of to the tar.gz file submitted for inclusion in the CPC library. However, as explained in the README file, users willing to compile the code instead of using binaries should first obtain the sources for the external packages mentioned above (email and/or web addresses are provided). Running time: Problem dependent; the test examples provided with the code only take a few seconds to run; timing results for large scale problems are given in Section 5.

Complex eigenvalue extraction in NASTRAN by the tridiagonal reduction (FEER) method

NASA Technical Reports Server (NTRS)

Newman, M.; Mann, F. I.

1977-01-01

An extension of the Tridiagonal Reduction (FEER) method to complex eigenvalue analysis in NASTRAN is described. As in the case of real eigenvalue analysis, the eigensolutions closest to a selected point in the eigenspectrum are extracted from a reduced, symmetric, tridiagonal eigenmatrix whose order is much lower than that of the full size problem. The reduction process is effected automatically, and thus avoids the arbitrary lumping of masses and other physical quantities at selected grid points. The statement of the algebraic eigenvalue problem admits mass, damping and stiffness matrices which are unrestricted in character, i.e., they may be real, complex, symmetric or unsymmetric, singular or non-singular.

A Shifted Block Lanczos Algorithm 1: The Block Recurrence

NASA Technical Reports Server (NTRS)

Grimes, Roger G.; Lewis, John G.; Simon, Horst D.

1990-01-01

In this paper we describe a block Lanczos algorithm that is used as the key building block of a software package for the extraction of eigenvalues and eigenvectors of large sparse symmetric generalized eigenproblems. The software package comprises: a version of the block Lanczos algorithm specialized for spectrally transformed eigenproblems; an adaptive strategy for choosing shifts, and efficient codes for factoring large sparse symmetric indefinite matrices. This paper describes the algorithmic details of our block Lanczos recurrence. This uses a novel combination of block generalizations of several features that have only been investigated independently in the past. In particular new forms of partial reorthogonalization, selective reorthogonalization and local reorthogonalization are used, as is a new algorithm for obtaining the M-orthogonal factorization of a matrix. The heuristic shifting strategy, the integration with sparse linear equation solvers and numerical experience with the code are described in a companion paper.

Convergence analysis of two-node CMFD method for two-group neutron diffusion eigenvalue problem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jeong, Yongjin; Park, Jinsu; Lee, Hyun Chul

2015-12-01

In this paper, the nonlinear coarse-mesh finite difference method with two-node local problem (CMFD2N) is proven to be unconditionally stable for neutron diffusion eigenvalue problems. The explicit current correction factor (CCF) is derived based on the two-node analytic nodal method (ANM2N), and a Fourier stability analysis is applied to the linearized algorithm. It is shown that the analytic convergence rate obtained by the Fourier analysis compares very well with the numerically measured convergence rate. It is also shown that the theoretical convergence rate is only governed by the converged second harmonic buckling and the mesh size. It is also notedmore » that the convergence rate of the CCF of the CMFD2N algorithm is dependent on the mesh size, but not on the total problem size. This is contrary to expectation for eigenvalue problem. The novel points of this paper are the analytical derivation of the convergence rate of the CMFD2N algorithm for eigenvalue problem, and the convergence analysis based on the analytic derivations.« less

Asymptotic theory of a slender rotating beam with end masses.

NASA Technical Reports Server (NTRS)

Whitman, A. M.; Abel, J. M.

1972-01-01

The method of matched asymptotic expansions is employed to solve the singular perturbation problem of the vibrations of a rotating beam of small flexural rigidity with concentrated end masses. The problem is complicated by the appearance of the eigenvalue in the boundary conditions. Eigenfunctions and eigenvalues are developed as power series in the perturbation parameter beta to the 1/2 power, and results are given for mode shapes and eigenvalues through terms of the order of beta.

Solution of the symmetric eigenproblem AX=lambda BX by delayed division

NASA Technical Reports Server (NTRS)

Thurston, G. A.; Bains, N. J. C.

1986-01-01

Delayed division is an iterative method for solving the linear eigenvalue problem AX = lambda BX for a limited number of small eigenvalues and their corresponding eigenvectors. The distinctive feature of the method is the reduction of the problem to an approximate triangular form by systematically dropping quadratic terms in the eigenvalue lambda. The report describes the pivoting strategy in the reduction and the method for preserving symmetry in submatrices at each reduction step. Along with the approximate triangular reduction, the report extends some techniques used in the method of inverse subspace iteration. Examples are included for problems of varying complexity.

Fourth-order convergence of a compact scheme for the one-dimensional biharmonic equation

NASA Astrophysics Data System (ADS)

Fishelov, D.; Ben-Artzi, M.; Croisille, J.-P.

2012-09-01

The convergence of a fourth-order compact scheme to the one-dimensional biharmonic problem is established in the case of general Dirichlet boundary conditions. The compact scheme invokes value of the unknown function as well as Pade approximations of its first-order derivative. Using the Pade approximation allows us to approximate the first-order derivative within fourth-order accuracy. However, although the truncation error of the discrete biharmonic scheme is of fourth-order at interior point, the truncation error drops to first-order at near-boundary points. Nonetheless, we prove that the scheme retains its fourth-order (optimal) accuracy. This is done by a careful inspection of the matrix elements of the discrete biharmonic operator. A number of numerical examples corroborate this effect. We also present a study of the eigenvalue problem uxxxx = νu. We compute and display the eigenvalues and the eigenfunctions related to the continuous and the discrete problems. By the positivity of the eigenvalues, one can deduce the stability of of the related time-dependent problem ut = -uxxxx. In addition, we study the eigenvalue problem uxxxx = νuxx. This is related to the stability of the linear time-dependent equation uxxt = νuxxxx. Its continuous and discrete eigenvalues and eigenfunction (or eigenvectors) are computed and displayed graphically.

Multigrid method for stability problems

NASA Technical Reports Server (NTRS)

Taasan, Shlomo

1988-01-01

The problem of calculating the stability of steady state solutions of differential equations is treated. Leading eigenvalues (i.e., having maximal real part) of large matrices that arise from discretization are to be calculated. An efficient multigrid method for solving these problems is presented. The method begins by obtaining an initial approximation for the dominant subspace on a coarse level using a damped Jacobi relaxation. This proceeds until enough accuracy for the dominant subspace has been obtained. The resulting grid functions are then used as an initial approximation for appropriate eigenvalue problems. These problems are being solved first on coarse levels, followed by refinement until a desired accuracy for the eigenvalues has been achieved. The method employs local relaxation on all levels together with a global change on the coarsest level only, which is designed to separate the different eigenfunctions as well as to update their corresponding eigenvalues. Coarsening is done using the FAS formulation in a non-standard way in which the right hand side of the coarse grid equations involves unknown parameters to be solved for on the coarse grid. This in particular leads to a new multigrid method for calculating the eigenvalues of symmetric problems. Numerical experiments with a model problem demonstrate the effectiveness of the method proposed. Using an FMG algorithm a solution to the level of discretization errors is obtained in just a few work units (less than 10), where a work unit is the work involved in one Jacobi relization on the finest level.

SIAM Conference on Parallel Processing for Scientific Computing, 4th, Chicago, IL, Dec. 11-13, 1989, Proceedings

NASA Technical Reports Server (NTRS)

Dongarra, Jack (Editor); Messina, Paul (Editor); Sorensen, Danny C. (Editor); Voigt, Robert G. (Editor)

1990-01-01

Attention is given to such topics as an evaluation of block algorithm variants in LAPACK and presents a large-grain parallel sparse system solver, a multiprocessor method for the solution of the generalized Eigenvalue problem on an interval, and a parallel QR algorithm for iterative subspace methods on the CM2. A discussion of numerical methods includes the topics of asynchronous numerical solutions of PDEs on parallel computers, parallel homotopy curve tracking on a hypercube, and solving Navier-Stokes equations on the Cedar Multi-Cluster system. A section on differential equations includes a discussion of a six-color procedure for the parallel solution of elliptic systems using the finite quadtree structure, data parallel algorithms for the finite element method, and domain decomposition methods in aerodynamics. Topics dealing with massively parallel computing include hypercube vs. 2-dimensional meshes and massively parallel computation of conservation laws. Performance and tools are also discussed.

A method to stabilize linear systems using eigenvalue gradient information

NASA Technical Reports Server (NTRS)

Wieseman, C. D.

1985-01-01

Formal optimization methods and eigenvalue gradient information are used to develop a stabilizing control law for a closed loop linear system that is initially unstable. The method was originally formulated by using direct, constrained optimization methods with the constraints being the real parts of the eigenvalues. However, because of problems in trying to achieve stabilizing control laws, the problem was reformulated to be solved differently. The method described uses the Davidon-Fletcher-Powell minimization technique to solve an indirect, constrained minimization problem in which the performance index is the Kreisselmeier-Steinhauser function of the real parts of all the eigenvalues. The method is applied successfully to solve two different problems: the determination of a fourth-order control law stabilizes a single-input single-output active flutter suppression system and the determination of a second-order control law for a multi-input multi-output lateral-directional flight control system. Various sets of design variables and initial starting points were chosen to show the robustness of the method.

Effective dimensional reduction algorithm for eigenvalue problems for thin elastic structures: A paradigm in three dimensions

PubMed Central

Ovtchinnikov, Evgueni E.; Xanthis, Leonidas S.

2000-01-01

We present a methodology for the efficient numerical solution of eigenvalue problems of full three-dimensional elasticity for thin elastic structures, such as shells, plates and rods of arbitrary geometry, discretized by the finite element method. Such problems are solved by iterative methods, which, however, are known to suffer from slow convergence or even convergence failure, when the thickness is small. In this paper we show an effective way of resolving this difficulty by invoking a special preconditioning technique associated with the effective dimensional reduction algorithm (EDRA). As an example, we present an algorithm for computing the minimal eigenvalue of a thin elastic plate and we show both theoretically and numerically that it is robust with respect to both the thickness and discretization parameters, i.e. the convergence does not deteriorate with diminishing thickness or mesh refinement. This robustness is sine qua non for the efficient computation of large-scale eigenvalue problems for thin elastic structures. PMID:10655469

Recursive Factorization of the Inverse Overlap Matrix in Linear-Scaling Quantum Molecular Dynamics Simulations.

PubMed

Negre, Christian F A; Mniszewski, Susan M; Cawkwell, Marc J; Bock, Nicolas; Wall, Michael E; Niklasson, Anders M N

2016-07-12

We present a reduced complexity algorithm to compute the inverse overlap factors required to solve the generalized eigenvalue problem in a quantum-based molecular dynamics (MD) simulation. Our method is based on the recursive, iterative refinement of an initial guess of Z (inverse square root of the overlap matrix S). The initial guess of Z is obtained beforehand by using either an approximate divide-and-conquer technique or dynamical methods, propagated within an extended Lagrangian dynamics from previous MD time steps. With this formulation, we achieve long-term stability and energy conservation even under the incomplete, approximate, iterative refinement of Z. Linear-scaling performance is obtained using numerically thresholded sparse matrix algebra based on the ELLPACK-R sparse matrix data format, which also enables efficient shared-memory parallelization. As we show in this article using self-consistent density-functional-based tight-binding MD, our approach is faster than conventional methods based on the diagonalization of overlap matrix S for systems as small as a few hundred atoms, substantially accelerating quantum-based simulations even for molecular structures of intermediate size. For a 4158-atom water-solvated polyalanine system, we find an average speedup factor of 122 for the computation of Z in each MD step.

Partitioning sparse matrices with eigenvectors of graphs

NASA Technical Reports Server (NTRS)

Pothen, Alex; Simon, Horst D.; Liou, Kang-Pu

1990-01-01

The problem of computing a small vertex separator in a graph arises in the context of computing a good ordering for the parallel factorization of sparse, symmetric matrices. An algebraic approach for computing vertex separators is considered in this paper. It is shown that lower bounds on separator sizes can be obtained in terms of the eigenvalues of the Laplacian matrix associated with a graph. The Laplacian eigenvectors of grid graphs can be computed from Kronecker products involving the eigenvectors of path graphs, and these eigenvectors can be used to compute good separators in grid graphs. A heuristic algorithm is designed to compute a vertex separator in a general graph by first computing an edge separator in the graph from an eigenvector of the Laplacian matrix, and then using a maximum matching in a subgraph to compute the vertex separator. Results on the quality of the separators computed by the spectral algorithm are presented, and these are compared with separators obtained from other algorithms for computing separators. Finally, the time required to compute the Laplacian eigenvector is reported, and the accuracy with which the eigenvector must be computed to obtain good separators is considered. The spectral algorithm has the advantage that it can be implemented on a medium-size multiprocessor in a straightforward manner.

Recursive Factorization of the Inverse Overlap Matrix in Linear Scaling Quantum Molecular Dynamics Simulations

DOE PAGES

Negre, Christian F. A; Mniszewski, Susan M.; Cawkwell, Marc Jon; ...

2016-06-06

We present a reduced complexity algorithm to compute the inverse overlap factors required to solve the generalized eigenvalue problem in a quantum-based molecular dynamics (MD) simulation. Our method is based on the recursive iterative re nement of an initial guess Z of the inverse overlap matrix S. The initial guess of Z is obtained beforehand either by using an approximate divide and conquer technique or dynamically, propagated within an extended Lagrangian dynamics from previous MD time steps. With this formulation, we achieve long-term stability and energy conservation even under incomplete approximate iterative re nement of Z. Linear scaling performance ismore » obtained using numerically thresholded sparse matrix algebra based on the ELLPACK-R sparse matrix data format, which also enables e cient shared memory parallelization. As we show in this article using selfconsistent density functional based tight-binding MD, our approach is faster than conventional methods based on the direct diagonalization of the overlap matrix S for systems as small as a few hundred atoms, substantially accelerating quantum-based simulations even for molecular structures of intermediate size. For a 4,158 atom water-solvated polyalanine system we nd an average speedup factor of 122 for the computation of Z in each MD step.« less

Simultaneous multigrid techniques for nonlinear eigenvalue problems: Solutions of the nonlinear Schrödinger-Poisson eigenvalue problem in two and three dimensions

NASA Astrophysics Data System (ADS)

Costiner, Sorin; Ta'asan, Shlomo

1995-07-01

Algorithms for nonlinear eigenvalue problems (EP's) often require solving self-consistently a large number of EP's. Convergence difficulties may occur if the solution is not sought in an appropriate region, if global constraints have to be satisfied, or if close or equal eigenvalues are present. Multigrid (MG) algorithms for nonlinear problems and for EP's obtained from discretizations of partial differential EP have often been shown to be more efficient than single level algorithms. This paper presents MG techniques and a MG algorithm for nonlinear Schrödinger Poisson EP's. The algorithm overcomes the above mentioned difficulties combining the following techniques: a MG simultaneous treatment of the eigenvectors and nonlinearity, and with the global constrains; MG stable subspace continuation techniques for the treatment of nonlinearity; and a MG projection coupled with backrotations for separation of solutions. These techniques keep the solutions in an appropriate region, where the algorithm converges fast, and reduce the large number of self-consistent iterations to only a few or one MG simultaneous iteration. The MG projection makes it possible to efficiently overcome difficulties related to clusters of close and equal eigenvalues. Computational examples for the nonlinear Schrödinger-Poisson EP in two and three dimensions, presenting special computational difficulties that are due to the nonlinearity and to the equal and closely clustered eigenvalues are demonstrated. For these cases, the algorithm requires O(qN) operations for the calculation of q eigenvectors of size N and for the corresponding eigenvalues. One MG simultaneous cycle per fine level was performed. The total computational cost is equivalent to only a few Gauss-Seidel relaxations per eigenvector. An asymptotic convergence rate of 0.15 per MG cycle is attained.

Asymptotics of empirical eigenstructure for high dimensional spiked covariance.

PubMed

Wang, Weichen; Fan, Jianqing

2017-06-01

We derive the asymptotic distributions of the spiked eigenvalues and eigenvectors under a generalized and unified asymptotic regime, which takes into account the magnitude of spiked eigenvalues, sample size, and dimensionality. This regime allows high dimensionality and diverging eigenvalues and provides new insights into the roles that the leading eigenvalues, sample size, and dimensionality play in principal component analysis. Our results are a natural extension of those in Paul (2007) to a more general setting and solve the rates of convergence problems in Shen et al. (2013). They also reveal the biases of estimating leading eigenvalues and eigenvectors by using principal component analysis, and lead to a new covariance estimator for the approximate factor model, called shrinkage principal orthogonal complement thresholding (S-POET), that corrects the biases. Our results are successfully applied to outstanding problems in estimation of risks of large portfolios and false discovery proportions for dependent test statistics and are illustrated by simulation studies.

Asymptotics of empirical eigenstructure for high dimensional spiked covariance

PubMed Central

Wang, Weichen

2017-01-01

We derive the asymptotic distributions of the spiked eigenvalues and eigenvectors under a generalized and unified asymptotic regime, which takes into account the magnitude of spiked eigenvalues, sample size, and dimensionality. This regime allows high dimensionality and diverging eigenvalues and provides new insights into the roles that the leading eigenvalues, sample size, and dimensionality play in principal component analysis. Our results are a natural extension of those in Paul (2007) to a more general setting and solve the rates of convergence problems in Shen et al. (2013). They also reveal the biases of estimating leading eigenvalues and eigenvectors by using principal component analysis, and lead to a new covariance estimator for the approximate factor model, called shrinkage principal orthogonal complement thresholding (S-POET), that corrects the biases. Our results are successfully applied to outstanding problems in estimation of risks of large portfolios and false discovery proportions for dependent test statistics and are illustrated by simulation studies. PMID:28835726

On a local solvability and stability of the inverse transmission eigenvalue problem

NASA Astrophysics Data System (ADS)

Bondarenko, Natalia; Buterin, Sergey

2017-11-01

We prove a local solvability and stability of the inverse transmission eigenvalue problem posed by McLaughlin and Polyakov (1994 J. Diff. Equ. 107 351-82). In particular, this result establishes the minimality of the data used therein. The proof is constructive.

Efficient exact-exchange time-dependent density-functional theory methods and their relation to time-dependent Hartree-Fock.

PubMed

Hesselmann, Andreas; Görling, Andreas

2011-01-21

A recently introduced time-dependent exact-exchange (TDEXX) method, i.e., a response method based on time-dependent density-functional theory that treats the frequency-dependent exchange kernel exactly, is reformulated. In the reformulated version of the TDEXX method electronic excitation energies can be calculated by solving a linear generalized eigenvalue problem while in the original version of the TDEXX method a laborious frequency iteration is required in the calculation of each excitation energy. The lowest eigenvalues of the new TDEXX eigenvalue equation corresponding to the lowest excitation energies can be efficiently obtained by, e.g., a version of the Davidson algorithm appropriate for generalized eigenvalue problems. Alternatively, with the help of a series expansion of the new TDEXX eigenvalue equation, standard eigensolvers for large regular eigenvalue problems, e.g., the standard Davidson algorithm, can be used to efficiently calculate the lowest excitation energies. With the help of the series expansion as well, the relation between the TDEXX method and time-dependent Hartree-Fock is analyzed. Several ways to take into account correlation in addition to the exact treatment of exchange in the TDEXX method are discussed, e.g., a scaling of the Kohn-Sham eigenvalues, the inclusion of (semi)local approximate correlation potentials, or hybrids of the exact-exchange kernel with kernels within the adiabatic local density approximation. The lowest lying excitations of the molecules ethylene, acetaldehyde, and pyridine are considered as examples.

Identification of spatially-localized initial conditions via sparse PCA

NASA Astrophysics Data System (ADS)

Dwivedi, Anubhav; Jovanovic, Mihailo

2017-11-01

Principal Component Analysis involves maximization of a quadratic form subject to a quadratic constraint on the initial flow perturbations and it is routinely used to identify the most energetic flow structures. For general flow configurations, principal components can be efficiently computed via power iteration of the forward and adjoint governing equations. However, the resulting flow structures typically have a large spatial support leading to a question of physical realizability. To obtain spatially-localized structures, we modify the quadratic constraint on the initial condition to include a convex combination with an additional regularization term which promotes sparsity in the physical domain. We formulate this constrained optimization problem as a nonlinear eigenvalue problem and employ an inverse power-iteration-based method to solve it. The resulting solution is guaranteed to converge to a nonlinear eigenvector which becomes increasingly localized as our emphasis on sparsity increases. We use several fluids examples to demonstrate that our method indeed identifies the most energetic initial perturbations that are spatially compact. This work was supported by Office of Naval Research through Grant Number N00014-15-1-2522.

Sensitivity analysis and approximation methods for general eigenvalue problems

NASA Technical Reports Server (NTRS)

Murthy, D. V.; Haftka, R. T.

1986-01-01

Optimization of dynamic systems involving complex non-hermitian matrices is often computationally expensive. Major contributors to the computational expense are the sensitivity analysis and reanalysis of a modified design. The present work seeks to alleviate this computational burden by identifying efficient sensitivity analysis and approximate reanalysis methods. For the algebraic eigenvalue problem involving non-hermitian matrices, algorithms for sensitivity analysis and approximate reanalysis are classified, compared and evaluated for efficiency and accuracy. Proper eigenvector normalization is discussed. An improved method for calculating derivatives of eigenvectors is proposed based on a more rational normalization condition and taking advantage of matrix sparsity. Important numerical aspects of this method are also discussed. To alleviate the problem of reanalysis, various approximation methods for eigenvalues are proposed and evaluated. Linear and quadratic approximations are based directly on the Taylor series. Several approximation methods are developed based on the generalized Rayleigh quotient for the eigenvalue problem. Approximation methods based on trace theorem give high accuracy without needing any derivatives. Operation counts for the computation of the approximations are given. General recommendations are made for the selection of appropriate approximation technique as a function of the matrix size, number of design variables, number of eigenvalues of interest and the number of design points at which approximation is sought.

Matrix with Prescribed Eigenvectors

ERIC Educational Resources Information Center

Ahmad, Faiz

2011-01-01

It is a routine matter for undergraduates to find eigenvalues and eigenvectors of a given matrix. But the converse problem of finding a matrix with prescribed eigenvalues and eigenvectors is rarely discussed in elementary texts on linear algebra. This problem is related to the "spectral" decomposition of a matrix and has important technical…

Multigrid techniques for nonlinear eigenvalue probems: Solutions of a nonlinear Schroedinger eigenvalue problem in 2D and 3D

NASA Technical Reports Server (NTRS)

Costiner, Sorin; Taasan, Shlomo

1994-01-01

This paper presents multigrid (MG) techniques for nonlinear eigenvalue problems (EP) and emphasizes an MG algorithm for a nonlinear Schrodinger EP. The algorithm overcomes the mentioned difficulties combining the following techniques: an MG projection coupled with backrotations for separation of solutions and treatment of difficulties related to clusters of close and equal eigenvalues; MG subspace continuation techniques for treatment of the nonlinearity; an MG simultaneous treatment of the eigenvectors at the same time with the nonlinearity and with the global constraints. The simultaneous MG techniques reduce the large number of self consistent iterations to only a few or one MG simultaneous iteration and keep the solutions in a right neighborhood where the algorithm converges fast.

NASA Astrophysics Data System (ADS)

2018-05-01

Eigenvalues and eigenvectors, together, constitute the eigenstructure of the system. The design of vibrating systems aimed at satisfying specifications on eigenvalues and eigenvectors, which is commonly known as eigenstructure assignment, has drawn increasing interest over the recent years. The most natural mathematical framework for such problems is constituted by the inverse eigenproblems, which consist in the determination of the system model that features a desired set of eigenvalues and eigenvectors. Although such a problem is intrinsically challenging, several solutions have been proposed in the literature. The approaches to eigenstructure assignment can be basically divided into passive control and active control.

A Projection free method for Generalized Eigenvalue Problem with a nonsmooth Regularizer.

PubMed

Hwang, Seong Jae; Collins, Maxwell D; Ravi, Sathya N; Ithapu, Vamsi K; Adluru, Nagesh; Johnson, Sterling C; Singh, Vikas

2015-12-01

Eigenvalue problems are ubiquitous in computer vision, covering a very broad spectrum of applications ranging from estimation problems in multi-view geometry to image segmentation. Few other linear algebra problems have a more mature set of numerical routines available and many computer vision libraries leverage such tools extensively. However, the ability to call the underlying solver only as a "black box" can often become restrictive. Many 'human in the loop' settings in vision frequently exploit supervision from an expert, to the extent that the user can be considered a subroutine in the overall system. In other cases, there is additional domain knowledge, side or even partial information that one may want to incorporate within the formulation. In general, regularizing a (generalized) eigenvalue problem with such side information remains difficult. Motivated by these needs, this paper presents an optimization scheme to solve generalized eigenvalue problems (GEP) involving a (nonsmooth) regularizer. We start from an alternative formulation of GEP where the feasibility set of the model involves the Stiefel manifold. The core of this paper presents an end to end stochastic optimization scheme for the resultant problem. We show how this general algorithm enables improved statistical analysis of brain imaging data where the regularizer is derived from other 'views' of the disease pathology, involving clinical measurements and other image-derived representations.

Eigenfunctions and Eigenvalues for a Scalar Riemann-Hilbert Problem Associated to Inverse Scattering

NASA Astrophysics Data System (ADS)

Pelinovsky, Dmitry E.; Sulem, Catherine

A complete set of eigenfunctions is introduced within the Riemann-Hilbert formalism for spectral problems associated to some solvable nonlinear evolution equations. In particular, we consider the time-independent and time-dependent Schrödinger problems which are related to the KdV and KPI equations possessing solitons and lumps, respectively. Non-standard scalar products, orthogonality and completeness relations are derived for these problems. The complete set of eigenfunctions is used for perturbation theory and bifurcation analysis of eigenvalues supported by the potentials under perturbations. We classify two different types of bifurcations of new eigenvalues and analyze their characteristic features. One type corresponds to thresholdless generation of solitons in the KdV equation, while the other predicts a threshold for generation of lumps in the KPI equation.

Nonunitary and unitary approach to Eigenvalue problem of Boson operators and squeezed coherent states

NASA Technical Reports Server (NTRS)

Wunsche, A.

1993-01-01

The eigenvalue problem of the operator a + zeta(boson creation operator) is solved for arbitrarily complex zeta by applying a nonunitary operator to the vacuum state. This nonunitary approach is compared with the unitary approach leading for the absolute value of zeta less than 1 to squeezed coherent states.

Localization of the eigenvalues of linear integral equations with applications to linear ordinary differential equations.

NASA Technical Reports Server (NTRS)

Sloss, J. M.; Kranzler, S. K.

1972-01-01

The equivalence of a considered integral equation form with an infinite system of linear equations is proved, and the localization of the eigenvalues of the infinite system is expressed. Error estimates are derived, and the problems of finding upper bounds and lower bounds for the eigenvalues are solved simultaneously.

The eigenvalue problem in phase space.

PubMed

Cohen, Leon

2018-06-30

We formulate the standard quantum mechanical eigenvalue problem in quantum phase space. The equation obtained involves the c-function that corresponds to the quantum operator. We use the Wigner distribution for the phase space function. We argue that the phase space eigenvalue equation obtained has, in addition to the proper solutions, improper solutions. That is, solutions for which no wave function exists which could generate the distribution. We discuss the conditions for ascertaining whether a position momentum function is a proper phase space distribution. We call these conditions psi-representability conditions, and show that if these conditions are imposed, one extracts the correct phase space eigenfunctions. We also derive the phase space eigenvalue equation for arbitrary phase space distributions functions. © 2017 Wiley Periodicals, Inc. © 2017 Wiley Periodicals, Inc.

Modal interaction in linear dynamic systems near degenerate modes

NASA Technical Reports Server (NTRS)

Afolabi, D.

1991-01-01

In various problems in structural dynamics, the eigenvalues of a linear system depend on a characteristic parameter of the system. Under certain conditions, two eigenvalues of the system approach each other as the characteristic parameter is varied, leading to modal interaction. In a system with conservative coupling, the two eigenvalues eventually repel each other, leading to the curve veering effect. In a system with nonconservative coupling, the eigenvalues continue to attract each other, eventually colliding, leading to eigenvalue degeneracy. Modal interaction is studied in linear systems with conservative and nonconservative coupling using singularity theory, sometimes known as catastrophe theory. The main result is this: eigenvalue degeneracy is a cause of instability; in systems with conservative coupling, it induces only geometric instability, whereas in systems with nonconservative coupling, eigenvalue degeneracy induces both geometric and elastic instability. Illustrative examples of mechanical systems are given.

Inflationary dynamics for matrix eigenvalue problems

PubMed Central

Heller, Eric J.; Kaplan, Lev; Pollmann, Frank

2008-01-01

Many fields of science and engineering require finding eigenvalues and eigenvectors of large matrices. The solutions can represent oscillatory modes of a bridge, a violin, the disposition of electrons around an atom or molecule, the acoustic modes of a concert hall, or hundreds of other physical quantities. Often only the few eigenpairs with the lowest or highest frequency (extremal solutions) are needed. Methods that have been developed over the past 60 years to solve such problems include the Lanczos algorithm, Jacobi–Davidson techniques, and the conjugate gradient method. Here, we present a way to solve the extremal eigenvalue/eigenvector problem, turning it into a nonlinear classical mechanical system with a modified Lagrangian constraint. The constraint induces exponential inflationary growth of the desired extremal solutions. PMID:18511564

nu-TRLan User Guide Version 1.0: A High-Performance Software Package for Large-Scale Harmitian Eigenvalue Problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yamazaki, Ichitaro; Wu, Kesheng; Simon, Horst

2008-10-27

The original software package TRLan, [TRLan User Guide], page 24, implements the thick restart Lanczos method, [Wu and Simon 2001], page 24, for computing eigenvalues {lambda} and their corresponding eigenvectors v of a symmetric matrix A: Av = {lambda}v. Its effectiveness in computing the exterior eigenvalues of a large matrix has been demonstrated, [LBNL-42982], page 24. However, its performance strongly depends on the user-specified dimension of a projection subspace. If the dimension is too small, TRLan suffers from slow convergence. If it is too large, the computational and memory costs become expensive. Therefore, to balance the solution convergence and costs,more » users must select an appropriate subspace dimension for each eigenvalue problem at hand. To free users from this difficult task, nu-TRLan, [LNBL-1059E], page 23, adjusts the subspace dimension at every restart such that optimal performance in solving the eigenvalue problem is automatically obtained. This document provides a user guide to the nu-TRLan software package. The original TRLan software package was implemented in Fortran 90 to solve symmetric eigenvalue problems using static projection subspace dimensions. nu-TRLan was developed in C and extended to solve Hermitian eigenvalue problems. It can be invoked using either a static or an adaptive subspace dimension. In order to simplify its use for TRLan users, nu-TRLan has interfaces and features similar to those of TRLan: (1) Solver parameters are stored in a single data structure called trl-info, Chapter 4 [trl-info structure], page 7. (2) Most of the numerical computations are performed by BLAS, [BLAS], page 23, and LAPACK, [LAPACK], page 23, subroutines, which allow nu-TRLan to achieve optimized performance across a wide range of platforms. (3) To solve eigenvalue problems on distributed memory systems, the message passing interface (MPI), [MPI forum], page 23, is used. The rest of this document is organized as follows. In Chapter 2 [Installation], page 2, we provide an installation guide of the nu-TRLan software package. In Chapter 3 [Example], page 3, we present a simple nu-TRLan example program. In Chapter 4 [trl-info structure], page 7, and Chapter 5 [trlan subroutine], page 14, we describe the solver parameters and interfaces in detail. In Chapter 6 [Solver parameters], page 21, we discuss the selection of the user-specified parameters. In Chapter 7 [Contact information], page 22, we give the acknowledgements and contact information of the authors. In Chapter 8 [References], page 23, we list reference to related works.« less

ORACLE INEQUALITIES FOR THE LASSO IN THE COX MODEL

PubMed Central

Huang, Jian; Sun, Tingni; Ying, Zhiliang; Yu, Yi; Zhang, Cun-Hui

2013-01-01

We study the absolute penalized maximum partial likelihood estimator in sparse, high-dimensional Cox proportional hazards regression models where the number of time-dependent covariates can be larger than the sample size. We establish oracle inequalities based on natural extensions of the compatibility and cone invertibility factors of the Hessian matrix at the true regression coefficients. Similar results based on an extension of the restricted eigenvalue can be also proved by our method. However, the presented oracle inequalities are sharper since the compatibility and cone invertibility factors are always greater than the corresponding restricted eigenvalue. In the Cox regression model, the Hessian matrix is based on time-dependent covariates in censored risk sets, so that the compatibility and cone invertibility factors, and the restricted eigenvalue as well, are random variables even when they are evaluated for the Hessian at the true regression coefficients. Under mild conditions, we prove that these quantities are bounded from below by positive constants for time-dependent covariates, including cases where the number of covariates is of greater order than the sample size. Consequently, the compatibility and cone invertibility factors can be treated as positive constants in our oracle inequalities. PMID:24086091

ORACLE INEQUALITIES FOR THE LASSO IN THE COX MODEL.

PubMed

Huang, Jian; Sun, Tingni; Ying, Zhiliang; Yu, Yi; Zhang, Cun-Hui

2013-06-01

We study the absolute penalized maximum partial likelihood estimator in sparse, high-dimensional Cox proportional hazards regression models where the number of time-dependent covariates can be larger than the sample size. We establish oracle inequalities based on natural extensions of the compatibility and cone invertibility factors of the Hessian matrix at the true regression coefficients. Similar results based on an extension of the restricted eigenvalue can be also proved by our method. However, the presented oracle inequalities are sharper since the compatibility and cone invertibility factors are always greater than the corresponding restricted eigenvalue. In the Cox regression model, the Hessian matrix is based on time-dependent covariates in censored risk sets, so that the compatibility and cone invertibility factors, and the restricted eigenvalue as well, are random variables even when they are evaluated for the Hessian at the true regression coefficients. Under mild conditions, we prove that these quantities are bounded from below by positive constants for time-dependent covariates, including cases where the number of covariates is of greater order than the sample size. Consequently, the compatibility and cone invertibility factors can be treated as positive constants in our oracle inequalities.

The Theory of Quantized Fields. III

DOE R&D Accomplishments Database

Schwinger, J.

1953-05-01

In this paper we discuss the electromagnetic field, as perturbed by a prescribed current. All quantities of physical interest in various situations, eigenvalues, eigenfunctions, and transformation probabilities, are derived from a general transformation function which is expressed in a non-Hermitian representation. The problems treated are: the determination of the energy-momentum eigenvalues and eigenfunctions for the isolated electromagnetic field, and the energy eigenvalues and eigenfunctions for the field perturbed by a time-independent current that departs from zero only within a finite time interval, and for a time-dependent current that assumes non-vanishing time-independent values initially and finally. The results are applied in a discussion of the intra-red catastrophe and of the adiabatic theorem. It is shown how the latter can be exploited to give a uniform formulation for all problems requiring the evaluation of transition probabilities or eigenvalue displacements.

Rational approximations from power series of vector-valued meromorphic functions

NASA Technical Reports Server (NTRS)

Sidi, Avram

1992-01-01

Let F(z) be a vector-valued function, F: C yields C(sup N), which is analytic at z = 0 and meromorphic in a neighborhood of z = 0, and let its Maclaurin series be given. In this work we developed vector-valued rational approximation procedures for F(z) by applying vector extrapolation methods to the sequence of partial sums of its Maclaurin series. We analyzed some of the algebraic and analytic properties of the rational approximations thus obtained, and showed that they were akin to Pade approximations. In particular, we proved a Koenig type theorem concerning their poles and a de Montessus type theorem concerning their uniform convergence. We showed how optical approximations to multiple poles and to Laurent expansions about these poles can be constructed. Extensions of the procedures above and the accompanying theoretical results to functions defined in arbitrary linear spaces was also considered. One of the most interesting and immediate applications of the results of this work is to the matrix eigenvalue problem. In a forthcoming paper we exploited the developments of the present work to devise bona fide generalizations of the classical power method that are especially suitable for very large and sparse matrices. These generalizations can be used to approximate simultaneously several of the largest distinct eigenvalues and corresponding eigenvectors and invariant subspaces of arbitrary matrices which may or may not be diagonalizable, and are very closely related with known Krylov subspace methods.

A few shape optimization results for a biharmonic Steklov problem

NASA Astrophysics Data System (ADS)

Buoso, Davide; Provenzano, Luigi

2015-09-01

We derive the equation of a free vibrating thin plate whose mass is concentrated at the boundary, namely a Steklov problem for the biharmonic operator. We provide Hadamard-type formulas for the shape derivatives of the corresponding eigenvalues and prove that balls are critical domains under volume constraint. Finally, we prove an isoperimetric inequality for the first positive eigenvalue.

Implicity restarted Arnoldi/Lanczos methods for large scale eigenvalue calculations

NASA Technical Reports Server (NTRS)

Sorensen, Danny C.

1996-01-01

Eigenvalues and eigenfunctions of linear operators are important to many areas of applied mathematics. The ability to approximate these quantities numerically is becoming increasingly important in a wide variety of applications. This increasing demand has fueled interest in the development of new methods and software for the numerical solution of large-scale algebraic eigenvalue problems. In turn, the existence of these new methods and software, along with the dramatically increased computational capabilities now available, has enabled the solution of problems that would not even have been posed five or ten years ago. Until very recently, software for large-scale nonsymmetric problems was virtually non-existent. Fortunately, the situation is improving rapidly. The purpose of this article is to provide an overview of the numerical solution of large-scale algebraic eigenvalue problems. The focus will be on a class of methods called Krylov subspace projection methods. The well-known Lanczos method is the premier member of this class. The Arnoldi method generalizes the Lanczos method to the nonsymmetric case. A recently developed variant of the Arnoldi/Lanczos scheme called the Implicitly Restarted Arnoldi Method is presented here in some depth. This method is highlighted because of its suitability as a basis for software development.

A finite element algorithm for high-lying eigenvalues with Neumann and Dirichlet boundary conditions

NASA Astrophysics Data System (ADS)

Báez, G.; Méndez-Sánchez, R. A.; Leyvraz, F.; Seligman, T. H.

2014-01-01

We present a finite element algorithm that computes eigenvalues and eigenfunctions of the Laplace operator for two-dimensional problems with homogeneous Neumann or Dirichlet boundary conditions, or combinations of either for different parts of the boundary. We use an inverse power plus Gauss-Seidel algorithm to solve the generalized eigenvalue problem. For Neumann boundary conditions the method is much more efficient than the equivalent finite difference algorithm. We checked the algorithm by comparing the cumulative level density of the spectrum obtained numerically with the theoretical prediction given by the Weyl formula. We found a systematic deviation due to the discretization, not to the algorithm itself.

Eigenvalue routines in NASTRAN: A comparison with the Block Lanczos method

NASA Technical Reports Server (NTRS)

Tischler, V. A.; Venkayya, Vipperla B.

1993-01-01

The NASA STRuctural ANalysis (NASTRAN) program is one of the most extensively used engineering applications software in the world. It contains a wealth of matrix operations and numerical solution techniques, and they were used to construct efficient eigenvalue routines. The purpose of this paper is to examine the current eigenvalue routines in NASTRAN and to make efficiency comparisons with a more recent implementation of the Block Lanczos algorithm by Boeing Computer Services (BCS). This eigenvalue routine is now available in the BCS mathematics library as well as in several commercial versions of NASTRAN. In addition, CRAY maintains a modified version of this routine on their network. Several example problems, with a varying number of degrees of freedom, were selected primarily for efficiency bench-marking. Accuracy is not an issue, because they all gave comparable results. The Block Lanczos algorithm was found to be extremely efficient, in particular, for very large size problems.

Acoustical source reconstruction from non-synchronous sequential measurements by Fast Iterative Shrinkage Thresholding Algorithm

NASA Astrophysics Data System (ADS)

Yu, Liang; Antoni, Jerome; Leclere, Quentin; Jiang, Weikang

2017-11-01

Acoustical source reconstruction is a typical inverse problem, whose minimum frequency of reconstruction hinges on the size of the array and maximum frequency depends on the spacing distance between the microphones. For the sake of enlarging the frequency of reconstruction and reducing the cost of an acquisition system, Cyclic Projection (CP), a method of sequential measurements without reference, was recently investigated (JSV,2016,372:31-49). In this paper, the Propagation based Fast Iterative Shrinkage Thresholding Algorithm (Propagation-FISTA) is introduced, which improves CP in two aspects: (1) the number of acoustic sources is no longer needed and the only making assumption is that of a "weakly sparse" eigenvalue spectrum; (2) the construction of the spatial basis is much easier and adaptive to practical scenarios of acoustical measurements benefiting from the introduction of propagation based spatial basis. The proposed Propagation-FISTA is first investigated with different simulations and experimental setups and is next illustrated with an industrial case.

Approximation of eigenvalues of some differential equations by zeros of orthogonal polynomials

NASA Astrophysics Data System (ADS)

Volkmer, Hans

2008-04-01

Sequences of polynomials, orthogonal with respect to signed measures, are associated with a class of differential equations including the Mathieu, Lame and Whittaker-Hill equation. It is shown that the zeros of pn form sequences which converge to the eigenvalues of the corresponding differential equations. Moreover, interlacing properties of the zeros of pn are found. Applications to the numerical treatment of eigenvalue problems are given.

Ultrarelativistic bound states in the spherical well

DOE Office of Scientific and Technical Information (OSTI.GOV)

Żaba, Mariusz; Garbaczewski, Piotr

2016-07-15

We address an eigenvalue problem for the ultrarelativistic (Cauchy) operator (−Δ){sup 1/2}, whose action is restricted to functions that vanish beyond the interior of a unit sphere in three spatial dimensions. We provide high accuracy spectral data for lowest eigenvalues and eigenfunctions of this infinite spherical well problem. Our focus is on radial and orbital shapes of eigenfunctions. The spectrum consists of an ordered set of strictly positive eigenvalues which naturally splits into non-overlapping, orbitally labelled E{sub (k,l)} series. For each orbital label l = 0, 1, 2, …, the label k = 1, 2, … enumerates consecutive lth seriesmore » eigenvalues. Each of them is 2l + 1-degenerate. The l = 0 eigenvalues series E{sub (k,0)} are identical with the set of even labeled eigenvalues for the d = 1 Cauchy well: E{sub (k,0)}(d = 3) = E{sub 2k}(d = 1). Likewise, the eigenfunctions ψ{sub (k,0)}(d = 3) and ψ{sub 2k}(d = 1) show affinity. We have identified the generic functional form of eigenfunctions of the spherical well which appear to be composed of a product of a solid harmonic and of a suitable purely radial function. The method to evaluate (approximately) the latter has been found to follow the universal pattern which effectively allows to skip all, sometimes involved, intermediate calculations (those were in usage, while computing the eigenvalues for l ≤ 3).« less

Reliable use of determinants to solve nonlinear structural eigenvalue problems efficiently

NASA Technical Reports Server (NTRS)

Williams, F. W.; Kennedy, D.

1988-01-01

The analytical derivation, numerical implementation, and performance of a multiple-determinant parabolic interpolation method (MDPIM) for use in solving transcendental eigenvalue (critical buckling or undamped free vibration) problems in structural mechanics are presented. The overall bounding, eigenvalue-separation, qualified parabolic interpolation, accuracy-confirmation, and convergence-recovery stages of the MDPIM are described in detail, and the numbers of iterations required to solve sample plane-frame problems using the MDPIM are compared with those for a conventional bisection method and for the Newtonian method of Simpson (1984) in extensive tables. The MDPIM is shown to use 31 percent less computation time than bisection when accuracy of 0.0001 is required, but 62 percent less when accuracy of 10 to the -8th is required; the time savings over the Newtonian method are about 10 percent.

A Thick-Restart Lanczos Algorithm with Polynomial Filtering for Hermitian Eigenvalue Problems

DOE PAGES

Li, Ruipeng; Xi, Yuanzhe; Vecharynski, Eugene; ...

2016-08-16

Polynomial filtering can provide a highly effective means of computing all eigenvalues of a real symmetric (or complex Hermitian) matrix that are located in a given interval, anywhere in the spectrum. This paper describes a technique for tackling this problem by combining a thick-restart version of the Lanczos algorithm with deflation ("locking'') and a new type of polynomial filter obtained from a least-squares technique. Furthermore, the resulting algorithm can be utilized in a “spectrum-slicing” approach whereby a very large number of eigenvalues and associated eigenvectors of the matrix are computed by extracting eigenpairs located in different subintervals independently from onemore » another.« less

Initial values for the integration scheme to compute the eigenvalues for propagation in ducts

NASA Technical Reports Server (NTRS)

Eversman, W.

1977-01-01

A scheme for the calculation of eigenvalues in the problem of acoustic propagation in a two-dimensional duct is described. The computation method involves changing the coupled transcendental nonlinear algebraic equations into an initial value problem involving a nonlinear ordinary differential equation. The simplest approach is to use as initial values the hardwall eigenvalues and to integrate away from these values as the admittance varies from zero to its actual value with a linear variation. The approach leads to a powerful root finding routine capable of computing the transverse and axial wave numbers for two-dimensional ducts for any frequency, lining, admittance and Mach number without requiring initial guesses or starting points.

A case against a divide and conquer approach to the nonsymmetric eigenvalue problem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jessup, E.R.

1991-12-01

Divide and conquer techniques based on rank-one updating have proven fast, accurate, and efficient in parallel for the real symmetric tridiagonal and unitary eigenvalue problems and for the bidiagonal singular value problem. Although the divide and conquer mechanism can also be adapted to the real nonsymmetric eigenproblem in a straightforward way, most of the desirable characteristics of the other algorithms are lost. In this paper, we examine the problems of accuracy and efficiency that can stand in the way of a nonsymmetric divide and conquer eigensolver based on low-rank updating. 31 refs., 2 figs.

Almost analytical Karhunen-Loeve representation of irregular waves based on the prolate spheroidal wave functions

NASA Astrophysics Data System (ADS)

Lee, Gibbeum; Cho, Yeunwoo

2017-11-01

We present an almost analytical new approach to solving the matrix eigenvalue problem or the integral equation in Karhunen-Loeve (K-L) representation of random data such as irregular ocean waves. Instead of solving this matrix eigenvalue problem purely numerically, which may suffer from the computational inaccuracy for big data, first, we consider a pair of integral and differential equations, which are related to the so-called prolate spheroidal wave functions (PSWF). For the PSWF differential equation, the pair of the eigenvectors (PSWF) and eigenvalues can be obtained from a relatively small number of analytical Legendre functions. Then, the eigenvalues in the PSWF integral equation are expressed in terms of functional values of the PSWF and the eigenvalues of the PSWF differential equation. Finally, the analytically expressed PSWFs and the eigenvalues in the PWSF integral equation are used to form the kernel matrix in the K-L integral equation for the representation of exemplary wave data; ordinary irregular waves and rogue waves. We found that the present almost analytical method is better than the conventional data-independent Fourier representation and, also, the conventional direct numerical K-L representation in terms of both accuracy and computational cost. This work was supported by the National Research Foundation of Korea (NRF). (NRF-2017R1D1A1B03028299).

Principal Eigenvalue Minimization for an Elliptic Problem with Indefinite Weight and Robin Boundary Conditions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hintermueller, M., E-mail: hint@math.hu-berlin.de; Kao, C.-Y., E-mail: Ckao@claremontmckenna.edu; Laurain, A., E-mail: laurain@math.hu-berlin.de

2012-02-15

This paper focuses on the study of a linear eigenvalue problem with indefinite weight and Robin type boundary conditions. We investigate the minimization of the positive principal eigenvalue under the constraint that the absolute value of the weight is bounded and the total weight is a fixed negative constant. Biologically, this minimization problem is motivated by the question of determining the optimal spatial arrangement of favorable and unfavorable regions for a species to survive. For rectangular domains with Neumann boundary condition, it is known that there exists a threshold value such that if the total weight is below this thresholdmore » value then the optimal favorable region is like a section of a disk at one of the four corners; otherwise, the optimal favorable region is a strip attached to the shorter side of the rectangle. Here, we investigate the same problem with mixed Robin-Neumann type boundary conditions and study how this boundary condition affects the optimal spatial arrangement.« less

Applications of elliptic operator theory to the isotropic interior transmission eigenvalue problem

NASA Astrophysics Data System (ADS)

Lakshtanov, E.; Vainberg, B.

2013-10-01

The paper concerns the isotropic interior transmission eigenvalue (ITE) problem. This problem is not elliptic, but we show that, using the Dirichlet-to-Neumann map, it can be reduced to an elliptic one. This leads to the discreteness of the spectrum as well as to certain results on a possible location of the transmission eigenvalues. If the index of refraction \\sqrt{n(x)} is real, then we obtain a result on the existence of infinitely many positive ITEs and the Weyl-type lower bound on its counting function. All the results are obtained under the assumption that n(x) - 1 does not vanish at the boundary of the obstacle or it vanishes identically, but its normal derivative does not vanish at the boundary. We consider the classical transmission problem as well as the case when the inhomogeneous medium contains an obstacle. Some results on the discreteness and localization of the spectrum are obtained for complex valued n(x).

Convergence of the Light-Front Coupled-Cluster Method in Scalar Yukawa Theory

NASA Astrophysics Data System (ADS)

Usselman, Austin

We use Fock-state expansions and the Light-Front Coupled-Cluster (LFCC) method to study mass eigenvalue problems in quantum field theory. Specifically, we study convergence of the method in scalar Yukawa theory. In this theory, a single charged particle is surrounded by a cloud of neutral particles. The charged particle can create or annihilate neutral particles, causing the n-particle state to depend on the n + 1 and n - 1-particle state. Fock state expansion leads to an infinite set of coupled equations where truncation is required. The wave functions for the particle states are expanded in a basis of symmetric polynomials and a generalized eigenvalue problem is solved for the mass eigenvalue. The mass eigenvalue problem is solved for multiple values for the coupling strength while the number of particle states and polynomial basis order are increased. Convergence of the mass eigenvalue solutions is then obtained. Three mass ratios between the charged particle and neutral particles were studied. This includes a massive charged particle, equal masses and massive neutral particles. Relative probability between states can also be explored for more detailed understanding of the process of convergence with respect to the number of Fock sectors. The reliance on higher order particle states depended on how large the mass of the charge particle was. The higher the mass of the charged particle, the more the system depended on higher order particle states. The LFCC method solves this same mass eigenvalue problem using an exponential operator. This exponential operator can then be truncated instead to form a finite system of equations that can be solved using a built in system solver provided in most computational environments, such as MatLab and Mathematica. First approximation in the LFCC method allows for only one particle to be created by the new operator and proved to be not powerful enough to match the Fock state expansion. The second order approximation allowed one and two particles to be created by the new operator and converged to the Fock state expansion results. This showed the LFCC method to be a reliable replacement method for solving quantum field theory problems.

Expendable launch vehicle studies

NASA Technical Reports Server (NTRS)

Bainum, Peter M.; Reiss, Robert

1995-01-01

Analytical support studies of expendable launch vehicles concentrate on the stability of the dynamics during launch especially during or near the region of maximum dynamic pressure. The in-plane dynamic equations of a generic launch vehicle with multiple flexible bending and fuel sloshing modes are developed and linearized. The information from LeRC about the grids, masses, and modes is incorporated into the model. The eigenvalues of the plant are analyzed for several modeling factors: utilizing diagonal mass matrix, uniform beam assumption, inclusion of aerodynamics, and the interaction between the aerodynamics and the flexible bending motion. Preliminary PID, LQR, and LQG control designs with sensor and actuator dynamics for this system and simulations are also conducted. The initial analysis for comparison of PD (proportional-derivative) and full state feedback LQR Linear quadratic regulator) shows that the split weighted LQR controller has better performance than that of the PD. In order to meet both the performance and robustness requirements, the H(sub infinity) robust controller for the expendable launch vehicle is developed. The simulation indicates that both the performance and robustness of the H(sub infinity) controller are better than that for the PID and LQG controllers. The modelling and analysis support studies team has continued development of methodology, using eigensensitivity analysis, to solve three classes of discrete eigenvalue equations. In the first class, the matrix elements are non-linear functions of the eigenvector. All non-linear periodic motion can be cast in this form. Here the eigenvector is comprised of the coefficients of complete basis functions spanning the response space and the eigenvalue is the frequency. The second class of eigenvalue problems studied is the quadratic eigenvalue problem. Solutions for linear viscously damped structures or viscoelastic structures can be reduced to this form. Particular attention is paid to Maxwell and Kelvin models. The third class of problems consists of linear eigenvalue problems in which the elements of the mass and stiffness matrices are stochastic. dynamic structural response for which the parameters are given by probabilistic distribution functions, rather than deterministic values, can be cast in this form. Solutions for several problems in each class will be presented.

A systematic linear space approach to solving partially described inverse eigenvalue problems

NASA Astrophysics Data System (ADS)

Hu, Sau-Lon James; Li, Haujun

2008-06-01

Most applications of the inverse eigenvalue problem (IEP), which concerns the reconstruction of a matrix from prescribed spectral data, are associated with special classes of structured matrices. Solving the IEP requires one to satisfy both the spectral constraint and the structural constraint. If the spectral constraint consists of only one or few prescribed eigenpairs, this kind of inverse problem has been referred to as the partially described inverse eigenvalue problem (PDIEP). This paper develops an efficient, general and systematic approach to solve the PDIEP. Basically, the approach, applicable to various structured matrices, converts the PDIEP into an ordinary inverse problem that is formulated as a set of simultaneous linear equations. While solving simultaneous linear equations for model parameters, the singular value decomposition method is applied. Because of the conversion to an ordinary inverse problem, other constraints associated with the model parameters can be easily incorporated into the solution procedure. The detailed derivation and numerical examples to implement the newly developed approach to symmetric Toeplitz and quadratic pencil (including mass, damping and stiffness matrices of a linear dynamic system) PDIEPs are presented. Excellent numerical results for both kinds of problem are achieved under the situations that have either unique or infinitely many solutions.

Crossflow effects on the growth rate of inviscid Goertler vortices in a hypersonic boundary layer

NASA Technical Reports Server (NTRS)

Fu, Yibin; Hall, Philip

1992-01-01

The effects of crossflow on the growth rate of inviscid Goertler vortices in a hypersonic boundary layer with pressure gradient are studied. Attention is focused on the inviscid mode trapped in the temperature adjustment layer; this mode has greater growth rate than any other mode. The eigenvalue problem which governs the relationship between the growth rate, the crossflow amplitude, and the wavenumber is solved numerically, and the results are then used to clarify the effects of crossflow on the growth rate of inviscid Goertler vortices. It is shown that crossflow effects on Goertler vortices are fundamentally different for incompressible and hypersonic flows. The neutral mode eigenvalue problem is found to have an exact solution, and as a by-product, we have also found the exact solution to a neutral mode eigenvalue problem which was formulated, but unsolved before, by Bassom and Hall (1991).

Deterministically estimated fission source distributions for Monte Carlo k-eigenvalue problems

DOE PAGES

Biondo, Elliott D.; Davidson, Gregory G.; Pandya, Tara M.; ...

2018-04-30

The standard Monte Carlo (MC) k-eigenvalue algorithm involves iteratively converging the fission source distribution using a series of potentially time-consuming inactive cycles before quantities of interest can be tallied. One strategy for reducing the computational time requirements of these inactive cycles is the Sourcerer method, in which a deterministic eigenvalue calculation is performed to obtain an improved initial guess for the fission source distribution. This method has been implemented in the Exnihilo software suite within SCALE using the SPNSPN or SNSN solvers in Denovo and the Shift MC code. The efficacy of this method is assessed with different Denovo solutionmore » parameters for a series of typical k-eigenvalue problems including small criticality benchmarks, full-core reactors, and a fuel cask. Here it is found that, in most cases, when a large number of histories per cycle are required to obtain a detailed flux distribution, the Sourcerer method can be used to reduce the computational time requirements of the inactive cycles.« less

Solution of an eigenvalue problem for the Laplace operator on a spherical surface. M.S. Thesis - Maryland Univ.

NASA Technical Reports Server (NTRS)

Walden, H.

1974-01-01

Methods for obtaining approximate solutions for the fundamental eigenvalue of the Laplace-Beltrami operator (also referred to as the membrane eigenvalue problem for the vibration equation) on the unit spherical surface are developed. Two specific types of spherical surface domains are considered: (1) the interior of a spherical triangle, i.e., the region bounded by arcs of three great circles, and (2) the exterior of a great circle arc extending for less than pi radians on the sphere (a spherical surface with a slit). In both cases, zero boundary conditions are imposed. In order to solve the resulting second-order elliptic partial differential equations in two independent variables, a finite difference approximation is derived. The symmetric (generally five-point) finite difference equations that develop are written in matrix form and then solved by the iterative method of point successive overrelaxation. Upon convergence of this iterative method, the fundamental eigenvalue is approximated by iteration utilizing the power method as applied to the finite Rayleigh quotient.

Deterministically estimated fission source distributions for Monte Carlo k-eigenvalue problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Biondo, Elliott D.; Davidson, Gregory G.; Pandya, Tara M.

The standard Monte Carlo (MC) k-eigenvalue algorithm involves iteratively converging the fission source distribution using a series of potentially time-consuming inactive cycles before quantities of interest can be tallied. One strategy for reducing the computational time requirements of these inactive cycles is the Sourcerer method, in which a deterministic eigenvalue calculation is performed to obtain an improved initial guess for the fission source distribution. This method has been implemented in the Exnihilo software suite within SCALE using the SPNSPN or SNSN solvers in Denovo and the Shift MC code. The efficacy of this method is assessed with different Denovo solutionmore » parameters for a series of typical k-eigenvalue problems including small criticality benchmarks, full-core reactors, and a fuel cask. Here it is found that, in most cases, when a large number of histories per cycle are required to obtain a detailed flux distribution, the Sourcerer method can be used to reduce the computational time requirements of the inactive cycles.« less

HO2 rovibrational eigenvalue studies for nonzero angular momentum

NASA Astrophysics Data System (ADS)

Wu, Xudong T.; Hayes, Edward F.

1997-08-01

An efficient parallel algorithm is reported for determining all bound rovibrational energy levels for the HO2 molecule for nonzero angular momentum values, J=1, 2, and 3. Performance tests on the CRAY T3D indicate that the algorithm scales almost linearly when up to 128 processors are used. Sustained performance levels of up to 3.8 Gflops have been achieved using 128 processors for J=3. The algorithm uses a direct product discrete variable representation (DVR) basis and the implicitly restarted Lanczos method (IRLM) of Sorensen to compute the eigenvalues of the polyatomic Hamiltonian. Since the IRLM is an iterative method, it does not require storage of the full Hamiltonian matrix—it only requires the multiplication of the Hamiltonian matrix by a vector. When the IRLM is combined with a formulation such as DVR, which produces a very sparse matrix, both memory and computation times can be reduced dramatically. This algorithm has the potential to achieve even higher performance levels for larger values of the total angular momentum.

Energy levels of one-dimensional systems satisfying the minimal length uncertainty relation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bernardo, Reginald Christian S., E-mail: rcbernardo@nip.upd.edu.ph; Esguerra, Jose Perico H., E-mail: jesguerra@nip.upd.edu.ph

2016-10-15

The standard approach to calculating the energy levels for quantum systems satisfying the minimal length uncertainty relation is to solve an eigenvalue problem involving a fourth- or higher-order differential equation in quasiposition space. It is shown that the problem can be reformulated so that the energy levels of these systems can be obtained by solving only a second-order quasiposition eigenvalue equation. Through this formulation the energy levels are calculated for the following potentials: particle in a box, harmonic oscillator, Pöschl–Teller well, Gaussian well, and double-Gaussian well. For the particle in a box, the second-order quasiposition eigenvalue equation is a second-ordermore » differential equation with constant coefficients. For the harmonic oscillator, Pöschl–Teller well, Gaussian well, and double-Gaussian well, a method that involves using Wronskians has been used to solve the second-order quasiposition eigenvalue equation. It is observed for all of these quantum systems that the introduction of a nonzero minimal length uncertainty induces a positive shift in the energy levels. It is shown that the calculation of energy levels in systems satisfying the minimal length uncertainty relation is not limited to a small number of problems like particle in a box and the harmonic oscillator but can be extended to a wider class of problems involving potentials such as the Pöschl–Teller and Gaussian wells.« less

A comparison of matrix methods for calculating eigenvalues in acoustically lined ducts

NASA Technical Reports Server (NTRS)

Watson, W.; Lansing, D. L.

1976-01-01

Three approximate methods - finite differences, weighted residuals, and finite elements - were used to solve the eigenvalue problem which arises in finding the acoustic modes and propagation constants in an absorptively lined two-dimensional duct without airflow. The matrix equations derived for each of these methods were solved for the eigenvalues corresponding to various values of wall impedance. Two matrix orders, 20 x 20 and 40 x 40, were used. The cases considered included values of wall admittance for which exact eigenvalues were known and for which several nearly equal roots were present. Ten of the lower order eigenvalues obtained from the three approximate methods were compared with solutions calculated from the exact characteristic equation in order to make an assessment of the relative accuracy and reliability of the three methods. The best results were given by the finite element method using a cubic polynomial. Excellent accuracy was consistently obtained, even for nearly equal eigenvalues, by using a 20 x 20 order matrix.

The method of fundamental solutions for computing acoustic interior transmission eigenvalues

NASA Astrophysics Data System (ADS)

Kleefeld, Andreas; Pieronek, Lukas

2018-03-01

We analyze the method of fundamental solutions (MFS) in two different versions with focus on the computation of approximate acoustic interior transmission eigenvalues in 2D for homogeneous media. Our approach is mesh- and integration free, but suffers in general from the ill-conditioning effects of the discretized eigenoperator, which we could then successfully balance using an approved stabilization scheme. Our numerical examples cover many of the common scattering objects and prove to be very competitive in accuracy with the standard methods for PDE-related eigenvalue problems. We finally give an approximation analysis for our framework and provide error estimates, which bound interior transmission eigenvalue deviations in terms of some generalized MFS output.

The Schrodinger Eigenvalue March

ERIC Educational Resources Information Center

Tannous, C.; Langlois, J.

2011-01-01

A simple numerical method for the determination of Schrodinger equation eigenvalues is introduced. It is based on a marching process that starts from an arbitrary point, proceeds in two opposite directions simultaneously and stops after a tolerance criterion is met. The method is applied to solving several 1D potential problems including symmetric…

Dynamic Eigenvalue Problem of Concrete Slab Road Surface

NASA Astrophysics Data System (ADS)

Pawlak, Urszula; Szczecina, Michał

2017-10-01

The paper presents an analysis of the dynamic eigenvalue problem of concrete slab road surface. A sample concrete slab was modelled using Autodesk Robot Structural Analysis software and calculated with Finite Element Method. The slab was set on a one-parameter elastic subsoil, for which the modulus of elasticity was separately calculated. The eigen frequencies and eigenvectors (as maximal vertical nodal displacements) were presented. On the basis of the results of calculations, some basic recommendations for designers of concrete road surfaces were offered.

Density-matrix-based algorithm for solving eigenvalue problems

NASA Astrophysics Data System (ADS)

Polizzi, Eric

2009-03-01

A fast and stable numerical algorithm for solving the symmetric eigenvalue problem is presented. The technique deviates fundamentally from the traditional Krylov subspace iteration based techniques (Arnoldi and Lanczos algorithms) or other Davidson-Jacobi techniques and takes its inspiration from the contour integration and density-matrix representation in quantum mechanics. It will be shown that this algorithm—named FEAST—exhibits high efficiency, robustness, accuracy, and scalability on parallel architectures. Examples from electronic structure calculations of carbon nanotubes are presented, and numerical performances and capabilities are discussed.

Eigenvalue Problems.

DTIC Science & Technology

1987-06-01

Vibration of an Elastic Bar We are interested in studying the small, longitudinal vibra- tions of a longitudinally loaded, elastically supported, elastic...u 2 + + 2u O(( m,Q Uk .(J- MO In the study of eigenvalue problems, central use will be made of Rellich’s theorem (cf. Agmon [19651), which states...H , where a > 0. Sufficient conditions for (4.2) - (4.4) to hold were given in Section 3; cf. (3.15) -(3.17). For the study of (4.1) it is useful to

Krylov subspace methods - Theory, algorithms, and applications

NASA Technical Reports Server (NTRS)

Sad, Youcef

1990-01-01

Projection methods based on Krylov subspaces for solving various types of scientific problems are reviewed. The main idea of this class of methods when applied to a linear system Ax = b, is to generate in some manner an approximate solution to the original problem from the so-called Krylov subspace span. Thus, the original problem of size N is approximated by one of dimension m, typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now becoming popular for solving nonlinear equations. The main ideas in Krylov subspace methods are shown and their use in solving linear systems, eigenvalue problems, parabolic partial differential equations, Liapunov matrix equations, and nonlinear system of equations are discussed.

Large Covariance Estimation by Thresholding Principal Orthogonal Complements

PubMed Central

Fan, Jianqing; Liao, Yuan; Mincheva, Martina

2012-01-01

This paper deals with the estimation of a high-dimensional covariance with a conditional sparsity structure and fast-diverging eigenvalues. By assuming sparse error covariance matrix in an approximate factor model, we allow for the presence of some cross-sectional correlation even after taking out common but unobservable factors. We introduce the Principal Orthogonal complEment Thresholding (POET) method to explore such an approximate factor structure with sparsity. The POET estimator includes the sample covariance matrix, the factor-based covariance matrix (Fan, Fan, and Lv, 2008), the thresholding estimator (Bickel and Levina, 2008) and the adaptive thresholding estimator (Cai and Liu, 2011) as specific examples. We provide mathematical insights when the factor analysis is approximately the same as the principal component analysis for high-dimensional data. The rates of convergence of the sparse residual covariance matrix and the conditional sparse covariance matrix are studied under various norms. It is shown that the impact of estimating the unknown factors vanishes as the dimensionality increases. The uniform rates of convergence for the unobserved factors and their factor loadings are derived. The asymptotic results are also verified by extensive simulation studies. Finally, a real data application on portfolio allocation is presented. PMID:24348088

Large Covariance Estimation by Thresholding Principal Orthogonal Complements.

PubMed

Fan, Jianqing; Liao, Yuan; Mincheva, Martina

2013-09-01

This paper deals with the estimation of a high-dimensional covariance with a conditional sparsity structure and fast-diverging eigenvalues. By assuming sparse error covariance matrix in an approximate factor model, we allow for the presence of some cross-sectional correlation even after taking out common but unobservable factors. We introduce the Principal Orthogonal complEment Thresholding (POET) method to explore such an approximate factor structure with sparsity. The POET estimator includes the sample covariance matrix, the factor-based covariance matrix (Fan, Fan, and Lv, 2008), the thresholding estimator (Bickel and Levina, 2008) and the adaptive thresholding estimator (Cai and Liu, 2011) as specific examples. We provide mathematical insights when the factor analysis is approximately the same as the principal component analysis for high-dimensional data. The rates of convergence of the sparse residual covariance matrix and the conditional sparse covariance matrix are studied under various norms. It is shown that the impact of estimating the unknown factors vanishes as the dimensionality increases. The uniform rates of convergence for the unobserved factors and their factor loadings are derived. The asymptotic results are also verified by extensive simulation studies. Finally, a real data application on portfolio allocation is presented.

Root finding in the complex plane for seismo-acoustic propagation scenarios with Green's function solutions.

PubMed

McCollom, Brittany A; Collis, Jon M

2014-09-01

A normal mode solution to the ocean acoustic problem of the Pekeris waveguide with an elastic bottom using a Green's function formulation for a compressional wave point source is considered. Analytic solutions to these types of waveguide propagation problems are strongly dependent on the eigenvalues of the problem; these eigenvalues represent horizontal wavenumbers, corresponding to propagating modes of energy. The eigenvalues arise as singularities in the inverse Hankel transform integral and are specified by roots to a characteristic equation. These roots manifest themselves as poles in the inverse transform integral and can be both subtle and difficult to determine. Following methods previously developed [S. Ivansson et al., J. Sound Vib. 161 (1993)], a root finding routine has been implemented using the argument principle. Using the roots to the characteristic equation in the Green's function formulation, full-field solutions are calculated for scenarios where an acoustic source lies in either the water column or elastic half space. Solutions are benchmarked against laboratory data and existing numerical solutions.

A comparative study of history-based versus vectorized Monte Carlo methods in the GPU/CUDA environment for a simple neutron eigenvalue problem

NASA Astrophysics Data System (ADS)

Liu, Tianyu; Du, Xining; Ji, Wei; Xu, X. George; Brown, Forrest B.

2014-06-01

For nuclear reactor analysis such as the neutron eigenvalue calculations, the time consuming Monte Carlo (MC) simulations can be accelerated by using graphics processing units (GPUs). However, traditional MC methods are often history-based, and their performance on GPUs is affected significantly by the thread divergence problem. In this paper we describe the development of a newly designed event-based vectorized MC algorithm for solving the neutron eigenvalue problem. The code was implemented using NVIDIA's Compute Unified Device Architecture (CUDA), and tested on a NVIDIA Tesla M2090 GPU card. We found that although the vectorized MC algorithm greatly reduces the occurrence of thread divergence thus enhancing the warp execution efficiency, the overall simulation speed is roughly ten times slower than the history-based MC code on GPUs. Profiling results suggest that the slow speed is probably due to the memory access latency caused by the large amount of global memory transactions. Possible solutions to improve the code efficiency are discussed.

A projected preconditioned conjugate gradient algorithm for computing many extreme eigenpairs of a Hermitian matrix [A projected preconditioned conjugate gradient algorithm for computing a large eigenspace of a Hermitian matrix

DOE PAGES

Vecharynski, Eugene; Yang, Chao; Pask, John E.

2015-02-25

Here, we present an iterative algorithm for computing an invariant subspace associated with the algebraically smallest eigenvalues of a large sparse or structured Hermitian matrix A. We are interested in the case in which the dimension of the invariant subspace is large (e.g., over several hundreds or thousands) even though it may still be small relative to the dimension of A. These problems arise from, for example, density functional theory (DFT) based electronic structure calculations for complex materials. The key feature of our algorithm is that it performs fewer Rayleigh–Ritz calculations compared to existing algorithms such as the locally optimalmore » block preconditioned conjugate gradient or the Davidson algorithm. It is a block algorithm, and hence can take advantage of efficient BLAS3 operations and be implemented with multiple levels of concurrency. We discuss a number of practical issues that must be addressed in order to implement the algorithm efficiently on a high performance computer.« less

A uniform object-oriented solution to the eigenvalue problem for real symmetric and Hermitian matrices

NASA Astrophysics Data System (ADS)

Castro, María Eugenia; Díaz, Javier; Muñoz-Caro, Camelia; Niño, Alfonso

2011-09-01

We present a system of classes, SHMatrix, to deal in a unified way with the computation of eigenvalues and eigenvectors in real symmetric and Hermitian matrices. Thus, two descendant classes, one for the real symmetric and other for the Hermitian cases, override the abstract methods defined in a base class. The use of the inheritance relationship and polymorphism allows handling objects of any descendant class using a single reference of the base class. The system of classes is intended to be the core element of more sophisticated methods to deal with large eigenvalue problems, as those arising in the variational treatment of realistic quantum mechanical problems. The present system of classes allows computing a subset of all the possible eigenvalues and, optionally, the corresponding eigenvectors. Comparison with well established solutions for analogous eigenvalue problems, as those included in LAPACK, shows that the present solution is competitive against them. Program summaryProgram title: SHMatrix Catalogue identifier: AEHZ_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEHZ_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 2616 No. of bytes in distributed program, including test data, etc.: 127 312 Distribution format: tar.gz Programming language: Standard ANSI C++. Computer: PCs and workstations. Operating system: Linux, Windows. Classification: 4.8. Nature of problem: The treatment of problems involving eigensystems is a central topic in the quantum mechanical field. Here, the use of the variational approach leads to the computation of eigenvalues and eigenvectors of real symmetric and Hermitian Hamiltonian matrices. Realistic models with several degrees of freedom leads to large (sometimes very large) matrices. Different techniques, such as divide and conquer, can be used to factorize the matrices in order to apply a parallel computing approach. However, it is still interesting to have a core procedure able to tackle the computation of eigenvalues and eigenvectors once the matrix has been factorized to pieces of enough small size. Several available software packages, such as LAPACK, tackled this problem under the traditional imperative programming paradigm. In order to ease the modelling of complex quantum mechanical models it could be interesting to apply an object-oriented approach to the treatment of the eigenproblem. This approach offers the advantage of a single, uniform treatment for the real symmetric and Hermitian cases. Solution method: To reach the above goals, we have developed a system of classes: SHMatrix. SHMatrix is composed by an abstract base class and two descendant classes, one for real symmetric matrices and the other for the Hermitian case. The object-oriented characteristics of inheritance and polymorphism allows handling both cases using a single reference of the base class. The basic computing strategy applied in SHMatrix allows computing subsets of eigenvalues and (optionally) eigenvectors. The tests performed show that SHMatrix is competitive, and more efficient for large matrices, than the equivalent routines of the LAPACK package. Running time: The examples included in the distribution take only a couple of seconds to run.

On adaptive weighted polynomial preconditioning for Hermitian positive definite matrices

NASA Technical Reports Server (NTRS)

Fischer, Bernd; Freund, Roland W.

1992-01-01

The conjugate gradient algorithm for solving Hermitian positive definite linear systems is usually combined with preconditioning in order to speed up convergence. In recent years, there has been a revival of polynomial preconditioning, motivated by the attractive features of the method on modern architectures. Standard techniques for choosing the preconditioning polynomial are based only on bounds for the extreme eigenvalues. Here a different approach is proposed, which aims at adapting the preconditioner to the eigenvalue distribution of the coefficient matrix. The technique is based on the observation that good estimates for the eigenvalue distribution can be derived after only a few steps of the Lanczos process. This information is then used to construct a weight function for a suitable Chebyshev approximation problem. The solution of this problem yields the polynomial preconditioner. In particular, we investigate the use of Bernstein-Szego weights.

The use of Lanczos's method to solve the large generalized symmetric definite eigenvalue problem

NASA Technical Reports Server (NTRS)

Jones, Mark T.; Patrick, Merrell L.

1989-01-01

The generalized eigenvalue problem, Kx = Lambda Mx, is of significant practical importance, especially in structural enginering where it arises as the vibration and buckling problem. A new algorithm, LANZ, based on Lanczos's method is developed. LANZ uses a technique called dynamic shifting to improve the efficiency and reliability of the Lanczos algorithm. A new algorithm for solving the tridiagonal matrices that arise when using Lanczos's method is described. A modification of Parlett and Scott's selective orthogonalization algorithm is proposed. Results from an implementation of LANZ on a Convex C-220 show it to be superior to a subspace iteration code.

Fast Eigensolver for Computing 3D Earth's Normal Modes

NASA Astrophysics Data System (ADS)

Shi, J.; De Hoop, M. V.; Li, R.; Xi, Y.; Saad, Y.

2017-12-01

We present a novel parallel computational approach to compute Earth's normal modes. We discretize Earth via an unstructured tetrahedral mesh and apply the continuous Galerkin finite element method to the elasto-gravitational system. To resolve the eigenvalue pollution issue, following the analysis separating the seismic point spectrum, we utilize explicitly a representation of the displacement for describing the oscillations of the non-seismic modes in the fluid outer core. Effectively, we separate out the essential spectrum which is naturally related to the Brunt-Väisälä frequency. We introduce two Lanczos approaches with polynomial and rational filtering for solving this generalized eigenvalue problem in prescribed intervals. The polynomial filtering technique only accesses the matrix pair through matrix-vector products and is an ideal candidate for solving three-dimensional large-scale eigenvalue problems. The matrix-free scheme allows us to deal with fluid separation and self-gravitation in an efficient way, while the standard shift-and-invert method typically needs an explicit shifted matrix and its factorization. The rational filtering method converges much faster than the standard shift-and-invert procedure when computing all the eigenvalues inside an interval. Both two Lanczos approaches solve for the internal eigenvalues extremely accurately, comparing with the standard eigensolver. In our computational experiments, we compare our results with the radial earth model benchmark, and visualize the normal modes using vector plots to illustrate the properties of the displacements in different modes.

Thermodynamic characterization of synchronization-optimized oscillator networks

NASA Astrophysics Data System (ADS)

Yanagita, Tatsuo; Ichinomiya, Takashi

2014-12-01

We consider a canonical ensemble of synchronization-optimized networks of identical oscillators under external noise. By performing a Markov chain Monte Carlo simulation using the Kirchhoff index, i.e., the sum of the inverse eigenvalues of the Laplacian matrix (as a graph Hamiltonian of the network), we construct more than 1 000 different synchronization-optimized networks. We then show that the transition from star to core-periphery structure depends on the connectivity of the network, and is characterized by the node degree variance of the synchronization-optimized ensemble. We find that thermodynamic properties such as heat capacity show anomalies for sparse networks.

Lasing eigenvalue problems: the electromagnetic modelling of microlasers

NASA Astrophysics Data System (ADS)

Benson, Trevor; Nosich, Alexander; Smotrova, Elena; Balaban, Mikhail; Sewell, Phillip

2007-02-01

Comprehensive microcavity laser models should account for several physical mechanisms, e.g. carrier transport, heating and optical confinement, coupled by non-linear effects. Nevertheless, considerable useful information can still be obtained if all non-electromagnetic effects are neglected, often within an additional effective-index reduction to an equivalent 2D problem, and the optical modes viewed as solutions of Maxwell's equations. Integral equation (IE) formulations have many advantages over numerical techniques such as FDTD for the study of such microcavity laser problems. The most notable advantages of an IE approach are computational efficiency, the correct description of cavity boundaries without stair-step errors, and the direct solution of an eigenvalue problem rather than the spectral analysis of a transient signal. Boundary IE (BIE) formulations are more economic that volume IE (VIE) ones, because of their lower dimensionality, but they are only applicable to the constant cavity refractive index case. The Muller BIE, being free of 'defect' frequencies and having smooth or integrable kernels, provides a reliable tool for the modal analysis of microcavities. Whilst such an approach can readily identify complex-valued natural frequencies and Q-factors, the lasing condition is not addressed directly. We have thus suggested using a Muller BIE approach to solve a lasing eigenvalue problem (LEP), i.e. a linear eigenvalue solution in the form of two real-valued numbers (lasing wavelength and threshold information) when macroscopic gain is introduced into the cavity material within an active region. Such an approach yields clear insight into the lasing thresholds of individual cavities with uniform and non-uniform gain, cavities coupled as photonic molecules and cavities equipped with one or more quantum dots.

Best dispersal strategies in spatially heterogeneous environments: optimization of the principal eigenvalue for indefinite fractional Neumann problems.

PubMed

Pellacci, Benedetta; Verzini, Gianmaria

2018-05-01

We study the positive principal eigenvalue of a weighted problem associated with the Neumann spectral fractional Laplacian. This analysis is related to the investigation of the survival threshold in population dynamics. Our main result concerns the optimization of such threshold with respect to the fractional order [Formula: see text], the case [Formula: see text] corresponding to the standard Neumann Laplacian: when the habitat is not too fragmented, the principal positive eigenvalue can not have local minima for [Formula: see text]. As a consequence, the best strategy for survival is either following the diffusion with [Formula: see text] (i.e. Brownian diffusion), or with the lowest possible s (i.e. diffusion allowing long jumps), depending on the size of the domain. In addition, we show that analogous results hold for the standard fractional Laplacian in [Formula: see text], in periodic environments.

A variational eigenvalue solver on a photonic quantum processor

PubMed Central

Peruzzo, Alberto; McClean, Jarrod; Shadbolt, Peter; Yung, Man-Hong; Zhou, Xiao-Qi; Love, Peter J.; Aspuru-Guzik, Alán; O’Brien, Jeremy L.

2014-01-01

Quantum computers promise to efficiently solve important problems that are intractable on a conventional computer. For quantum systems, where the physical dimension grows exponentially, finding the eigenvalues of certain operators is one such intractable problem and remains a fundamental challenge. The quantum phase estimation algorithm efficiently finds the eigenvalue of a given eigenvector but requires fully coherent evolution. Here we present an alternative approach that greatly reduces the requirements for coherent evolution and combine this method with a new approach to state preparation based on ansätze and classical optimization. We implement the algorithm by combining a highly reconfigurable photonic quantum processor with a conventional computer. We experimentally demonstrate the feasibility of this approach with an example from quantum chemistry—calculating the ground-state molecular energy for He–H+. The proposed approach drastically reduces the coherence time requirements, enhancing the potential of quantum resources available today and in the near future. PMID:25055053

Sparse decomposition of seismic data and migration using Gaussian beams with nonzero initial curvature

NASA Astrophysics Data System (ADS)

Liu, Peng; Wang, Yanfei

2018-04-01

We study problems associated with seismic data decomposition and migration imaging. We first represent the seismic data utilizing Gaussian beam basis functions, which have nonzero curvature, and then consider the sparse decomposition technique. The sparse decomposition problem is an l0-norm constrained minimization problem. In solving the l0-norm minimization, a polynomial Radon transform is performed to achieve sparsity, and a fast gradient descent method is used to calculate the waveform functions. The waveform functions can subsequently be used for sparse Gaussian beam migration. Compared with traditional sparse Gaussian beam methods, the seismic data can be properly reconstructed employing fewer Gaussian beams with nonzero initial curvature. The migration approach described in this paper is more efficient than the traditional sparse Gaussian beam migration.

Eigenvalue Solvers for Modeling Nuclear Reactors on Leadership Class Machines

DOE PAGES

Slaybaugh, R. N.; Ramirez-Zweiger, M.; Pandya, Tara; ...

2018-02-20

In this paper, three complementary methods have been implemented in the code Denovo that accelerate neutral particle transport calculations with methods that use leadership-class computers fully and effectively: a multigroup block (MG) Krylov solver, a Rayleigh quotient iteration (RQI) eigenvalue solver, and a multigrid in energy (MGE) preconditioner. The MG Krylov solver converges more quickly than Gauss Seidel and enables energy decomposition such that Denovo can scale to hundreds of thousands of cores. RQI should converge in fewer iterations than power iteration (PI) for large and challenging problems. RQI creates shifted systems that would not be tractable without the MGmore » Krylov solver. It also creates ill-conditioned matrices. The MGE preconditioner reduces iteration count significantly when used with RQI and takes advantage of the new energy decomposition such that it can scale efficiently. Each individual method has been described before, but this is the first time they have been demonstrated to work together effectively. The combination of solvers enables the RQI eigenvalue solver to work better than the other available solvers for large reactors problems on leadership-class machines. Using these methods together, RQI converged in fewer iterations and in less time than PI for a full pressurized water reactor core. These solvers also performed better than an Arnoldi eigenvalue solver for a reactor benchmark problem when energy decomposition is needed. The MG Krylov, MGE preconditioner, and RQI solver combination also scales well in energy. Finally, this solver set is a strong choice for very large and challenging problems.« less

Eigenvalue Solvers for Modeling Nuclear Reactors on Leadership Class Machines

DOE Office of Scientific and Technical Information (OSTI.GOV)

Slaybaugh, R. N.; Ramirez-Zweiger, M.; Pandya, Tara

In this paper, three complementary methods have been implemented in the code Denovo that accelerate neutral particle transport calculations with methods that use leadership-class computers fully and effectively: a multigroup block (MG) Krylov solver, a Rayleigh quotient iteration (RQI) eigenvalue solver, and a multigrid in energy (MGE) preconditioner. The MG Krylov solver converges more quickly than Gauss Seidel and enables energy decomposition such that Denovo can scale to hundreds of thousands of cores. RQI should converge in fewer iterations than power iteration (PI) for large and challenging problems. RQI creates shifted systems that would not be tractable without the MGmore » Krylov solver. It also creates ill-conditioned matrices. The MGE preconditioner reduces iteration count significantly when used with RQI and takes advantage of the new energy decomposition such that it can scale efficiently. Each individual method has been described before, but this is the first time they have been demonstrated to work together effectively. The combination of solvers enables the RQI eigenvalue solver to work better than the other available solvers for large reactors problems on leadership-class machines. Using these methods together, RQI converged in fewer iterations and in less time than PI for a full pressurized water reactor core. These solvers also performed better than an Arnoldi eigenvalue solver for a reactor benchmark problem when energy decomposition is needed. The MG Krylov, MGE preconditioner, and RQI solver combination also scales well in energy. Finally, this solver set is a strong choice for very large and challenging problems.« less

A robust multilevel simultaneous eigenvalue solver

NASA Technical Reports Server (NTRS)

Costiner, Sorin; Taasan, Shlomo

1993-01-01

Multilevel (ML) algorithms for eigenvalue problems are often faced with several types of difficulties such as: the mixing of approximated eigenvectors by the solution process, the approximation of incomplete clusters of eigenvectors, the poor representation of solution on coarse levels, and the existence of close or equal eigenvalues. Algorithms that do not treat appropriately these difficulties usually fail, or their performance degrades when facing them. These issues motivated the development of a robust adaptive ML algorithm which treats these difficulties, for the calculation of a few eigenvectors and their corresponding eigenvalues. The main techniques used in the new algorithm include: the adaptive completion and separation of the relevant clusters on different levels, the simultaneous treatment of solutions within each cluster, and the robustness tests which monitor the algorithm's efficiency and convergence. The eigenvectors' separation efficiency is based on a new ML projection technique generalizing the Rayleigh Ritz projection, combined with a technique, the backrotations. These separation techniques, when combined with an FMG formulation, in many cases lead to algorithms of O(qN) complexity, for q eigenvectors of size N on the finest level. Previously developed ML algorithms are less focused on the mentioned difficulties. Moreover, algorithms which employ fine level separation techniques are of O(q(sub 2)N) complexity and usually do not overcome all these difficulties. Computational examples are presented where Schrodinger type eigenvalue problems in 2-D and 3-D, having equal and closely clustered eigenvalues, are solved with the efficiency of the Poisson multigrid solver. A second order approximation is obtained in O(qN) work, where the total computational work is equivalent to only a few fine level relaxations per eigenvector.

Fully Parallel MHD Stability Analysis Tool

NASA Astrophysics Data System (ADS)

Svidzinski, Vladimir; Galkin, Sergei; Kim, Jin-Soo; Liu, Yueqiang

2014-10-01

Progress on full parallelization of the plasma stability code MARS will be reported. MARS calculates eigenmodes in 2D axisymmetric toroidal equilibria in MHD-kinetic plasma models. It is a powerful tool for studying MHD and MHD-kinetic instabilities and it is widely used by fusion community. Parallel version of MARS is intended for simulations on local parallel clusters. It will be an efficient tool for simulation of MHD instabilities with low, intermediate and high toroidal mode numbers within both fluid and kinetic plasma models, already implemented in MARS. Parallelization of the code includes parallelization of the construction of the matrix for the eigenvalue problem and parallelization of the inverse iterations algorithm, implemented in MARS for the solution of the formulated eigenvalue problem. Construction of the matrix is parallelized by distributing the load among processors assigned to different magnetic surfaces. Parallelization of the solution of the eigenvalue problem is made by repeating steps of the present MARS algorithm using parallel libraries and procedures. Initial results of the code parallelization will be reported. Work is supported by the U.S. DOE SBIR program.

Discriminative spatial-frequency-temporal feature extraction and classification of motor imagery EEG: An sparse regression and Weighted Naïve Bayesian Classifier-based approach.

PubMed

Miao, Minmin; Zeng, Hong; Wang, Aimin; Zhao, Changsen; Liu, Feixiang

2017-02-15

Common spatial pattern (CSP) is most widely used in motor imagery based brain-computer interface (BCI) systems. In conventional CSP algorithm, pairs of the eigenvectors corresponding to both extreme eigenvalues are selected to construct the optimal spatial filter. In addition, an appropriate selection of subject-specific time segments and frequency bands plays an important role in its successful application. This study proposes to optimize spatial-frequency-temporal patterns for discriminative feature extraction. Spatial optimization is implemented by channel selection and finding discriminative spatial filters adaptively on each time-frequency segment. A novel Discernibility of Feature Sets (DFS) criteria is designed for spatial filter optimization. Besides, discriminative features located in multiple time-frequency segments are selected automatically by the proposed sparse time-frequency segment common spatial pattern (STFSCSP) method which exploits sparse regression for significant features selection. Finally, a weight determined by the sparse coefficient is assigned for each selected CSP feature and we propose a Weighted Naïve Bayesian Classifier (WNBC) for classification. Experimental results on two public EEG datasets demonstrate that optimizing spatial-frequency-temporal patterns in a data-driven manner for discriminative feature extraction greatly improves the classification performance. The proposed method gives significantly better classification accuracies in comparison with several competing methods in the literature. The proposed approach is a promising candidate for future BCI systems. Copyright © 2016 Elsevier B.V. All rights reserved.

The Guderley problem revisited

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ramsey, Scott D; Kamm, James R; Bolstad, John H

2009-01-01

The self-similar converging-diverging shock wave problem introduced by Guderley in 1942 has been the source of numerous investigations since its publication. In this paper, we review the simplifications and group invariance properties that lead to a self-similar formulation of this problem from the compressible flow equations for a polytropic gas. The complete solution to the self-similar problem reduces to two coupled nonlinear eigenvalue problems: the eigenvalue of the first is the so-called similarity exponent for the converging flow, and that of the second is a trajectory multiplier for the diverging regime. We provide a clear exposition concerning the reflected shockmore » configuration. Additionally, we introduce a new approximation for the similarity exponent, which we compare with other estimates and numerically computed values. Lastly, we use the Guderley problem as the basis of a quantitative verification analysis of a cell-centered, finite volume, Eulerian compressible flow algorithm.« less

The asymptotic spectra of banded Toeplitz and quasi-Toeplitz matrices

NASA Technical Reports Server (NTRS)

Beam, Richard M.; Warming, Robert F.

1991-01-01

Toeplitz matrices occur in many mathematical, as well as, scientific and engineering investigations. This paper considers the spectra of banded Toeplitz and quasi-Toeplitz matrices with emphasis on non-normal matrices of arbitrarily large order and relatively small bandwidth. These are the type of matrices that appear in the investigation of stability and convergence of difference approximations to partial differential equations. Quasi-Toeplitz matrices are the result of non-Dirichlet boundary conditions for the difference approximations. The eigenvalue problem for a banded Toeplitz or quasi-Toeplitz matrix of large order is, in general, analytically intractable and (for non-normal matrices) numerically unreliable. An asymptotic (matrix order approaches infinity) approach partitions the eigenvalue analysis of a quasi-Toeplitz matrix into two parts, namely the analysis for the boundary condition independent spectrum and the analysis for the boundary condition dependent spectrum. The boundary condition independent spectrum is the same as the pure Toeplitz matrix spectrum. Algorithms for computing both parts of the spectrum are presented. Examples are used to demonstrate the utility of the algorithms, to present some interesting spectra, and to point out some of the numerical difficulties encountered when conventional matrix eigenvalue routines are employed for non-normal matrices of large order. The analysis for the Toeplitz spectrum also leads to a diagonal similarity transformation that improves conventional numerical eigenvalue computations. Finally, the algorithm for the asymptotic spectrum is extended to the Toeplitz generalized eigenvalue problem which occurs, for example, in the stability of Pade type difference approximations to differential equations.

A Decentralized Eigenvalue Computation Method for Spectrum Sensing Based on Average Consensus

NASA Astrophysics Data System (ADS)

Mohammadi, Jafar; Limmer, Steffen; Stańczak, Sławomir

2016-07-01

This paper considers eigenvalue estimation for the decentralized inference problem for spectrum sensing. We propose a decentralized eigenvalue computation algorithm based on the power method, which is referred to as generalized power method GPM; it is capable of estimating the eigenvalues of a given covariance matrix under certain conditions. Furthermore, we have developed a decentralized implementation of GPM by splitting the iterative operations into local and global computation tasks. The global tasks require data exchange to be performed among the nodes. For this task, we apply an average consensus algorithm to efficiently perform the global computations. As a special case, we consider a structured graph that is a tree with clusters of nodes at its leaves. For an accelerated distributed implementation, we propose to use computation over multiple access channel (CoMAC) as a building block of the algorithm. Numerical simulations are provided to illustrate the performance of the two algorithms.

Eigenvalue statistics for the sum of two complex Wishart matrices

NASA Astrophysics Data System (ADS)

Kumar, Santosh

2014-09-01

The sum of independent Wishart matrices, taken from distributions with unequal covariance matrices, plays a crucial role in multivariate statistics, and has applications in the fields of quantitative finance and telecommunication. However, analytical results concerning the corresponding eigenvalue statistics have remained unavailable, even for the sum of two Wishart matrices. This can be attributed to the complicated and rotationally noninvariant nature of the matrix distribution that makes extracting the information about eigenvalues a nontrivial task. Using a generalization of the Harish-Chandra-Itzykson-Zuber integral, we find exact solution to this problem for the complex Wishart case when one of the covariance matrices is proportional to the identity matrix, while the other is arbitrary. We derive exact and compact expressions for the joint probability density and marginal density of eigenvalues. The analytical results are compared with numerical simulations and we find perfect agreement.

Shape sensitivity analysis of flutter response of a laminated wing

NASA Technical Reports Server (NTRS)

Bergen, Fred D.; Kapania, Rakesh K.

1988-01-01

A method is presented for calculating the shape sensitivity of a wing aeroelastic response with respect to changes in geometric shape. Yates' modified strip method is used in conjunction with Giles' equivalent plate analysis to predict the flutter speed, frequency, and reduced frequency of the wing. Three methods are used to calculate the sensitivity of the eigenvalue. The first method is purely a finite difference calculation of the eigenvalue derivative directly from the solution of the flutter problem corresponding to the two different values of the shape parameters. The second method uses an analytic expression for the eigenvalue sensitivities of a general complex matrix, where the derivatives of the aerodynamic, mass, and stiffness matrices are computed using a finite difference approximation. The third method also uses an analytic expression for the eigenvalue sensitivities, but the aerodynamic matrix is computed analytically. All three methods are found to be in good agreement with each other. The sensitivities of the eigenvalues were used to predict the flutter speed, frequency, and reduced frequency. These approximations were found to be in good agreement with those obtained using a complete reanalysis.

Inverse problems with nonnegative and sparse solutions: algorithms and application to the phase retrieval problem

NASA Astrophysics Data System (ADS)

Quy Muoi, Pham; Nho Hào, Dinh; Sahoo, Sujit Kumar; Tang, Dongliang; Cong, Nguyen Huu; Dang, Cuong

2018-05-01

In this paper, we study a gradient-type method and a semismooth Newton method for minimization problems in regularizing inverse problems with nonnegative and sparse solutions. We propose a special penalty functional forcing the minimizers of regularized minimization problems to be nonnegative and sparse, and then we apply the proposed algorithms in a practical the problem. The strong convergence of the gradient-type method and the local superlinear convergence of the semismooth Newton method are proven. Then, we use these algorithms for the phase retrieval problem and illustrate their efficiency in numerical examples, particularly in the practical problem of optical imaging through scattering media where all the noises from experiment are presented.

STRONG ORACLE OPTIMALITY OF FOLDED CONCAVE PENALIZED ESTIMATION.

PubMed

Fan, Jianqing; Xue, Lingzhou; Zou, Hui

2014-06-01

Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A challenging fundamental issue still remains that it is not clear whether the local optimum computed by a given optimization algorithm possesses those nice theoretical properties. To close this important theoretical gap in over a decade, we provide a unified theory to show explicitly how to obtain the oracle solution via the local linear approximation algorithm. For a folded concave penalized estimation problem, we show that as long as the problem is localizable and the oracle estimator is well behaved, we can obtain the oracle estimator by using the one-step local linear approximation. In addition, once the oracle estimator is obtained, the local linear approximation algorithm converges, namely it produces the same estimator in the next iteration. The general theory is demonstrated by using four classical sparse estimation problems, i.e., sparse linear regression, sparse logistic regression, sparse precision matrix estimation and sparse quantile regression.

STRONG ORACLE OPTIMALITY OF FOLDED CONCAVE PENALIZED ESTIMATION

PubMed Central

Fan, Jianqing; Xue, Lingzhou; Zou, Hui

2014-01-01

Folded concave penalization methods have been shown to enjoy the strong oracle property for high-dimensional sparse estimation. However, a folded concave penalization problem usually has multiple local solutions and the oracle property is established only for one of the unknown local solutions. A challenging fundamental issue still remains that it is not clear whether the local optimum computed by a given optimization algorithm possesses those nice theoretical properties. To close this important theoretical gap in over a decade, we provide a unified theory to show explicitly how to obtain the oracle solution via the local linear approximation algorithm. For a folded concave penalized estimation problem, we show that as long as the problem is localizable and the oracle estimator is well behaved, we can obtain the oracle estimator by using the one-step local linear approximation. In addition, once the oracle estimator is obtained, the local linear approximation algorithm converges, namely it produces the same estimator in the next iteration. The general theory is demonstrated by using four classical sparse estimation problems, i.e., sparse linear regression, sparse logistic regression, sparse precision matrix estimation and sparse quantile regression. PMID:25598560

Solvers for $$\\mathcal{O} (N)$$ Electronic Structure in the Strong Scaling Limit

DOE PAGES

Bock, Nicolas; Challacombe, William M.; Kale, Laxmikant

2016-01-26

Here we present a hybrid OpenMP/Charm\\tt++ framework for solving themore » $$\\mathcal{O} (N)$$ self-consistent-field eigenvalue problem with parallelism in the strong scaling regime, $$P\\gg{N}$$, where $P$ is the number of cores, and $N$ is a measure of system size, i.e., the number of matrix rows/columns, basis functions, atoms, molecules, etc. This result is achieved with a nested approach to spectral projection and the sparse approximate matrix multiply [Bock and Challacombe, SIAM J. Sci. Comput., 35 (2013), pp. C72--C98], and involves a recursive, task-parallel algorithm, often employed by generalized $N$-Body solvers, to occlusion and culling of negligible products in the case of matrices with decay. Lastly, employing classic technologies associated with generalized $N$-Body solvers, including overdecomposition, recursive task parallelism, orderings that preserve locality, and persistence-based load balancing, we obtain scaling beyond hundreds of cores per molecule for small water clusters ([H$${}_2$$O]$${}_N$$, $$N \\in \\{ 30, 90, 150 \\}$$, $$P/N \\approx \\{ 819, 273, 164 \\}$$) and find support for an increasingly strong scalability with increasing system size $N$.« less

On the cross-stream spectral method for the Orr-Sommerfeld equation

NASA Technical Reports Server (NTRS)

Zorumski, William E.; Hodge, Steven L.

1993-01-01

Cross-stream models are defined as solutions to the Orr-Sommerfeld equation which are propagating normal to the flow direction. These models are utilized as a basis for a Hilbert space to approximate the spectrum of the Orr-Sommerfeld equation with plane Poiseuille flow. The cross-stream basis leads to a standard eigenvalue problem for the frequencies of Poiseuille flow instability waves. The coefficient matrix in the eigenvalue problem is shown to be the sum of a real matrix and a negative-imaginary diagonal matrix which represents the frequencies of the cross-stream modes. The real coefficient matrix is shown to approach a Toeplitz matrix when the row and column indices are large. The Toeplitz matrix is diagonally dominant, and the diagonal elements vary inversely in magnitude with diagonal position. The Poiseuille flow eigenvalues are shown to lie within Gersgorin disks with radii bounded by the product of the average flow speed and the axial wavenumber. It is shown that the eigenvalues approach the Gersgorin disk centers when the mode index is large, so that the method may be used to compute spectra with an essentially unlimited number of elements. When the mode index is large, the real part of the eigenvalue is the product of the axial wavenumber and the average flow speed, and the imaginary part of the eigen value is identical to the corresponding cross-stream mode frequency. The cross-stream method is numerically well-conditioned in comparison to Chebyshev based methods, providing equivalent accuracy for small mode indices and superior accuracy for large indices.

Coherent mode decomposition using mixed Wigner functions of Hermite-Gaussian beams.

PubMed

Tanaka, Takashi

2017-04-15

A new method of coherent mode decomposition (CMD) is proposed that is based on a Wigner-function representation of Hermite-Gaussian beams. In contrast to the well-known method using the cross spectral density (CSD), it directly determines the mode functions and their weights without solving the eigenvalue problem. This facilitates the CMD of partially coherent light whose Wigner functions (and thus CSDs) are not separable, in which case the conventional CMD requires solving an eigenvalue problem with a large matrix and thus is numerically formidable. An example is shown regarding the CMD of synchrotron radiation, one of the most important applications of the proposed method.

Numerical methods for the unsymmetric tridiagonal eigenvalue problem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jessup, E.R.

1996-12-31

This report summarizes the results of our project {open_quotes}Numerical Methods for the Unsymmetric Tridiagonal Eigenvalue Problem{close_quotes}. It was funded by both by a DOE grant (No. DE-FG02-92ER25122, 6/1/92-5/31/94, $100,000) and by an NSF Research Initiation Award (No. CCR-9109785, 7/1/91-6/30/93, $46,564.) The publications resulting from that project during the DOE funding period are listed below. Two other journal papers and two other conference papers were produced during the NSF funding period. Most of the listed conference papers are early or partial versions of the listed journal papers.

A nonperturbative light-front coupled-cluster method

NASA Astrophysics Data System (ADS)

Hiller, J. R.

2012-10-01

The nonperturbative Hamiltonian eigenvalue problem for bound states of a quantum field theory is formulated in terms of Dirac's light-front coordinates and then approximated by the exponential-operator technique of the many-body coupled-cluster method. This approximation eliminates any need for the usual approximation of Fock-space truncation. Instead, the exponentiated operator is truncated, and the terms retained are determined by a set of nonlinear integral equations. These equations are solved simultaneously with an effective eigenvalue problem in the valence sector, where the number of constituents is small. Matrix elements can be calculated, with extensions of techniques from standard coupled-cluster theory, to obtain form factors and other observables.

Capabilities of Fully Parallelized MHD Stability Code MARS

NASA Astrophysics Data System (ADS)

Svidzinski, Vladimir; Galkin, Sergei; Kim, Jin-Soo; Liu, Yueqiang

2016-10-01

Results of full parallelization of the plasma stability code MARS will be reported. MARS calculates eigenmodes in 2D axisymmetric toroidal equilibria in MHD-kinetic plasma models. Parallel version of MARS, named PMARS, has been recently developed at FAR-TECH. Parallelized MARS is an efficient tool for simulation of MHD instabilities with low, intermediate and high toroidal mode numbers within both fluid and kinetic plasma models, implemented in MARS. Parallelization of the code included parallelization of the construction of the matrix for the eigenvalue problem and parallelization of the inverse vector iterations algorithm, implemented in MARS for the solution of the formulated eigenvalue problem. Construction of the matrix is parallelized by distributing the load among processors assigned to different magnetic surfaces. Parallelization of the solution of the eigenvalue problem is made by repeating steps of the MARS algorithm using parallel libraries and procedures. Parallelized MARS is capable of calculating eigenmodes with significantly increased spatial resolution: up to 5,000 adapted radial grid points with up to 500 poloidal harmonics. Such resolution is sufficient for simulation of kink, tearing and peeling-ballooning instabilities with physically relevant parameters. Work is supported by the U.S. DOE SBIR program.

Fully Parallel MHD Stability Analysis Tool

NASA Astrophysics Data System (ADS)

Svidzinski, Vladimir; Galkin, Sergei; Kim, Jin-Soo; Liu, Yueqiang

2015-11-01

Progress on full parallelization of the plasma stability code MARS will be reported. MARS calculates eigenmodes in 2D axisymmetric toroidal equilibria in MHD-kinetic plasma models. It is a powerful tool for studying MHD and MHD-kinetic instabilities and it is widely used by fusion community. Parallel version of MARS is intended for simulations on local parallel clusters. It will be an efficient tool for simulation of MHD instabilities with low, intermediate and high toroidal mode numbers within both fluid and kinetic plasma models, already implemented in MARS. Parallelization of the code includes parallelization of the construction of the matrix for the eigenvalue problem and parallelization of the inverse iterations algorithm, implemented in MARS for the solution of the formulated eigenvalue problem. Construction of the matrix is parallelized by distributing the load among processors assigned to different magnetic surfaces. Parallelization of the solution of the eigenvalue problem is made by repeating steps of the present MARS algorithm using parallel libraries and procedures. Results of MARS parallelization and of the development of a new fix boundary equilibrium code adapted for MARS input will be reported. Work is supported by the U.S. DOE SBIR program.

Efficient Algorithms for Estimating the Absorption Spectrum within Linear Response TDDFT

DOE Office of Scientific and Technical Information (OSTI.GOV)

Brabec, Jiri; Lin, Lin; Shao, Meiyue

We present a special symmetric Lanczos algorithm and a kernel polynomial method (KPM) for approximating the absorption spectrum of molecules within the linear response time-dependent density functional theory (TDDFT) framework in the product form. In contrast to existing algorithms, the new algorithms are based on reformulating the original non-Hermitian eigenvalue problem as a product eigenvalue problem and the observation that the product eigenvalue problem is self-adjoint with respect to an appropriately chosen inner product. This allows a simple symmetric Lanczos algorithm to be used to compute the desired absorption spectrum. The use of a symmetric Lanczos algorithm only requires halfmore » of the memory compared with the nonsymmetric variant of the Lanczos algorithm. The symmetric Lanczos algorithm is also numerically more stable than the nonsymmetric version. The KPM algorithm is also presented as a low-memory alternative to the Lanczos approach, but the algorithm may require more matrix-vector multiplications in practice. We discuss the pros and cons of these methods in terms of their accuracy as well as their computational and storage cost. Applications to a set of small and medium-sized molecules are also presented.« less

Efficient Algorithms for Estimating the Absorption Spectrum within Linear Response TDDFT

DOE PAGES

Brabec, Jiri; Lin, Lin; Shao, Meiyue; ...

2015-10-06

We present a special symmetric Lanczos algorithm and a kernel polynomial method (KPM) for approximating the absorption spectrum of molecules within the linear response time-dependent density functional theory (TDDFT) framework in the product form. In contrast to existing algorithms, the new algorithms are based on reformulating the original non-Hermitian eigenvalue problem as a product eigenvalue problem and the observation that the product eigenvalue problem is self-adjoint with respect to an appropriately chosen inner product. This allows a simple symmetric Lanczos algorithm to be used to compute the desired absorption spectrum. The use of a symmetric Lanczos algorithm only requires halfmore » of the memory compared with the nonsymmetric variant of the Lanczos algorithm. The symmetric Lanczos algorithm is also numerically more stable than the nonsymmetric version. The KPM algorithm is also presented as a low-memory alternative to the Lanczos approach, but the algorithm may require more matrix-vector multiplications in practice. We discuss the pros and cons of these methods in terms of their accuracy as well as their computational and storage cost. Applications to a set of small and medium-sized molecules are also presented.« less

Programmable Calculator Use in Undergraduate Dynamics, Vibrations, and Elementary Structures Courses.

ERIC Educational Resources Information Center

Cutchins, M. A.

1982-01-01

Presents programmable calculator solutions to selected problems, including area moments of inertia and principal values, the 2-D principal stress problem, C.G. and pitch inertia computations, 3-D eigenvalue problems, 3 DOF vibrations, and a complex flutter determinant. (SK)

Workshop report on large-scale matrix diagonalization methods in chemistry theory institute

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bischof, C.H.; Shepard, R.L.; Huss-Lederman, S.

The Large-Scale Matrix Diagonalization Methods in Chemistry theory institute brought together 41 computational chemists and numerical analysts. The goal was to understand the needs of the computational chemistry community in problems that utilize matrix diagonalization techniques. This was accomplished by reviewing the current state of the art and looking toward future directions in matrix diagonalization techniques. This institute occurred about 20 years after a related meeting of similar size. During those 20 years the Davidson method continued to dominate the problem of finding a few extremal eigenvalues for many computational chemistry problems. Work on non-diagonally dominant and non-Hermitian problems asmore » well as parallel computing has also brought new methods to bear. The changes and similarities in problems and methods over the past two decades offered an interesting viewpoint for the success in this area. One important area covered by the talks was overviews of the source and nature of the chemistry problems. The numerical analysts were uniformly grateful for the efforts to convey a better understanding of the problems and issues faced in computational chemistry. An important outcome was an understanding of the wide range of eigenproblems encountered in computational chemistry. The workshop covered problems involving self- consistent-field (SCF), configuration interaction (CI), intramolecular vibrational relaxation (IVR), and scattering problems. In atomic structure calculations using the Hartree-Fock method (SCF), the symmetric matrices can range from order hundreds to thousands. These matrices often include large clusters of eigenvalues which can be as much as 25% of the spectrum. However, if Cl methods are also used, the matrix size can be between 10{sup 4} and 10{sup 9} where only one or a few extremal eigenvalues and eigenvectors are needed. Working with very large matrices has lead to the development of« less

Computation of eigenpairs of Ax = lambda Bx for vibrations of spinning deformable bodies

NASA Technical Reports Server (NTRS)

Utku, S.; Clemente, J. L. M.

1984-01-01

It is shown that, when linear theory is used, the general eigenvalue problem related with the free vibrations of spinning deformable bodies is of the type AX = lambda Bx, where A is Hermitian, and B is real positive definite. Since the order n of the matrices may be large, and A and B are banded or block banded, due to the economics of the numerical solution, one is interested in obtaining only those eigenvalues which fall within the frequency band of interest of the problem. The paper extends the well known method of bisections and iteration of R to the n power to n dimensional complex spaces, i.e., to C to the n power, so that it can be applied to the present problem.

Boundary Concentration for Eigenvalue Problems Related to the Onset of Superconductivity

NASA Astrophysics Data System (ADS)

del Pino, Manuel; Felmer, Patricio L.; Sternberg, Peter

We examine the asymptotic behavior of the eigenvalue μ(h) and corresponding eigenfunction associated with the variational problem in the regime h>>1. Here A is any vector field with curl equal to 1. The problem arises within the Ginzburg-Landau model for superconductivity with the function μ(h) yielding the relationship between the critical temperature vs. applied magnetic field strength in the transition from normal to superconducting state in a thin mesoscopic sample with cross-section Ω 2. We first carry out a rigorous analysis of the associated problem on a half-plane and then rigorously justify some of the formal arguments of [BS], obtaining an expansion for μ while also proving that the first eigenfunction decays to zero somewhere along the sample boundary when Ω is not a disc. For interior decay, we demonstrate that the rate is exponential.

Generalized Eigenvalues for pairs on heritian matrices

NASA Technical Reports Server (NTRS)

Rublein, George

1988-01-01

A study was made of certain special cases of a generalized eigenvalue problem. Let A and B be nxn matrics. One may construct a certain polynomial, P(A,B, lambda) which specializes to the characteristic polynomial of B when A equals I. In particular, when B is hermitian, that characteristic polynomial, P(I,B, lambda) has real roots, and one can ask: are the roots of P(A,B, lambda) real when B is hermitian. We consider the case where A is positive definite and show that when N equals 3, the roots are indeed real. The basic tools needed in the proof are Shur's theorem on majorization for eigenvalues of hermitian matrices and the interlacing theorem for the eigenvalues of a positive definite hermitian matrix and one of its principal (n-1)x(n-1) minors. The method of proof first reduces the general problem to one where the diagonal of B has a certain structure: either diag (B) = diag (1,1,1) or diag (1,1,-1), or else the 2 x 2 principal minors of B are all 1. According as B has one of these three structures, we use an appropriate method to replace A by a positive diagonal matrix. Since it can be easily verified that P(D,B, lambda) has real roots, the result follows. For other configurations of B, a scaling and a continuity argument are used to prove the result in general.

Design of multivariable feedback control systems via spectral assignment using reduced-order models and reduced-order observers

NASA Technical Reports Server (NTRS)

Mielke, R. R.; Tung, L. J.; Carraway, P. I., III

1984-01-01

The feasibility of using reduced order models and reduced order observers with eigenvalue/eigenvector assignment procedures is investigated. A review of spectral assignment synthesis procedures is presented. Then, a reduced order model which retains essential system characteristics is formulated. A constant state feedback matrix which assigns desired closed loop eigenvalues and approximates specified closed loop eigenvectors is calculated for the reduced order model. It is shown that the eigenvalue and eigenvector assignments made in the reduced order system are retained when the feedback matrix is implemented about the full order system. In addition, those modes and associated eigenvectors which are not included in the reduced order model remain unchanged in the closed loop full order system. The full state feedback design is then implemented by using a reduced order observer. It is shown that the eigenvalue and eigenvector assignments of the closed loop full order system rmain unchanged when a reduced order observer is used. The design procedure is illustrated by an actual design problem.

Design of multivariable feedback control systems via spectral assignment using reduced-order models and reduced-order observers

NASA Technical Reports Server (NTRS)

Mielke, R. R.; Tung, L. J.; Carraway, P. I., III

1985-01-01

The feasibility of using reduced order models and reduced order observers with eigenvalue/eigenvector assignment procedures is investigated. A review of spectral assignment synthesis procedures is presented. Then, a reduced order model which retains essential system characteristics is formulated. A constant state feedback matrix which assigns desired closed loop eigenvalues and approximates specified closed loop eigenvectors is calculated for the reduced order model. It is shown that the eigenvalue and eigenvector assignments made in the reduced order system are retained when the feedback matrix is implemented about the full order system. In addition, those modes and associated eigenvectors which are not included in the reduced order model remain unchanged in the closed loop full order system. The fulll state feedback design is then implemented by using a reduced order observer. It is shown that the eigenvalue and eigenvector assignments of the closed loop full order system remain unchanged when a reduced order observer is used. The design procedure is illustrated by an actual design problem.

Eigenvalues of Random Matrices with Isotropic Gaussian Noise and the Design of Diffusion Tensor Imaging Experiments.

PubMed

Gasbarra, Dario; Pajevic, Sinisa; Basser, Peter J

2017-01-01

Tensor-valued and matrix-valued measurements of different physical properties are increasingly available in material sciences and medical imaging applications. The eigenvalues and eigenvectors of such multivariate data provide novel and unique information, but at the cost of requiring a more complex statistical analysis. In this work we derive the distributions of eigenvalues and eigenvectors in the special but important case of m×m symmetric random matrices, D , observed with isotropic matrix-variate Gaussian noise. The properties of these distributions depend strongly on the symmetries of the mean tensor/matrix, D̄ . When D̄ has repeated eigenvalues, the eigenvalues of D are not asymptotically Gaussian, and repulsion is observed between the eigenvalues corresponding to the same D̄ eigenspaces. We apply these results to diffusion tensor imaging (DTI), with m = 3, addressing an important problem of detecting the symmetries of the diffusion tensor, and seeking an experimental design that could potentially yield an isotropic Gaussian distribution. In the 3-dimensional case, when the mean tensor is spherically symmetric and the noise is Gaussian and isotropic, the asymptotic distribution of the first three eigenvalue central moment statistics is simple and can be used to test for isotropy. In order to apply such tests, we use quadrature rules of order t ≥ 4 with constant weights on the unit sphere to design a DTI-experiment with the property that isotropy of the underlying true tensor implies isotropy of the Fisher information. We also explain the potential implications of the methods using simulated DTI data with a Rician noise model.

Eigenvalues of Random Matrices with Isotropic Gaussian Noise and the Design of Diffusion Tensor Imaging Experiments*

PubMed Central

Gasbarra, Dario; Pajevic, Sinisa; Basser, Peter J.

2017-01-01

Tensor-valued and matrix-valued measurements of different physical properties are increasingly available in material sciences and medical imaging applications. The eigenvalues and eigenvectors of such multivariate data provide novel and unique information, but at the cost of requiring a more complex statistical analysis. In this work we derive the distributions of eigenvalues and eigenvectors in the special but important case of m×m symmetric random matrices, D, observed with isotropic matrix-variate Gaussian noise. The properties of these distributions depend strongly on the symmetries of the mean tensor/matrix, D̄. When D̄ has repeated eigenvalues, the eigenvalues of D are not asymptotically Gaussian, and repulsion is observed between the eigenvalues corresponding to the same D̄ eigenspaces. We apply these results to diffusion tensor imaging (DTI), with m = 3, addressing an important problem of detecting the symmetries of the diffusion tensor, and seeking an experimental design that could potentially yield an isotropic Gaussian distribution. In the 3-dimensional case, when the mean tensor is spherically symmetric and the noise is Gaussian and isotropic, the asymptotic distribution of the first three eigenvalue central moment statistics is simple and can be used to test for isotropy. In order to apply such tests, we use quadrature rules of order t ≥ 4 with constant weights on the unit sphere to design a DTI-experiment with the property that isotropy of the underlying true tensor implies isotropy of the Fisher information. We also explain the potential implications of the methods using simulated DTI data with a Rician noise model. PMID:28989561

Development of a Three-Dimensional PSE Code for Compressible Flows: Stability of Three-Dimensional Compressible Boundary Layers

NASA Technical Reports Server (NTRS)

Balakumar, P.; Jeyasingham, Samarasingham

1999-01-01

A program is developed to investigate the linear stability of three-dimensional compressible boundary layer flows over bodies of revolutions. The problem is formulated as a two dimensional (2D) eigenvalue problem incorporating the meanflow variations in the normal and azimuthal directions. Normal mode solutions are sought in the whole plane rather than in a line normal to the wall as is done in the classical one dimensional (1D) stability theory. The stability characteristics of a supersonic boundary layer over a sharp cone with 50 half-angle at 2 degrees angle of attack is investigated. The 1D eigenvalue computations showed that the most amplified disturbances occur around x(sub 2) = 90 degrees and the azimuthal mode number for the most amplified disturbances range between m = -30 to -40. The frequencies of the most amplified waves are smaller in the middle region where the crossflow dominates the instability than the most amplified frequencies near the windward and leeward planes. The 2D eigenvalue computations showed that due to the variations in the azimuthal direction, the eigenmodes are clustered into isolated confined regions. For some eigenvalues, the eigenfunctions are clustered in two regions. Due to the nonparallel effect in the azimuthal direction, the eigenmodes are clustered into isolated confined regions. For some eigenvalues, the eigenfunctions are clustered in two regions. Due to the nonparallel effect in the azimuthal direction, the most amplified disturbances are shifted to 120 degrees compared to 90 degrees for the parallel theory. It is also observed that the nonparallel amplification rates are smaller than that is obtained from the parallel theory.

Scenario generation for stochastic optimization problems via the sparse grid method

DOE PAGES

Chen, Michael; Mehrotra, Sanjay; Papp, David

2015-04-19

We study the use of sparse grids in the scenario generation (or discretization) problem in stochastic programming problems where the uncertainty is modeled using a continuous multivariate distribution. We show that, under a regularity assumption on the random function involved, the sequence of optimal objective function values of the sparse grid approximations converges to the true optimal objective function values as the number of scenarios increases. The rate of convergence is also established. We treat separately the special case when the underlying distribution is an affine transform of a product of univariate distributions, and show how the sparse grid methodmore » can be adapted to the distribution by the use of quadrature formulas tailored to the distribution. We numerically compare the performance of the sparse grid method using different quadrature rules with classic quasi-Monte Carlo (QMC) methods, optimal rank-one lattice rules, and Monte Carlo (MC) scenario generation, using a series of utility maximization problems with up to 160 random variables. The results show that the sparse grid method is very efficient, especially if the integrand is sufficiently smooth. In such problems the sparse grid scenario generation method is found to need several orders of magnitude fewer scenarios than MC and QMC scenario generation to achieve the same accuracy. As a result, it is indicated that the method scales well with the dimension of the distribution--especially when the underlying distribution is an affine transform of a product of univariate distributions, in which case the method appears scalable to thousands of random variables.« less

Sensitivity analysis for large-scale problems

NASA Technical Reports Server (NTRS)

Noor, Ahmed K.; Whitworth, Sandra L.

1987-01-01

The development of efficient techniques for calculating sensitivity derivatives is studied. The objective is to present a computational procedure for calculating sensitivity derivatives as part of performing structural reanalysis for large-scale problems. The scope is limited to framed type structures. Both linear static analysis and free-vibration eigenvalue problems are considered.

A spectral approach for the stability analysis of turbulent open-channel flows over granular beds

NASA Astrophysics Data System (ADS)

Camporeale, C.; Canuto, C.; Ridolfi, L.

2012-01-01

A novel Orr-Sommerfeld-like equation for gravity-driven turbulent open-channel flows over a granular erodible bed is here derived, and the linear stability analysis is developed. The whole spectrum of eigenvalues and eigenvectors of the complete generalized eigenvalue problem is computed and analyzed. The fourth-order eigenvalue problem presents singular non-polynomial coefficients with non-homogenous Robin-type boundary conditions that involve first and second derivatives. Furthermore, the Exner condition is imposed at an internal point. We propose a numerical discretization of spectral type based on a single-domain Galerkin scheme. In order to manage the presence of singular coefficients, some properties of Jacobi polynomials have been carefully blended with numerical integration of Gauss-Legendre type. The results show a positive agreement with the classical experimental data and allow one to relate the different types of instability to such parameters as the Froude number, wavenumber, and the roughness scale. The eigenfunctions allow two types of boundary layers to be distinguished, scaling, respectively, with the roughness height and the saltation layer for the bedload sediment transport.

Numerical solution of quadratic matrix equations for free vibration analysis of structures

NASA Technical Reports Server (NTRS)

Gupta, K. K.

1975-01-01

This paper is concerned with the efficient and accurate solution of the eigenvalue problem represented by quadratic matrix equations. Such matrix forms are obtained in connection with the free vibration analysis of structures, discretized by finite 'dynamic' elements, resulting in frequency-dependent stiffness and inertia matrices. The paper presents a new numerical solution procedure of the quadratic matrix equations, based on a combined Sturm sequence and inverse iteration technique enabling economical and accurate determination of a few required eigenvalues and associated vectors. An alternative procedure based on a simultaneous iteration procedure is also described when only the first few modes are the usual requirement. The employment of finite dynamic elements in conjunction with the presently developed eigenvalue routines results in a most significant economy in the dynamic analysis of structures.

Folded concave penalized sparse linear regression: sparsity, statistical performance, and algorithmic theory for local solutions.

PubMed

Liu, Hongcheng; Yao, Tao; Li, Runze; Ye, Yinyu

2017-11-01

This paper concerns the folded concave penalized sparse linear regression (FCPSLR), a class of popular sparse recovery methods. Although FCPSLR yields desirable recovery performance when solved globally, computing a global solution is NP-complete. Despite some existing statistical performance analyses on local minimizers or on specific FCPSLR-based learning algorithms, it still remains open questions whether local solutions that are known to admit fully polynomial-time approximation schemes (FPTAS) may already be sufficient to ensure the statistical performance, and whether that statistical performance can be non-contingent on the specific designs of computing procedures. To address the questions, this paper presents the following threefold results: (i) Any local solution (stationary point) is a sparse estimator, under some conditions on the parameters of the folded concave penalties. (ii) Perhaps more importantly, any local solution satisfying a significant subspace second-order necessary condition (S 3 ONC), which is weaker than the second-order KKT condition, yields a bounded error in approximating the true parameter with high probability. In addition, if the minimal signal strength is sufficient, the S 3 ONC solution likely recovers the oracle solution. This result also explicates that the goal of improving the statistical performance is consistent with the optimization criteria of minimizing the suboptimality gap in solving the non-convex programming formulation of FCPSLR. (iii) We apply (ii) to the special case of FCPSLR with minimax concave penalty (MCP) and show that under the restricted eigenvalue condition, any S 3 ONC solution with a better objective value than the Lasso solution entails the strong oracle property. In addition, such a solution generates a model error (ME) comparable to the optimal but exponential-time sparse estimator given a sufficient sample size, while the worst-case ME is comparable to the Lasso in general. Furthermore, to guarantee the S 3 ONC admits FPTAS.

Sensitivity analyses for sparse-data problems-using weakly informative bayesian priors.

PubMed

Hamra, Ghassan B; MacLehose, Richard F; Cole, Stephen R

2013-03-01

Sparse-data problems are common, and approaches are needed to evaluate the sensitivity of parameter estimates based on sparse data. We propose a Bayesian approach that uses weakly informative priors to quantify sensitivity of parameters to sparse data. The weakly informative prior is based on accumulated evidence regarding the expected magnitude of relationships using relative measures of disease association. We illustrate the use of weakly informative priors with an example of the association of lifetime alcohol consumption and head and neck cancer. When data are sparse and the observed information is weak, a weakly informative prior will shrink parameter estimates toward the prior mean. Additionally, the example shows that when data are not sparse and the observed information is not weak, a weakly informative prior is not influential. Advancements in implementation of Markov Chain Monte Carlo simulation make this sensitivity analysis easily accessible to the practicing epidemiologist.

A differentiable reformulation for E-optimal design of experiments in nonlinear dynamic biosystems.

PubMed

Telen, Dries; Van Riet, Nick; Logist, Flip; Van Impe, Jan

2015-06-01

Informative experiments are highly valuable for estimating parameters in nonlinear dynamic bioprocesses. Techniques for optimal experiment design ensure the systematic design of such informative experiments. The E-criterion which can be used as objective function in optimal experiment design requires the maximization of the smallest eigenvalue of the Fisher information matrix. However, one problem with the minimal eigenvalue function is that it can be nondifferentiable. In addition, no closed form expression exists for the computation of eigenvalues of a matrix larger than a 4 by 4 one. As eigenvalues are normally computed with iterative methods, state-of-the-art optimal control solvers are not able to exploit automatic differentiation to compute the derivatives with respect to the decision variables. In the current paper a reformulation strategy from the field of convex optimization is suggested to circumvent these difficulties. This reformulation requires the inclusion of a matrix inequality constraint involving positive semidefiniteness. In this paper, this positive semidefiniteness constraint is imposed via Sylverster's criterion. As a result the maximization of the minimum eigenvalue function can be formulated in standard optimal control solvers through the addition of nonlinear constraints. The presented methodology is successfully illustrated with a case study from the field of predictive microbiology. Copyright © 2015. Published by Elsevier Inc.

Gaussian quadrature for multiple orthogonal polynomials

NASA Astrophysics Data System (ADS)

Coussement, Jonathan; van Assche, Walter

2005-06-01

We study multiple orthogonal polynomials of type I and type II, which have orthogonality conditions with respect to r measures. These polynomials are connected by their recurrence relation of order r+1. First we show a relation with the eigenvalue problem of a banded lower Hessenberg matrix Ln, containing the recurrence coefficients. As a consequence, we easily find that the multiple orthogonal polynomials of type I and type II satisfy a generalized Christoffel-Darboux identity. Furthermore, we explain the notion of multiple Gaussian quadrature (for proper multi-indices), which is an extension of the theory of Gaussian quadrature for orthogonal polynomials and was introduced by Borges. In particular, we show that the quadrature points and quadrature weights can be expressed in terms of the eigenvalue problem of Ln.

Ambient Vibration Testing for Story Stiffness Estimation of a Heritage Timber Building

PubMed Central

Min, Kyung-Won; Kim, Junhee; Park, Sung-Ah; Park, Chan-Soo

2013-01-01

This paper investigates dynamic characteristics of a historic wooden structure by ambient vibration testing, presenting a novel estimation methodology of story stiffness for the purpose of vibration-based structural health monitoring. As for the ambient vibration testing, measured structural responses are analyzed by two output-only system identification methods (i.e., frequency domain decomposition and stochastic subspace identification) to estimate modal parameters. The proposed methodology of story stiffness is estimation based on an eigenvalue problem derived from a vibratory rigid body model. Using the identified natural frequencies, the eigenvalue problem is efficiently solved and uniquely yields story stiffness. It is noteworthy that application of the proposed methodology is not necessarily confined to the wooden structure exampled in the paper. PMID:24227999

FEAST fundamental framework for electronic structure calculations: Reformulation and solution of the muffin-tin problem

NASA Astrophysics Data System (ADS)

Levin, Alan R.; Zhang, Deyin; Polizzi, Eric

2012-11-01

In a recent article Polizzi (2009) [15], the FEAST algorithm has been presented as a general purpose eigenvalue solver which is ideally suited for addressing the numerical challenges in electronic structure calculations. Here, FEAST is presented beyond the “black-box” solver as a fundamental modeling framework which can naturally address the original numerical complexity of the electronic structure problem as formulated by Slater in 1937 [3]. The non-linear eigenvalue problem arising from the muffin-tin decomposition of the real-space domain is first derived and then reformulated to be solved exactly within the FEAST framework. This new framework is presented as a fundamental and practical solution for performing both accurate and scalable electronic structure calculations, bypassing the various issues of using traditional approaches such as linearization and pseudopotential techniques. A finite element implementation of this FEAST framework along with simulation results for various molecular systems is also presented and discussed.

Sparse approximation problem: how rapid simulated annealing succeeds and fails

NASA Astrophysics Data System (ADS)

Obuchi, Tomoyuki; Kabashima, Yoshiyuki

2016-03-01

Information processing techniques based on sparseness have been actively studied in several disciplines. Among them, a mathematical framework to approximately express a given dataset by a combination of a small number of basis vectors of an overcomplete basis is termed the sparse approximation. In this paper, we apply simulated annealing, a metaheuristic algorithm for general optimization problems, to sparse approximation in the situation where the given data have a planted sparse representation and noise is present. The result in the noiseless case shows that our simulated annealing works well in a reasonable parameter region: the planted solution is found fairly rapidly. This is true even in the case where a common relaxation of the sparse approximation problem, the G-relaxation, is ineffective. On the other hand, when the dimensionality of the data is close to the number of non-zero components, another metastable state emerges, and our algorithm fails to find the planted solution. This phenomenon is associated with a first-order phase transition. In the case of very strong noise, it is no longer meaningful to search for the planted solution. In this situation, our algorithm determines a solution with close-to-minimum distortion fairly quickly.

Low-count PET image restoration using sparse representation

NASA Astrophysics Data System (ADS)

Li, Tao; Jiang, Changhui; Gao, Juan; Yang, Yongfeng; Liang, Dong; Liu, Xin; Zheng, Hairong; Hu, Zhanli

2018-04-01

In the field of positron emission tomography (PET), reconstructed images are often blurry and contain noise. These problems are primarily caused by the low resolution of projection data. Solving this problem by improving hardware is an expensive solution, and therefore, we attempted to develop a solution based on optimizing several related algorithms in both the reconstruction and image post-processing domains. As sparse technology is widely used, sparse prediction is increasingly applied to solve this problem. In this paper, we propose a new sparse method to process low-resolution PET images. Two dictionaries (D1 for low-resolution PET images and D2 for high-resolution PET images) are learned from a group real PET image data sets. Among these two dictionaries, D1 is used to obtain a sparse representation for each patch of the input PET image. Then, a high-resolution PET image is generated from this sparse representation using D2. Experimental results indicate that the proposed method exhibits a stable and superior ability to enhance image resolution and recover image details. Quantitatively, this method achieves better performance than traditional methods. This proposed strategy is a new and efficient approach for improving the quality of PET images.

ℓ0 -based sparse hyperspectral unmixing using spectral information and a multi-objectives formulation

NASA Astrophysics Data System (ADS)

Xu, Xia; Shi, Zhenwei; Pan, Bin

2018-07-01

Sparse unmixing aims at recovering pure materials from hyperpspectral images and estimating their abundance fractions. Sparse unmixing is actually ℓ0 problem which is NP-h ard, and a relaxation is often used. In this paper, we attempt to deal with ℓ0 problem directly via a multi-objective based method, which is a non-convex manner. The characteristics of hyperspectral images are integrated into the proposed method, which leads to a new spectra and multi-objective based sparse unmixing method (SMoSU). In order to solve the ℓ0 norm optimization problem, the spectral library is encoded in a binary vector, and a bit-wise flipping strategy is used to generate new individuals in the evolution process. However, a multi-objective method usually produces a number of non-dominated solutions, while sparse unmixing requires a single solution. How to make the final decision for sparse unmixing is challenging. To handle this problem, we integrate the spectral characteristic of hyperspectral images into SMoSU. By considering the spectral correlation in hyperspectral data, we improve the Tchebycheff decomposition function in SMoSU via a new regularization item. This regularization item is able to enforce the individual divergence in the evolution process of SMoSU. In this way, the diversity and convergence of population is further balanced, which is beneficial to the concentration of individuals. In the experiments part, three synthetic datasets and one real-world data are used to analyse the effectiveness of SMoSU, and several state-of-art sparse unmixing algorithms are compared.

Physics, stability, and dynamics of supply networks

NASA Astrophysics Data System (ADS)

Helbing, Dirk; Lämmer, Stefan; Seidel, Thomas; Šeba, Pétr; Płatkowski, Tadeusz

2004-12-01

We show how to treat supply networks as physical transport problems governed by balance equations and equations for the adaptation of production speeds. Although the nonlinear behavior is different, the linearized set of coupled differential equations is formally related to those of mechanical or electrical oscillator networks. Supply networks possess interesting features due to their complex topology and directed links. We derive analytical conditions for absolute and convective instabilities. The empirically observed “bullwhip effect” in supply chains is explained as a form of convective instability based on resonance effects. Moreover, it is generalized to arbitrary supply networks. Their related eigenvalues are usually complex, depending on the network structure (even without loops). Therefore, their generic behavior is characterized by damped or growing oscillations. We also show that regular distribution networks possess two negative eigenvalues only, but perturbations generate a spectrum of complex eigenvalues.

Spectral collocation for multiparameter eigenvalue problems arising from separable boundary value problems

NASA Astrophysics Data System (ADS)

Plestenjak, Bor; Gheorghiu, Călin I.; Hochstenbach, Michiel E.

2015-10-01

In numerous science and engineering applications a partial differential equation has to be solved on some fairly regular domain that allows the use of the method of separation of variables. In several orthogonal coordinate systems separation of variables applied to the Helmholtz, Laplace, or Schrödinger equation leads to a multiparameter eigenvalue problem (MEP); important cases include Mathieu's system, Lamé's system, and a system of spheroidal wave functions. Although multiparameter approaches are exploited occasionally to solve such equations numerically, MEPs remain less well known, and the variety of available numerical methods is not wide. The classical approach of discretizing the equations using standard finite differences leads to algebraic MEPs with large matrices, which are difficult to solve efficiently. The aim of this paper is to change this perspective. We show that by combining spectral collocation methods and new efficient numerical methods for algebraic MEPs it is possible to solve such problems both very efficiently and accurately. We improve on several previous results available in the literature, and also present a MATLAB toolbox for solving a wide range of problems.

Inverse resonance scattering for Jacobi operators

NASA Astrophysics Data System (ADS)

Korotyaev, E. L.

2011-12-01

The Jacobi operator ( Jf) n = a n-1 f n-1 + a n f n+1 + b n f n on ℤ with real finitely supported sequences ( a n - 1) n∈ℤ and ( b n ) n∈ℤ is considered. The inverse problem for two mappings (including their characterization): ( a n , b n , n ∈ ℤ) → {the zeros of the reflection coefficient} and ( a n , b n , n ∈ ℤ) → {the eigenvalues and the resonances} is solved. All Jacobi operators with the same eigenvalues and resonances are also described.

A discourse on sensitivity analysis for discretely-modeled structures

NASA Technical Reports Server (NTRS)

Adelman, Howard M.; Haftka, Raphael T.

1991-01-01

A descriptive review is presented of the most recent methods for performing sensitivity analysis of the structural behavior of discretely-modeled systems. The methods are generally but not exclusively aimed at finite element modeled structures. Topics included are: selections of finite difference step sizes; special consideration for finite difference sensitivity of iteratively-solved response problems; first and second derivatives of static structural response; sensitivity of stresses; nonlinear static response sensitivity; eigenvalue and eigenvector sensitivities for both distinct and repeated eigenvalues; and sensitivity of transient response for both linear and nonlinear structural response.

Two-Dimensional DOA and Polarization Estimation for a Mixture of Uncorrelated and Coherent Sources with Sparsely-Distributed Vector Sensor Array

PubMed Central

Si, Weijian; Zhao, Pinjiao; Qu, Zhiyu

2016-01-01

This paper presents an L-shaped sparsely-distributed vector sensor (SD-VS) array with four different antenna compositions. With the proposed SD-VS array, a novel two-dimensional (2-D) direction of arrival (DOA) and polarization estimation method is proposed to handle the scenario where uncorrelated and coherent sources coexist. The uncorrelated and coherent sources are separated based on the moduli of the eigenvalues. For the uncorrelated sources, coarse estimates are acquired by extracting the DOA information embedded in the steering vectors from estimated array response matrix of the uncorrelated sources, and they serve as coarse references to disambiguate fine estimates with cyclical ambiguity obtained from the spatial phase factors. For the coherent sources, four Hankel matrices are constructed, with which the coherent sources are resolved in a similar way as for the uncorrelated sources. The proposed SD-VS array requires only two collocated antennas for each vector sensor, thus the mutual coupling effects across the collocated antennas are reduced greatly. Moreover, the inter-sensor spacings are allowed beyond a half-wavelength, which results in an extended array aperture. Simulation results demonstrate the effectiveness and favorable performance of the proposed method. PMID:27258271

Stability of streamwise vortices

NASA Technical Reports Server (NTRS)

Khorrami, M. K.; Grosch, C. E.; Ash, R. L.

1987-01-01

A brief overview of some theoretical and computational studies of the stability of streamwise vortices is given. The local induction model and classical hydrodynamic vortex stability theories are discussed in some detail. The importance of the three-dimensionality of the mean velocity profile to the results of stability calculations is discussed briefly. The mean velocity profile is provided by employing the similarity solution of Donaldson and Sullivan. The global method of Bridges and Morris was chosen for the spatial stability calculations for the nonlinear eigenvalue problem. In order to test the numerical method, a second order accurate central difference scheme was used to obtain the coefficient matrices. It was shown that a second order finite difference method lacks the required accuracy for global eigenvalue calculations. Finally the problem was formulated using spectral methods and a truncated Chebyshev series.

Local CC2 response method based on the Laplace transform: analytic energy gradients for ground and excited states.

PubMed

Ledermüller, Katrin; Schütz, Martin

2014-04-28

A multistate local CC2 response method for the calculation of analytic energy gradients with respect to nuclear displacements is presented for ground and electronically excited states. The gradient enables the search for equilibrium geometries of extended molecular systems. Laplace transform is used to partition the eigenvalue problem in order to obtain an effective singles eigenvalue problem and adaptive, state-specific local approximations. This leads to an approximation in the energy Lagrangian, which however is shown (by comparison with the corresponding gradient method without Laplace transform) to be of no concern for geometry optimizations. The accuracy of the local approximation is tested and the efficiency of the new code is demonstrated by application calculations devoted to a photocatalytic decarboxylation process of present interest.

On Instability of Geostrophic Current with Linear Vertical Shear at Length Scales of Interleaving

NASA Astrophysics Data System (ADS)

Kuzmina, N. P.; Skorokhodov, S. L.; Zhurbas, N. V.; Lyzhkov, D. A.

2018-01-01

The instability of long-wave disturbances of a geostrophic current with linear velocity shear is studied with allowance for the diffusion of buoyancy. A detailed derivation of the model problem in dimensionless variables is presented, which is used for analyzing the dynamics of disturbances in a vertically bounded layer and for describing the formation of large-scale intrusions in the Arctic basin. The problem is solved numerically based on a high-precision method developed for solving fourth-order differential equations. It is established that there is an eigenvalue in the spectrum of eigenvalues that corresponds to unstable (growing with time) disturbances, which are characterized by a phase velocity exceeding the maximum velocity of the geostrophic flow. A discussion is presented to explain some features of the instability.

Graph theory approach to the eigenvalue problem of large space structures

NASA Technical Reports Server (NTRS)

Reddy, A. S. S. R.; Bainum, P. M.

1981-01-01

Graph theory is used to obtain numerical solutions to eigenvalue problems of large space structures (LSS) characterized by a state vector of large dimensions. The LSS are considered as large, flexible systems requiring both orientation and surface shape control. Graphic interpretation of the determinant of a matrix is employed to reduce a higher dimensional matrix into combinations of smaller dimensional sub-matrices. The reduction is implemented by means of a Boolean equivalent of the original matrices formulated to obtain smaller dimensional equivalents of the original numerical matrix. Computation time becomes less and more accurate solutions are possible. An example is provided in the form of a free-free square plate. Linearized system equations and numerical values of a stiffness matrix are presented, featuring a state vector with 16 components.

Modal expansions for infrasound propagation and their implications for ground-to-ground propagation.

PubMed

Waxler, Roger; Assink, Jelle; Velea, Doru

2017-02-01

The use of expansions in vertical eigenmodes for long range infrasound propagation modeling in the effective sound speed approximation is investigated. The question of convergence of such expansions is related to the maximum elevation angles that are required. Including atmospheric attenuation leads to a non-self-adjoint vertical eigenvalue problem. The use of leading order perturbation theory for the modal attenuation is compared to the results of numerical solutions to the non-self-adjoint eigenvalue problem and conditions under which the perturbative result is expected to be valid are obtained. Modal expansions are obtained in the frequency domain; broadband signals must be modeled through Fourier reconstruction. Such broadband signal reconstruction is investigated and the relation between bandwidth, wavetrain duration, and frequency sampling is discussed.

Some Results on Proper Eigenvalues and Eigenvectors with Applications to Scaling.

ERIC Educational Resources Information Center

McDonald, Roderick P.; And Others

1979-01-01

Problems in avoiding the singularity problem in analyzing matrices for optimal scaling are addressed. Conditions are given under which the stationary points and values of a ratio of quadratic forms in two singular matrices can be obtained by a series of simple matrix operations. (Author/JKS)

A Problem-Centered Approach to Canonical Matrix Forms

ERIC Educational Resources Information Center

Sylvestre, Jeremy

2014-01-01

This article outlines a problem-centered approach to the topic of canonical matrix forms in a second linear algebra course. In this approach, abstract theory, including such topics as eigenvalues, generalized eigenspaces, invariant subspaces, independent subspaces, nilpotency, and cyclic spaces, is developed in response to the patterns discovered…

Comparison of eigensolvers for symmetric band matrices.

PubMed

Moldaschl, Michael; Gansterer, Wilfried N

2014-09-15

We compare different algorithms for computing eigenvalues and eigenvectors of a symmetric band matrix across a wide range of synthetic test problems. Of particular interest is a comparison of state-of-the-art tridiagonalization-based methods as implemented in Lapack or Plasma on the one hand, and the block divide-and-conquer (BD&C) algorithm as well as the block twisted factorization (BTF) method on the other hand. The BD&C algorithm does not require tridiagonalization of the original band matrix at all, and the current version of the BTF method tridiagonalizes the original band matrix only for computing the eigenvalues. Avoiding the tridiagonalization process sidesteps the cost of backtransformation of the eigenvectors. Beyond that, we discovered another disadvantage of the backtransformation process for band matrices: In several scenarios, a lot of gradual underflow is observed in the (optional) accumulation of the transformation matrix and in the (obligatory) backtransformation step. According to the IEEE 754 standard for floating-point arithmetic, this implies many operations with subnormal (denormalized) numbers, which causes severe slowdowns compared to the other algorithms without backtransformation of the eigenvectors. We illustrate that in these cases the performance of existing methods from Lapack and Plasma reaches a competitive level only if subnormal numbers are disabled (and thus the IEEE standard is violated). Overall, our performance studies illustrate that if the problem size is large enough relative to the bandwidth, BD&C tends to achieve the highest performance of all methods if the spectrum to be computed is clustered. For test problems with well separated eigenvalues, the BTF method tends to become the fastest algorithm with growing problem size.

Recent advances in computational-analytical integral transforms for convection-diffusion problems

NASA Astrophysics Data System (ADS)

Cotta, R. M.; Naveira-Cotta, C. P.; Knupp, D. C.; Zotin, J. L. Z.; Pontes, P. C.; Almeida, A. P.

2017-10-01

An unifying overview of the Generalized Integral Transform Technique (GITT) as a computational-analytical approach for solving convection-diffusion problems is presented. This work is aimed at bringing together some of the most recent developments on both accuracy and convergence improvements on this well-established hybrid numerical-analytical methodology for partial differential equations. Special emphasis is given to novel algorithm implementations, all directly connected to enhancing the eigenfunction expansion basis, such as a single domain reformulation strategy for handling complex geometries, an integral balance scheme in dealing with multiscale problems, the adoption of convective eigenvalue problems in formulations with significant convection effects, and the direct integral transformation of nonlinear convection-diffusion problems based on nonlinear eigenvalue problems. Then, selected examples are presented that illustrate the improvement achieved in each class of extension, in terms of convergence acceleration and accuracy gain, which are related to conjugated heat transfer in complex or multiscale microchannel-substrate geometries, multidimensional Burgers equation model, and diffusive metal extraction through polymeric hollow fiber membranes. Numerical results are reported for each application and, where appropriate, critically compared against the traditional GITT scheme without convergence enhancement schemes and commercial or dedicated purely numerical approaches.

Acoustic modes in fluid networks

NASA Technical Reports Server (NTRS)

Michalopoulos, C. D.; Clark, Robert W., Jr.; Doiron, Harold H.

1992-01-01

Pressure and flow rate eigenvalue problems for one-dimensional flow of a fluid in a network of pipes are derived from the familiar transmission line equations. These equations are linearized by assuming small velocity and pressure oscillations about mean flow conditions. It is shown that the flow rate eigenvalues are the same as the pressure eigenvalues and the relationship between line pressure modes and flow rate modes is established. A volume at the end of each branch is employed which allows any combination of boundary conditions, from open to closed, to be used. The Jacobi iterative method is used to compute undamped natural frequencies and associated pressure/flow modes. Several numerical examples are presented which include acoustic modes for the Helium Supply System of the Space Shuttle Orbiter Main Propulsion System. It should be noted that the method presented herein can be applied to any one-dimensional acoustic system involving an arbitrary number of branches.

The eigenvalue spectrum of the Orr-Sommerfeld problem

NASA Technical Reports Server (NTRS)

Antar, B. N.

1976-01-01

A numerical investigation of the temporal eigenvalue spectrum of the ORR-Sommerfeld equation is presented. Two flow profiles are studied, the plane Poiseuille flow profile and the Blasius boundary layer (parallel): flow profile. In both cases a portion of the complex c-plane bounded by 0 less than or equal to CR sub r 1 and -1 less than or equal to ci sub i 0 is searched and the eigenvalues within it are identified. The spectra for the plane Poiseuille flow at alpha = 1.0 and R = 100, 1000, 6000, and 10000 are determined and compared with existing results where possible. The spectrum for the Blasius boundary layer flow at alpha = 0.308 and R = 998 was found to be infinite and discrete. Other spectra for the Blasius boundary layer at various Reynolds numbers seem to confirm this result. The eigenmodes belonging to these spectra were located and discussed.

Low-rank matrix decomposition and spatio-temporal sparse recovery for STAP radar

DOE PAGES

Sen, Satyabrata

2015-08-04

We develop space-time adaptive processing (STAP) methods by leveraging the advantages of sparse signal processing techniques in order to detect a slowly-moving target. We observe that the inherent sparse characteristics of a STAP problem can be formulated as the low-rankness of clutter covariance matrix when compared to the total adaptive degrees-of-freedom, and also as the sparse interference spectrum on the spatio-temporal domain. By exploiting these sparse properties, we propose two approaches for estimating the interference covariance matrix. In the first approach, we consider a constrained matrix rank minimization problem (RMP) to decompose the sample covariance matrix into a low-rank positivemore » semidefinite and a diagonal matrix. The solution of RMP is obtained by applying the trace minimization technique and the singular value decomposition with matrix shrinkage operator. Our second approach deals with the atomic norm minimization problem to recover the clutter response-vector that has a sparse support on the spatio-temporal plane. We use convex relaxation based standard sparse-recovery techniques to find the solutions. With extensive numerical examples, we demonstrate the performances of proposed STAP approaches with respect to both the ideal and practical scenarios, involving Doppler-ambiguous clutter ridges, spatial and temporal decorrelation effects. As a result, the low-rank matrix decomposition based solution requires secondary measurements as many as twice the clutter rank to attain a near-ideal STAP performance; whereas the spatio-temporal sparsity based approach needs a considerably small number of secondary data.« less

Subspace Iteration Method for Complex Eigenvalue Problems with Nonsymmetric Matrices in Aeroelastic System

NASA Technical Reports Server (NTRS)

Pak, Chan-gi; Lung, Shun-fat

2009-01-01

Modern airplane design is a multidisciplinary task which combines several disciplines such as structures, aerodynamics, flight controls, and sometimes heat transfer. Historically, analytical and experimental investigations concerning the interaction of the elastic airframe with aerodynamic and in retia loads have been conducted during the design phase to determine the existence of aeroelastic instabilities, so called flutter .With the advent and increased usage of flight control systems, there is also a likelihood of instabilities caused by the interaction of the flight control system and the aeroelastic response of the airplane, known as aeroservoelastic instabilities. An in -house code MPASES (Ref. 1), modified from PASES (Ref. 2), is a general purpose digital computer program for the analysis of the closed-loop stability problem. This program used subroutines given in the International Mathematical and Statistical Library (IMSL) (Ref. 3) to compute all of the real and/or complex conjugate pairs of eigenvalues of the Hessenberg matrix. For high fidelity configuration, these aeroelastic system matrices are large and compute all eigenvalues will be time consuming. A subspace iteration method (Ref. 4) for complex eigenvalues problems with nonsymmetric matrices has been formulated and incorporated into the modified program for aeroservoelastic stability (MPASES code). Subspace iteration method only solve for the lowest p eigenvalues and corresponding eigenvectors for aeroelastic and aeroservoelastic analysis. In general, the selection of p is ranging from 10 for wing flutter analysis to 50 for an entire aircraft flutter analysis. The application of this newly incorporated code is an experiment known as the Aerostructures Test Wing (ATW) which was designed by the National Aeronautic and Space Administration (NASA) Dryden Flight Research Center, Edwards, California to research aeroelastic instabilities. Specifically, this experiment was used to study an instability known as flutter. ATW was a small-scale airplane wing comprised of an airfoil and wing tip boom. This wing was formulated based on a NACA-65A004 airfoil shape with a 3.28 aspect ratio. The wing had a span of 18 inch with root chord length of 13.2 inch and tip chord length of 8.7 inch. The total area of this wing was 197 square inch. The wing tip boom was a 1 inch diameter hollow tube of length 21.5 inch. The total weight of the wing was 2.66 lbs.

Smoothed low rank and sparse matrix recovery by iteratively reweighted least squares minimization.

PubMed

Lu, Canyi; Lin, Zhouchen; Yan, Shuicheng

2015-02-01

This paper presents a general framework for solving the low-rank and/or sparse matrix minimization problems, which may involve multiple nonsmooth terms. The iteratively reweighted least squares (IRLSs) method is a fast solver, which smooths the objective function and minimizes it by alternately updating the variables and their weights. However, the traditional IRLS can only solve a sparse only or low rank only minimization problem with squared loss or an affine constraint. This paper generalizes IRLS to solve joint/mixed low-rank and sparse minimization problems, which are essential formulations for many tasks. As a concrete example, we solve the Schatten-p norm and l2,q-norm regularized low-rank representation problem by IRLS, and theoretically prove that the derived solution is a stationary point (globally optimal if p,q ≥ 1). Our convergence proof of IRLS is more general than previous one that depends on the special properties of the Schatten-p norm and l2,q-norm. Extensive experiments on both synthetic and real data sets demonstrate that our IRLS is much more efficient.

Summer Proceedings 2016: The Center for Computing Research at Sandia National Laboratories

DOE Office of Scientific and Technical Information (OSTI.GOV)

Carleton, James Brian; Parks, Michael L.

Solving sparse linear systems from the discretization of elliptic partial differential equations (PDEs) is an important building block in many engineering applications. Sparse direct solvers can solve general linear systems, but are usually slower and use much more memory than effective iterative solvers. To overcome these two disadvantages, a hierarchical solver (LoRaSp) based on H2-matrices was introduced in [22]. Here, we have developed a parallel version of the algorithm in LoRaSp to solve large sparse matrices on distributed memory machines. On a single processor, the factorization time of our parallel solver scales almost linearly with the problem size for three-dimensionalmore » problems, as opposed to the quadratic scalability of many existing sparse direct solvers. Moreover, our solver leads to almost constant numbers of iterations, when used as a preconditioner for Poisson problems. On more than one processor, our algorithm has significant speedups compared to sequential runs. With this parallel algorithm, we are able to solve large problems much faster than many existing packages as demonstrated by the numerical experiments.« less

Evaluation of RAPID for a UNF cask benchmark problem

NASA Astrophysics Data System (ADS)

Mascolino, Valerio; Haghighat, Alireza; Roskoff, Nathan J.

2017-09-01

This paper examines the accuracy and performance of the RAPID (Real-time Analysis for Particle transport and In-situ Detection) code system for the simulation of a used nuclear fuel (UNF) cask. RAPID is capable of determining eigenvalue, subcritical multiplication, and pin-wise, axially-dependent fission density throughout a UNF cask. We study the source convergence based on the analysis of the different parameters used in an eigenvalue calculation in the MCNP Monte Carlo code. For this study, we consider a single assembly surrounded by absorbing plates with reflective boundary conditions. Based on the best combination of eigenvalue parameters, a reference MCNP solution for the single assembly is obtained. RAPID results are in excellent agreement with the reference MCNP solutions, while requiring significantly less computation time (i.e., minutes vs. days). A similar set of eigenvalue parameters is used to obtain a reference MCNP solution for the whole UNF cask. Because of time limitation, the MCNP results near the cask boundaries have significant uncertainties. Except for these, the RAPID results are in excellent agreement with the MCNP predictions, and its computation time is significantly lower, 35 second on 1 core versus 9.5 days on 16 cores.

Closed-form eigensolutions of nonviscously, nonproportionally damped systems based on continuous damping sensitivity

NASA Astrophysics Data System (ADS)

Lázaro, Mario

2018-01-01

In this paper, nonviscous, nonproportional, vibrating structures are considered. Nonviscously damped systems are characterized by dissipative mechanisms which depend on the history of the response velocities via hereditary kernel functions. Solutions of the free motion equation lead to a nonlinear eigenvalue problem involving mass, stiffness and damping matrices. Viscoelasticity leads to a frequency dependence of this latter. In this work, a novel closed-form expression to estimate complex eigenvalues is derived. The key point is to consider the damping model as perturbed by a continuous fictitious parameter. Assuming then the eigensolutions as function of this parameter, the computation of the eigenvalues sensitivity leads to an ordinary differential equation, from whose solution arises the proposed analytical formula. The resulting expression explicitly depends on the viscoelasticity (frequency derivatives of the damping function), the nonproportionality (influence of the modal damping matrix off-diagonal terms). Eigenvectors are obtained using existing methods requiring only the corresponding eigenvalue. The method is validated using a numerical example which compares proposed with exact ones and with those determined from the linear first order approximation in terms of the damping matrix. Frequency response functions are also plotted showing that the proposed approach is valid even for moderately or highly damped systems.

Sparse Substring Pattern Set Discovery Using Linear Programming Boosting

NASA Astrophysics Data System (ADS)

Kashihara, Kazuaki; Hatano, Kohei; Bannai, Hideo; Takeda, Masayuki

In this paper, we consider finding a small set of substring patterns which classifies the given documents well. We formulate the problem as 1 norm soft margin optimization problem where each dimension corresponds to a substring pattern. Then we solve this problem by using LPBoost and an optimal substring discovery algorithm. Since the problem is a linear program, the resulting solution is likely to be sparse, which is useful for feature selection. We evaluate the proposed method for real data such as movie reviews.

The Effect of Stochastic Perturbation of Fuel Distribution on the Criticality of a One Speed Reactor and the Development of Multi-Material Multinomial Line Statistics

NASA Technical Reports Server (NTRS)

Jahshan, S. N.; Singleterry, R. C.

2001-01-01

The effect of random fuel redistribution on the eigenvalue of a one-speed reactor is investigated. An ensemble of such reactors that are identical to a homogeneous reference critical reactor except for the fissile isotope density distribution is constructed such that it meets a set of well-posed redistribution requirements. The average eigenvalue, , is evaluated when the total fissile loading per ensemble element, or realization, is conserved. The perturbation is proven to increase the reactor criticality on average when it is uniformly distributed. The various causes of the change in reactivity, and their relative effects are identified and ranked. From this, a path towards identifying the causes. and relative effects of reactivity fluctuations for the energy dependent problem is pointed to. The perturbation method of using multinomial distributions for representing the perturbed reactor is developed. This method has some advantages that can be of use in other stochastic problems. Finally, some of the features of this perturbation problem are related to other techniques that have been used for addressing similar problems.

Survey of methods for calculating sensitivity of general eigenproblems

NASA Technical Reports Server (NTRS)

Murthy, Durbha V.; Haftka, Raphael T.

1987-01-01

A survey of methods for sensitivity analysis of the algebraic eigenvalue problem for non-Hermitian matrices is presented. In addition, a modification of one method based on a better normalizing condition is proposed. Methods are classified as Direct or Adjoint and are evaluated for efficiency. Operation counts are presented in terms of matrix size, number of design variables and number of eigenvalues and eigenvectors of interest. The effect of the sparsity of the matrix and its derivatives is also considered, and typical solution times are given. General guidelines are established for the selection of the most efficient method.

Continuous-energy eigenvalue sensitivity coefficient calculations in TSUNAMI-3D

DOE Office of Scientific and Technical Information (OSTI.GOV)

Perfetti, C. M.; Rearden, B. T.

2013-07-01

Two methods for calculating eigenvalue sensitivity coefficients in continuous-energy Monte Carlo applications were implemented in the KENO code within the SCALE code package. The methods were used to calculate sensitivity coefficients for several test problems and produced sensitivity coefficients that agreed well with both reference sensitivities and multigroup TSUNAMI-3D sensitivity coefficients. The newly developed CLUTCH method was observed to produce sensitivity coefficients with high figures of merit and a low memory footprint, and both continuous-energy sensitivity methods met or exceeded the accuracy of the multigroup TSUNAMI-3D calculations. (authors)

A Riemann solver for RANS

NASA Astrophysics Data System (ADS)

Chuvakhov, P. V.

2014-01-01

An exact expression for a system of both eigenvalues and right/left eigenvectors of a Jacobian matrix for a convective two-equation differential closure RANS operator split along a curvilinear coordinate is derived. It is shown by examples of numerical modeling of supersonic flows over a flat plate and a compression corner with separation that application of the exact system of eigenvalues and eigenvectors to the Roe approach for approximate solution of the Riemann problem gives rise to an increase in the convergence rate, better stability and higher accuracy of a steady-state solution in comparison with those in the case of an approximate system.

COSAL: A black-box compressible stability analysis code for transition prediction in three-dimensional boundary layers

NASA Technical Reports Server (NTRS)

Malik, M. R.

1982-01-01

A fast computer code COSAL for transition prediction in three dimensional boundary layers using compressible stability analysis is described. The compressible stability eigenvalue problem is solved using a finite difference method, and the code is a black box in the sense that no guess of the eigenvalue is required from the user. Several optimization procedures were incorporated into COSAL to calculate integrated growth rates (N factor) for transition correlation for swept and tapered laminar flow control wings using the well known e to the Nth power method. A user's guide to the program is provided.

Sensitivity analysis of hydrodynamic stability operators

NASA Technical Reports Server (NTRS)

Schmid, Peter J.; Henningson, Dan S.; Khorrami, Mehdi R.; Malik, Mujeeb R.

1992-01-01

The eigenvalue sensitivity for hydrodynamic stability operators is investigated. Classical matrix perturbation techniques as well as the concept of epsilon-pseudoeigenvalues are applied to show that parts of the spectrum are highly sensitive to small perturbations. Applications are drawn from incompressible plane Couette, trailing line vortex flow and compressible Blasius boundary layer flow. Parametric studies indicate a monotonically increasing effect of the Reynolds number on the sensitivity. The phenomenon of eigenvalue sensitivity is due to the non-normality of the operators and their discrete matrix analogs and may be associated with large transient growth of the corresponding initial value problem.

Development of a SCALE Tool for Continuous-Energy Eigenvalue Sensitivity Coefficient Calculations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Perfetti, Christopher M; Rearden, Bradley T

2013-01-01

Two methods for calculating eigenvalue sensitivity coefficients in continuous-energy Monte Carlo applications were implemented in the KENO code within the SCALE code package. The methods were used to calculate sensitivity coefficients for several criticality safety problems and produced sensitivity coefficients that agreed well with both reference sensitivities and multigroup TSUNAMI-3D sensitivity coefficients. The newly developed CLUTCH method was observed to produce sensitivity coefficients with high figures of merit and low memory requirements, and both continuous-energy sensitivity methods met or exceeded the accuracy of the multigroup TSUNAMI-3D calculations.

Eigenvalue problems for Beltrami fields arising in a three-dimensional toroidal magnetohydrodynamic equilibrium problem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hudson, S. R.; Hole, M. J.; Dewar, R. L.

2007-05-15

A generalized energy principle for finite-pressure, toroidal magnetohydrodynamic (MHD) equilibria in general three-dimensional configurations is proposed. The full set of ideal-MHD constraints is applied only on a discrete set of toroidal magnetic surfaces (invariant tori), which act as barriers against leakage of magnetic flux, helicity, and pressure through chaotic field-line transport. It is argued that a necessary condition for such invariant tori to exist is that they have fixed, irrational rotational transforms. In the toroidal domains bounded by these surfaces, full Taylor relaxation is assumed, thus leading to Beltrami fields {nabla}xB={lambda}B, where {lambda} is constant within each domain. Two distinctmore » eigenvalue problems for {lambda} arise in this formulation, depending on whether fluxes and helicity are fixed, or boundary rotational transforms. These are studied in cylindrical geometry and in a three-dimensional toroidal region of annular cross section. In the latter case, an application of a residue criterion is used to determine the threshold for connected chaos.« less

Calculation of normal modes of the closed waveguides in general vector case

NASA Astrophysics Data System (ADS)

Malykh, M. D.; Sevastianov, L. A.; Tiutiunnik, A. A.

2018-04-01

The article is devoted to the calculation of normal modes of the closed waveguides with an arbitrary filling ɛ, μ in the system of computer algebra Sage. Maxwell equations in the cylinder are reduced to the system of two bounded Helmholtz equations, the notion of weak solution of this system is given and then this system is investigated as a system of ordinary differential equations. The normal modes of this system are an eigenvectors of a matrix pencil. We suggest to calculate the matrix elements approximately and to truncate the matrix by usual way but further to solve the truncated eigenvalue problem exactly in the field of algebraic numbers. This approach allows to keep the symmetry of the initial problem and in particular the multiplicity of the eigenvalues. In the work would be presented some results of calculations.

Accelerating molecular property calculations with nonorthonormal Krylov space methods

DOE Office of Scientific and Technical Information (OSTI.GOV)

Furche, Filipp; Krull, Brandon T.; Nguyen, Brian D.

Here, we formulate Krylov space methods for large eigenvalue problems and linear equation systems that take advantage of decreasing residual norms to reduce the cost of matrix-vector multiplication. The residuals are used as subspace basis without prior orthonormalization, which leads to generalized eigenvalue problems or linear equation systems on the Krylov space. These nonorthonormal Krylov space (nKs) algorithms are favorable for large matrices with irregular sparsity patterns whose elements are computed on the fly, because fewer operations are necessary as the residual norm decreases as compared to the conventional method, while errors in the desired eigenpairs and solution vectors remainmore » small. We consider real symmetric and symplectic eigenvalue problems as well as linear equation systems and Sylvester equations as they appear in configuration interaction and response theory. The nKs method can be implemented in existing electronic structure codes with minor modifications and yields speed-ups of 1.2-1.8 in typical time-dependent Hartree-Fock and density functional applications without accuracy loss. The algorithm can compute entire linear subspaces simultaneously which benefits electronic spectra and force constant calculations requiring many eigenpairs or solution vectors. The nKs approach is related to difference density methods in electronic ground state calculations, and particularly efficient for integral direct computations of exchange-type contractions. By combination with resolution-of-the-identity methods for Coulomb contractions, three- to fivefold speed-ups of hybrid time-dependent density functional excited state and response calculations are achieved.« less

Accelerating molecular property calculations with nonorthonormal Krylov space methods

DOE PAGES

Furche, Filipp; Krull, Brandon T.; Nguyen, Brian D.; ...

2016-05-03

Here, we formulate Krylov space methods for large eigenvalue problems and linear equation systems that take advantage of decreasing residual norms to reduce the cost of matrix-vector multiplication. The residuals are used as subspace basis without prior orthonormalization, which leads to generalized eigenvalue problems or linear equation systems on the Krylov space. These nonorthonormal Krylov space (nKs) algorithms are favorable for large matrices with irregular sparsity patterns whose elements are computed on the fly, because fewer operations are necessary as the residual norm decreases as compared to the conventional method, while errors in the desired eigenpairs and solution vectors remainmore » small. We consider real symmetric and symplectic eigenvalue problems as well as linear equation systems and Sylvester equations as they appear in configuration interaction and response theory. The nKs method can be implemented in existing electronic structure codes with minor modifications and yields speed-ups of 1.2-1.8 in typical time-dependent Hartree-Fock and density functional applications without accuracy loss. The algorithm can compute entire linear subspaces simultaneously which benefits electronic spectra and force constant calculations requiring many eigenpairs or solution vectors. The nKs approach is related to difference density methods in electronic ground state calculations, and particularly efficient for integral direct computations of exchange-type contractions. By combination with resolution-of-the-identity methods for Coulomb contractions, three- to fivefold speed-ups of hybrid time-dependent density functional excited state and response calculations are achieved.« less

Normalized modes at selected points without normalization

NASA Astrophysics Data System (ADS)

Kausel, Eduardo

2018-04-01

As every textbook on linear algebra demonstrates, the eigenvectors for the general eigenvalue problem | K - λM | = 0 involving two real, symmetric, positive definite matrices K , M satisfy some well-defined orthogonality conditions. Equally well-known is the fact that those eigenvectors can be normalized so that their modal mass μ =ϕT Mϕ is unity: it suffices to divide each unscaled mode by the square root of the modal mass. Thus, the normalization is the result of an explicit calculation applied to the modes after they were obtained by some means. However, we show herein that the normalized modes are not merely convenient forms of scaling, but that they are actually intrinsic properties of the pair of matrices K , M, that is, the matrices already "know" about normalization even before the modes have been obtained. This means that we can obtain individual components of the normalized modes directly from the eigenvalue problem, and without needing to obtain either all of the modes or for that matter, any one complete mode. These results are achieved by means of the residue theorem of operational calculus, a finding that is rather remarkable inasmuch as the residues themselves do not make use of any orthogonality conditions or normalization in the first place. It appears that this obscure property connecting the general eigenvalue problem of modal analysis with the residue theorem of operational calculus may have been overlooked up until now, but which has in turn interesting theoretical implications.Á

An adaptive sparse deconvolution method for distinguishing the overlapping echoes of ultrasonic guided waves for pipeline crack inspection

NASA Astrophysics Data System (ADS)

Chang, Yong; Zi, Yanyang; Zhao, Jiyuan; Yang, Zhe; He, Wangpeng; Sun, Hailiang

2017-03-01

In guided wave pipeline inspection, echoes reflected from closely spaced reflectors generally overlap, meaning useful information is lost. To solve the overlapping problem, sparse deconvolution methods have been developed in the past decade. However, conventional sparse deconvolution methods have limitations in handling guided wave signals, because the input signal is directly used as the prototype of the convolution matrix, without considering the waveform change caused by the dispersion properties of the guided wave. In this paper, an adaptive sparse deconvolution (ASD) method is proposed to overcome these limitations. First, the Gaussian echo model is employed to adaptively estimate the column prototype of the convolution matrix instead of directly using the input signal as the prototype. Then, the convolution matrix is constructed upon the estimated results. Third, the split augmented Lagrangian shrinkage (SALSA) algorithm is introduced to solve the deconvolution problem with high computational efficiency. To verify the effectiveness of the proposed method, guided wave signals obtained from pipeline inspection are investigated numerically and experimentally. Compared to conventional sparse deconvolution methods, e.g. the {{l}1} -norm deconvolution method, the proposed method shows better performance in handling the echo overlap problem in the guided wave signal.

Spatio-temporal Event Classification using Time-series Kernel based Structured Sparsity

PubMed Central

Jeni, László A.; Lőrincz, András; Szabó, Zoltán; Cohn, Jeffrey F.; Kanade, Takeo

2016-01-01

In many behavioral domains, such as facial expression and gesture, sparse structure is prevalent. This sparsity would be well suited for event detection but for one problem. Features typically are confounded by alignment error in space and time. As a consequence, high-dimensional representations such as SIFT and Gabor features have been favored despite their much greater computational cost and potential loss of information. We propose a Kernel Structured Sparsity (KSS) method that can handle both the temporal alignment problem and the structured sparse reconstruction within a common framework, and it can rely on simple features. We characterize spatio-temporal events as time-series of motion patterns and by utilizing time-series kernels we apply standard structured-sparse coding techniques to tackle this important problem. We evaluated the KSS method using both gesture and facial expression datasets that include spontaneous behavior and differ in degree of difficulty and type of ground truth coding. KSS outperformed both sparse and non-sparse methods that utilize complex image features and their temporal extensions. In the case of early facial event classification KSS had 10% higher accuracy as measured by F1 score over kernel SVM methods1. PMID:27830214

A modified sparse reconstruction method for three-dimensional synthetic aperture radar image

NASA Astrophysics Data System (ADS)

Zhang, Ziqiang; Ji, Kefeng; Song, Haibo; Zou, Huanxin

2018-03-01

There is an increasing interest in three-dimensional Synthetic Aperture Radar (3-D SAR) imaging from observed sparse scattering data. However, the existing 3-D sparse imaging method requires large computing times and storage capacity. In this paper, we propose a modified method for the sparse 3-D SAR imaging. The method processes the collection of noisy SAR measurements, usually collected over nonlinear flight paths, and outputs 3-D SAR imagery. Firstly, the 3-D sparse reconstruction problem is transformed into a series of 2-D slices reconstruction problem by range compression. Then the slices are reconstructed by the modified SL0 (smoothed l0 norm) reconstruction algorithm. The improved algorithm uses hyperbolic tangent function instead of the Gaussian function to approximate the l0 norm and uses the Newton direction instead of the steepest descent direction, which can speed up the convergence rate of the SL0 algorithm. Finally, numerical simulation results are given to demonstrate the effectiveness of the proposed algorithm. It is shown that our method, compared with existing 3-D sparse imaging method, performs better in reconstruction quality and the reconstruction time.

Superresolution radar imaging based on fast inverse-free sparse Bayesian learning for multiple measurement vectors

NASA Astrophysics Data System (ADS)

He, Xingyu; Tong, Ningning; Hu, Xiaowei

2018-01-01

Compressive sensing has been successfully applied to inverse synthetic aperture radar (ISAR) imaging of moving targets. By exploiting the block sparse structure of the target image, sparse solution for multiple measurement vectors (MMV) can be applied in ISAR imaging and a substantial performance improvement can be achieved. As an effective sparse recovery method, sparse Bayesian learning (SBL) for MMV involves a matrix inverse at each iteration. Its associated computational complexity grows significantly with the problem size. To address this problem, we develop a fast inverse-free (IF) SBL method for MMV. A relaxed evidence lower bound (ELBO), which is computationally more amiable than the traditional ELBO used by SBL, is obtained by invoking fundamental property for smooth functions. A variational expectation-maximization scheme is then employed to maximize the relaxed ELBO, and a computationally efficient IF-MSBL algorithm is proposed. Numerical results based on simulated and real data show that the proposed method can reconstruct row sparse signal accurately and obtain clear superresolution ISAR images. Moreover, the running time and computational complexity are reduced to a great extent compared with traditional SBL methods.

Amesos2 and Belos: Direct and Iterative Solvers for Large Sparse Linear Systems

DOE PAGES

Bavier, Eric; Hoemmen, Mark; Rajamanickam, Sivasankaran; ...

2012-01-01

Solvers for large sparse linear systems come in two categories: direct and iterative. Amesos2, a package in the Trilinos software project, provides direct methods, and Belos, another Trilinos package, provides iterative methods. Amesos2 offers a common interface to many different sparse matrix factorization codes, and can handle any implementation of sparse matrices and vectors, via an easy-to-extend C++ traits interface. It can also factor matrices whose entries have arbitrary “Scalar” type, enabling extended-precision and mixed-precision algorithms. Belos includes many different iterative methods for solving large sparse linear systems and least-squares problems. Unlike competing iterative solver libraries, Belos completely decouples themore » algorithms from the implementations of the underlying linear algebra objects. This lets Belos exploit the latest hardware without changes to the code. Belos favors algorithms that solve higher-level problems, such as multiple simultaneous linear systems and sequences of related linear systems, faster than standard algorithms. The package also supports extended-precision and mixed-precision algorithms. Together, Amesos2 and Belos form a complete suite of sparse linear solvers.« less

Collaborative sparse priors for multi-view ATR

NASA Astrophysics Data System (ADS)

Li, Xuelu; Monga, Vishal

2018-04-01

Recent work has seen a surge of sparse representation based classification (SRC) methods applied to automatic target recognition problems. While traditional SRC approaches used l0 or l1 norm to quantify sparsity, spike and slab priors have established themselves as the gold standard for providing general tunable sparse structures on vectors. In this work, we employ collaborative spike and slab priors that can be applied to matrices to encourage sparsity for the problem of multi-view ATR. That is, target images captured from multiple views are expanded in terms of a training dictionary multiplied with a coefficient matrix. Ideally, for a test image set comprising of multiple views of a target, coefficients corresponding to its identifying class are expected to be active, while others should be zero, i.e. the coefficient matrix is naturally sparse. We develop a new approach to solve the optimization problem that estimates the sparse coefficient matrix jointly with the sparsity inducing parameters in the collaborative prior. ATR problems are investigated on the mid-wave infrared (MWIR) database made available by the US Army Night Vision and Electronic Sensors Directorate, which has a rich collection of views. Experimental results show that the proposed joint prior and coefficient estimation method (JPCEM) can: 1.) enable improved accuracy when multiple views vs. a single one are invoked, and 2.) outperform state of the art alternatives particularly when training imagery is limited.

Optical reflection from planetary surfaces as an operator-eigenvalue problem

USGS Publications Warehouse

Wildey, R.L.

1986-01-01

The understanding of quantum mechanical phenomena has come to rely heavily on theory framed in terms of operators and their eigenvalue equations. This paper investigates the utility of that technique as related to the reciprocity principle in diffuse reflection. The reciprocity operator is shown to be unitary and Hermitian; hence, its eigenvectors form a complete orthonormal basis. The relevant eigenvalue is found to be infinitely degenerate. A superposition of the eigenfunctions found from solution by separation of variables is inadequate to form a general solution that can be fitted to a one-dimensional boundary condition, because the difficulty of resolving the reciprocity operator into a superposition of independent one-dimensional operators has yet to be overcome. A particular lunar application in the form of a failed prediction of limb-darkening of the full Moon from brightness versus phase illustrates this problem. A general solution is derived which fully exploits the determinative powers of the reciprocity operator as an unresolved two-dimensional operator. However, a solution based on a sum of one-dimensional operators, if possible, would be much more powerful. A close association is found between the reciprocity operator and the particle-exchange operator of quantum mechanics, which may indicate the direction for further successful exploitation of the approach based on the operational calculus. ?? 1986 D. Reidel Publishing Company.

Vibration properties of and power harvested by a system of electromagnetic vibration energy harvesters that have electrical dynamics

NASA Astrophysics Data System (ADS)

Cooley, Christopher G.

2017-09-01

This study investigates the vibration and dynamic response of a system of coupled electromagnetic vibration energy harvesting devices that each consist of a proof mass, elastic structure, electromagnetic generator, and energy harvesting circuit with inductance, resistance, and capacitance. The governing equations for the coupled electromechanical system are derived using Newtonian mechanics and Kirchhoff circuit laws for an arbitrary number of these subsystems. The equations are cast in matrix operator form to expose the device's vibration properties. The device's complex-valued eigenvalues and eigenvectors are related to physical characteristics of its vibration. Because the electrical circuit has dynamics, these devices have more natural frequencies than typical electromagnetic vibration energy harvesters that have purely resistive circuits. Closed-form expressions for the steady state dynamic response and average power harvested are derived for devices with a single subsystem. Example numerical results for single and double subsystem devices show that the natural frequencies and vibration modes obtained from the eigenvalue problem agree with the resonance locations and response amplitudes obtained independently from forced response calculations. This agreement demonstrates the usefulness of solving eigenvalue problems for these devices. The average power harvested by the device differs substantially at each resonance. Devices with multiple subsystems have multiple modes where large amounts of power are harvested.

Accurate sparse-projection image reconstruction via nonlocal TV regularization.

PubMed

Zhang, Yi; Zhang, Weihua; Zhou, Jiliu

2014-01-01

Sparse-projection image reconstruction is a useful approach to lower the radiation dose; however, the incompleteness of projection data will cause degeneration of imaging quality. As a typical compressive sensing method, total variation has obtained great attention on this problem. Suffering from the theoretical imperfection, total variation will produce blocky effect on smooth regions and blur edges. To overcome this problem, in this paper, we introduce the nonlocal total variation into sparse-projection image reconstruction and formulate the minimization problem with new nonlocal total variation norm. The qualitative and quantitative analyses of numerical as well as clinical results demonstrate the validity of the proposed method. Comparing to other existing methods, our method more efficiently suppresses artifacts caused by low-rank reconstruction and reserves structure information better.

[Formula: see text]-regularized recursive total least squares based sparse system identification for the error-in-variables.

PubMed

Lim, Jun-Seok; Pang, Hee-Suk

2016-01-01

In this paper an [Formula: see text]-regularized recursive total least squares (RTLS) algorithm is considered for the sparse system identification. Although recursive least squares (RLS) has been successfully applied in sparse system identification, the estimation performance in RLS based algorithms becomes worse, when both input and output are contaminated by noise (the error-in-variables problem). We proposed an algorithm to handle the error-in-variables problem. The proposed [Formula: see text]-RTLS algorithm is an RLS like iteration using the [Formula: see text] regularization. The proposed algorithm not only gives excellent performance but also reduces the required complexity through the effective inversion matrix handling. Simulations demonstrate the superiority of the proposed [Formula: see text]-regularized RTLS for the sparse system identification setting.

On the linear stability of blood flow through model capillary networks.

PubMed

Davis, Jeffrey M

2014-12-01

Under the approximation that blood behaves as a continuum, a numerical implementation is presented to analyze the linear stability of capillary blood flow through model tree and honeycomb networks that are based on the microvascular structures of biological tissues. The tree network is comprised of a cascade of diverging bifurcations, in which a parent vessel bifurcates into two descendent vessels, while the honeycomb network also contains converging bifurcations, in which two parent vessels merge into one descendent vessel. At diverging bifurcations, a cell partitioning law is required to account for the nonuniform distribution of red blood cells as a function of the flow rate of blood into each descendent vessel. A linearization of the governing equations produces a system of delay differential equations involving the discharge hematocrit entering each network vessel and leads to a nonlinear eigenvalue problem. All eigenvalues in a specified region of the complex plane are captured using a transformation based on contour integrals to construct a linear eigenvalue problem with identical eigenvalues, which are then determined using a standard QR algorithm. The predicted value of the dimensionless exponent in the cell partitioning law at the instability threshold corresponds to a supercritical Hopf bifurcation in numerical simulations of the equations governing unsteady blood flow. Excellent agreement is found between the predictions of the linear stability analysis and nonlinear simulations. The relaxation of the assumption of plug flow made in previous stability analyses typically has a small, quantitative effect on the stability results that depends on the specific network structure. This implementation of the stability analysis can be applied to large networks with arbitrary structure provided only that the connectivity among the network segments is known.

Parallel solution of sparse one-dimensional dynamic programming problems

NASA Technical Reports Server (NTRS)

Nicol, David M.

1989-01-01

Parallel computation offers the potential for quickly solving large computational problems. However, it is often a non-trivial task to effectively use parallel computers. Solution methods must sometimes be reformulated to exploit parallelism; the reformulations are often more complex than their slower serial counterparts. We illustrate these points by studying the parallelization of sparse one-dimensional dynamic programming problems, those which do not obviously admit substantial parallelization. We propose a new method for parallelizing such problems, develop analytic models which help us to identify problems which parallelize well, and compare the performance of our algorithm with existing algorithms on a multiprocessor.

Signal processing using sparse derivatives with applications to chromatograms and ECG

NASA Astrophysics Data System (ADS)

Ning, Xiaoran

In this thesis, we investigate the sparsity exist in the derivative domain. Particularly, we focus on the type of signals which posses up to Mth (M > 0) order sparse derivatives. Efforts are put on formulating proper penalty functions and optimization problems to capture properties related to sparse derivatives, searching for fast, computationally efficient solvers. Also the effectiveness of these algorithms are applied to two real world applications. In the first application, we provide an algorithm which jointly addresses the problems of chromatogram baseline correction and noise reduction. The series of chromatogram peaks are modeled as sparse with sparse derivatives, and the baseline is modeled as a low-pass signal. A convex optimization problem is formulated so as to encapsulate these non-parametric models. To account for the positivity of chromatogram peaks, an asymmetric penalty function is also utilized with symmetric penalty functions. A robust, computationally efficient, iterative algorithm is developed that is guaranteed to converge to the unique optimal solution. The approach, termed Baseline Estimation And Denoising with Sparsity (BEADS), is evaluated and compared with two state-of-the-art methods using both simulated and real chromatogram data. Promising result is obtained. In the second application, a novel Electrocardiography (ECG) enhancement algorithm is designed also based on sparse derivatives. In the real medical environment, ECG signals are often contaminated by various kinds of noise or artifacts, for example, morphological changes due to motion artifact, non-stationary noise due to muscular contraction (EMG), etc. Some of these contaminations severely affect the usefulness of ECG signals, especially when computer aided algorithms are utilized. By solving the proposed convex l1 optimization problem, artifacts are reduced by modeling the clean ECG signal as a sum of two signals whose second and third-order derivatives (differences) are sparse respectively. At the end, the algorithm is applied to a QRS detection system and validated using the MIT-BIH Arrhythmia database (109452 anotations), resulting a sensitivity of Se = 99.87%$ and a positive prediction of +P = 99.88%.

Sparse Covariance Matrix Estimation by DCA-Based Algorithms.

PubMed

Phan, Duy Nhat; Le Thi, Hoai An; Dinh, Tao Pham

2017-11-01

This letter proposes a novel approach using the [Formula: see text]-norm regularization for the sparse covariance matrix estimation (SCME) problem. The objective function of SCME problem is composed of a nonconvex part and the [Formula: see text] term, which is discontinuous and difficult to tackle. Appropriate DC (difference of convex functions) approximations of [Formula: see text]-norm are used that result in approximation SCME problems that are still nonconvex. DC programming and DCA (DC algorithm), powerful tools in nonconvex programming framework, are investigated. Two DC formulations are proposed and corresponding DCA schemes developed. Two applications of the SCME problem that are considered are classification via sparse quadratic discriminant analysis and portfolio optimization. A careful empirical experiment is performed through simulated and real data sets to study the performance of the proposed algorithms. Numerical results showed their efficiency and their superiority compared with seven state-of-the-art methods.

Deformable segmentation via sparse representation and dictionary learning.

PubMed

Zhang, Shaoting; Zhan, Yiqiang; Metaxas, Dimitris N

2012-10-01

"Shape" and "appearance", the two pillars of a deformable model, complement each other in object segmentation. In many medical imaging applications, while the low-level appearance information is weak or mis-leading, shape priors play a more important role to guide a correct segmentation, thanks to the strong shape characteristics of biological structures. Recently a novel shape prior modeling method has been proposed based on sparse learning theory. Instead of learning a generative shape model, shape priors are incorporated on-the-fly through the sparse shape composition (SSC). SSC is robust to non-Gaussian errors and still preserves individual shape characteristics even when such characteristics is not statistically significant. Although it seems straightforward to incorporate SSC into a deformable segmentation framework as shape priors, the large-scale sparse optimization of SSC has low runtime efficiency, which cannot satisfy clinical requirements. In this paper, we design two strategies to decrease the computational complexity of SSC, making a robust, accurate and efficient deformable segmentation system. (1) When the shape repository contains a large number of instances, which is often the case in 2D problems, K-SVD is used to learn a more compact but still informative shape dictionary. (2) If the derived shape instance has a large number of vertices, which often appears in 3D problems, an affinity propagation method is used to partition the surface into small sub-regions, on which the sparse shape composition is performed locally. Both strategies dramatically decrease the scale of the sparse optimization problem and hence speed up the algorithm. Our method is applied on a diverse set of biomedical image analysis problems. Compared to the original SSC, these two newly-proposed modules not only significant reduce the computational complexity, but also improve the overall accuracy. Copyright © 2012 Elsevier B.V. All rights reserved.

Computing singularities of perturbation series

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kvaal, Simen; Jarlebring, Elias; Michiels, Wim

2011-03-15

Many properties of current ab initio approaches to the quantum many-body problem, both perturbational and otherwise, are related to the singularity structure of the Rayleigh-Schroedinger perturbation series. A numerical procedure is presented that in principle computes the complete set of singularities, including the dominant singularity which limits the radius of convergence. The method approximates the singularities as eigenvalues of a certain generalized eigenvalue equation which is solved using iterative techniques. It relies on computation of the action of the Hamiltonian matrix on a vector and does not rely on the terms in the perturbation series. The method can be usefulmore » for studying perturbation series of typical systems of moderate size, for fundamental development of resummation schemes, and for understanding the structure of singularities for typical systems. Some illustrative model problems are studied, including a helium-like model with {delta}-function interactions for which Moeller-Plesset perturbation theory is considered and the radius of convergence found.« less

Study of a mixed dispersal population dynamics model

DOE PAGES

Chugunova, Marina; Jadamba, Baasansuren; Kao, Chiu -Yen; ...

2016-08-27

In this study, we consider a mixed dispersal model with periodic and Dirichlet boundary conditions and its corresponding linear eigenvalue problem. This model describes the time evolution of a population which disperses both locally and non-locally. We investigate how long time dynamics depend on the parameter values. Furthermore, we study the minimization of the principal eigenvalue under the constraints that the resource function is bounded from above and below, and with a fixed total integral. Biologically, this minimization problem is motivated by the question of determining the optimal spatial arrangement of favorable and unfavorable regions for the species to diemore » out more slowly or survive more easily. Our numerical simulations indicate that the optimal favorable region tends to be a simply-connected domain. Numerous results are shown to demonstrate various scenarios of optimal favorable regions for periodic and Dirichlet boundary conditions.« less

Numerical solution of the nonlinear Schrodinger equation by feedforward neural networks

NASA Astrophysics Data System (ADS)

Shirvany, Yazdan; Hayati, Mohsen; Moradian, Rostam

2008-12-01

We present a method to solve boundary value problems using artificial neural networks (ANN). A trial solution of the differential equation is written as a feed-forward neural network containing adjustable parameters (the weights and biases). From the differential equation and its boundary conditions we prepare the energy function which is used in the back-propagation method with momentum term to update the network parameters. We improved energy function of ANN which is derived from Schrodinger equation and the boundary conditions. With this improvement of energy function we can use unsupervised training method in the ANN for solving the equation. Unsupervised training aims to minimize a non-negative energy function. We used the ANN method to solve Schrodinger equation for few quantum systems. Eigenfunctions and energy eigenvalues are calculated. Our numerical results are in agreement with their corresponding analytical solution and show the efficiency of ANN method for solving eigenvalue problems.

A new method for determining acoustic-liner admittance in a rectangular duct with grazing flow from experimental data

NASA Technical Reports Server (NTRS)

Watson, W. R.

1984-01-01

A method is developed for determining acoustic liner admittance in a rectangular duct with grazing flow. The axial propagation constant, cross mode order, and mean flow profile is measured. These measured data are then input into an analytical program which determines the unknown admittance value. The analytical program is based upon a finite element discretization of the acoustic field and a reposing of the unknown admittance value as a linear eigenvalue problem on the admittance value. Gaussian elimination is employed to solve this eigenvalue problem. The method used is extendable to grazing flows with boundary layers in both transverse directions of an impedance tube (or duct). Predicted admittance values are compared both with exact values that can be obtained for uniform mean flow profiles and with those from a Runge Kutta integration technique for cases involving a one dimensional boundary layer.

Pressure distribution under flexible polishing tools. II - Cylindrical (conical) optics

NASA Astrophysics Data System (ADS)

Mehta, Pravin K.

1990-10-01

A previously developed eigenvalue model is extended to determine polishing pressure distribution by rectangular tools with unequal stiffness in two directions on cylindrical optics. Tool misfit is divided into two simplified one-dimensional problems and one simplified two-dimensional problem. Tools with nonuniform cross-sections are treated with a new one-dimensional eigenvalue algorithm, permitting evaluation of tool designs where the edge is more flexible than the interior. This maintains edge pressure variations within acceptable parameters. Finite element modeling is employed to resolve upper bounds, which handle pressure changes in the two-dimensional misfit element. Paraboloids and hyperboloids from the NASA AXAF system are treated with the AXAFPOD software for this method, and are verified with NASTRAN finite element analyses. The maximum deviation from the one-dimensional azimuthal pressure variation is predicted to be 10 percent and 20 percent for paraboloids and hyperboloids, respectively.

A communication-avoiding, hybrid-parallel, rank-revealing orthogonalization method.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hoemmen, Mark

2010-11-01

Orthogonalization consumes much of the run time of many iterative methods for solving sparse linear systems and eigenvalue problems. Commonly used algorithms, such as variants of Gram-Schmidt or Householder QR, have performance dominated by communication. Here, 'communication' includes both data movement between the CPU and memory, and messages between processors in parallel. Our Tall Skinny QR (TSQR) family of algorithms requires asymptotically fewer messages between processors and data movement between CPU and memory than typical orthogonalization methods, yet achieves the same accuracy as Householder QR factorization. Furthermore, in block orthogonalizations, TSQR is faster and more accurate than existing approaches formore » orthogonalizing the vectors within each block ('normalization'). TSQR's rank-revealing capability also makes it useful for detecting deflation in block iterative methods, for which existing approaches sacrifice performance, accuracy, or both. We have implemented a version of TSQR that exploits both distributed-memory and shared-memory parallelism, and supports real and complex arithmetic. Our implementation is optimized for the case of orthogonalizing a small number (5-20) of very long vectors. The shared-memory parallel component uses Intel's Threading Building Blocks, though its modular design supports other shared-memory programming models as well, including computation on the GPU. Our implementation achieves speedups of 2 times or more over competing orthogonalizations. It is available now in the development branch of the Trilinos software package, and will be included in the 10.8 release.« less

A novel aliasing-free subband information fusion approach for wideband sparse spectral estimation

NASA Astrophysics Data System (ADS)

Luo, Ji-An; Zhang, Xiao-Ping; Wang, Zhi

2017-12-01

Wideband sparse spectral estimation is generally formulated as a multi-dictionary/multi-measurement (MD/MM) problem which can be solved by using group sparsity techniques. In this paper, the MD/MM problem is reformulated as a single sparse indicative vector (SIV) recovery problem at the cost of introducing an additional system error. Thus, the number of unknowns is reduced greatly. We show that the system error can be neglected under certain conditions. We then present a new subband information fusion (SIF) method to estimate the SIV by jointly utilizing all the frequency bins. With orthogonal matching pursuit (OMP) leveraging the binary property of SIV's components, we develop a SIF-OMP algorithm to reconstruct the SIV. The numerical simulations demonstrate the performance of the proposed method.

Efficient convolutional sparse coding

DOEpatents

Wohlberg, Brendt

2017-06-20

Computationally efficient algorithms may be applied for fast dictionary learning solving the convolutional sparse coding problem in the Fourier domain. More specifically, efficient convolutional sparse coding may be derived within an alternating direction method of multipliers (ADMM) framework that utilizes fast Fourier transforms (FFT) to solve the main linear system in the frequency domain. Such algorithms may enable a significant reduction in computational cost over conventional approaches by implementing a linear solver for the most critical and computationally expensive component of the conventional iterative algorithm. The theoretical computational cost of the algorithm may be reduced from O(M.sup.3N) to O(MN log N), where N is the dimensionality of the data and M is the number of elements in the dictionary. This significant improvement in efficiency may greatly increase the range of problems that can practically be addressed via convolutional sparse representations.

A robust bi-orthogonal/dynamically-orthogonal method using the covariance pseudo-inverse with application to stochastic flow problems

NASA Astrophysics Data System (ADS)

Babaee, Hessam; Choi, Minseok; Sapsis, Themistoklis P.; Karniadakis, George Em

2017-09-01

We develop a new robust methodology for the stochastic Navier-Stokes equations based on the dynamically-orthogonal (DO) and bi-orthogonal (BO) methods [1-3]. Both approaches are variants of a generalized Karhunen-Loève (KL) expansion in which both the stochastic coefficients and the spatial basis evolve according to system dynamics, hence, capturing the low-dimensional structure of the solution. The DO and BO formulations are mathematically equivalent [3], but they exhibit computationally complimentary properties. Specifically, the BO formulation may fail due to crossing of the eigenvalues of the covariance matrix, while both BO and DO become unstable when there is a high condition number of the covariance matrix or zero eigenvalues. To this end, we combine the two methods into a robust hybrid framework and in addition we employ a pseudo-inverse technique to invert the covariance matrix. The robustness of the proposed method stems from addressing the following issues in the DO/BO formulation: (i) eigenvalue crossing: we resolve the issue of eigenvalue crossing in the BO formulation by switching to the DO near eigenvalue crossing using the equivalence theorem and switching back to BO when the distance between eigenvalues is larger than a threshold value; (ii) ill-conditioned covariance matrix: we utilize a pseudo-inverse strategy to invert the covariance matrix; (iii) adaptivity: we utilize an adaptive strategy to add/remove modes to resolve the covariance matrix up to a threshold value. In particular, we introduce a soft-threshold criterion to allow the system to adapt to the newly added/removed mode and therefore avoid repetitive and unnecessary mode addition/removal. When the total variance approaches zero, we show that the DO/BO formulation becomes equivalent to the evolution equation of the Optimally Time-Dependent modes [4]. We demonstrate the capability of the proposed methodology with several numerical examples, namely (i) stochastic Burgers equation: we analyze the performance of the method in the presence of eigenvalue crossing and zero eigenvalues; (ii) stochastic Kovasznay flow: we examine the method in the presence of a singular covariance matrix; and (iii) we examine the adaptivity of the method for an incompressible flow over a cylinder where for large stochastic forcing thirteen DO/BO modes are active.

Sparse deconvolution for the large-scale ill-posed inverse problem of impact force reconstruction

NASA Astrophysics Data System (ADS)

Qiao, Baijie; Zhang, Xingwu; Gao, Jiawei; Liu, Ruonan; Chen, Xuefeng

2017-01-01

Most previous regularization methods for solving the inverse problem of force reconstruction are to minimize the l2-norm of the desired force. However, these traditional regularization methods such as Tikhonov regularization and truncated singular value decomposition, commonly fail to solve the large-scale ill-posed inverse problem in moderate computational cost. In this paper, taking into account the sparse characteristic of impact force, the idea of sparse deconvolution is first introduced to the field of impact force reconstruction and a general sparse deconvolution model of impact force is constructed. Second, a novel impact force reconstruction method based on the primal-dual interior point method (PDIPM) is proposed to solve such a large-scale sparse deconvolution model, where minimizing the l2-norm is replaced by minimizing the l1-norm. Meanwhile, the preconditioned conjugate gradient algorithm is used to compute the search direction of PDIPM with high computational efficiency. Finally, two experiments including the small-scale or medium-scale single impact force reconstruction and the relatively large-scale consecutive impact force reconstruction are conducted on a composite wind turbine blade and a shell structure to illustrate the advantage of PDIPM. Compared with Tikhonov regularization, PDIPM is more efficient, accurate and robust whether in the single impact force reconstruction or in the consecutive impact force reconstruction.

An extended basis inexact shift-invert Lanczos for the efficient solution of large-scale generalized eigenproblems

NASA Astrophysics Data System (ADS)

Rewieński, M.; Lamecki, A.; Mrozowski, M.

2013-09-01

This paper proposes a technique, based on the Inexact Shift-Invert Lanczos (ISIL) method with Inexact Jacobi Orthogonal Component Correction (IJOCC) refinement, and a preconditioned conjugate-gradient (PCG) linear solver with multilevel preconditioner, for finding several eigenvalues for generalized symmetric eigenproblems. Several eigenvalues are found by constructing (with the ISIL process) an extended projection basis. Presented results of numerical experiments confirm the technique can be effectively applied to challenging, large-scale problems characterized by very dense spectra, such as resonant cavities with spatial dimensions which are large with respect to wavelengths of the resonating electromagnetic fields. It is also shown that the proposed scheme based on inexact linear solves delivers superior performance, as compared to methods which rely on exact linear solves, indicating tremendous potential of the 'inexact solve' concept. Finally, the scheme which generates an extended projection basis is found to provide a cost-efficient alternative to classical deflation schemes when several eigenvalues are computed.

Volatility and correlation-based systemic risk measures in the US market

NASA Astrophysics Data System (ADS)

Civitarese, Jamil

2016-10-01

This paper deals with the problem of how to use simple systemic risk measures to assess portfolio risk characteristics. Using three simple examples taken from previous literature, one based on raw and partial correlations, another based on the eigenvalue decomposition of the covariance matrix and the last one based on an eigenvalue entropy, a Granger-causation analysis revealed some of them are not always a good measure of risk in the S&P 500 and in the VIX. The measures selected do not Granger-cause the VIX index in all windows selected; therefore, in the sense of risk as volatility, the indicators are not always suitable. Nevertheless, their results towards returns are similar to previous works that accept them. A deeper analysis has shown that any symmetric measure based on eigenvalue decomposition of correlation matrices, however, is not useful as a measure of "correlation" risk. The empirical counterpart analysis of this proposition stated that negative correlations are usually small and, therefore, do not heavily distort the behavior of the indicator.

Construction, classification and parametrization of complex Hadamard matrices

NASA Astrophysics Data System (ADS)

Szöllősi, Ferenc

To improve the design of nuclear systems, high-fidelity neutron fluxes are required. Leadership-class machines provide platforms on which very large problems can be solved. Computing such fluxes efficiently requires numerical methods with good convergence properties and algorithms that can scale to hundreds of thousands of cores. Many 3-D deterministic transport codes are decomposable in space and angle only, limiting them to tens of thousands of cores. Most codes rely on methods such as Gauss Seidel for fixed source problems and power iteration for eigenvalue problems, which can be slow to converge for challenging problems like those with highly scattering materials or high dominance ratios. Three methods have been added to the 3-D SN transport code Denovo that are designed to improve convergence and enable the full use of cutting-edge computers. The first is a multigroup Krylov solver that converges more quickly than Gauss Seidel and parallelizes the code in energy such that Denovo can use hundreds of thousand of cores effectively. The second is Rayleigh quotient iteration (RQI), an old method applied in a new context. This eigenvalue solver finds the dominant eigenvalue in a mathematically optimal way and should converge in fewer iterations than power iteration. RQI creates energy-block-dense equations that the new Krylov solver treats efficiently. However, RQI can have convergence problems because it creates poorly conditioned systems. This can be overcome with preconditioning. The third method is a multigrid-in-energy preconditioner. The preconditioner takes advantage of the new energy decomposition because the grids are in energy rather than space or angle. The preconditioner greatly reduces iteration count for many problem types and scales well in energy. It also allows RQI to be successful for problems it could not solve otherwise. The methods added to Denovo accomplish the goals of this work. They converge in fewer iterations than traditional methods and enable the use of hundreds of thousands of cores. Each method can be used individually, with the multigroup Krylov solver and multigrid-in-energy preconditioner being particularly successful on their own. The largest benefit, though, comes from using these methods in concert.

Fast super-resolution estimation of DOA and DOD in bistatic MIMO Radar with off-grid targets

NASA Astrophysics Data System (ADS)

Zhang, Dong; Zhang, Yongshun; Zheng, Guimei; Feng, Cunqian; Tang, Jun

2018-05-01

In this paper, we focus on the problem of joint DOA and DOD estimation in Bistatic MIMO Radar using sparse reconstruction method. In traditional ways, we usually convert the 2D parameter estimation problem into 1D parameter estimation problem by Kronecker product which will enlarge the scale of the parameter estimation problem and bring more computational burden. Furthermore, it requires that the targets must fall on the predefined grids. In this paper, a 2D-off-grid model is built which can solve the grid mismatch problem of 2D parameters estimation. Then in order to solve the joint 2D sparse reconstruction problem directly and efficiently, three kinds of fast joint sparse matrix reconstruction methods are proposed which are Joint-2D-OMP algorithm, Joint-2D-SL0 algorithm and Joint-2D-SOONE algorithm. Simulation results demonstrate that our methods not only can improve the 2D parameter estimation accuracy but also reduce the computational complexity compared with the traditional Kronecker Compressed Sensing method.

Experience with Free Bodies

NASA Technical Reports Server (NTRS)

Butler, T. G.

1985-01-01

Some of the problems that confront an analyst in free body modeling, to satisfy rigid body conditions are discussed and with some remedies for these problems are presented. The problems of detecting these culprits at various levels within the analysis are examined. A new method within NASTRAN for checking the model for defects very early in the analysis without requiring the analyst to bear the expense of an eigenvalue analysis before discovering these defects is outlined.

Dynamic Restarting Schemes for Eigenvalue Problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wu, Kesheng; Simon, Horst D.

1999-03-10

In studies of restarted Davidson method, a dynamic thick-restart scheme was found to be excellent in improving the overall effectiveness of the eigen value method. This paper extends the study of the dynamic thick-restart scheme to the Lanczos method for symmetric eigen value problems and systematically explore a range of heuristics and strategies. We conduct a series of numerical tests to determine their relative strength and weakness on a class of electronic structure calculation problems.

Diffusion with Varying Drag; the Runaway Problem.

NASA Astrophysics Data System (ADS)

Rollins, David Kenneth

We study the motion of electrons in an ionized plasma of electrons and ions in an external electric field. A probability distribution function describes the electron motion and is a solution of a Fokker-Planck equation. In zero field, the solution approaches an equilibrium Maxwellian. For arbitrarily small field, electrons overcome the diffusive effects and are freely accelerated by the field. This is the electron runaway phenomenon. We treat the electric field as a small perturbation. We consider various diffusion coefficients for the one dimensional problem and determine the runaway current as a function of the field strength. Diffusion coefficients, non-zero on a finite interval are examined. Some non-trivial cases of these can be solved exactly in terms of known special functions. The more realistic case where the diffusion coefficient decays with velocity are then considered. To determine the runaway current, the equivalent Schrodinger eigenvalue problem is analysed. The smallest eigenvalue is shown to be equal to the runaway current. Using asymptotic matching a solution can be constructed which is then used to evaluate the runaway current. The runaway current is exponentially small as a function of field strength. This method is used to extract results from the three dimensional problem.

Exact recovery of sparse multiple measurement vectors by [Formula: see text]-minimization.

PubMed

Wang, Changlong; Peng, Jigen

2018-01-01

The joint sparse recovery problem is a generalization of the single measurement vector problem widely studied in compressed sensing. It aims to recover a set of jointly sparse vectors, i.e., those that have nonzero entries concentrated at a common location. Meanwhile [Formula: see text]-minimization subject to matrixes is widely used in a large number of algorithms designed for this problem, i.e., [Formula: see text]-minimization [Formula: see text] Therefore the main contribution in this paper is two theoretical results about this technique. The first one is proving that in every multiple system of linear equations there exists a constant [Formula: see text] such that the original unique sparse solution also can be recovered from a minimization in [Formula: see text] quasi-norm subject to matrixes whenever [Formula: see text]. The other one is showing an analytic expression of such [Formula: see text]. Finally, we display the results of one example to confirm the validity of our conclusions, and we use some numerical experiments to show that we increase the efficiency of these algorithms designed for [Formula: see text]-minimization by using our results.

Sparseness- and continuity-constrained seismic imaging

NASA Astrophysics Data System (ADS)

Herrmann, Felix J.

2005-04-01

Non-linear solution strategies to the least-squares seismic inverse-scattering problem with sparseness and continuity constraints are proposed. Our approach is designed to (i) deal with substantial amounts of additive noise (SNR < 0 dB); (ii) use the sparseness and locality (both in position and angle) of directional basis functions (such as curvelets and contourlets) on the model: the reflectivity; and (iii) exploit the near invariance of these basis functions under the normal operator, i.e., the scattering-followed-by-imaging operator. Signal-to-noise ratio and the continuity along the imaged reflectors are significantly enhanced by formulating the solution of the seismic inverse problem in terms of an optimization problem. During the optimization, sparseness on the basis and continuity along the reflectors are imposed by jointly minimizing the l1- and anisotropic diffusion/total-variation norms on the coefficients and reflectivity, respectively. [Joint work with Peyman P. Moghaddam was carried out as part of the SINBAD project, with financial support secured through ITF (the Industry Technology Facilitator) from the following organizations: BG Group, BP, ExxonMobil, and SHELL. Additional funding came from the NSERC Discovery Grants 22R81254.

Non-uniform sampling: post-Fourier era of NMR data collection and processing.

PubMed

Kazimierczuk, Krzysztof; Orekhov, Vladislav

2015-11-01

The invention of multidimensional techniques in the 1970s revolutionized NMR, making it the general tool of structural analysis of molecules and materials. In the most straightforward approach, the signal sampling in the indirect dimensions of a multidimensional experiment is performed in the same manner as in the direct dimension, i.e. with a grid of equally spaced points. This results in lengthy experiments with a resolution often far from optimum. To circumvent this problem, numerous sparse-sampling techniques have been developed in the last three decades, including two traditionally distinct approaches: the radial sampling and non-uniform sampling. This mini review discusses the sparse signal sampling and reconstruction techniques from the point of view of an underdetermined linear algebra problem that arises when a full, equally spaced set of sampled points is replaced with sparse sampling. Additional assumptions that are introduced to solve the problem, as well as the shape of the undersampled Fourier transform operator (visualized as so-called point spread function), are shown to be the main differences between various sparse-sampling methods. Copyright © 2015 John Wiley & Sons, Ltd.

Multi-objective based spectral unmixing for hyperspectral images

NASA Astrophysics Data System (ADS)

Xu, Xia; Shi, Zhenwei

2017-02-01

Sparse hyperspectral unmixing assumes that each observed pixel can be expressed by a linear combination of several pure spectra in a priori library. Sparse unmixing is challenging, since it is usually transformed to a NP-hard l0 norm based optimization problem. Existing methods usually utilize a relaxation to the original l0 norm. However, the relaxation may bring in sensitive weighted parameters and additional calculation error. In this paper, we propose a novel multi-objective based algorithm to solve the sparse unmixing problem without any relaxation. We transform sparse unmixing to a multi-objective optimization problem, which contains two correlative objectives: minimizing the reconstruction error and controlling the endmember sparsity. To improve the efficiency of multi-objective optimization, a population-based randomly flipping strategy is designed. Moreover, we theoretically prove that the proposed method is able to recover a guaranteed approximate solution from the spectral library within limited iterations. The proposed method can directly deal with l0 norm via binary coding for the spectral signatures in the library. Experiments on both synthetic and real hyperspectral datasets demonstrate the effectiveness of the proposed method.

Matched field localization based on CS-MUSIC algorithm

NASA Astrophysics Data System (ADS)

Guo, Shuangle; Tang, Ruichun; Peng, Linhui; Ji, Xiaopeng

2016-04-01

The problem caused by shortness or excessiveness of snapshots and by coherent sources in underwater acoustic positioning is considered. A matched field localization algorithm based on CS-MUSIC (Compressive Sensing Multiple Signal Classification) is proposed based on the sparse mathematical model of the underwater positioning. The signal matrix is calculated through the SVD (Singular Value Decomposition) of the observation matrix. The observation matrix in the sparse mathematical model is replaced by the signal matrix, and a new concise sparse mathematical model is obtained, which means not only the scale of the localization problem but also the noise level is reduced; then the new sparse mathematical model is solved by the CS-MUSIC algorithm which is a combination of CS (Compressive Sensing) method and MUSIC (Multiple Signal Classification) method. The algorithm proposed in this paper can overcome effectively the difficulties caused by correlated sources and shortness of snapshots, and it can also reduce the time complexity and noise level of the localization problem by using the SVD of the observation matrix when the number of snapshots is large, which will be proved in this paper.

Rare-event statistics and modular invariance

NASA Astrophysics Data System (ADS)

Nechaev, S. K.; Polovnikov, K.

2018-01-01

Simple geometric arguments based on constructing the Euclid orchard are presented, which explain the equivalence of various types of distributions that result from rare-event statistics. In particular, the spectral density of the exponentially weighted ensemble of linear polymer chains is examined for its number-theoretic properties. It can be shown that the eigenvalue statistics of the corresponding adjacency matrices in the sparse regime show a peculiar hierarchical structure and are described by the popcorn (Thomae) function discontinuous in the dense set of rational numbers. Moreover, the spectral edge density distribution exhibits Lifshitz tails, reminiscent of 1D Anderson localization. Finally, a continuous approximation for the popcorn function is suggested based on the Dedekind η-function, and the hierarchical ultrametric structure of the popcorn-like distributions is demonstrated to be related to hidden SL(2,Z) modular symmetry.

Cascade flutter analysis with transient response aerodynamics

NASA Technical Reports Server (NTRS)

Bakhle, Milind A.; Mahajan, Aparajit J.; Keith, Theo G., Jr.; Stefko, George L.

1991-01-01

Two methods for calculating linear frequency domain aerodynamic coefficients from a time marching Full Potential cascade solver are developed and verified. In the first method, the Influence Coefficient, solutions to elemental problems are superposed to obtain the solutions for a cascade in which all blades are vibrating with a constant interblade phase angle. The elemental problem consists of a single blade in the cascade oscillating while the other blades remain stationary. In the second method, the Pulse Response, the response to the transient motion of a blade is used to calculate influence coefficients. This is done by calculating the Fourier Transforms of the blade motion and the response. Both methods are validated by comparison with the Harmonic Oscillation method and give accurate results. The aerodynamic coefficients obtained from these methods are used for frequency domain flutter calculations involving a typical section blade structural model. An eigenvalue problem is solved for each interblade phase angle mode and the eigenvalues are used to determine aeroelastic stability. Flutter calculations are performed for two examples over a range of subsonic Mach numbers.

Solution of the Fokker-Planck equation with a logarithmic potential and mixed eigenvalue spectrum

NASA Astrophysics Data System (ADS)

Guarnieri, F.; Moon, W.; Wettlaufer, J. S.

2017-09-01

Motivated by a problem in climate dynamics, we investigate the solution of a Bessel-like process with a negative constant drift, described by a Fokker-Planck equation with a potential V (x ) =-[b ln(x ) +a x ] , for b >0 and a <0 . The problem belongs to a family of Fokker-Planck equations with logarithmic potentials closely related to the Bessel process that has been extensively studied for its applications in physics, biology, and finance. The Bessel-like process we consider can be solved by seeking solutions through an expansion into a complete set of eigenfunctions. The associated imaginary-time Schrödinger equation exhibits a mix of discrete and continuous eigenvalue spectra, corresponding to the quantum Coulomb potential describing the bound states of the hydrogen atom. We present a technique to evaluate the normalization factor of the continuous spectrum of eigenfunctions that relies solely upon their asymptotic behavior. We demonstrate the technique by solving the Brownian motion problem and the Bessel process both with a constant negative drift. We conclude with a comparison to other analytical methods and with numerical solutions.

Linear state feedback, quadratic weights, and closed loop eigenstructures. M.S. Thesis. Final Report

NASA Technical Reports Server (NTRS)

Thompson, P. M.

1980-01-01

Equations are derived for the angles of general multivariable root loci and linear quadratic optimal root loci, including angles of departure and approach. The generalized eigenvalue problem is used to compute angles of approach. Equations are also derived to find the sensitivity of closed loop eigenvalue and the directional derivatives of closed loop eigenvectors. An equivalence class of quadratic weights that produce the same asymptotic eigenstructure is defined, a canonical element is defined, and an algorithm to find it is given. The behavior of the optimal root locus in the nonasymptotic region is shown to be different for quadratic weights with the same asymptotic properties. An algorithm is presented that can be used to select a feedback gain matrix for the linear state feedback problem which produces a specified asymptotic eigenstructure. Another algorithm is given to compute the asymptotic eigenstructure properties inherent in a given set of quadratic weights. Finally, it is shown that optimal root loci for nongeneric problems can be approximated by generic ones in the nonasymptotic region.

JiTTree: A Just-in-Time Compiled Sparse GPU Volume Data Structure.

PubMed

Labschütz, Matthias; Bruckner, Stefan; Gröller, M Eduard; Hadwiger, Markus; Rautek, Peter

2016-01-01

Sparse volume data structures enable the efficient representation of large but sparse volumes in GPU memory for computation and visualization. However, the choice of a specific data structure for a given data set depends on several factors, such as the memory budget, the sparsity of the data, and data access patterns. In general, there is no single optimal sparse data structure, but a set of several candidates with individual strengths and drawbacks. One solution to this problem are hybrid data structures which locally adapt themselves to the sparsity. However, they typically suffer from increased traversal overhead which limits their utility in many applications. This paper presents JiTTree, a novel sparse hybrid volume data structure that uses just-in-time compilation to overcome these problems. By combining multiple sparse data structures and reducing traversal overhead we leverage their individual advantages. We demonstrate that hybrid data structures adapt well to a large range of data sets. They are especially superior to other sparse data structures for data sets that locally vary in sparsity. Possible optimization criteria are memory, performance and a combination thereof. Through just-in-time (JIT) compilation, JiTTree reduces the traversal overhead of the resulting optimal data structure. As a result, our hybrid volume data structure enables efficient computations on the GPU, while being superior in terms of memory usage when compared to non-hybrid data structures.

A fixed energy fixed angle inverse scattering in interior transmission problem

NASA Astrophysics Data System (ADS)

Chen, Lung-Hui

2017-06-01

We study the inverse acoustic scattering problem in mathematical physics. The problem is to recover the index of refraction in an inhomogeneous medium by measuring the scattered wave fields in the far field. We transform the problem to the interior transmission problem in the study of the Helmholtz equation. We find an inverse uniqueness on the scatterer with a knowledge of a fixed interior transmission eigenvalue. By examining the solution in a series of spherical harmonics in the far field, we can determine uniquely the perturbation source for the radially symmetric perturbations.

Quantized discrete space oscillators

NASA Technical Reports Server (NTRS)

Uzes, C. A.; Kapuscik, Edward

1993-01-01

A quasi-canonical sequence of finite dimensional quantizations was found which has canonical quantization as its limit. In order to demonstrate its practical utility and its numerical convergence, this formalism is applied to the eigenvalue and 'eigenfunction' problem of several harmonic and anharmonic oscillators.

Matrix Recipes for Hard Thresholding Methods

DTIC Science & Technology

2012-11-07

have been proposed to approximate the solution. In [11], Donoho et al . demonstrate that, in the sparse approximation problem, under basic incoherence...inducing convex surrogate ‖ · ‖1 with provable guarantees for unique signal recovery. In the ARM problem, Fazel et al . [12] identified the nuclear norm...sparse recovery for all. Technical report, EPFL, 2011 . [25] N. Halko , P. G. Martinsson, and J. A. Tropp. Finding structure with randomness: Probabilistic

Learning to read aloud: A neural network approach using sparse distributed memory

NASA Technical Reports Server (NTRS)

Joglekar, Umesh Dwarkanath

1989-01-01

An attempt to solve a problem of text-to-phoneme mapping is described which does not appear amenable to solution by use of standard algorithmic procedures. Experiments based on a model of distributed processing are also described. This model (sparse distributed memory (SDM)) can be used in an iterative supervised learning mode to solve the problem. Additional improvements aimed at obtaining better performance are suggested.

Discriminant WSRC for Large-Scale Plant Species Recognition.

PubMed

Zhang, Shanwen; Zhang, Chuanlei; Zhu, Yihai; You, Zhuhong

2017-01-01

In sparse representation based classification (SRC) and weighted SRC (WSRC), it is time-consuming to solve the global sparse representation problem. A discriminant WSRC (DWSRC) is proposed for large-scale plant species recognition, including two stages. Firstly, several subdictionaries are constructed by dividing the dataset into several similar classes, and a subdictionary is chosen by the maximum similarity between the test sample and the typical sample of each similar class. Secondly, the weighted sparse representation of the test image is calculated with respect to the chosen subdictionary, and then the leaf category is assigned through the minimum reconstruction error. Different from the traditional SRC and its improved approaches, we sparsely represent the test sample on a subdictionary whose base elements are the training samples of the selected similar class, instead of using the generic overcomplete dictionary on the entire training samples. Thus, the complexity to solving the sparse representation problem is reduced. Moreover, DWSRC is adapted to newly added leaf species without rebuilding the dictionary. Experimental results on the ICL plant leaf database show that the method has low computational complexity and high recognition rate and can be clearly interpreted.

Multi-layer sparse representation for weighted LBP-patches based facial expression recognition.

PubMed

Jia, Qi; Gao, Xinkai; Guo, He; Luo, Zhongxuan; Wang, Yi

2015-03-19

In this paper, a novel facial expression recognition method based on sparse representation is proposed. Most contemporary facial expression recognition systems suffer from limited ability to handle image nuisances such as low resolution and noise. Especially for low intensity expression, most of the existing training methods have quite low recognition rates. Motivated by sparse representation, the problem can be solved by finding sparse coefficients of the test image by the whole training set. Deriving an effective facial representation from original face images is a vital step for successful facial expression recognition. We evaluate facial representation based on weighted local binary patterns, and Fisher separation criterion is used to calculate the weighs of patches. A multi-layer sparse representation framework is proposed for multi-intensity facial expression recognition, especially for low-intensity expressions and noisy expressions in reality, which is a critical problem but seldom addressed in the existing works. To this end, several experiments based on low-resolution and multi-intensity expressions are carried out. Promising results on publicly available databases demonstrate the potential of the proposed approach.

Preserving sparseness in multivariate polynominal factorization

NASA Technical Reports Server (NTRS)

Wang, P. S.

1977-01-01

Attempts were made to factor these ten polynomials on MACSYMA. However it did not get very far with any of the larger polynomials. At that time, MACSYMA used an algorithm created by Wang and Rothschild. This factoring algorithm was also implemented for the symbolic manipulation system, SCRATCHPAD of IBM. A closer look at this old factoring algorithm revealed three problem areas, each of which contribute to losing sparseness and intermediate expression growth. This study led to effective ways of avoiding these problems and actually to a new factoring algorithm. The three problems are known as the extraneous factor problem, the leading coefficient problem, and the bad zero problem. These problems are examined separately. Their causes and effects are set forth in detail; the ways to avoid or lessen these problems are described.

A performance study of sparse Cholesky factorization on INTEL iPSC/860

NASA Technical Reports Server (NTRS)

Zubair, M.; Ghose, M.

1992-01-01

The problem of Cholesky factorization of a sparse matrix has been very well investigated on sequential machines. A number of efficient codes exist for factorizing large unstructured sparse matrices. However, there is a lack of such efficient codes on parallel machines in general, and distributed machines in particular. Some of the issues that are critical to the implementation of sparse Cholesky factorization on a distributed memory parallel machine are ordering, partitioning and mapping, load balancing, and ordering of various tasks within a processor. Here, we focus on the effect of various partitioning schemes on the performance of sparse Cholesky factorization on the Intel iPSC/860. Also, a new partitioning heuristic for structured as well as unstructured sparse matrices is proposed, and its performance is compared with other schemes.

Sparse non-negative matrix factorizations via alternating non-negativity-constrained least squares for microarray data analysis.

PubMed

Kim, Hyunsoo; Park, Haesun

2007-06-15

Many practical pattern recognition problems require non-negativity constraints. For example, pixels in digital images and chemical concentrations in bioinformatics are non-negative. Sparse non-negative matrix factorizations (NMFs) are useful when the degree of sparseness in the non-negative basis matrix or the non-negative coefficient matrix in an NMF needs to be controlled in approximating high-dimensional data in a lower dimensional space. In this article, we introduce a novel formulation of sparse NMF and show how the new formulation leads to a convergent sparse NMF algorithm via alternating non-negativity-constrained least squares. We apply our sparse NMF algorithm to cancer-class discovery and gene expression data analysis and offer biological analysis of the results obtained. Our experimental results illustrate that the proposed sparse NMF algorithm often achieves better clustering performance with shorter computing time compared to other existing NMF algorithms. The software is available as supplementary material.

The Coulomb problem on a 3-sphere and Heun polynomials

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bellucci, Stefano; Yeghikyan, Vahagn; Yerevan State University, Alex-Manoogian st. 1, 00025 Yerevan

2013-08-15

The paper studies the quantum mechanical Coulomb problem on a 3-sphere. We present a special parametrization of the ellipto-spheroidal coordinate system suitable for the separation of variables. After quantization we get the explicit form of the spectrum and present an algebraic equation for the eigenvalues of the Runge-Lentz vector. We also present the wave functions expressed via Heun polynomials.

An O(log sup 2 N) parallel algorithm for computing the eigenvalues of a symmetric tridiagonal matrix

NASA Technical Reports Server (NTRS)

Swarztrauber, Paul N.

1989-01-01

An O(log sup 2 N) parallel algorithm is presented for computing the eigenvalues of a symmetric tridiagonal matrix using a parallel algorithm for computing the zeros of the characteristic polynomial. The method is based on a quadratic recurrence in which the characteristic polynomial is constructed on a binary tree from polynomials whose degree doubles at each level. Intervals that contain exactly one zero are determined by the zeros of polynomials at the previous level which ensures that different processors compute different zeros. The exact behavior of the polynomials at the interval endpoints is used to eliminate the usual problems induced by finite precision arithmetic.

Non-linear eigensolver-based alternative to traditional SCF methods

NASA Astrophysics Data System (ADS)

Gavin, B.; Polizzi, E.

2013-05-01

The self-consistent procedure in electronic structure calculations is revisited using a highly efficient and robust algorithm for solving the non-linear eigenvector problem, i.e., H({ψ})ψ = Eψ. This new scheme is derived from a generalization of the FEAST eigenvalue algorithm to account for the non-linearity of the Hamiltonian with the occupied eigenvectors. Using a series of numerical examples and the density functional theory-Kohn/Sham model, it will be shown that our approach can outperform the traditional SCF mixing-scheme techniques by providing a higher converge rate, convergence to the correct solution regardless of the choice of the initial guess, and a significant reduction of the eigenvalue solve time in simulations.

Instability of the cored barotropic disc: the linear eigenvalue formulation

NASA Astrophysics Data System (ADS)

Polyachenko, E. V.

2018-05-01

Gaseous rotating razor-thin discs are a testing ground for theories of spiral structure that try to explain appearance and diversity of disc galaxy patterns. These patterns are believed to arise spontaneously under the action of gravitational instability, but calculations of its characteristics in the gas are mostly obscured. The paper suggests a new method for finding the spiral patterns based on an expansion of small amplitude perturbations over Lagrange polynomials in small radial elements. The final matrix equation is extracted from the original hydrodynamical equations without the use of an approximate theory and has a form of the linear algebraic eigenvalue problem. The method is applied to a galactic model with the cored exponential density profile.

Comptonization in Ultra-Strong Magnetic Fields: Numerical Solution to the Radiative Transfer Problem

NASA Technical Reports Server (NTRS)

Ceccobello, C.; Farinelli, R.; Titarchuk, L.

2014-01-01

We consider the radiative transfer problem in a plane-parallel slab of thermal electrons in the presence of an ultra-strong magnetic field (B approximately greater than B(sub c) approx. = 4.4 x 10(exp 13) G). Under these conditions, the magnetic field behaves like a birefringent medium for the propagating photons, and the electromagnetic radiation is split into two polarization modes, ordinary and extraordinary, that have different cross-sections. When the optical depth of the slab is large, the ordinary-mode photons are strongly Comptonized and the photon field is dominated by an isotropic component. Aims. The radiative transfer problem in strong magnetic fields presents many mathematical issues and analytical or numerical solutions can be obtained only under some given approximations. We investigate this problem both from the analytical and numerical point of view, provide a test of the previous analytical estimates, and extend these results with numerical techniques. Methods. We consider here the case of low temperature black-body photons propagating in a sub-relativistic temperature plasma, which allows us to deal with a semi-Fokker-Planck approximation of the radiative transfer equation. The problem can then be treated with the variable separation method, and we use a numerical technique to find solutions to the eigenvalue problem in the case of a singular kernel of the space operator. The singularity of the space kernel is the result of the strong angular dependence of the electron cross-section in the presence of a strong magnetic field. Results. We provide the numerical solution obtained for eigenvalues and eigenfunctions of the space operator, and the emerging Comptonization spectrum of the ordinary-mode photons for any eigenvalue of the space equation and for energies significantly lesser than the cyclotron energy, which is on the order of MeV for the intensity of the magnetic field here considered. Conclusions. We derived the specific intensity of the ordinary photons, under the approximation of large angle and large optical depth. These assumptions allow the equation to be treated using a diffusion-like approximation.

Solution of matrix equations using sparse techniques

NASA Technical Reports Server (NTRS)

Baddourah, Majdi

1994-01-01

The solution of large systems of matrix equations is key to the solution of a large number of scientific and engineering problems. This talk describes the sparse matrix solver developed at Langley which can routinely solve in excess of 263,000 equations in 40 seconds on one Cray C-90 processor. It appears that for large scale structural analysis applications, sparse matrix methods have a significant performance advantage over other methods.

Total variation-based method for radar coincidence imaging with model mismatch for extended target

NASA Astrophysics Data System (ADS)

Cao, Kaicheng; Zhou, Xiaoli; Cheng, Yongqiang; Fan, Bo; Qin, Yuliang

2017-11-01

Originating from traditional optical coincidence imaging, radar coincidence imaging (RCI) is a staring/forward-looking imaging technique. In RCI, the reference matrix must be computed precisely to reconstruct the image as preferred; unfortunately, such precision is almost impossible due to the existence of model mismatch in practical applications. Although some conventional sparse recovery algorithms are proposed to solve the model-mismatch problem, they are inapplicable to nonsparse targets. We therefore sought to derive the signal model of RCI with model mismatch by replacing the sparsity constraint item with total variation (TV) regularization in the sparse total least squares optimization problem; in this manner, we obtain the objective function of RCI with model mismatch for an extended target. A more robust and efficient algorithm called TV-TLS is proposed, in which the objective function is divided into two parts and the perturbation matrix and scattering coefficients are updated alternately. Moreover, due to the ability of TV regularization to recover sparse signal or image with sparse gradient, TV-TLS method is also applicable to sparse recovering. Results of numerical experiments demonstrate that, for uniform extended targets, sparse targets, and real extended targets, the algorithm can achieve preferred imaging performance both in suppressing noise and in adapting to model mismatch.

1-norm support vector novelty detection and its sparseness.

PubMed

Zhang, Li; Zhou, WeiDa

2013-12-01

This paper proposes a 1-norm support vector novelty detection (SVND) method and discusses its sparseness. 1-norm SVND is formulated as a linear programming problem and uses two techniques for inducing sparseness, or the 1-norm regularization and the hinge loss function. We also find two upper bounds on the sparseness of 1-norm SVND, or exact support vector (ESV) and kernel Gram matrix rank bounds. The ESV bound indicates that 1-norm SVND has a sparser representation model than SVND. The kernel Gram matrix rank bound can loosely estimate the sparseness of 1-norm SVND. Experimental results show that 1-norm SVND is feasible and effective. Copyright © 2013 Elsevier Ltd. All rights reserved.

Brief announcement: Hypergraph parititioning for parallel sparse matrix-matrix multiplication

DOE PAGES

Ballard, Grey; Druinsky, Alex; Knight, Nicholas; ...

2015-01-01

The performance of parallel algorithms for sparse matrix-matrix multiplication is typically determined by the amount of interprocessor communication performed, which in turn depends on the nonzero structure of the input matrices. In this paper, we characterize the communication cost of a sparse matrix-matrix multiplication algorithm in terms of the size of a cut of an associated hypergraph that encodes the computation for a given input nonzero structure. Obtaining an optimal algorithm corresponds to solving a hypergraph partitioning problem. Furthermore, our hypergraph model generalizes several existing models for sparse matrix-vector multiplication, and we can leverage hypergraph partitioners developed for that computationmore » to improve application-specific algorithms for multiplying sparse matrices.« less

Limited-memory trust-region methods for sparse relaxation

NASA Astrophysics Data System (ADS)

Adhikari, Lasith; DeGuchy, Omar; Erway, Jennifer B.; Lockhart, Shelby; Marcia, Roummel F.

2017-08-01

In this paper, we solve the l2-l1 sparse recovery problem by transforming the objective function of this problem into an unconstrained differentiable function and applying a limited-memory trust-region method. Unlike gradient projection-type methods, which uses only the current gradient, our approach uses gradients from previous iterations to obtain a more accurate Hessian approximation. Numerical experiments show that our proposed approach eliminates spurious solutions more effectively while improving computational time.

Partitioning Rectangular and Structurally Nonsymmetric Sparse Matrices for Parallel Processing

DOE Office of Scientific and Technical Information (OSTI.GOV)

B. Hendrickson; T.G. Kolda

1998-09-01

A common operation in scientific computing is the multiplication of a sparse, rectangular or structurally nonsymmetric matrix and a vector. In many applications the matrix- transpose-vector product is also required. This paper addresses the efficient parallelization of these operations. We show that the problem can be expressed in terms of partitioning bipartite graphs. We then introduce several algorithms for this partitioning problem and compare their performance on a set of test matrices.

The application of nonlinear programming and collocation to optimal aeroassisted orbital transfers

NASA Astrophysics Data System (ADS)

Shi, Y. Y.; Nelson, R. L.; Young, D. H.; Gill, P. E.; Murray, W.; Saunders, M. A.

1992-01-01

Sequential quadratic programming (SQP) and collocation of the differential equations of motion were applied to optimal aeroassisted orbital transfers. The Optimal Trajectory by Implicit Simulation (OTIS) computer program codes with updated nonlinear programming code (NZSOL) were used as a testbed for the SQP nonlinear programming (NLP) algorithms. The state-of-the-art sparse SQP method is considered to be effective for solving large problems with a sparse matrix. Sparse optimizers are characterized in terms of memory requirements and computational efficiency. For the OTIS problems, less than 10 percent of the Jacobian matrix elements are nonzero. The SQP method encompasses two phases: finding an initial feasible point by minimizing the sum of infeasibilities and minimizing the quadratic objective function within the feasible region. The orbital transfer problem under consideration involves the transfer from a high energy orbit to a low energy orbit.

Multiple sclerosis lesion segmentation using dictionary learning and sparse coding.

PubMed

Weiss, Nick; Rueckert, Daniel; Rao, Anil

2013-01-01

The segmentation of lesions in the brain during the development of Multiple Sclerosis is part of the diagnostic assessment for this disease and gives information on its current severity. This laborious process is still carried out in a manual or semiautomatic fashion by clinicians because published automatic approaches have not been universal enough to be widely employed in clinical practice. Thus Multiple Sclerosis lesion segmentation remains an open problem. In this paper we present a new unsupervised approach addressing this problem with dictionary learning and sparse coding methods. We show its general applicability to the problem of lesion segmentation by evaluating our approach on synthetic and clinical image data and comparing it to state-of-the-art methods. Furthermore the potential of using dictionary learning and sparse coding for such segmentation tasks is investigated and various possibilities for further experiments are discussed.

A Performance Comparison of the Parallel Preconditioners for Iterative Methods for Large Sparse Linear Systems Arising from Partial Differential Equations on Structured Grids

NASA Astrophysics Data System (ADS)

Ma, Sangback

In this paper we compare various parallel preconditioners such as Point-SSOR (Symmetric Successive OverRelaxation), ILU(0) (Incomplete LU) in the Wavefront ordering, ILU(0) in the Multi-color ordering, Multi-Color Block SOR (Successive OverRelaxation), SPAI (SParse Approximate Inverse) and pARMS (Parallel Algebraic Recursive Multilevel Solver) for solving large sparse linear systems arising from two-dimensional PDE (Partial Differential Equation)s on structured grids. Point-SSOR is well-known, and ILU(0) is one of the most popular preconditioner, but it is inherently serial. ILU(0) in the Wavefront ordering maximizes the parallelism in the natural order, but the lengths of the wave-fronts are often nonuniform. ILU(0) in the Multi-color ordering is a simple way of achieving a parallelism of the order N, where N is the order of the matrix, but its convergence rate often deteriorates as compared to that of natural ordering. We have chosen the Multi-Color Block SOR preconditioner combined with direct sparse matrix solver, since for the Laplacian matrix the SOR method is known to have a nondeteriorating rate of convergence when used with the Multi-Color ordering. By using block version we expect to minimize the interprocessor communications. SPAI computes the sparse approximate inverse directly by least squares method. Finally, ARMS is a preconditioner recursively exploiting the concept of independent sets and pARMS is the parallel version of ARMS. Experiments were conducted for the Finite Difference and Finite Element discretizations of five two-dimensional PDEs with large meshsizes up to a million on an IBM p595 machine with distributed memory. Our matrices are real positive, i. e., their real parts of the eigenvalues are positive. We have used GMRES(m) as our outer iterative method, so that the convergence of GMRES(m) for our test matrices are mathematically guaranteed. Interprocessor communications were done using MPI (Message Passing Interface) primitives. The results show that in general ILU(0) in the Multi-Color ordering ahd ILU(0) in the Wavefront ordering outperform the other methods but for symmetric and nearly symmetric 5-point matrices Multi-Color Block SOR gives the best performance, except for a few cases with a small number of processors.

Bifurcating fronts for the Taylor-Couette problem in infinite cylinders

NASA Astrophysics Data System (ADS)

Hărăguş-Courcelle, M.; Schneider, G.

We show the existence of bifurcating fronts for the weakly unstable Taylor-Couette problem in an infinite cylinder. These fronts connect a stationary bifurcating pattern, here the Taylor vortices, with the trivial ground state, here the Couette flow. In order to show the existence result we improve a method which was already used in establishing the existence of bifurcating fronts for the Swift-Hohenberg equation by Collet and Eckmann, 1986, and by Eckmann and Wayne, 1991. The existence proof is based on spatial dynamics and center manifold theory. One of the difficulties in applying center manifold theory comes from an infinite number of eigenvalues on the imaginary axis for vanishing bifurcation parameter. But nevertheless, a finite dimensional reduction is possible, since the eigenvalues leave the imaginary axis with different velocities, if the bifurcation parameter is increased. In contrast to previous work we have to use normalform methods and a non-standard cut-off function to obtain a center manifold which is large enough to contain the bifurcating fronts.

Learning SVM in Kreĭn Spaces.

PubMed

Loosli, Gaelle; Canu, Stephane; Ong, Cheng Soon

2016-06-01

This paper presents a theoretical foundation for an SVM solver in Kreĭn spaces. Up to now, all methods are based either on the matrix correction, or on non-convex minimization, or on feature-space embedding. Here we justify and evaluate a solution that uses the original (indefinite) similarity measure, in the original Kreĭn space. This solution is the result of a stabilization procedure. We establish the correspondence between the stabilization problem (which has to be solved) and a classical SVM based on minimization (which is easy to solve). We provide simple equations to go from one to the other (in both directions). This link between stabilization and minimization problems is the key to obtain a solution in the original Kreĭn space. Using KSVM, one can solve SVM with usually troublesome kernels (large negative eigenvalues or large numbers of negative eigenvalues). We show experiments showing that our algorithm KSVM outperforms all previously proposed approaches to deal with indefinite matrices in SVM-like kernel methods.

Linear state feedback, quadratic weights, and closed loop eigenstructures. M.S. Thesis

NASA Technical Reports Server (NTRS)

Thompson, P. M.

1979-01-01

Results are given on the relationships between closed loop eigenstructures, state feedback gain matrices of the linear state feedback problem, and quadratic weights of the linear quadratic regulator. Equations are derived for the angles of general multivariable root loci and linear quadratic optimal root loci, including angles of departure and approach. The generalized eigenvalue problem is used for the first time to compute angles of approach. Equations are also derived to find the sensitivity of closed loop eigenvalues and the directional derivatives of closed loop eigenvectors (with respect to a scalar multiplying the feedback gain matrix or the quadratic control weight). An equivalence class of quadratic weights that produce the same asymptotic eigenstructure is defined, sufficient conditions to be in it are given, a canonical element is defined, and an algorithm to find it is given. The behavior of the optimal root locus in the nonasymptotic region is shown to be different for quadratic weights with the same asymptotic properties.

A High Frequency Model of Cascade Noise

NASA Technical Reports Server (NTRS)

Envia, Edmane

1998-01-01

Closed form asymptotic expressions for computing high frequency noise generated by an annular cascade in an infinite duct containing a uniform flow are presented. There are two new elements in this work. First, the annular duct mode representation does not rely on the often-used Bessel function expansion resulting in simpler expressions for both the radial eigenvalues and eigenfunctions of the duct. In particular, the new representation provides an explicit approximate formula for the radial eigenvalues obviating the need for solutions of the transcendental annular duct eigenvalue equation. Also, the radial eigenfunctions are represented in terms of exponentials eliminating the numerical problems associated with generating the Bessel functions on a computer. The second new element is the construction of an unsteady response model for an annular cascade. The new construction satisfies the boundary conditions on both the cascade and duct walls simultaneously adding a new level of realism to the noise calculations. Preliminary results which demonstrate the effectiveness of the new elements are presented. A discussion of the utility of the asymptotic formulas for calculating cascade discrete tone as well as broadband noise is also included.

On the calculation of resonances by analytic continuation of eigenvalues from the stabilization graph

NASA Astrophysics Data System (ADS)

Haritan, Idan; Moiseyev, Nimrod

2017-07-01

Resonances play a major role in a large variety of fields in physics and chemistry. Accordingly, there is a growing interest in methods designed to calculate them. Recently, Landau et al. proposed a new approach to analytically dilate a single eigenvalue from the stabilization graph into the complex plane. This approach, termed Resonances Via Padé (RVP), utilizes the Padé approximant and is based on a unique analysis of the stabilization graph. Yet, analytic continuation of eigenvalues from the stabilization graph into the complex plane is not a new idea. In 1975, Jordan suggested an analytic continuation method based on the branch point structure of the stabilization graph. The method was later modified by McCurdy and McNutt, and it is still being used today. We refer to this method as the Truncated Characteristic Polynomial (TCP) method. In this manuscript, we perform an in-depth comparison between the RVP and the TCP methods. We demonstrate that while both methods are important and complementary, the advantage of one method over the other is problem-dependent. Illustrative examples are provided in the manuscript.

A novel scatter-matrix eigenvalues-based total variation (SMETV) regularization for medical image restoration

NASA Astrophysics Data System (ADS)

Huang, Zhenghua; Zhang, Tianxu; Deng, Lihua; Fang, Hao; Li, Qian

2015-12-01

Total variation(TV) based on regularization has been proven as a popular and effective model for image restoration, because of its ability of edge preserved. However, as the TV favors a piece-wise constant solution, the processing results in the flat regions of the image are easily produced "staircase effects", and the amplitude of the edges will be underestimated; the underlying cause of the problem is that the regularization parameter can not be changeable with spatial local information of image. In this paper, we propose a novel Scatter-matrix eigenvalues-based TV(SMETV) regularization with image blind restoration algorithm for deblurring medical images. The spatial information in different image regions is incorporated into regularization by using the edge indicator called difference eigenvalue to distinguish edges from flat areas. The proposed algorithm can effectively reduce the noise in flat regions as well as preserve the edge and detailed information. Moreover, it becomes more robust with the change of the regularization parameter. Extensive experiments demonstrate that the proposed approach produces results superior to most methods in both visual image quality and quantitative measures.

State space approach to mixed boundary value problems.

NASA Technical Reports Server (NTRS)

Chen, C. F.; Chen, M. M.

1973-01-01

A state-space procedure for the formulation and solution of mixed boundary value problems is established. This procedure is a natural extension of the method used in initial value problems; however, certain special theorems and rules must be developed. The scope of the applications of the approach includes beam, arch, and axisymmetric shell problems in structural analysis, boundary layer problems in fluid mechanics, and eigenvalue problems for deformable bodies. Many classical methods in these fields developed by Holzer, Prohl, Myklestad, Thomson, Love-Meissner, and others can be either simplified or unified under new light shed by the state-variable approach. A beam problem is included as an illustration.

Fast and Adaptive Sparse Precision Matrix Estimation in High Dimensions

PubMed Central

Liu, Weidong; Luo, Xi

2014-01-01

This paper proposes a new method for estimating sparse precision matrices in the high dimensional setting. It has been popular to study fast computation and adaptive procedures for this problem. We propose a novel approach, called Sparse Column-wise Inverse Operator, to address these two issues. We analyze an adaptive procedure based on cross validation, and establish its convergence rate under the Frobenius norm. The convergence rates under other matrix norms are also established. This method also enjoys the advantage of fast computation for large-scale problems, via a coordinate descent algorithm. Numerical merits are illustrated using both simulated and real datasets. In particular, it performs favorably on an HIV brain tissue dataset and an ADHD resting-state fMRI dataset. PMID:25750463

Krein signature for instability of PT-symmetric states

NASA Astrophysics Data System (ADS)

Chernyavsky, Alexander; Pelinovsky, Dmitry E.

2018-05-01

Krein quantity is introduced for isolated neutrally stable eigenvalues associated with the stationary states in the PT-symmetric nonlinear Schrödinger equation. Krein quantity is real and nonzero for simple eigenvalues but it vanishes if two simple eigenvalues coalesce into a defective eigenvalue. A necessary condition for bifurcation of unstable eigenvalues from the defective eigenvalue is proved. This condition requires the two simple eigenvalues before the coalescence point to have opposite Krein signatures. The theory is illustrated with several numerical examples motivated by recent publications in physics literature.

Improved Spectral Calculations for Discrete Schrődinger Operators

NASA Astrophysics Data System (ADS)

Puelz, Charles

This work details an O(n2) algorithm for computing spectra of discrete Schrődinger operators with periodic potentials. Spectra of these objects enhance our understanding of fundamental aperiodic physical systems and contain rich theoretical structure of interest to the mathematical community. Previous work on the Harper model led to an O(n2) algorithm relying on properties not satisfied by other aperiodic operators. Physicists working with the Fibonacci Hamiltonian, a popular quasicrystal model, have instead used a problematic dynamical map approach or a sluggish O(n3) procedure for their calculations. The algorithm presented in this work, a blend of well-established eigenvalue/vector algorithms, provides researchers with a more robust computational tool of general utility. Application to the Fibonacci Hamiltonian in the sparsely studied intermediate coupling regime reveals structure in canonical coverings of the spectrum that will prove useful in motivating conjectures regarding band combinatorics and fractal dimensions.

Accelerating Full Configuration Interaction Calculations for Nuclear Structure

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yang, Chao; Sternberg, Philip; Maris, Pieter

2008-04-14

One of the emerging computational approaches in nuclear physics is the full configuration interaction (FCI) method for solving the many-body nuclear Hamiltonian in a sufficiently large single-particle basis space to obtain exact answers - either directly or by extrapolation. The lowest eigenvalues and correspondingeigenvectors for very large, sparse and unstructured nuclear Hamiltonian matrices are obtained and used to evaluate additional experimental quantities. These matrices pose a significant challenge to the design and implementation of efficient and scalable algorithms for obtaining solutions on massively parallel computer systems. In this paper, we describe the computational strategies employed in a state-of-the-art FCI codemore » MFDn (Many Fermion Dynamics - nuclear) as well as techniques we recently developed to enhance the computational efficiency of MFDn. We will demonstrate the current capability of MFDn and report the latest performance improvement we have achieved. We will also outline our future research directions.« less

Control theory and splines, applied to signature storage

NASA Technical Reports Server (NTRS)

Enqvist, Per

1994-01-01

In this report the problem we are going to study is the interpolation of a set of points in the plane with the use of control theory. We will discover how different systems generate different kinds of splines, cubic and exponential, and investigate the effect that the different systems have on the tracking problems. Actually we will see that the important parameters will be the two eigenvalues of the control matrix.

Guided waves dispersion equations for orthotropic multilayered pipes solved using standard finite elements code.

PubMed

Predoi, Mihai Valentin

2014-09-01

The dispersion curves for hollow multilayered cylinders are prerequisites in any practical guided waves application on such structures. The equations for homogeneous isotropic materials have been established more than 120 years ago. The difficulties in finding numerical solutions to analytic expressions remain considerable, especially if the materials are orthotropic visco-elastic as in the composites used for pipes in the last decades. Among other numerical techniques, the semi-analytical finite elements method has proven its capability of solving this problem. Two possibilities exist to model a finite elements eigenvalue problem: a two-dimensional cross-section model of the pipe or a radial segment model, intersecting the layers between the inner and the outer radius of the pipe. The last possibility is here adopted and distinct differential problems are deduced for longitudinal L(0,n), torsional T(0,n) and flexural F(m,n) modes. Eigenvalue problems are deduced for the three modes classes, offering explicit forms of each coefficient for the matrices used in an available general purpose finite elements code. Comparisons with existing solutions for pipes filled with non-linear viscoelastic fluid or visco-elastic coatings as well as for a fully orthotropic hollow cylinder are all proving the reliability and ease of use of this method. Copyright © 2014 Elsevier B.V. All rights reserved.

Computing sparse derivatives and consecutive zeros problem

NASA Astrophysics Data System (ADS)

Chandra, B. V. Ravi; Hossain, Shahadat

2013-02-01

We describe a substitution based sparse Jacobian matrix determination method using algorithmic differentiation. Utilizing the a priori known sparsity pattern, a compression scheme is determined using graph coloring. The "compressed pattern" of the Jacobian matrix is then reordered into a form suitable for computation by substitution. We show that the column reordering of the compressed pattern matrix (so as to align the zero entries into consecutive locations in each row) can be viewed as a variant of traveling salesman problem. Preliminary computational results show that on the test problems the performance of nearest-neighbor type heuristic algorithms is highly encouraging.

Accounting for Sampling Error in Genetic Eigenvalues Using Random Matrix Theory.

PubMed

Sztepanacz, Jacqueline L; Blows, Mark W

2017-07-01

The distribution of genetic variance in multivariate phenotypes is characterized by the empirical spectral distribution of the eigenvalues of the genetic covariance matrix. Empirical estimates of genetic eigenvalues from random effects linear models are known to be overdispersed by sampling error, where large eigenvalues are biased upward, and small eigenvalues are biased downward. The overdispersion of the leading eigenvalues of sample covariance matrices have been demonstrated to conform to the Tracy-Widom (TW) distribution. Here we show that genetic eigenvalues estimated using restricted maximum likelihood (REML) in a multivariate random effects model with an unconstrained genetic covariance structure will also conform to the TW distribution after empirical scaling and centering. However, where estimation procedures using either REML or MCMC impose boundary constraints, the resulting genetic eigenvalues tend not be TW distributed. We show how using confidence intervals from sampling distributions of genetic eigenvalues without reference to the TW distribution is insufficient protection against mistaking sampling error as genetic variance, particularly when eigenvalues are small. By scaling such sampling distributions to the appropriate TW distribution, the critical value of the TW statistic can be used to determine if the magnitude of a genetic eigenvalue exceeds the sampling error for each eigenvalue in the spectral distribution of a given genetic covariance matrix. Copyright © 2017 by the Genetics Society of America.

One-shot 3D scanning by combining sparse landmarks with dense gradient information

NASA Astrophysics Data System (ADS)

Di Martino, Matías; Flores, Jorge; Ferrari, José A.

2018-06-01

Scene understanding is one of the most challenging and popular problems in the field of robotics and computer vision and the estimation of 3D information is at the core of most of these applications. In order to retrieve the 3D structure of a test surface we propose a single shot approach that combines dense gradient information with sparse absolute measurements. To that end, we designed a colored pattern that codes fine horizontal and vertical fringes, with sparse corners landmarks. By measuring the deformation (bending) of horizontal and vertical fringes, we are able to estimate surface local variations (i.e. its gradient field). Then corner sparse landmarks are detected and matched to infer spare absolute information about the test surface height. Local gradient information is combined with the sparse absolute values which work as anchors to guide the integration process. We show that this can be mathematically done in a very compact and intuitive way by properly defining a Poisson-like partial differential equation. Then we address in detail how the problem can be formulated in a discrete domain and how it can be practically solved by straight forward linear numerical solvers. Finally, validation experiment are presented.

Medical image classification based on multi-scale non-negative sparse coding.

PubMed

Zhang, Ruijie; Shen, Jian; Wei, Fushan; Li, Xiong; Sangaiah, Arun Kumar

2017-11-01

With the rapid development of modern medical imaging technology, medical image classification has become more and more important in medical diagnosis and clinical practice. Conventional medical image classification algorithms usually neglect the semantic gap problem between low-level features and high-level image semantic, which will largely degrade the classification performance. To solve this problem, we propose a multi-scale non-negative sparse coding based medical image classification algorithm. Firstly, Medical images are decomposed into multiple scale layers, thus diverse visual details can be extracted from different scale layers. Secondly, for each scale layer, the non-negative sparse coding model with fisher discriminative analysis is constructed to obtain the discriminative sparse representation of medical images. Then, the obtained multi-scale non-negative sparse coding features are combined to form a multi-scale feature histogram as the final representation for a medical image. Finally, SVM classifier is combined to conduct medical image classification. The experimental results demonstrate that our proposed algorithm can effectively utilize multi-scale and contextual spatial information of medical images, reduce the semantic gap in a large degree and improve medical image classification performance. Copyright © 2017 Elsevier B.V. All rights reserved.

Nonconvex Sparse Logistic Regression With Weakly Convex Regularization

NASA Astrophysics Data System (ADS)

Shen, Xinyue; Gu, Yuantao

2018-06-01

In this work we propose to fit a sparse logistic regression model by a weakly convex regularized nonconvex optimization problem. The idea is based on the finding that a weakly convex function as an approximation of the $\\ell_0$ pseudo norm is able to better induce sparsity than the commonly used $\\ell_1$ norm. For a class of weakly convex sparsity inducing functions, we prove the nonconvexity of the corresponding sparse logistic regression problem, and study its local optimality conditions and the choice of the regularization parameter to exclude trivial solutions. Despite the nonconvexity, a method based on proximal gradient descent is used to solve the general weakly convex sparse logistic regression, and its convergence behavior is studied theoretically. Then the general framework is applied to a specific weakly convex function, and a necessary and sufficient local optimality condition is provided. The solution method is instantiated in this case as an iterative firm-shrinkage algorithm, and its effectiveness is demonstrated in numerical experiments by both randomly generated and real datasets.

Exploring Deep Learning and Sparse Matrix Format Selection

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhao, Y.; Liao, C.; Shen, X.

We proposed to explore the use of Deep Neural Networks (DNN) for addressing the longstanding barriers. The recent rapid progress of DNN technology has created a large impact in many fields, which has significantly improved the prediction accuracy over traditional machine learning techniques in image classifications, speech recognitions, machine translations, and so on. To some degree, these tasks resemble the decision makings in many HPC tasks, including the aforementioned format selection for SpMV and linear solver selection. For instance, sparse matrix format selection is akin to image classification—such as, to tell whether an image contains a dog or a cat;more » in both problems, the right decisions are primarily determined by the spatial patterns of the elements in an input. For image classification, the patterns are of pixels, and for sparse matrix format selection, they are of non-zero elements. DNN could be naturally applied if we regard a sparse matrix as an image and the format selection or solver selection as classification problems.« less

Multi-sparse dictionary colorization algorithm based on the feature classification and detail enhancement

NASA Astrophysics Data System (ADS)

Yan, Dan; Bai, Lianfa; Zhang, Yi; Han, Jing

2018-02-01

For the problems of missing details and performance of the colorization based on sparse representation, we propose a conceptual model framework for colorizing gray-scale images, and then a multi-sparse dictionary colorization algorithm based on the feature classification and detail enhancement (CEMDC) is proposed based on this framework. The algorithm can achieve a natural colorized effect for a gray-scale image, and it is consistent with the human vision. First, the algorithm establishes a multi-sparse dictionary classification colorization model. Then, to improve the accuracy rate of the classification, the corresponding local constraint algorithm is proposed. Finally, we propose a detail enhancement based on Laplacian Pyramid, which is effective in solving the problem of missing details and improving the speed of image colorization. In addition, the algorithm not only realizes the colorization of the visual gray-scale image, but also can be applied to the other areas, such as color transfer between color images, colorizing gray fusion images, and infrared images.

On Browne's Solution for Oblique Procrustes Rotation

ERIC Educational Resources Information Center

Cramer, Elliot M.

1974-01-01

A form of Browne's (1967) solution of finding a least squares fit to a specified factor structure is given which does not involve solution of an eigenvalue problem. It suggests the possible existence of a singularity, and a simple modification of Browne's computational procedure is proposed. (Author/RC)

Analytical solution for the advection-dispersion transport equation in layered media

USDA-ARS?s Scientific Manuscript database

The advection-dispersion transport equation with first-order decay was solved analytically for multi-layered media using the classic integral transform technique (CITT). The solution procedure used an associated non-self-adjoint advection-diffusion eigenvalue problem that had the same form and coef...

Solving Differential Equations Using Modified Picard Iteration

ERIC Educational Resources Information Center

Robin, W. A.

2010-01-01

Many classes of differential equations are shown to be open to solution through a method involving a combination of a direct integration approach with suitably modified Picard iterative procedures. The classes of differential equations considered include typical initial value, boundary value and eigenvalue problems arising in physics and…

Sampled-Data Consensus of Linear Multi-agent Systems With Packet Losses.

PubMed

Zhang, Wenbing; Tang, Yang; Huang, Tingwen; Kurths, Jurgen

In this paper, the consensus problem is studied for a class of multi-agent systems with sampled data and packet losses, where random and deterministic packet losses are considered, respectively. For random packet losses, a Bernoulli-distributed white sequence is used to describe packet dropouts among agents in a stochastic way. For deterministic packet losses, a switched system with stable and unstable subsystems is employed to model packet dropouts in a deterministic way. The purpose of this paper is to derive consensus criteria, such that linear multi-agent systems with sampled-data and packet losses can reach consensus. By means of the Lyapunov function approach and the decomposition method, the design problem of a distributed controller is solved in terms of convex optimization. The interplay among the allowable bound of the sampling interval, the probability of random packet losses, and the rate of deterministic packet losses are explicitly derived to characterize consensus conditions. The obtained criteria are closely related to the maximum eigenvalue of the Laplacian matrix versus the second minimum eigenvalue of the Laplacian matrix, which reveals the intrinsic effect of communication topologies on consensus performance. Finally, simulations are given to show the effectiveness of the proposed results.In this paper, the consensus problem is studied for a class of multi-agent systems with sampled data and packet losses, where random and deterministic packet losses are considered, respectively. For random packet losses, a Bernoulli-distributed white sequence is used to describe packet dropouts among agents in a stochastic way. For deterministic packet losses, a switched system with stable and unstable subsystems is employed to model packet dropouts in a deterministic way. The purpose of this paper is to derive consensus criteria, such that linear multi-agent systems with sampled-data and packet losses can reach consensus. By means of the Lyapunov function approach and the decomposition method, the design problem of a distributed controller is solved in terms of convex optimization. The interplay among the allowable bound of the sampling interval, the probability of random packet losses, and the rate of deterministic packet losses are explicitly derived to characterize consensus conditions. The obtained criteria are closely related to the maximum eigenvalue of the Laplacian matrix versus the second minimum eigenvalue of the Laplacian matrix, which reveals the intrinsic effect of communication topologies on consensus performance. Finally, simulations are given to show the effectiveness of the proposed results.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chow, Edmond

Solving sparse problems is at the core of many DOE computational science applications. We focus on the challenge of developing sparse algorithms that can fully exploit the parallelism in extreme-scale computing systems, in particular systems with massive numbers of cores per node. Our approach is to express a sparse matrix factorization as a large number of bilinear constraint equations, and then solving these equations via an asynchronous iterative method. The unknowns in these equations are the matrix entries of the factorization that is desired.

A parametric method for determining the number of signals in narrow-band direction finding

NASA Astrophysics Data System (ADS)

Wu, Qiang; Fuhrmann, Daniel R.

1991-08-01

A novel and more accurate method to determine the number of signals in the multisource direction finding problem is developed. The information-theoretic criteria of Yin and Krishnaiah (1988) are applied to a set of quantities which are evaluated from the log-likelihood function. Based on proven asymptotic properties of the maximum likelihood estimation, these quantities have the properties required by the criteria. Since the information-theoretic criteria use these quantities instead of the eigenvalues of the estimated correlation matrix, this approach possesses the advantage of not requiring a subjective threshold, and also provides higher performance than when eigenvalues are used. Simulation results are presented and compared to those obtained from the nonparametric method given by Wax and Kailath (1985).

A generalized Lyapunov theory for robust root clustering of linear state space models with real parameter uncertainty

NASA Technical Reports Server (NTRS)

Yedavalli, R. K.

1992-01-01

The problem of analyzing and designing controllers for linear systems subject to real parameter uncertainty is considered. An elegant, unified theory for robust eigenvalue placement is presented for a class of D-regions defined by algebraic inequalities by extending the nominal matrix root clustering theory of Gutman and Jury (1981) to linear uncertain time systems. The author presents explicit conditions for matrix root clustering for different D-regions and establishes the relationship between the eigenvalue migration range and the parameter range. The bounds are all obtained by one-shot computation in the matrix domain and do not need any frequency sweeping or parameter gridding. The method uses the generalized Lyapunov theory for getting the bounds.

Spectral properties of the massless relativistic quartic oscillator

NASA Astrophysics Data System (ADS)

Durugo, Samuel O.; Lőrinczi, József

2018-03-01

An explicit solution of the spectral problem of the non-local Schrödinger operator obtained as the sum of the square root of the Laplacian and a quartic potential in one dimension is presented. The eigenvalues are obtained as zeroes of special functions related to the fourth order Airy function, and closed formulae for the Fourier transform of the eigenfunctions are derived. These representations allow to derive further spectral properties such as estimates of spectral gaps, heat trace and the asymptotic distribution of eigenvalues, as well as a detailed analysis of the eigenfunctions. A subtle spectral effect is observed which manifests in an exponentially tight approximation of the spectrum by the zeroes of the dominating term in the Fourier representation of the eigenfunctions and its derivative.

Numerical analysis of spectral properties of coupled oscillator Schroedinger operators. I - Single and double well anharmonic oscillators

NASA Technical Reports Server (NTRS)

Isaacson, D.; Isaacson, E. L.; Paes-Leme, P. J.; Marchesin, D.

1981-01-01

Several methods for computing many eigenvalues and eigenfunctions of a single anharmonic oscillator Schroedinger operator whose potential may have one or two minima are described. One of the methods requires the solution of an ill-conditioned generalized eigenvalue problem. This method has the virtue of using a bounded amount of work to achieve a given accuracy in both the single and double well regions. Rigorous bounds are given, and it is proved that the approximations converge faster than any inverse power of the size of the matrices needed to compute them. The results of computations for the g:phi(4):1 theory are presented. These results indicate that the methods actually converge exponentially fast.

Computationally efficient finite-difference modal method for the solution of Maxwell's equations.

PubMed

Semenikhin, Igor; Zanuccoli, Mauro

2013-12-01

In this work, a new implementation of the finite-difference (FD) modal method (FDMM) based on an iterative approach to calculate the eigenvalues and corresponding eigenfunctions of the Helmholtz equation is presented. Two relevant enhancements that significantly increase the speed and accuracy of the method are introduced. First of all, the solution of the complete eigenvalue problem is avoided in favor of finding only the meaningful part of eigenmodes by using iterative methods. Second, a multigrid algorithm and Richardson extrapolation are implemented. Simultaneous use of these techniques leads to an enhancement in terms of accuracy, which allows a simple method such as the FDMM with a typical three-point difference scheme to be significantly competitive with an analytical modal method.

Sensitivity Analyses for Sparse-Data Problems—Using Weakly Informative Bayesian Priors

PubMed Central

Hamra, Ghassan B.; MacLehose, Richard F.; Cole, Stephen R.

2013-01-01

Sparse-data problems are common, and approaches are needed to evaluate the sensitivity of parameter estimates based on sparse data. We propose a Bayesian approach that uses weakly informative priors to quantify sensitivity of parameters to sparse data. The weakly informative prior is based on accumulated evidence regarding the expected magnitude of relationships using relative measures of disease association. We illustrate the use of weakly informative priors with an example of the association of lifetime alcohol consumption and head and neck cancer. When data are sparse and the observed information is weak, a weakly informative prior will shrink parameter estimates toward the prior mean. Additionally, the example shows that when data are not sparse and the observed information is not weak, a weakly informative prior is not influential. Advancements in implementation of Markov Chain Monte Carlo simulation make this sensitivity analysis easily accessible to the practicing epidemiologist. PMID:23337241

An Extremal Eigenvalue Problem for a Two-Phase Conductor in a Ball

DOE Office of Scientific and Technical Information (OSTI.GOV)

Conca, Carlos; Mahadevan, Rajesh; Sanz, Leon

2009-10-15

The pioneering works of Murat and Tartar (Topics in the mathematical modeling of composite materials. PNLDE 31. Birkhaeuser, Basel, 1997) go a long way in showing, in general, that problems of optimal design may not admit solutions if microstructural designs are excluded from consideration. Therefore, assuming, tactilely, that the problem of minimizing the first eigenvalue of a two-phase conducting material with the conducting phases to be distributed in a fixed proportion in a given domain has no true solution in general domains, Cox and Lipton only study conditions for an optimal microstructural design (Cox and Lipton in Arch. Ration. Mech.more » Anal. 136:101-117, 1996). Although, the problem in one dimension has a solution (cf. Krein in AMS Transl. Ser. 2(1):163-187, 1955) and, in higher dimensions, the problem set in a ball can be deduced to have a radially symmetric solution (cf. Alvino et al. in Nonlinear Anal. TMA 13(2):185-220, 1989), these existence results have been regarded so far as being exceptional owing to complete symmetry. It is still not clear why the same problem in domains with partial symmetry should fail to have a solution which does not develop microstructure and respecting the symmetry of the domain. We hope to revive interest in this question by giving a new proof of the result in a ball using a simpler symmetrization result from Alvino and Trombetti (J. Math. Anal. Appl. 94:328-337, 1983)« less

Using Perturbed QR Factorizations To Solve Linear Least-Squares Problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Avron, Haim; Ng, Esmond G.; Toledo, Sivan

2008-03-21

We propose and analyze a new tool to help solve sparse linear least-squares problems min{sub x} {parallel}Ax-b{parallel}{sub 2}. Our method is based on a sparse QR factorization of a low-rank perturbation {cflx A} of A. More precisely, we show that the R factor of {cflx A} is an effective preconditioner for the least-squares problem min{sub x} {parallel}Ax-b{parallel}{sub 2}, when solved using LSQR. We propose applications for the new technique. When A is rank deficient we can add rows to ensure that the preconditioner is well-conditioned without column pivoting. When A is sparse except for a few dense rows we canmore » drop these dense rows from A to obtain {cflx A}. Another application is solving an updated or downdated problem. If R is a good preconditioner for the original problem A, it is a good preconditioner for the updated/downdated problem {cflx A}. We can also solve what-if scenarios, where we want to find the solution if a column of the original matrix is changed/removed. We present a spectral theory that analyzes the generalized spectrum of the pencil (A*A,R*R) and analyze the applications.« less

Variable is better than invariable: sparse VSS-NLMS algorithms with application to adaptive MIMO channel estimation.

PubMed

Gui, Guan; Chen, Zhang-xin; Xu, Li; Wan, Qun; Huang, Jiyan; Adachi, Fumiyuki

2014-01-01

Channel estimation problem is one of the key technical issues in sparse frequency-selective fading multiple-input multiple-output (MIMO) communication systems using orthogonal frequency division multiplexing (OFDM) scheme. To estimate sparse MIMO channels, sparse invariable step-size normalized least mean square (ISS-NLMS) algorithms were applied to adaptive sparse channel estimation (ACSE). It is well known that step-size is a critical parameter which controls three aspects: algorithm stability, estimation performance, and computational cost. However, traditional methods are vulnerable to cause estimation performance loss because ISS cannot balance the three aspects simultaneously. In this paper, we propose two stable sparse variable step-size NLMS (VSS-NLMS) algorithms to improve the accuracy of MIMO channel estimators. First, ASCE is formulated in MIMO-OFDM systems. Second, different sparse penalties are introduced to VSS-NLMS algorithm for ASCE. In addition, difference between sparse ISS-NLMS algorithms and sparse VSS-NLMS ones is explained and their lower bounds are also derived. At last, to verify the effectiveness of the proposed algorithms for ASCE, several selected simulation results are shown to prove that the proposed sparse VSS-NLMS algorithms can achieve better estimation performance than the conventional methods via mean square error (MSE) and bit error rate (BER) metrics.

Variable Is Better Than Invariable: Sparse VSS-NLMS Algorithms with Application to Adaptive MIMO Channel Estimation

PubMed Central

Gui, Guan; Chen, Zhang-xin; Xu, Li; Wan, Qun; Huang, Jiyan; Adachi, Fumiyuki

2014-01-01

Channel estimation problem is one of the key technical issues in sparse frequency-selective fading multiple-input multiple-output (MIMO) communication systems using orthogonal frequency division multiplexing (OFDM) scheme. To estimate sparse MIMO channels, sparse invariable step-size normalized least mean square (ISS-NLMS) algorithms were applied to adaptive sparse channel estimation (ACSE). It is well known that step-size is a critical parameter which controls three aspects: algorithm stability, estimation performance, and computational cost. However, traditional methods are vulnerable to cause estimation performance loss because ISS cannot balance the three aspects simultaneously. In this paper, we propose two stable sparse variable step-size NLMS (VSS-NLMS) algorithms to improve the accuracy of MIMO channel estimators. First, ASCE is formulated in MIMO-OFDM systems. Second, different sparse penalties are introduced to VSS-NLMS algorithm for ASCE. In addition, difference between sparse ISS-NLMS algorithms and sparse VSS-NLMS ones is explained and their lower bounds are also derived. At last, to verify the effectiveness of the proposed algorithms for ASCE, several selected simulation results are shown to prove that the proposed sparse VSS-NLMS algorithms can achieve better estimation performance than the conventional methods via mean square error (MSE) and bit error rate (BER) metrics. PMID:25089286

Analysis techniques for multivariate root loci. [a tool in linear control systems

NASA Technical Reports Server (NTRS)

Thompson, P. M.; Stein, G.; Laub, A. J.

1980-01-01

Analysis and techniques are developed for the multivariable root locus and the multivariable optimal root locus. The generalized eigenvalue problem is used to compute angles and sensitivities for both types of loci, and an algorithm is presented that determines the asymptotic properties of the optimal root locus.

Double layers without current

DOE Office of Scientific and Technical Information (OSTI.GOV)

Perkins, F.W.; Sun, Y.C.

1980-11-01

The steady-state solution of the nonlinear Vlasov-Poisson equations is reduced to a nonlinear eigenvalue problem for the case of double-layer (potential drop) boundary conditions. Solutions with no relative electron-ion drifts are found. The kinetic stability is discussed. Suggestions for creating these states in experiments and computer simulations are offered.

On Dynamics of Spinning Structures

NASA Technical Reports Server (NTRS)

Gupta, K. K.; Ibrahim, A.

2012-01-01

This paper provides details of developments pertaining to vibration analysis of gyroscopic systems, that involves a finite element structural discretization followed by the solution of the resulting matrix eigenvalue problem by a progressive, accelerated simultaneous iteration technique. Thus Coriolis, centrifugal and geometrical stiffness matrices are derived for shell and line elements, followed by the eigensolution details as well as solution of representative problems that demonstrates the efficacy of the currently developed numerical procedures and tools.

Polynomial modal analysis of slanted lamellar gratings.

PubMed

Granet, Gérard; Randriamihaja, Manjakavola Honore; Raniriharinosy, Karyl

2017-06-01

The problem of diffraction by slanted lamellar dielectric and metallic gratings in classical mounting is formulated as an eigenvalue eigenvector problem. The numerical solution is obtained by using the moment method with Legendre polynomials as expansion and test functions, which allows us to enforce in an exact manner the boundary conditions which determine the eigensolutions. Our method is successfully validated by comparison with other methods including in the case of highly slanted gratings.

The Shock and Vibration Digest, Volume 18, Number 3

DTIC Science & Technology

1986-03-01

Linear Distributed Parameter Des., Proc. Intl. Symp., 11th ONR Naval Struc. Systems by Shifted Legendre Polynomial Func- Mech. Symp., Tucson, AZ, pp...University, Atlanta, Georgia nonlinear problems with elementary algebra . It J. Sound Vib., 102 (2), pp 247-257 (Sept 22, uses i = -1, the Pascal’s...eigenvalues specified. The optimal avoid failure due to resonance under the action control problem of a linear distributed parameter 0School of Mechanical

Online learning control using adaptive critic designs with sparse kernel machines.

PubMed

Xu, Xin; Hou, Zhongsheng; Lian, Chuanqiang; He, Haibo

2013-05-01

In the past decade, adaptive critic designs (ACDs), including heuristic dynamic programming (HDP), dual heuristic programming (DHP), and their action-dependent ones, have been widely studied to realize online learning control of dynamical systems. However, because neural networks with manually designed features are commonly used to deal with continuous state and action spaces, the generalization capability and learning efficiency of previous ACDs still need to be improved. In this paper, a novel framework of ACDs with sparse kernel machines is presented by integrating kernel methods into the critic of ACDs. To improve the generalization capability as well as the computational efficiency of kernel machines, a sparsification method based on the approximately linear dependence analysis is used. Using the sparse kernel machines, two kernel-based ACD algorithms, that is, kernel HDP (KHDP) and kernel DHP (KDHP), are proposed and their performance is analyzed both theoretically and empirically. Because of the representation learning and generalization capability of sparse kernel machines, KHDP and KDHP can obtain much better performance than previous HDP and DHP with manually designed neural networks. Simulation and experimental results of two nonlinear control problems, that is, a continuous-action inverted pendulum problem and a ball and plate control problem, demonstrate the effectiveness of the proposed kernel ACD methods.

Computing Evans functions numerically via boundary-value problems

NASA Astrophysics Data System (ADS)

Barker, Blake; Nguyen, Rose; Sandstede, Björn; Ventura, Nathaniel; Wahl, Colin

2018-03-01

The Evans function has been used extensively to study spectral stability of travelling-wave solutions in spatially extended partial differential equations. To compute Evans functions numerically, several shooting methods have been developed. In this paper, an alternative scheme for the numerical computation of Evans functions is presented that relies on an appropriate boundary-value problem formulation. Convergence of the algorithm is proved, and several examples, including the computation of eigenvalues for a multi-dimensional problem, are given. The main advantage of the scheme proposed here compared with earlier methods is that the scheme is linear and scalable to large problems.

Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues

NASA Astrophysics Data System (ADS)

Nie, Chun-Xiao

2018-02-01

In a large number of previous studies, the researchers found that some of the eigenvalues of the financial correlation matrix were greater than the predicted values of the random matrix theory (RMT). Here, we call these eigenvalues as abnormal eigenvalues. In order to reveal the hidden meaning of these abnormal eigenvalues, we study the toy model with cluster structure and find that these eigenvalues are related to the cluster structure of the correlation coefficient matrix. In this paper, model-based experiments show that in most cases, the number of abnormal eigenvalues of the correlation matrix is equal to the number of clusters. In addition, empirical studies show that the sum of the abnormal eigenvalues is related to the clarity of the cluster structure and is negatively correlated with the correlation dimension.

Solving the transport equation with quadratic finite elements: Theory and applications

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ferguson, J.M.

1997-12-31

At the 4th Joint Conference on Computational Mathematics, the author presented a paper introducing a new quadratic finite element scheme (QFEM) for solving the transport equation. In the ensuing year the author has obtained considerable experience in the application of this method, including solution of eigenvalue problems, transmission problems, and solution of the adjoint form of the equation as well as the usual forward solution. He will present detailed results, and will also discuss other refinements of his transport codes, particularly for 3-dimensional problems on rectilinear and non-rectilinear grids.

Multiagent Reinforcement Learning With Sparse Interactions by Negotiation and Knowledge Transfer.

PubMed

Zhou, Luowei; Yang, Pei; Chen, Chunlin; Gao, Yang

2017-05-01

Reinforcement learning has significant applications for multiagent systems, especially in unknown dynamic environments. However, most multiagent reinforcement learning (MARL) algorithms suffer from such problems as exponential computation complexity in the joint state-action space, which makes it difficult to scale up to realistic multiagent problems. In this paper, a novel algorithm named negotiation-based MARL with sparse interactions (NegoSIs) is presented. In contrast to traditional sparse-interaction-based MARL algorithms, NegoSI adopts the equilibrium concept and makes it possible for agents to select the nonstrict equilibrium-dominating strategy profile (nonstrict EDSP) or meta equilibrium for their joint actions. The presented NegoSI algorithm consists of four parts: 1) the equilibrium-based framework for sparse interactions; 2) the negotiation for the equilibrium set; 3) the minimum variance method for selecting one joint action; and 4) the knowledge transfer of local Q -values. In this integrated algorithm, three techniques, i.e., unshared value functions, equilibrium solutions, and sparse interactions are adopted to achieve privacy protection, better coordination and lower computational complexity, respectively. To evaluate the performance of the presented NegoSI algorithm, two groups of experiments are carried out regarding three criteria: 1) steps of each episode; 2) rewards of each episode; and 3) average runtime. The first group of experiments is conducted using six grid world games and shows fast convergence and high scalability of the presented algorithm. Then in the second group of experiments NegoSI is applied to an intelligent warehouse problem and simulated results demonstrate the effectiveness of the presented NegoSI algorithm compared with other state-of-the-art MARL algorithms.

New shape models of asteroids reconstructed from sparse-in-time photometry

NASA Astrophysics Data System (ADS)

Durech, Josef; Hanus, Josef; Vanco, Radim; Oszkiewicz, Dagmara Anna

2015-08-01

Asteroid physical parameters - the shape, the sidereal rotation period, and the spin axis orientation - can be reconstructed from the disk-integrated photometry either dense (classical lightcurves) or sparse in time by the lightcurve inversion method. We will review our recent progress in asteroid shape reconstruction from sparse photometry. The problem of finding a unique solution of the inverse problem is time consuming because the sidereal rotation period has to be found by scanning a wide interval of possible periods. This can be efficiently solved by splitting the period parameter space into small parts that are sent to computers of volunteers and processed in parallel. We will show how this approach of distributed computing works with currently available sparse photometry processed in the framework of project Asteroids@home. In particular, we will show the results based on the Lowell Photometric Database. The method produce reliable asteroid models with very low rate of false solutions and the pipelines and codes can be directly used also to other sources of sparse photometry - Gaia data, for example. We will present the distribution of spin axis of hundreds of asteroids, discuss the dependence of the spin obliquity on the size of an asteroid,and show examples of spin-axis distribution in asteroid families that confirm the Yarkovsky/YORP evolution scenario.

Improving M-SBL for Joint Sparse Recovery Using a Subspace Penalty

NASA Astrophysics Data System (ADS)

Ye, Jong Chul; Kim, Jong Min; Bresler, Yoram

2015-12-01

The multiple measurement vector problem (MMV) is a generalization of the compressed sensing problem that addresses the recovery of a set of jointly sparse signal vectors. One of the important contributions of this paper is to reveal that the seemingly least related state-of-art MMV joint sparse recovery algorithms - M-SBL (multiple sparse Bayesian learning) and subspace-based hybrid greedy algorithms - have a very important link. More specifically, we show that replacing the $\\log\\det(\\cdot)$ term in M-SBL by a rank proxy that exploits the spark reduction property discovered in subspace-based joint sparse recovery algorithms, provides significant improvements. In particular, if we use the Schatten-$p$ quasi-norm as the corresponding rank proxy, the global minimiser of the proposed algorithm becomes identical to the true solution as $p \\rightarrow 0$. Furthermore, under the same regularity conditions, we show that the convergence to a local minimiser is guaranteed using an alternating minimization algorithm that has closed form expressions for each of the minimization steps, which are convex. Numerical simulations under a variety of scenarios in terms of SNR, and condition number of the signal amplitude matrix demonstrate that the proposed algorithm consistently outperforms M-SBL and other state-of-the art algorithms.

Reducing computational costs in large scale 3D EIT by using a sparse Jacobian matrix with block-wise CGLS reconstruction.

PubMed

Yang, C L; Wei, H Y; Adler, A; Soleimani, M

2013-06-01

Electrical impedance tomography (EIT) is a fast and cost-effective technique to provide a tomographic conductivity image of a subject from boundary current-voltage data. This paper proposes a time and memory efficient method for solving a large scale 3D EIT inverse problem using a parallel conjugate gradient (CG) algorithm. The 3D EIT system with a large number of measurement data can produce a large size of Jacobian matrix; this could cause difficulties in computer storage and the inversion process. One of challenges in 3D EIT is to decrease the reconstruction time and memory usage, at the same time retaining the image quality. Firstly, a sparse matrix reduction technique is proposed using thresholding to set very small values of the Jacobian matrix to zero. By adjusting the Jacobian matrix into a sparse format, the element with zeros would be eliminated, which results in a saving of memory requirement. Secondly, a block-wise CG method for parallel reconstruction has been developed. The proposed method has been tested using simulated data as well as experimental test samples. Sparse Jacobian with a block-wise CG enables the large scale EIT problem to be solved efficiently. Image quality measures are presented to quantify the effect of sparse matrix reduction in reconstruction results.

Nonlocal sparse model with adaptive structural clustering for feature extraction of aero-engine bearings

NASA Astrophysics Data System (ADS)

Zhang, Han; Chen, Xuefeng; Du, Zhaohui; Li, Xiang; Yan, Ruqiang

2016-04-01

Fault information of aero-engine bearings presents two particular phenomena, i.e., waveform distortion and impulsive feature frequency band dispersion, which leads to a challenging problem for current techniques of bearing fault diagnosis. Moreover, although many progresses of sparse representation theory have been made in feature extraction of fault information, the theory also confronts inevitable performance degradation due to the fact that relatively weak fault information has not sufficiently prominent and sparse representations. Therefore, a novel nonlocal sparse model (coined NLSM) and its algorithm framework has been proposed in this paper, which goes beyond simple sparsity by introducing more intrinsic structures of feature information. This work adequately exploits the underlying prior information that feature information exhibits nonlocal self-similarity through clustering similar signal fragments and stacking them together into groups. Within this framework, the prior information is transformed into a regularization term and a sparse optimization problem, which could be solved through block coordinate descent method (BCD), is formulated. Additionally, the adaptive structural clustering sparse dictionary learning technique, which utilizes k-Nearest-Neighbor (kNN) clustering and principal component analysis (PCA) learning, is adopted to further enable sufficient sparsity of feature information. Moreover, the selection rule of regularization parameter and computational complexity are described in detail. The performance of the proposed framework is evaluated through numerical experiment and its superiority with respect to the state-of-the-art method in the field is demonstrated through the vibration signals of experimental rig of aircraft engine bearings.

Uniform Recovery Bounds for Structured Random Matrices in Corrupted Compressed Sensing

NASA Astrophysics Data System (ADS)

Zhang, Peng; Gan, Lu; Ling, Cong; Sun, Sumei

2018-04-01

We study the problem of recovering an $s$-sparse signal $\\mathbf{x}^{\\star}\\in\\mathbb{C}^n$ from corrupted measurements $\\mathbf{y} = \\mathbf{A}\\mathbf{x}^{\\star}+\\mathbf{z}^{\\star}+\\mathbf{w}$, where $\\mathbf{z}^{\\star}\\in\\mathbb{C}^m$ is a $k$-sparse corruption vector whose nonzero entries may be arbitrarily large and $\\mathbf{w}\\in\\mathbb{C}^m$ is a dense noise with bounded energy. The aim is to exactly and stably recover the sparse signal with tractable optimization programs. In this paper, we prove the uniform recovery guarantee of this problem for two classes of structured sensing matrices. The first class can be expressed as the product of a unit-norm tight frame (UTF), a random diagonal matrix and a bounded columnwise orthonormal matrix (e.g., partial random circulant matrix). When the UTF is bounded (i.e. $\\mu(\\mathbf{U})\\sim1/\\sqrt{m}$), we prove that with high probability, one can recover an $s$-sparse signal exactly and stably by $l_1$ minimization programs even if the measurements are corrupted by a sparse vector, provided $m = \\mathcal{O}(s \\log^2 s \\log^2 n)$ and the sparsity level $k$ of the corruption is a constant fraction of the total number of measurements. The second class considers randomly sub-sampled orthogonal matrix (e.g., random Fourier matrix). We prove the uniform recovery guarantee provided that the corruption is sparse on certain sparsifying domain. Numerous simulation results are also presented to verify and complement the theoretical results.

Comparison of scalar measures used in magnetic resonance diffusion tensor imaging.

PubMed

Bahn, M M

1999-07-01

The tensors derived from diffusion tensor imaging describe complex diffusion in tissues. However, it is difficult to compare tensors directly or to produce images that contain all of the information of the tensor. Therefore, it is convenient to produce scalar measures that extract desired aspects of the tensor. These measures map the three-dimensional eigenvalues of the diffusion tensor into scalar values. The measures impose an order on eigenvalue space. Many invariant scalar measures have been introduced in the literature. In the present manuscript, a general approach for producing invariant scalar measures is introduced. Because it is often difficult to determine in clinical practice which of the many measures is best to apply to a given situation, two formalisms are introduced for the presentation, definition, and comparison of measures applied to eigenvalues: (1) normalized eigenvalue space, and (2) parametric eigenvalue transformation plots. All of the anisotropy information contained in the three eigenvalues can be retained and displayed in a two-dimensional plot, the normalized eigenvalue plot. An example is given of how to determine the best measure to use for a given situation by superimposing isometric contour lines from various anisotropy measures on plots of actual measured eigenvalue data points. Parametric eigenvalue transformation plots allow comparison of how different measures impose order on normalized eigenvalue space to determine whether the measures are equivalent and how the measures differ. These formalisms facilitate the comparison of scalar invariant measures for diffusion tensor imaging. Normalized eigenvalue space allows presentation of eigenvalue anisotropy information. Copyright 1999 Academic Press.

A sparse differential clustering algorithm for tracing cell type changes via single-cell RNA-sequencing data

PubMed Central

Barron, Martin; Zhang, Siyuan

2018-01-01

Abstract Cell types in cell populations change as the condition changes: some cell types die out, new cell types may emerge and surviving cell types evolve to adapt to the new condition. Using single-cell RNA-sequencing data that measure the gene expression of cells before and after the condition change, we propose an algorithm, SparseDC, which identifies cell types, traces their changes across conditions and identifies genes which are marker genes for these changes. By solving a unified optimization problem, SparseDC completes all three tasks simultaneously. SparseDC is highly computationally efficient and demonstrates its accuracy on both simulated and real data. PMID:29140455

Electromagnetic Formation Flight (EMFF) for Sparse Aperture Arrays

NASA Technical Reports Server (NTRS)

Kwon, Daniel W.; Miller, David W.; Sedwick, Raymond J.

2004-01-01

Traditional methods of actuating spacecraft in sparse aperture arrays use propellant as a reaction mass. For formation flying systems, propellant becomes a critical consumable which can be quickly exhausted while maintaining relative orientation. Additional problems posed by propellant include optical contamination, plume impingement, thermal emission, and vibration excitation. For these missions where control of relative degrees of freedom is important, we consider using a system of electromagnets, in concert with reaction wheels, to replace the consumables. Electromagnetic Formation Flight sparse apertures, powered by solar energy, are designed differently from traditional propulsion systems, which are based on V. This paper investigates the design of sparse apertures both inside and outside the Earth's gravity field.

Sparse dictionary learning of resting state fMRI networks.

PubMed

Eavani, Harini; Filipovych, Roman; Davatzikos, Christos; Satterthwaite, Theodore D; Gur, Raquel E; Gur, Ruben C

2012-07-02

Research in resting state fMRI (rsfMRI) has revealed the presence of stable, anti-correlated functional subnetworks in the brain. Task-positive networks are active during a cognitive process and are anti-correlated with task-negative networks, which are active during rest. In this paper, based on the assumption that the structure of the resting state functional brain connectivity is sparse, we utilize sparse dictionary modeling to identify distinct functional sub-networks. We propose two ways of formulating the sparse functional network learning problem that characterize the underlying functional connectivity from different perspectives. Our results show that the whole-brain functional connectivity can be concisely represented with highly modular, overlapping task-positive/negative pairs of sub-networks.

BI-sparsity pursuit for robust subspace recovery

DOE PAGES

Bian, Xiao; Krim, Hamid

2015-09-01

Here, the success of sparse models in computer vision and machine learning in many real-world applications, may be attributed in large part, to the fact that many high dimensional data are distributed in a union of low dimensional subspaces. The underlying structure may, however, be adversely affected by sparse errors, thus inducing additional complexity in recovering it. In this paper, we propose a bi-sparse model as a framework to investigate and analyze this problem, and provide as a result , a novel algorithm to recover the union of subspaces in presence of sparse corruptions. We additionally demonstrate the effectiveness ofmore » our method by experiments on real-world vision data.« less

Liver segmentation from CT images using a sparse priori statistical shape model (SP-SSM).

PubMed

Wang, Xuehu; Zheng, Yongchang; Gan, Lan; Wang, Xuan; Sang, Xinting; Kong, Xiangfeng; Zhao, Jie

2017-01-01

This study proposes a new liver segmentation method based on a sparse a priori statistical shape model (SP-SSM). First, mark points are selected in the liver a priori model and the original image. Then, the a priori shape and its mark points are used to obtain a dictionary for the liver boundary information. Second, the sparse coefficient is calculated based on the correspondence between mark points in the original image and those in the a priori model, and then the sparse statistical model is established by combining the sparse coefficients and the dictionary. Finally, the intensity energy and boundary energy models are built based on the intensity information and the specific boundary information of the original image. Then, the sparse matching constraint model is established based on the sparse coding theory. These models jointly drive the iterative deformation of the sparse statistical model to approximate and accurately extract the liver boundaries. This method can solve the problems of deformation model initialization and a priori method accuracy using the sparse dictionary. The SP-SSM can achieve a mean overlap error of 4.8% and a mean volume difference of 1.8%, whereas the average symmetric surface distance and the root mean square symmetric surface distance can reach 0.8 mm and 1.4 mm, respectively.

Neural network approach for the calculation of potential coefficients in quantum mechanics

NASA Astrophysics Data System (ADS)

Ossandón, Sebastián; Reyes, Camilo; Cumsille, Patricio; Reyes, Carlos M.

2017-05-01

A numerical method based on artificial neural networks is used to solve the inverse Schrödinger equation for a multi-parameter class of potentials. First, the finite element method was used to solve repeatedly the direct problem for different parametrizations of the chosen potential function. Then, using the attainable eigenvalues as a training set of the direct radial basis neural network a map of new eigenvalues was obtained. This relationship was later inverted and refined by training an inverse radial basis neural network, allowing the calculation of the unknown parameters and therefore estimating the potential function. Three numerical examples are presented in order to prove the effectiveness of the method. The results show that the method proposed has the advantage to use less computational resources without a significant accuracy loss.

Resonance Extraction from the Finite Volume

DOE Office of Scientific and Technical Information (OSTI.GOV)

Doring, Michael; Molina Peralta, Raquel

2016-06-01

The spectrum of excited hadrons becomes accessible in simulations of Quantum Chromodynamics on the lattice. Extensions of Lüscher's method allow to address multi-channel scattering problems using moving frames or modified boundary conditions to obtain more eigenvalues in finite volume. As these are at different energies, interpolations are needed to relate different eigenvalues and to help determine the amplitude. Expanding the T- or the K-matrix locally provides a controlled scheme by removing the known non-analyticities of thresholds. This can be stabilized by using Chiral Perturbation Theory. Different examples to determine resonance pole parameters and to disentangle resonances from thresholds are dis-more » cussed, like the scalar meson f0(980) and the excited baryons N(1535)1/2^- and Lambda(1405)1/2^-.« less

Quantum mechanics on space with SU(2) fuzziness

NASA Astrophysics Data System (ADS)

Fatollahi, Amir H.; Shariati, Ahmad; Khorrami, Mohammad

2009-04-01

Quantum mechanics of models is considered which are constructed in spaces with Lie algebra type commutation relations between spatial coordinates. The case is specialized to that of the group SU(2), for which the formulation of the problem via the Euler parameterization is also presented. SU(2)-invariant systems are discussed, and the corresponding eigenvalue problem for the Hamiltonian is reduced to an ordinary differential equation, as is the case with such models on commutative spaces.

Comments on numerical solution of boundary value problems of the Laplace equation and calculation of eigenvalues by the grid method

NASA Technical Reports Server (NTRS)

Lyusternik, L. A.

1980-01-01

The mathematics involved in numerically solving for the plane boundary value of the Laplace equation by the grid method is developed. The approximate solution of a boundary value problem for the domain of the Laplace equation by the grid method consists of finding u at the grid corner which satisfies the equation at the internal corners (u=Du) and certain boundary value conditions at the boundary corners.

Methods, Software and Tools for Three Numerical Applications. Final report

DOE Office of Scientific and Technical Information (OSTI.GOV)

E. R. Jessup

2000-03-01

This is a report of the results of the authors work supported by DOE contract DE-FG03-97ER25325. They proposed to study three numerical problems. They are: (1) the extension of the PMESC parallel programming library; (2) the development of algorithms and software for certain generalized eigenvalue and singular value (SVD) problems, and (3) the application of techniques of linear algebra to an information retrieval technique known as latent semantic indexing (LSI).

Acoustic-Liner Admittance in a Duct

NASA Technical Reports Server (NTRS)

Watson, W. R.

1986-01-01

Method calculates admittance from easily obtainable values. New method for calculating acoustic-liner admittance in rectangular duct with grazing flow based on finite-element discretization of acoustic field and reposing of unknown admittance value as linear eigenvalue problem on admittance value. Problem solved by Gaussian elimination. Unlike existing methods, present method extendable to mean flows with two-dimensional boundary layers as well. In presence of shear, results of method compared well with results of Runge-Kutta integration technique.

Legendre-tau approximation for functional differential equations. Part 2: The linear quadratic optimal control problem

NASA Technical Reports Server (NTRS)

Ito, K.; Teglas, R.

1984-01-01

The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.

Legendre-tau approximation for functional differential equations. II - The linear quadratic optimal control problem

NASA Technical Reports Server (NTRS)

Ito, Kazufumi; Teglas, Russell

1987-01-01

The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.

An eigenvalue approach to quantum plasmonics based on a self-consistent hydrodynamics method

NASA Astrophysics Data System (ADS)

Ding, Kun; Chan, C. T.

2018-02-01

Plasmonics has attracted much attention not only because it has useful properties such as strong field enhancement, but also because it reveals the quantum nature of matter. To handle quantum plasmonics effects, ab initio packages or empirical Feibelman d-parameters have been used to explore the quantum correction of plasmonic resonances. However, most of these methods are formulated within the quasi-static framework. The self-consistent hydrodynamics model offers a reliable approach to study quantum plasmonics because it can incorporate the quantum effect of the electron gas into classical electrodynamics in a consistent manner. Instead of the standard scattering method, we formulate the self-consistent hydrodynamics method as an eigenvalue problem to study quantum plasmonics with electrons and photons treated on the same footing. We find that the eigenvalue approach must involve a global operator, which originates from the energy functional of the electron gas. This manifests the intrinsic nonlocality of the response of quantum plasmonic resonances. Our model gives the analytical forms of quantum corrections to plasmonic modes, incorporating quantum electron spill-out effects and electrodynamical retardation. We apply our method to study the quantum surface plasmon polariton for a single flat interface.

Eigensolutions of nonviscously damped systems based on the fixed-point iteration

NASA Astrophysics Data System (ADS)

Lázaro, Mario

2018-03-01

In this paper, nonviscous, nonproportional, symmetric vibrating structures are considered. Nonviscously damped systems present dissipative forces depending on the time history of the response via kernel hereditary functions. Solutions of the free motion equation leads to a nonlinear eigenvalue problem involving mass, stiffness and damping matrices, this latter as dependent on frequency. Viscous damping can be considered as a particular case, involving damping forces as function of the instantaneous velocity of the degrees of freedom. In this work, a new numerical procedure to compute eigensolutions is proposed. The method is based on the construction of certain recursive functions which, under a iterative scheme, allow to reach eigenvalues and eigenvectors simultaneously and avoiding computation of eigensensitivities. Eigenvalues can be read then as fixed-points of those functions. A deep analysis of the convergence is carried out, focusing specially on relating the convergence conditions and error-decay rate to the damping model features, such as the nonproportionality and the viscoelasticity. The method is validated using two 6 degrees of freedom numerical examples involving both nonviscous and viscous damping and a continuous system with a local nonviscous damper. The convergence and the sequences behavior are in agreement with the results foreseen by the theory.

The behaviour of resonances in Hecke triangular billiards under deformation

NASA Astrophysics Data System (ADS)

Howard, P. J.; O'Mahony, P. F.

2007-08-01

The right-hand boundary of Artin's billiard on the Poincaré half-plane is continuously deformed to generate a class of chaotic billiards which includes fundamental domains of the Hecke groups Γ(2, n) at certain values of the deformation parameter. The quantum scattering problem in these open chaotic billiards is described and the distributions of both real and imaginary parts of the resonant eigenvalues are investigated. The transitions to arithmetic chaos in the cases n ∈ {4, 6} are closely examined and the explicit analytic form for the scattering matrix is given together with the Fourier coefficients for the scattered wavefunction. The n = 4 and 6 cases have an additional set of regular equally spaced resonances compared to Artin's billiard (n = 3). For a general deformation, a numerical procedure is presented which generates the resonance eigenvalues and the evolution of the eigenvalues is followed as the boundary is varied continuously which leads to dramatic changes in their distribution. For deformations away from the non-generic arithmetic cases, including that of the tiling Hecke triangular billiard n = 5, the distributions of the positions and widths of the resonances are consistent with the predictions of a random matrix theory.

Correlation between use time of machine and decline curve for emerging enterprise information systems

NASA Astrophysics Data System (ADS)

Chang, Yao-Chung; Lai, Chin-Feng; Chuang, Chi-Cheng; Hou, Cheng-Yu

2018-04-01

With the progress of science and technology, more and more machines are adpot to help human life better and more convenient. When the machines have been used for a longer period of time so that the machine components are getting old, the amount of power comsumption will increase and easily cause the machine to overheat. This also causes a waste of invisible resources. If the Internet of Everything (IoE) technologies are able to be applied into the enterprise information systems for monitoring the machines use time, it can not only make energy can be effectively used, but aslo create a safer living environment. To solve the above problem, the correlation predict model is established to collect the data of power consumption converted into power eigenvalues. This study takes the power eigenvalue as the independent variable and use time as the dependent variable in order to establish the decline curve. Ultimately, the scoring and estimation modules are employed to seek the best power eigenvalue as the independent variable. To predict use time, the correlation is discussed between the use time and the decline curve to improve the entire behavioural analysis of the facilitate recognition of the use time of machines.

Unifying perspective: Solitary traveling waves as discrete breathers in Hamiltonian lattices and energy criteria for their stability

NASA Astrophysics Data System (ADS)

Cuevas-Maraver, Jesús; Kevrekidis, Panayotis G.; Vainchtein, Anna; Xu, Haitao

2017-09-01

In this work, we provide two complementary perspectives for the (spectral) stability of solitary traveling waves in Hamiltonian nonlinear dynamical lattices, of which the Fermi-Pasta-Ulam and the Toda lattice are prototypical examples. One is as an eigenvalue problem for a stationary solution in a cotraveling frame, while the other is as a periodic orbit modulo shifts. We connect the eigenvalues of the former with the Floquet multipliers of the latter and using this formulation derive an energy-based spectral stability criterion. It states that a sufficient (but not necessary) condition for a change in the wave stability occurs when the functional dependence of the energy (Hamiltonian) H of the model on the wave velocity c changes its monotonicity. Moreover, near the critical velocity where the change of stability occurs, we provide an explicit leading-order computation of the unstable eigenvalues, based on the second derivative of the Hamiltonian H''(c0) evaluated at the critical velocity c0. We corroborate this conclusion with a series of analytically and numerically tractable examples and discuss its parallels with a recent energy-based criterion for the stability of discrete breathers.

Exhaustive Search for Sparse Variable Selection in Linear Regression

NASA Astrophysics Data System (ADS)

Igarashi, Yasuhiko; Takenaka, Hikaru; Nakanishi-Ohno, Yoshinori; Uemura, Makoto; Ikeda, Shiro; Okada, Masato

2018-04-01

We propose a K-sparse exhaustive search (ES-K) method and a K-sparse approximate exhaustive search method (AES-K) for selecting variables in linear regression. With these methods, K-sparse combinations of variables are tested exhaustively assuming that the optimal combination of explanatory variables is K-sparse. By collecting the results of exhaustively computing ES-K, various approximate methods for selecting sparse variables can be summarized as density of states. With this density of states, we can compare different methods for selecting sparse variables such as relaxation and sampling. For large problems where the combinatorial explosion of explanatory variables is crucial, the AES-K method enables density of states to be effectively reconstructed by using the replica-exchange Monte Carlo method and the multiple histogram method. Applying the ES-K and AES-K methods to type Ia supernova data, we confirmed the conventional understanding in astronomy when an appropriate K is given beforehand. However, we found the difficulty to determine K from the data. Using virtual measurement and analysis, we argue that this is caused by data shortage.

Sparse matrix methods based on orthogonality and conjugacy

NASA Technical Reports Server (NTRS)

Lawson, C. L.

1973-01-01

A matrix having a high percentage of zero elements is called spares. In the solution of systems of linear equations or linear least squares problems involving large sparse matrices, significant saving of computer cost can be achieved by taking advantage of the sparsity. The conjugate gradient algorithm and a set of related algorithms are described.

SPReM: Sparse Projection Regression Model For High-dimensional Linear Regression *

PubMed Central

Sun, Qiang; Zhu, Hongtu; Liu, Yufeng; Ibrahim, Joseph G.

2014-01-01

The aim of this paper is to develop a sparse projection regression modeling (SPReM) framework to perform multivariate regression modeling with a large number of responses and a multivariate covariate of interest. We propose two novel heritability ratios to simultaneously perform dimension reduction, response selection, estimation, and testing, while explicitly accounting for correlations among multivariate responses. Our SPReM is devised to specifically address the low statistical power issue of many standard statistical approaches, such as the Hotelling’s T2 test statistic or a mass univariate analysis, for high-dimensional data. We formulate the estimation problem of SPREM as a novel sparse unit rank projection (SURP) problem and propose a fast optimization algorithm for SURP. Furthermore, we extend SURP to the sparse multi-rank projection (SMURP) by adopting a sequential SURP approximation. Theoretically, we have systematically investigated the convergence properties of SURP and the convergence rate of SURP estimates. Our simulation results and real data analysis have shown that SPReM out-performs other state-of-the-art methods. PMID:26527844

Overview of Krylov subspace methods with applications to control problems

NASA Technical Reports Server (NTRS)

Saad, Youcef

1989-01-01

An overview of projection methods based on Krylov subspaces are given with emphasis on their application to solving matrix equations that arise in control problems. The main idea of Krylov subspace methods is to generate a basis of the Krylov subspace Span and seek an approximate solution the the original problem from this subspace. Thus, the original matrix problem of size N is approximated by one of dimension m typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now just becoming popular for solving nonlinear equations. It is shown how they can be used to solve partial pole placement problems, Sylvester's equation, and Lyapunov's equation.

Efficient Sum of Outer Products Dictionary Learning (SOUP-DIL) and Its Application to Inverse Problems.

PubMed

Ravishankar, Saiprasad; Nadakuditi, Raj Rao; Fessler, Jeffrey A

2017-12-01

The sparsity of signals in a transform domain or dictionary has been exploited in applications such as compression, denoising and inverse problems. More recently, data-driven adaptation of synthesis dictionaries has shown promise compared to analytical dictionary models. However, dictionary learning problems are typically non-convex and NP-hard, and the usual alternating minimization approaches for these problems are often computationally expensive, with the computations dominated by the NP-hard synthesis sparse coding step. This paper exploits the ideas that drive algorithms such as K-SVD, and investigates in detail efficient methods for aggregate sparsity penalized dictionary learning by first approximating the data with a sum of sparse rank-one matrices (outer products) and then using a block coordinate descent approach to estimate the unknowns. The resulting block coordinate descent algorithms involve efficient closed-form solutions. Furthermore, we consider the problem of dictionary-blind image reconstruction, and propose novel and efficient algorithms for adaptive image reconstruction using block coordinate descent and sum of outer products methodologies. We provide a convergence study of the algorithms for dictionary learning and dictionary-blind image reconstruction. Our numerical experiments show the promising performance and speedups provided by the proposed methods over previous schemes in sparse data representation and compressed sensing-based image reconstruction.

Efficient Sum of Outer Products Dictionary Learning (SOUP-DIL) and Its Application to Inverse Problems

PubMed Central

Ravishankar, Saiprasad; Nadakuditi, Raj Rao; Fessler, Jeffrey A.

2017-01-01

The sparsity of signals in a transform domain or dictionary has been exploited in applications such as compression, denoising and inverse problems. More recently, data-driven adaptation of synthesis dictionaries has shown promise compared to analytical dictionary models. However, dictionary learning problems are typically non-convex and NP-hard, and the usual alternating minimization approaches for these problems are often computationally expensive, with the computations dominated by the NP-hard synthesis sparse coding step. This paper exploits the ideas that drive algorithms such as K-SVD, and investigates in detail efficient methods for aggregate sparsity penalized dictionary learning by first approximating the data with a sum of sparse rank-one matrices (outer products) and then using a block coordinate descent approach to estimate the unknowns. The resulting block coordinate descent algorithms involve efficient closed-form solutions. Furthermore, we consider the problem of dictionary-blind image reconstruction, and propose novel and efficient algorithms for adaptive image reconstruction using block coordinate descent and sum of outer products methodologies. We provide a convergence study of the algorithms for dictionary learning and dictionary-blind image reconstruction. Our numerical experiments show the promising performance and speedups provided by the proposed methods over previous schemes in sparse data representation and compressed sensing-based image reconstruction. PMID:29376111

Classical Trajectories and Quantum Spectra

NASA Technical Reports Server (NTRS)

Mielnik, Bogdan; Reyes, Marco A.

1996-01-01

A classical model of the Schrodinger's wave packet is considered. The problem of finding the energy levels corresponds to a classical manipulation game. It leads to an approximate but non-perturbative method of finding the eigenvalues, exploring the bifurcations of classical trajectories. The role of squeezing turns out decisive in the generation of the discrete spectra.

Aeroelastic analysis of a troposkien-type wind turbine blade

NASA Technical Reports Server (NTRS)

Nitzsche, F.

1981-01-01

The linear aeroelastic equations for one curved blade of a vertical axis wind turbine in state vector form are presented. The method is based on a simple integrating matrix scheme together with the transfer matrix idea. The method is proposed as a convenient way of solving the associated eigenvalue problem for general support conditions.

Homogenization of Winkler-Steklov spectral conditions in three-dimensional linear elasticity

NASA Astrophysics Data System (ADS)

Gómez, D.; Nazarov, S. A.; Pérez, M. E.

2018-04-01

We consider a homogenization Winkler-Steklov spectral problem that consists of the elasticity equations for a three-dimensional homogeneous anisotropic elastic body which has a plane part of the surface subject to alternating boundary conditions on small regions periodically placed along the plane. These conditions are of the Dirichlet type and of the Winkler-Steklov type, the latter containing the spectral parameter. The rest of the boundary of the body is fixed, and the period and size of the regions, where the spectral parameter arises, are of order ɛ . For fixed ɛ , the problem has a discrete spectrum, and we address the asymptotic behavior of the eigenvalues {β _k^ɛ }_{k=1}^{∞} as ɛ → 0. We show that β _k^ɛ =O(ɛ ^{-1}) for each fixed k, and we observe a common limit point for all the rescaled eigenvalues ɛ β _k^ɛ while we make it evident that, although the periodicity of the structure only affects the boundary conditions, a band-gap structure of the spectrum is inherited asymptotically. Also, we provide the asymptotic behavior for certain "groups" of eigenmodes.

The cosmological constant as an eigenvalue of a Sturm-Liouville problem

NASA Astrophysics Data System (ADS)

Astashenok, Artyom V.; Elizalde, Emilio; Yurov, Artyom V.

2014-01-01

It is observed that one of Einstein-Friedmann's equations has formally the aspect of a Sturm-Liouville problem, and that the cosmological constant, Λ, plays thereby the role of spectral parameter (what hints to its connection with the Casimir effect). The subsequent formulation of appropriate boundary conditions leads to a set of admissible values for Λ, considered as eigenvalues of the corresponding linear operator. Simplest boundary conditions are assumed, namely that the eigenfunctions belong to L 2 space, with the result that, when all energy conditions are satisfied, they yield a discrete spectrum for Λ>0 and a continuous one for Λ<0. A very interesting situation is seen to occur when the discrete spectrum contains only one point: then, there is the possibility to obtain appropriate cosmological conditions without invoking the anthropic principle. This possibility is shown to be realized in cyclic cosmological models, provided the potential of the matter field is similar to the potential of the scalar field. The dynamics of the universe in this case contains a sudden future singularity.

Hybrid quantum-classical hierarchy for mitigation of decoherence and determination of excited states

DOE Office of Scientific and Technical Information (OSTI.GOV)

McClean, Jarrod R.; Kimchi-Schwartz, Mollie E.; Carter, Jonathan

Using quantum devices supported by classical computational resources is a promising approach to quantum-enabled computation. One powerful example of such a hybrid quantum-classical approach optimized for classically intractable eigenvalue problems is the variational quantum eigensolver, built to utilize quantum resources for the solution of eigenvalue problems and optimizations with minimal coherence time requirements by leveraging classical computational resources. These algorithms have been placed as leaders among the candidates for the first to achieve supremacy over classical computation. Here, we provide evidence for the conjecture that variational approaches can automatically suppress even nonsystematic decoherence errors by introducing an exactly solvable channelmore » model of variational state preparation. Moreover, we develop a more general hierarchy of measurement and classical computation that allows one to obtain increasingly accurate solutions by leveraging additional measurements and classical resources. In conclusion, we demonstrate numerically on a sample electronic system that this method both allows for the accurate determination of excited electronic states as well as reduces the impact of decoherence, without using any additional quantum coherence time or formal error-correction codes.« less

Diagonally Implicit Runge-Kutta Methods for Ordinary Differential Equations. A Review

NASA Technical Reports Server (NTRS)

Kennedy, Christopher A.; Carpenter, Mark H.

2016-01-01

A review of diagonally implicit Runge-Kutta (DIRK) methods applied to rst-order ordinary di erential equations (ODEs) is undertaken. The goal of this review is to summarize the characteristics, assess the potential, and then design several nearly optimal, general purpose, DIRK-type methods. Over 20 important aspects of DIRKtype methods are reviewed. A design study is then conducted on DIRK-type methods having from two to seven implicit stages. From this, 15 schemes are selected for general purpose application. Testing of the 15 chosen methods is done on three singular perturbation problems. Based on the review of method characteristics, these methods focus on having a stage order of two, sti accuracy, L-stability, high quality embedded and dense-output methods, small magnitudes of the algebraic stability matrix eigenvalues, small values of aii, and small or vanishing values of the internal stability function for large eigenvalues of the Jacobian. Among the 15 new methods, ESDIRK4(3)6L[2]SA is recommended as a good default method for solving sti problems at moderate error tolerances.

CAVE3: A general transient heat transfer computer code utilizing eigenvectors and eigenvalues

NASA Technical Reports Server (NTRS)

Palmieri, J. V.; Rathjen, K. A.

1978-01-01

The method of solution is a hybrid analytical numerical technique which utilizes eigenvalues and eigenvectors. The method is inherently stable, permitting large time steps even with the best of conductors with the finest of mesh sizes which can provide a factor of five reduction in machine time compared to conventional explicit finite difference methods when structures with small time constants are analyzed over long time periods. This code will find utility in analyzing hypersonic missile and aircraft structures which fall naturally into this class. The code is a completely general one in that problems involving any geometry, boundary conditions and materials can be analyzed. This is made possible by requiring the user to establish the thermal network conductances between nodes. Dynamic storage allocation is used to minimize core storage requirements. This report is primarily a user's manual for CAVE3 code. Input and output formats are presented and explained. Sample problems are included which illustrate the usage of the code as well as establish the validity and accuracy of the method.

Predicting the stability of a compressible periodic parallel jet flow

NASA Technical Reports Server (NTRS)

Miles, Jeffrey H.

1996-01-01

It is known that mixing enhancement in compressible free shear layer flows with high convective Mach numbers is difficult. One design strategy to get around this is to use multiple nozzles. Extrapolating this design concept in a one dimensional manner, one arrives at an array of parallel rectangular nozzles where the smaller dimension is omega and the longer dimension, b, is taken to be infinite. In this paper, the feasibility of predicting the stability of this type of compressible periodic parallel jet flow is discussed. The problem is treated using Floquet-Bloch theory. Numerical solutions to this eigenvalue problem are presented. For the case presented, the interjet spacing, s, was selected so that s/omega =2.23. Typical plots of the eigenvalue and stability curves are presented. Results obtained for a range of convective Mach numbers from 3 to 5 show growth rates omega(sub i)=kc(sub i)/2 range from 0.25 to 0.29. These results indicate that coherent two-dimensional structures can occur without difficulty in multiple parallel periodic jet nozzles and that shear layer mixing should occur with this type of nozzle design.

Calculation and measurement of radiation corrections for plasmon resonances in nanoparticles

NASA Astrophysics Data System (ADS)

Hung, L.; Lee, S. Y.; McGovern, O.; Rabin, O.; Mayergoyz, I.

2013-08-01

The problem of plasmon resonances in metallic nanoparticles can be formulated as an eigenvalue problem under the condition that the wavelengths of the incident radiation are much larger than the particle dimensions. As the nanoparticle size increases, the quasistatic condition is no longer valid. For this reason, the accuracy of the electrostatic approximation may be compromised and appropriate radiation corrections for the calculation of resonance permittivities and resonance wavelengths are needed. In this paper, we present the radiation corrections in the framework of the eigenvalue method for plasmon mode analysis and demonstrate that the computational results accurately match analytical solutions (for nanospheres) and experimental data (for nanorings and nanocubes). We also demonstrate that the optical spectra of silver nanocube suspensions can be fully assigned to dipole-type resonance modes when radiation corrections are introduced. Finally, our method is used to predict the resonance wavelengths for face-to-face silver nanocube dimers on glass substrates. These results may be useful for the indirect measurements of the gaps in the dimers from extinction cross-section observations.

The Use of Sparse Direct Solver in Vector Finite Element Modeling for Calculating Two Dimensional (2-D) Magnetotelluric Responses in Transverse Electric (TE) Mode

NASA Astrophysics Data System (ADS)

Yihaa Roodhiyah, Lisa’; Tjong, Tiffany; Nurhasan; Sutarno, D.

2018-04-01

The late research, linear matrices of vector finite element in two dimensional(2-D) magnetotelluric (MT) responses modeling was solved by non-sparse direct solver in TE mode. Nevertheless, there is some weakness which have to be improved especially accuracy in the low frequency (10-3 Hz-10-5 Hz) which is not achieved yet and high cost computation in dense mesh. In this work, the solver which is used is sparse direct solver instead of non-sparse direct solverto overcome the weaknesses of solving linear matrices of vector finite element metod using non-sparse direct solver. Sparse direct solver will be advantageous in solving linear matrices of vector finite element method because of the matrix properties which is symmetrical and sparse. The validation of sparse direct solver in solving linear matrices of vector finite element has been done for a homogen half-space model and vertical contact model by analytical solution. Thevalidation result of sparse direct solver in solving linear matrices of vector finite element shows that sparse direct solver is more stable than non-sparse direct solver in computing linear problem of vector finite element method especially in low frequency. In the end, the accuracy of 2D MT responses modelling in low frequency (10-3 Hz-10-5 Hz) has been reached out under the efficient allocation memory of array and less computational time consuming.

Analog system for computing sparse codes

DOEpatents

Rozell, Christopher John; Johnson, Don Herrick; Baraniuk, Richard Gordon; Olshausen, Bruno A.; Ortman, Robert Lowell

2010-08-24

A parallel dynamical system for computing sparse representations of data, i.e., where the data can be fully represented in terms of a small number of non-zero code elements, and for reconstructing compressively sensed images. The system is based on the principles of thresholding and local competition that solves a family of sparse approximation problems corresponding to various sparsity metrics. The system utilizes Locally Competitive Algorithms (LCAs), nodes in a population continually compete with neighboring units using (usually one-way) lateral inhibition to calculate coefficients representing an input in an over complete dictionary.

Large computer simulations on elastic networks: Small eigenvalues and eigenvalue spectra of the Kirchhoff matrix

NASA Astrophysics Data System (ADS)

Shy, L. Y.; Eichinger, B. E.

1989-05-01

Computer simulations of the formation of trifunctional and tetrafunctional polydimethyl-siloxane networks that are crosslinked by condensation of telechelic chains with multifunctional crosslinking agents have been carried out on systems containing up to 1.05×106 chains. Eigenvalue spectra of Kirchhoff matrices for these networks have been evaluated at two levels of approximation: (1) inclusion of all midchain modes, and (2) suppression of midchain modes. By use of the recursion method of Haydock and Nex, we have been able to effectively diagonalize matrices with 730 498 rows and columns without actually constructing matrices of this size. The small eigenvalues have been computed by use of the Lanczos algorithm. We demonstrate the following results: (1) The smallest eigenvalues (with chain modes suppressed) vary as μ-2/3 for sufficiently large μ, where μ is the number of junctions in the network; (2) the eigenvalue spectra of the Kirchhoff matrices are well described by McKay's theory for random regular graphs in the range of the larger eigenvalues, but there are significant departures in the region of small eigenvalues where computed spectra have many more small eigenvalues than random regular graphs; (3) the smallest eigenvalues vary as n-1.78 where n is the number of Rouse beads in the chains that comprise the network. Computations are done for both monodisperse and polydisperse chain length distributions. Large eigenvalues associated with localized motion of the junctions are found as predicted by theory. The relationship between the small eigenvalues and the equilibrium modulus of elasticity is discussed, as is the relationship between viscoelasticity and the band edge of the spectrum.

Truncated Linear Statistics Associated with the Eigenvalues of Random Matrices II. Partial Sums over Proper Time Delays for Chaotic Quantum Dots

NASA Astrophysics Data System (ADS)

Grabsch, Aurélien; Majumdar, Satya N.; Texier, Christophe

2017-06-01

Invariant ensembles of random matrices are characterized by the distribution of their eigenvalues \\{λ _1,\\ldots ,λ _N\\}. We study the distribution of truncated linear statistics of the form \\tilde{L}=\\sum _{i=1}^p f(λ _i) with p

The tunneling effect for a class of difference operators

NASA Astrophysics Data System (ADS)

Klein, Markus; Rosenberger, Elke

We analyze a general class of self-adjoint difference operators H𝜀 = T𝜀 + V𝜀 on ℓ2((𝜀ℤ)d), where V𝜀 is a multi-well potential and 𝜀 is a small parameter. We give a coherent review of our results on tunneling up to new sharp results on the level of complete asymptotic expansions (see [30-35]).Our emphasis is on general ideas and strategy, possibly of interest for a broader range of readers, and less on detailed mathematical proofs. The wells are decoupled by introducing certain Dirichlet operators on regions containing only one potential well. Then the eigenvalue problem for the Hamiltonian H𝜀 is treated as a small perturbation of these comparison problems. After constructing a Finslerian distance d induced by H𝜀, we show that Dirichlet eigenfunctions decay exponentially with a rate controlled by this distance to the well. It follows with microlocal techniques that the first n eigenvalues of H𝜀 converge to the first n eigenvalues of the direct sum of harmonic oscillators on ℝd located at several wells. In a neighborhood of one well, we construct formal asymptotic expansions of WKB-type for eigenfunctions associated with the low-lying eigenvalues of H𝜀. These are obtained from eigenfunctions or quasimodes for the operator H𝜀, acting on L2(ℝd), via restriction to the lattice (𝜀ℤ)d. Tunneling is then described by a certain interaction matrix, similar to the analysis for the Schrödinger operator (see [22]), the remainder is exponentially small and roughly quadratic compared with the interaction matrix. We give weighted ℓ2-estimates for the difference of eigenfunctions of Dirichlet-operators in neighborhoods of the different wells and the associated WKB-expansions at the wells. In the last step, we derive full asymptotic expansions for interactions between two “wells” (minima) of the potential energy, in particular for the discrete tunneling effect. Here we essentially use analysis on phase space, complexified in the momentum variable. These results are as sharp as the classical results for the Schrödinger operator in [22].

Markov Chain Monte Carlo Inference of Parametric Dictionaries for Sparse Bayesian Approximations

PubMed Central

Chaspari, Theodora; Tsiartas, Andreas; Tsilifis, Panagiotis; Narayanan, Shrikanth

2016-01-01

Parametric dictionaries can increase the ability of sparse representations to meaningfully capture and interpret the underlying signal information, such as encountered in biomedical problems. Given a mapping function from the atom parameter space to the actual atoms, we propose a sparse Bayesian framework for learning the atom parameters, because of its ability to provide full posterior estimates, take uncertainty into account and generalize on unseen data. Inference is performed with Markov Chain Monte Carlo, that uses block sampling to generate the variables of the Bayesian problem. Since the parameterization of dictionary atoms results in posteriors that cannot be analytically computed, we use a Metropolis-Hastings-within-Gibbs framework, according to which variables with closed-form posteriors are generated with the Gibbs sampler, while the remaining ones with the Metropolis Hastings from appropriate candidate-generating densities. We further show that the corresponding Markov Chain is uniformly ergodic ensuring its convergence to a stationary distribution independently of the initial state. Results on synthetic data and real biomedical signals indicate that our approach offers advantages in terms of signal reconstruction compared to previously proposed Steepest Descent and Equiangular Tight Frame methods. This paper demonstrates the ability of Bayesian learning to generate parametric dictionaries that can reliably represent the exemplar data and provides the foundation towards inferring the entire variable set of the sparse approximation problem for signal denoising, adaptation and other applications. PMID:28649173

Random pure states: Quantifying bipartite entanglement beyond the linear statistics.

PubMed

Vivo, Pierpaolo; Pato, Mauricio P; Oshanin, Gleb

2016-05-01

We analyze the properties of entangled random pure states of a quantum system partitioned into two smaller subsystems of dimensions N and M. Framing the problem in terms of random matrices with a fixed-trace constraint, we establish, for arbitrary N≤M, a general relation between the n-point densities and the cross moments of the eigenvalues of the reduced density matrix, i.e., the so-called Schmidt eigenvalues, and the analogous functionals of the eigenvalues of the Wishart-Laguerre ensemble of the random matrix theory. This allows us to derive explicit expressions for two-level densities, and also an exact expression for the variance of von Neumann entropy at finite N,M. Then, we focus on the moments E{K^{a}} of the Schmidt number K, the reciprocal of the purity. This is a random variable supported on [1,N], which quantifies the number of degrees of freedom effectively contributing to the entanglement. We derive a wealth of analytical results for E{K^{a}} for N=2 and 3 and arbitrary M, and also for square N=M systems by spotting for the latter a connection with the probability P(x_{min}^{GUE}≥sqrt[2N]ξ) that the smallest eigenvalue x_{min}^{GUE} of an N×N matrix belonging to the Gaussian unitary ensemble is larger than sqrt[2N]ξ. As a by-product, we present an exact asymptotic expansion for P(x_{min}^{GUE}≥sqrt[2N]ξ) for finite N as ξ→∞. Our results are corroborated by numerical simulations whenever possible, with excellent agreement.

Multi-threaded Sparse Matrix Sparse Matrix Multiplication for Many-Core and GPU Architectures.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Deveci, Mehmet; Trott, Christian Robert; Rajamanickam, Sivasankaran

Sparse Matrix-Matrix multiplication is a key kernel that has applications in several domains such as scientific computing and graph analysis. Several algorithms have been studied in the past for this foundational kernel. In this paper, we develop parallel algorithms for sparse matrix- matrix multiplication with a focus on performance portability across different high performance computing architectures. The performance of these algorithms depend on the data structures used in them. We compare different types of accumulators in these algorithms and demonstrate the performance difference between these data structures. Furthermore, we develop a meta-algorithm, kkSpGEMM, to choose the right algorithm and datamore » structure based on the characteristics of the problem. We show performance comparisons on three architectures and demonstrate the need for the community to develop two phase sparse matrix-matrix multiplication implementations for efficient reuse of the data structures involved.« less

Magnetic Resonance Super-resolution Imaging Measurement with Dictionary-optimized Sparse Learning

NASA Astrophysics Data System (ADS)

Li, Jun-Bao; Liu, Jing; Pan, Jeng-Shyang; Yao, Hongxun

2017-06-01

Magnetic Resonance Super-resolution Imaging Measurement (MRIM) is an effective way of measuring materials. MRIM has wide applications in physics, chemistry, biology, geology, medical and material science, especially in medical diagnosis. It is feasible to improve the resolution of MR imaging through increasing radiation intensity, but the high radiation intensity and the longtime of magnetic field harm the human body. Thus, in the practical applications the resolution of hardware imaging reaches the limitation of resolution. Software-based super-resolution technology is effective to improve the resolution of image. This work proposes a framework of dictionary-optimized sparse learning based MR super-resolution method. The framework is to solve the problem of sample selection for dictionary learning of sparse reconstruction. The textural complexity-based image quality representation is proposed to choose the optimal samples for dictionary learning. Comprehensive experiments show that the dictionary-optimized sparse learning improves the performance of sparse representation.

Renovation of the fixing and loading factors of the beam by the spectral data of free flexural vibrations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Akhymbek, Meiram Erkanatuly; Yessirkegenov, Nurgissa Amankeldiuly; Sadybekov, Makhmud Abdysametovich

2015-09-18

In the current paper, the problem of bending vibrations of a beam in which the binding on the right end is unknown and not available for visual inspection is studied. The main objective is to study an inverse problem: find additional unknown boundary conditions by additional spectral data, i.e., the conditions of fixing the right end of the rod. In this work, unlike many other works, as such additional conditions we choose the first natural frequencies (eigenvalues) of two new problems corresponding to the problem of bending vibrations of a beam with loads of different weights at the central point.

Compressed modes for variational problems in mathematics and physics

PubMed Central

Ozoliņš, Vidvuds; Lai, Rongjie; Caflisch, Russel; Osher, Stanley

2013-01-01

This article describes a general formalism for obtaining spatially localized (“sparse”) solutions to a class of problems in mathematical physics, which can be recast as variational optimization problems, such as the important case of Schrödinger’s equation in quantum mechanics. Sparsity is achieved by adding an regularization term to the variational principle, which is shown to yield solutions with compact support (“compressed modes”). Linear combinations of these modes approximate the eigenvalue spectrum and eigenfunctions in a systematically improvable manner, and the localization properties of compressed modes make them an attractive choice for use with efficient numerical algorithms that scale linearly with the problem size. PMID:24170861

VENTURE: a code block for solving multigroup neutronics problems applying the finite-difference diffusion-theory approximation to neutron transport

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vondy, D.R.; Fowler, T.B.; Cunningham, G.W.

1975-10-01

The computer code block VENTURE, designed to solve multigroup neutronics problems with application of the finite-difference diffusion-theory approximation to neutron transport (or alternatively simple P$sub 1$) in up to three- dimensional geometry is described. A variety of types of problems may be solved: the usual eigenvalue problem, a direct criticality search on the buckling, on a reciprocal velocity absorber (prompt mode), or on nuclide concentrations, or an indirect criticality search on nuclide concentrations, or on dimensions. First- order perturbation analysis capability is available at the macroscopic cross section level. (auth)

A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media

NASA Astrophysics Data System (ADS)

Liao, Qinzhuo; Zhang, Dongxiao; Tchelepi, Hamdi

2017-02-01

A new computational method is proposed for efficient uncertainty quantification of multiphase flow in porous media with stochastic permeability. For pressure estimation, it combines the dimension-adaptive stochastic collocation method on Smolyak sparse grids and the Kronrod-Patterson-Hermite nested quadrature formulas. For saturation estimation, an additional stage is developed, in which the pressure and velocity samples are first generated by the sparse grid interpolation and then substituted into the transport equation to solve for the saturation samples, to address the low regularity problem of the saturation. Numerical examples are presented for multiphase flow with stochastic permeability fields to demonstrate accuracy and efficiency of the proposed two-stage adaptive stochastic collocation method on nested sparse grids.

Siewert solutions of transcendental equations, generalized Lambert functions and physical applications

NASA Astrophysics Data System (ADS)

Barsan, Victor

2018-05-01

Several classes of transcendental equations, mainly eigenvalue equations associated to non-relativistic quantum mechanical problems, are analyzed. Siewert's systematic approach of such equations is discussed from the perspective of the new results recently obtained in the theory of generalized Lambert functions and of algebraic approximations of various special or elementary functions. Combining exact and approximate analytical methods, quite precise analytical outputs are obtained for apparently untractable problems. The results can be applied in quantum and classical mechanics, magnetism, elasticity, solar energy conversion, etc.

Introduction to Numerical Methods

DOE Office of Scientific and Technical Information (OSTI.GOV)

Schoonover, Joseph A.

2016-06-14

These are slides for a lecture for the Parallel Computing Summer Research Internship at the National Security Education Center. This gives an introduction to numerical methods. Repetitive algorithms are used to obtain approximate solutions to mathematical problems, using sorting, searching, root finding, optimization, interpolation, extrapolation, least squares regresion, Eigenvalue problems, ordinary differential equations, and partial differential equations. Many equations are shown. Discretizations allow us to approximate solutions to mathematical models of physical systems using a repetitive algorithm and introduce errors that can lead to numerical instabilities if we are not careful.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kalugin, A. V., E-mail: Kalugin-AV@nrcki.ru; Tebin, V. V.

The specific features of calculation of the effective multiplication factor using the Monte Carlo method for weakly coupled and non-asymptotic multiplying systems are discussed. Particular examples are considered and practical recommendations on detection and Monte Carlo calculation of systems typical in numerical substantiation of nuclear safety for VVER fuel management problems are given. In particular, the problems of the choice of parameters for the batch mode and the method for normalization of the neutron batch, as well as finding and interpretation of the eigenvalue spectrum for the integral fission matrix, are discussed.

Analysis of the autonomous problem about coupled active non-Newtonian multi-seepage in sparse medium

NASA Astrophysics Data System (ADS)

Deng, Shuxian; Li, Hongen

2017-10-01

The flow field of non-Newtonian fluid in sparse medium was analyzed by computational fluid dynamics (CFD) method. The results show that the axial velocity and radial velocity of the non-Newtonian fluid are larger than those of the Newtonian fluid due to the coupling of the viscosity of the non-Newtonian fluid and the shear rate, and the tangential velocity is less than that of the Newtonian fluid. These differences lead to the difference in the sparse medium Non-Newtonian fluids are of a special nature. The influence of the weight function on the global existence and blasting of the problem is discussed by analyzing the non-Newtonian percolation equation with nonlocal and weighted non-local Dirichlet boundary conditions. According to the non-Newtonian percolation equation, we define the weak solution of the problem and expound the local existence of the weak solution. Then we construct the test function and prove the weak comparison principle by using the Grown well inequality. The overall existence and blasting are analyzed by constructing the upper and lower solutions.

Analysis, tuning and comparison of two general sparse solvers for distributed memory computers

DOE Office of Scientific and Technical Information (OSTI.GOV)

Amestoy, P.R.; Duff, I.S.; L'Excellent, J.-Y.

2000-06-30

We describe the work performed in the context of a Franco-Berkeley funded project between NERSC-LBNL located in Berkeley (USA) and CERFACS-ENSEEIHT located in Toulouse (France). We discuss both the tuning and performance analysis of two distributed memory sparse solvers (superlu from Berkeley and mumps from Toulouse) on the 512 processor Cray T3E from NERSC (Lawrence Berkeley National Laboratory). This project gave us the opportunity to improve the algorithms and add new features to the codes. We then quite extensively analyze and compare the two approaches on a set of large problems from real applications. We further explain the main differencesmore » in the behavior of the approaches on artificial regular grid problems. As a conclusion to this activity report, we mention a set of parallel sparse solvers on which this type of study should be extended.« less

Distribution of model uncertainty across multiple data streams

NASA Astrophysics Data System (ADS)

Wutzler, Thomas

2014-05-01

When confronting biogeochemical models with a diversity of observational data streams, we are faced with the problem of weighing the data streams. Without weighing or multiple blocked cost functions, model uncertainty is allocated to the sparse data streams and possible bias in processes that are strongly constraint is exported to processes that are constrained by sparse data streams only. In this study we propose an approach that aims at making model uncertainty a factor of observations uncertainty, that is constant over all data streams. Further we propose an implementation based on Monte-Carlo Markov chain sampling combined with simulated annealing that is able to determine this variance factor. The method is exemplified both with very simple models, artificial data and with an inversion of the DALEC ecosystem carbon model against multiple observations of Howland forest. We argue that the presented approach is able to help and maybe resolve the problem of bias export to sparse data streams.

Sampling schemes and parameter estimation for nonlinear Bernoulli-Gaussian sparse models

NASA Astrophysics Data System (ADS)

Boudineau, Mégane; Carfantan, Hervé; Bourguignon, Sébastien; Bazot, Michael

2016-06-01

We address the sparse approximation problem in the case where the data are approximated by the linear combination of a small number of elementary signals, each of these signals depending non-linearly on additional parameters. Sparsity is explicitly expressed through a Bernoulli-Gaussian hierarchical model in a Bayesian framework. Posterior mean estimates are computed using Markov Chain Monte-Carlo algorithms. We generalize the partially marginalized Gibbs sampler proposed in the linear case in [1], and build an hybrid Hastings-within-Gibbs algorithm in order to account for the nonlinear parameters. All model parameters are then estimated in an unsupervised procedure. The resulting method is evaluated on a sparse spectral analysis problem. It is shown to converge more efficiently than the classical joint estimation procedure, with only a slight increase of the computational cost per iteration, consequently reducing the global cost of the estimation procedure.

A Fast Gradient Method for Nonnegative Sparse Regression With Self-Dictionary

NASA Astrophysics Data System (ADS)

Gillis, Nicolas; Luce, Robert

2018-01-01

A nonnegative matrix factorization (NMF) can be computed efficiently under the separability assumption, which asserts that all the columns of the given input data matrix belong to the cone generated by a (small) subset of them. The provably most robust methods to identify these conic basis columns are based on nonnegative sparse regression and self dictionaries, and require the solution of large-scale convex optimization problems. In this paper we study a particular nonnegative sparse regression model with self dictionary. As opposed to previously proposed models, this model yields a smooth optimization problem where the sparsity is enforced through linear constraints. We show that the Euclidean projection on the polyhedron defined by these constraints can be computed efficiently, and propose a fast gradient method to solve our model. We compare our algorithm with several state-of-the-art methods on synthetic data sets and real-world hyperspectral images.

Accelerated Path-following Iterative Shrinkage Thresholding Algorithm with Application to Semiparametric Graph Estimation

PubMed Central

Zhao, Tuo; Liu, Han

2016-01-01

We propose an accelerated path-following iterative shrinkage thresholding algorithm (APISTA) for solving high dimensional sparse nonconvex learning problems. The main difference between APISTA and the path-following iterative shrinkage thresholding algorithm (PISTA) is that APISTA exploits an additional coordinate descent subroutine to boost the computational performance. Such a modification, though simple, has profound impact: APISTA not only enjoys the same theoretical guarantee as that of PISTA, i.e., APISTA attains a linear rate of convergence to a unique sparse local optimum with good statistical properties, but also significantly outperforms PISTA in empirical benchmarks. As an application, we apply APISTA to solve a family of nonconvex optimization problems motivated by estimating sparse semiparametric graphical models. APISTA allows us to obtain new statistical recovery results which do not exist in the existing literature. Thorough numerical results are provided to back up our theory. PMID:28133430

Sparse Image Reconstruction on the Sphere: Analysis and Synthesis.

PubMed

Wallis, Christopher G R; Wiaux, Yves; McEwen, Jason D

2017-11-01

We develop techniques to solve ill-posed inverse problems on the sphere by sparse regularization, exploiting sparsity in both axisymmetric and directional scale-discretized wavelet space. Denoising, inpainting, and deconvolution problems and combinations thereof, are considered as examples. Inverse problems are solved in both the analysis and synthesis settings, with a number of different sampling schemes. The most effective approach is that with the most restricted solution-space, which depends on the interplay between the adopted sampling scheme, the selection of the analysis/synthesis problem, and any weighting of the l 1 norm appearing in the regularization problem. More efficient sampling schemes on the sphere improve reconstruction fidelity by restricting the solution-space and also by improving sparsity in wavelet space. We apply the technique to denoise Planck 353-GHz observations, improving the ability to extract the structure of Galactic dust emission, which is important for studying Galactic magnetism.

Parallel Symmetric Eigenvalue Problem Solvers

DTIC Science & Technology

2015-05-01

get research, tutoring, and mentoring experience as an undergraduate. Last but not least, I thank my family for their love and support. v TABLE OF...32 4.6.2 Choice of the Ritz shifts . . . . . . . . . . . . . . . . . . . . 37 4.7 Relationship between...pencil. I will conclude with a discussion of the relationship between Trace- Min and simultaneous iteration. If both methods solve the linear systems

On r-circulant matrices with Fibonacci and Lucas numbers having arithmetic indices

NASA Astrophysics Data System (ADS)

Bueno, Aldous Cesar F.

2017-11-01

We investigate r-circulant matrices whose entries are Fibonacci and Lucas numbers having arithmetic indices. We then solve for the eigenvalues, determinant, Euclidean norm and the bounds for the spectral norm of the matrices. We also present some special cases and some results on identities and divisibility. Lastly, we present an open problem.

Numerical implementation of complex orthogonalization, parallel transport on Stiefel bundles, and analyticity

NASA Astrophysics Data System (ADS)

Avitabile, Daniele; Bridges, Thomas J.

2010-06-01

Numerical integration of complex linear systems of ODEs depending analytically on an eigenvalue parameter are considered. Complex orthogonalization, which is required to stabilize the numerical integration, results in non-analytic systems. It is shown that properties of eigenvalues are still efficiently recoverable by extracting information from a non-analytic characteristic function. The orthonormal systems are constructed using the geometry of Stiefel bundles. Different forms of continuous orthogonalization in the literature are shown to correspond to different choices of connection one-form on the Stiefel bundle. For the numerical integration, Gauss-Legendre Runge-Kutta algorithms are the principal choice for preserving orthogonality, and performance results are shown for a range of GLRK methods. The theory and methods are tested by application to example boundary value problems including the Orr-Sommerfeld equation in hydrodynamic stability.

Witnessing eigenstates for quantum simulation of Hamiltonian spectra

PubMed Central

Santagati, Raffaele; Wang, Jianwei; Gentile, Antonio A.; Paesani, Stefano; Wiebe, Nathan; McClean, Jarrod R.; Morley-Short, Sam; Shadbolt, Peter J.; Bonneau, Damien; Silverstone, Joshua W.; Tew, David P.; Zhou, Xiaoqi; O’Brien, Jeremy L.; Thompson, Mark G.

2018-01-01

The efficient calculation of Hamiltonian spectra, a problem often intractable on classical machines, can find application in many fields, from physics to chemistry. We introduce the concept of an “eigenstate witness” and, through it, provide a new quantum approach that combines variational methods and phase estimation to approximate eigenvalues for both ground and excited states. This protocol is experimentally verified on a programmable silicon quantum photonic chip, a mass-manufacturable platform, which embeds entangled state generation, arbitrary controlled unitary operations, and projective measurements. Both ground and excited states are experimentally found with fidelities >99%, and their eigenvalues are estimated with 32 bits of precision. We also investigate and discuss the scalability of the approach and study its performance through numerical simulations of more complex Hamiltonians. This result shows promising progress toward quantum chemistry on quantum computers. PMID:29387796

Visual Tracking Based on Extreme Learning Machine and Sparse Representation

PubMed Central

Wang, Baoxian; Tang, Linbo; Yang, Jinglin; Zhao, Baojun; Wang, Shuigen

2015-01-01

The existing sparse representation-based visual trackers mostly suffer from both being time consuming and having poor robustness problems. To address these issues, a novel tracking method is presented via combining sparse representation and an emerging learning technique, namely extreme learning machine (ELM). Specifically, visual tracking can be divided into two consecutive processes. Firstly, ELM is utilized to find the optimal separate hyperplane between the target observations and background ones. Thus, the trained ELM classification function is able to remove most of the candidate samples related to background contents efficiently, thereby reducing the total computational cost of the following sparse representation. Secondly, to further combine ELM and sparse representation, the resultant confidence values (i.e., probabilities to be a target) of samples on the ELM classification function are used to construct a new manifold learning constraint term of the sparse representation framework, which tends to achieve robuster results. Moreover, the accelerated proximal gradient method is used for deriving the optimal solution (in matrix form) of the constrained sparse tracking model. Additionally, the matrix form solution allows the candidate samples to be calculated in parallel, thereby leading to a higher efficiency. Experiments demonstrate the effectiveness of the proposed tracker. PMID:26506359

Use of SCALE Continuous-Energy Monte Carlo Tools for Eigenvalue Sensitivity Coefficient Calculations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Perfetti, Christopher M; Rearden, Bradley T

2013-01-01

The TSUNAMI code within the SCALE code system makes use of eigenvalue sensitivity coefficients for an extensive number of criticality safety applications, such as quantifying the data-induced uncertainty in the eigenvalue of critical systems, assessing the neutronic similarity between different critical systems, and guiding nuclear data adjustment studies. The need to model geometrically complex systems with improved fidelity and the desire to extend TSUNAMI analysis to advanced applications has motivated the development of a methodology for calculating sensitivity coefficients in continuous-energy (CE) Monte Carlo applications. The CLUTCH and Iterated Fission Probability (IFP) eigenvalue sensitivity methods were recently implemented in themore » CE KENO framework to generate the capability for TSUNAMI-3D to perform eigenvalue sensitivity calculations in continuous-energy applications. This work explores the improvements in accuracy that can be gained in eigenvalue and eigenvalue sensitivity calculations through the use of the SCALE CE KENO and CE TSUNAMI continuous-energy Monte Carlo tools as compared to multigroup tools. The CE KENO and CE TSUNAMI tools were used to analyze two difficult models of critical benchmarks, and produced eigenvalue and eigenvalue sensitivity coefficient results that showed a marked improvement in accuracy. The CLUTCH sensitivity method in particular excelled in terms of efficiency and computational memory requirements.« less

New Parallel Algorithms for Structural Analysis and Design of Aerospace Structures

NASA Technical Reports Server (NTRS)

Nguyen, Duc T.

1998-01-01

Subspace and Lanczos iterations have been developed, well documented, and widely accepted as efficient methods for obtaining p-lowest eigen-pair solutions of large-scale, practical engineering problems. The focus of this paper is to incorporate recent developments in vectorized sparse technologies in conjunction with Subspace and Lanczos iterative algorithms for computational enhancements. Numerical performance, in terms of accuracy and efficiency of the proposed sparse strategies for Subspace and Lanczos algorithm, is demonstrated by solving for the lowest frequencies and mode shapes of structural problems on the IBM-R6000/590 and SunSparc 20 workstations.

Distributed memory compiler design for sparse problems

NASA Technical Reports Server (NTRS)

Wu, Janet; Saltz, Joel; Berryman, Harry; Hiranandani, Seema

1991-01-01

A compiler and runtime support mechanism is described and demonstrated. The methods presented are capable of solving a wide range of sparse and unstructured problems in scientific computing. The compiler takes as input a FORTRAN 77 program enhanced with specifications for distributing data, and the compiler outputs a message passing program that runs on a distributed memory computer. The runtime support for this compiler is a library of primitives designed to efficiently support irregular patterns of distributed array accesses and irregular distributed array partitions. A variety of Intel iPSC/860 performance results obtained through the use of this compiler are presented.

Sparse spikes super-resolution on thin grids II: the continuous basis pursuit

NASA Astrophysics Data System (ADS)

Duval, Vincent; Peyré, Gabriel

2017-09-01

This article analyzes the performance of the continuous basis pursuit (C-BP) method for sparse super-resolution. The C-BP has been recently proposed by Ekanadham, Tranchina and Simoncelli as a refined discretization scheme for the recovery of spikes in inverse problems regularization. One of the most well known discretization scheme, the basis pursuit (BP, also known as \

A study of the control problem of the shoot side environment delivery system of a closed crop growth research chamber

NASA Technical Reports Server (NTRS)

Blackwell, C. C.; Blackwell, A. L.

1992-01-01

The details of our initial study of the control problem of the crop shoot environment of a hypothetical closed crop growth research chamber (CGRC) are presented in this report. The configuration of the CGRC is hypothetical because neither a physical subject nor a design existed at the time the study began, a circumstance which is typical of large scale systems control studies. The basis of the control study is a mathematical model which was judged to adequately mimic the relevant dynamics of the system components considered necessary to provide acceptable realism in the representation. Control of pressure, temperature, and flow rate of the crop shoot environment, along with its oxygen, carbon dioxide, and water concentration is addressed. To account for mass exchange, the group of plants is represented in the model by a source of oxygen, a source of water vapor, and a sink for carbon dioxide. In terms of the thermal energy exchange, the group of plants is represented by a surface with an appropriate temperature. Most of the primitive equations about an experimental operating condition and a state variable representation which was extracted from the linearized equations are presented. Next, we present the results of a real Jordan decomposition and the repositioning of an undesirable eigenvalue via full state feedback. The state variable representation of the modeling system is of the nineteenth order and reflects the eleven control variables and eight system disturbances. Five real eigenvalues are very near zero, with one at zero, three having small magnitude positive values, and one having a small magnitude negative value. A Singular Value Decomposition analysis indicates that these non-zero eigenvalues are not results of numerical error.

Stability investigations of airfoil flow by global analysis

NASA Technical Reports Server (NTRS)

Morzynski, Marek; Thiele, Frank

1992-01-01

As the result of global, non-parallel flow stability analysis the single value of the disturbance growth-rate and respective frequency is obtained. This complex value characterizes the stability of the whole flow configuration and is not referred to any particular flow pattern. The global analysis assures that all the flow elements (wake, boundary and shear layer) are taken into account. The physical phenomena connected with the wake instability are properly reproduced by the global analysis. This enhances the investigations of instability of any 2-D flows, including ones in which the boundary layer instability effects are known to be of dominating importance. Assuming fully 2-D disturbance form, the global linear stability problem is formulated. The system of partial differential equations is solved for the eigenvalues and eigenvectors. The equations, written in the pure stream function formulation, are discretized via FDM using a curvilinear coordinate system. The complex eigenvalues and corresponding eigenvectors are evaluated by an iterative method. The investigations performed for various Reynolds numbers emphasize that the wake instability develops into the Karman vortex street. This phenomenon is shown to be connected with the first mode obtained from the non-parallel flow stability analysis. The higher modes are reflecting different physical phenomena as for example Tollmien-Schlichting waves, originating in the boundary layer and having the tendency to emerge as instabilities for the growing Reynolds number. The investigations are carried out for a circular cylinder, oblong ellipsis and airfoil. It is shown that the onset of the wake instability, the waves in the boundary layer, the shear layer instability are different solutions of the same eigenvalue problem, formulated using the non-parallel theory. The analysis offers large potential possibilities as the generalization of methods used till now for the stability analysis.

Level repulsion and band sorting in phononic crystals

NASA Astrophysics Data System (ADS)

Lu, Yan; Srivastava, Ankit

2018-02-01

In this paper we consider the problem of avoided crossings (level repulsion) in phononic crystals and suggest a computationally efficient strategy to distinguish them from normal cross points. This process is essential for the correct sorting of the phononic bands and, subsequently, for the accurate determination of mode continuation, group velocities, and emergent properties which depend on them such as thermal conductivity. Through explicit phononic calculations using generalized Rayleigh quotient, we identify exact locations of exceptional points in the complex wavenumber domain which results in level repulsion in the real domain. We show that in the vicinity of the exceptional point the relevant phononic eigenvalue surfaces resemble the surfaces of a 2 by 2 parameter-dependent matrix. Along a closed loop encircling the exceptional point we show that the phononic eigenvalues are exchanged, just as they are for the 2 by 2 matrix case. However, the behavior of the associated eigenvectors is shown to be more complex in the phononic case. Along a closed loop around an exceptional point, we show that the eigenvectors can flip signs multiple times unlike a 2 by 2 matrix where the flip of sign occurs only once. Finally, we exploit these eigenvector sign flips around exceptional points to propose a simple and efficient method of distinguishing them from normal crosses and of correctly sorting the band-structure. Our proposed method is roughly an order-of-magnitude faster than the zoom-in method and correctly identifies > 96% of the cases considered. Both its speed and accuracy can be further improved and we suggest some ways of achieving this. Our method is general and, as such, would be directly applicable to other eigenvalue problems where the eigenspectrum needs to be correctly sorted.

Fast iterative solution of the Bethe-Salpeter eigenvalue problem using low-rank and QTT tensor approximation

NASA Astrophysics Data System (ADS)

Benner, Peter; Dolgov, Sergey; Khoromskaia, Venera; Khoromskij, Boris N.

2017-04-01

In this paper, we propose and study two approaches to approximate the solution of the Bethe-Salpeter equation (BSE) by using structured iterative eigenvalue solvers. Both approaches are based on the reduced basis method and low-rank factorizations of the generating matrices. We also propose to represent the static screen interaction part in the BSE matrix by a small active sub-block, with a size balancing the storage for rank-structured representations of other matrix blocks. We demonstrate by various numerical tests that the combination of the diagonal plus low-rank plus reduced-block approximation exhibits higher precision with low numerical cost, providing as well a distinct two-sided error estimate for the smallest eigenvalues of the Bethe-Salpeter operator. The complexity is reduced to O (Nb2) in the size of the atomic orbitals basis set, Nb, instead of the practically intractable O (Nb6) scaling for the direct diagonalization. In the second approach, we apply the quantized-TT (QTT) tensor representation to both, the long eigenvectors and the column vectors in the rank-structured BSE matrix blocks, and combine this with the ALS-type iteration in block QTT format. The QTT-rank of the matrix entities possesses almost the same magnitude as the number of occupied orbitals in the molecular systems, No

L2-norm multiple kernel learning and its application to biomedical data fusion

PubMed Central

2010-01-01

Background This paper introduces the notion of optimizing different norms in the dual problem of support vector machines with multiple kernels. The selection of norms yields different extensions of multiple kernel learning (MKL) such as L∞, L1, and L2 MKL. In particular, L2 MKL is a novel method that leads to non-sparse optimal kernel coefficients, which is different from the sparse kernel coefficients optimized by the existing L∞ MKL method. In real biomedical applications, L2 MKL may have more advantages over sparse integration method for thoroughly combining complementary information in heterogeneous data sources. Results We provide a theoretical analysis of the relationship between the L2 optimization of kernels in the dual problem with the L2 coefficient regularization in the primal problem. Understanding the dual L2 problem grants a unified view on MKL and enables us to extend the L2 method to a wide range of machine learning problems. We implement L2 MKL for ranking and classification problems and compare its performance with the sparse L∞ and the averaging L1 MKL methods. The experiments are carried out on six real biomedical data sets and two large scale UCI data sets. L2 MKL yields better performance on most of the benchmark data sets. In particular, we propose a novel L2 MKL least squares support vector machine (LSSVM) algorithm, which is shown to be an efficient and promising classifier for large scale data sets processing. Conclusions This paper extends the statistical framework of genomic data fusion based on MKL. Allowing non-sparse weights on the data sources is an attractive option in settings where we believe most data sources to be relevant to the problem at hand and want to avoid a "winner-takes-all" effect seen in L∞ MKL, which can be detrimental to the performance in prospective studies. The notion of optimizing L2 kernels can be straightforwardly extended to ranking, classification, regression, and clustering algorithms. To tackle the computational burden of MKL, this paper proposes several novel LSSVM based MKL algorithms. Systematic comparison on real data sets shows that LSSVM MKL has comparable performance as the conventional SVM MKL algorithms. Moreover, large scale numerical experiments indicate that when cast as semi-infinite programming, LSSVM MKL can be solved more efficiently than SVM MKL. Availability The MATLAB code of algorithms implemented in this paper is downloadable from http://homes.esat.kuleuven.be/~sistawww/bioi/syu/l2lssvm.html. PMID:20529363

A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liao, Qinzhuo, E-mail: liaoqz@pku.edu.cn; Zhang, Dongxiao; Tchelepi, Hamdi

A new computational method is proposed for efficient uncertainty quantification of multiphase flow in porous media with stochastic permeability. For pressure estimation, it combines the dimension-adaptive stochastic collocation method on Smolyak sparse grids and the Kronrod–Patterson–Hermite nested quadrature formulas. For saturation estimation, an additional stage is developed, in which the pressure and velocity samples are first generated by the sparse grid interpolation and then substituted into the transport equation to solve for the saturation samples, to address the low regularity problem of the saturation. Numerical examples are presented for multiphase flow with stochastic permeability fields to demonstrate accuracy and efficiencymore » of the proposed two-stage adaptive stochastic collocation method on nested sparse grids.« less

Parallel solution of the symmetric tridiagonal eigenproblem. Research report

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jessup, E.R.

1989-10-01

This thesis discusses methods for computing all eigenvalues and eigenvectors of a symmetric tridiagonal matrix on a distributed-memory Multiple Instruction, Multiple Data multiprocessor. Only those techniques having the potential for both high numerical accuracy and significant large-grained parallelism are investigated. These include the QL method or Cuppen's divide and conquer method based on rank-one updating to compute both eigenvalues and eigenvectors, bisection to determine eigenvalues and inverse iteration to compute eigenvectors. To begin, the methods are compared with respect to computation time, communication time, parallel speed up, and accuracy. Experiments on an IPSC hypercube multiprocessor reveal that Cuppen's method ismore » the most accurate approach, but bisection with inverse iteration is the fastest and most parallel. Because the accuracy of the latter combination is determined by the quality of the computed eigenvectors, the factors influencing the accuracy of inverse iteration are examined. This includes, in part, statistical analysis of the effect of a starting vector with random components. These results are used to develop an implementation of inverse iteration producing eigenvectors with lower residual error and better orthogonality than those generated by the EISPACK routine TINVIT. This thesis concludes with adaptions of methods for the symmetric tridiagonal eigenproblem to the related problem of computing the singular value decomposition (SVD) of a bidiagonal matrix.« less

Parallel solution of the symmetric tridiagonal eigenproblem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jessup, E.R.

1989-01-01

This thesis discusses methods for computing all eigenvalues and eigenvectors of a symmetric tridiagonal matrix on a distributed memory MIMD multiprocessor. Only those techniques having the potential for both high numerical accuracy and significant large-grained parallelism are investigated. These include the QL method or Cuppen's divide and conquer method based on rank-one updating to compute both eigenvalues and eigenvectors, bisection to determine eigenvalues, and inverse iteration to compute eigenvectors. To begin, the methods are compared with respect to computation time, communication time, parallel speedup, and accuracy. Experiments on an iPSC hyper-cube multiprocessor reveal that Cuppen's method is the most accuratemore » approach, but bisection with inverse iteration is the fastest and most parallel. Because the accuracy of the latter combination is determined by the quality of the computed eigenvectors, the factors influencing the accuracy of inverse iteration are examined. This includes, in part, statistical analysis of the effects of a starting vector with random components. These results are used to develop an implementation of inverse iteration producing eigenvectors with lower residual error and better orthogonality than those generated by the EISPACK routine TINVIT. This thesis concludes with adaptations of methods for the symmetric tridiagonal eigenproblem to the related problem of computing the singular value decomposition (SVD) of a bidiagonal matrix.« less

Experimental Validation of Model Updating and Damage Detection via Eigenvalue Sensitivity Methods with Artificial Boundary Conditions

DTIC Science & Technology

2017-09-01

VALIDATION OF MODEL UPDATING AND DAMAGE DETECTION VIA EIGENVALUE SENSITIVITY METHODS WITH ARTIFICIAL BOUNDARY CONDITIONS by Matthew D. Bouwense...VALIDATION OF MODEL UPDATING AND DAMAGE DETECTION VIA EIGENVALUE SENSITIVITY METHODS WITH ARTIFICIAL BOUNDARY CONDITIONS 5. FUNDING NUMBERS 6. AUTHOR...unlimited. EXPERIMENTAL VALIDATION OF MODEL UPDATING AND DAMAGE DETECTION VIA EIGENVALUE SENSITIVITY METHODS WITH ARTIFICIAL BOUNDARY

Type I and Type II Error Rates and Overall Accuracy of the Revised Parallel Analysis Method for Determining the Number of Factors

ERIC Educational Resources Information Center

Green, Samuel B.; Thompson, Marilyn S.; Levy, Roy; Lo, Wen-Juo

2015-01-01

Traditional parallel analysis (T-PA) estimates the number of factors by sequentially comparing sample eigenvalues with eigenvalues for randomly generated data. Revised parallel analysis (R-PA) sequentially compares the "k"th eigenvalue for sample data to the "k"th eigenvalue for generated data sets, conditioned on"k"-…

Eigenvalue density of cross-correlations in Sri Lankan financial market

NASA Astrophysics Data System (ADS)

Nilantha, K. G. D. R.; Ranasinghe; Malmini, P. K. C.

2007-05-01

We apply the universal properties with Gaussian orthogonal ensemble (GOE) of random matrices namely spectral properties, distribution of eigenvalues, eigenvalue spacing predicted by random matrix theory (RMT) to compare cross-correlation matrix estimators from emerging market data. The daily stock prices of the Sri Lankan All share price index and Milanka price index from August 2004 to March 2005 were analyzed. Most eigenvalues in the spectrum of the cross-correlation matrix of stock price changes agree with the universal predictions of RMT. We find that the cross-correlation matrix satisfies the universal properties of the GOE of real symmetric random matrices. The eigen distribution follows the RMT predictions in the bulk but there are some deviations at the large eigenvalues. The nearest-neighbor spacing and the next nearest-neighbor spacing of the eigenvalues were examined and found that they follow the universality of GOE. RMT with deterministic correlations found that each eigenvalue from deterministic correlations is observed at values, which are repelled from the bulk distribution.

Investigation, development and application of optimal output feedback theory. Vol. 4: Measures of eigenvalue/eigenvector sensitivity to system parameters and unmodeled dynamics

NASA Technical Reports Server (NTRS)

Halyo, Nesim

1987-01-01

Some measures of eigenvalue and eigenvector sensitivity applicable to both continuous and discrete linear systems are developed and investigated. An infinite series representation is developed for the eigenvalues and eigenvectors of a system. The coefficients of the series are coupled, but can be obtained recursively using a nonlinear coupled vector difference equation. A new sensitivity measure is developed by considering the effects of unmodeled dynamics. It is shown that the sensitivity is high when any unmodeled eigenvalue is near a modeled eigenvalue. Using a simple example where the sensor dynamics have been neglected, it is shown that high feedback gains produce high eigenvalue/eigenvector sensitivity. The smallest singular value of the return difference is shown not to reflect eigenvalue sensitivity since it increases with the feedback gains. Using an upper bound obtained from the infinite series, a procedure to evaluate whether the sensitivity to parameter variations is within given acceptable bounds is developed and demonstrated by an example.

Learning Low-Rank Class-Specific Dictionary and Sparse Intra-Class Variant Dictionary for Face Recognition.

PubMed

Tang, Xin; Feng, Guo-Can; Li, Xiao-Xin; Cai, Jia-Xin

2015-01-01

Face recognition is challenging especially when the images from different persons are similar to each other due to variations in illumination, expression, and occlusion. If we have sufficient training images of each person which can span the facial variations of that person under testing conditions, sparse representation based classification (SRC) achieves very promising results. However, in many applications, face recognition often encounters the small sample size problem arising from the small number of available training images for each person. In this paper, we present a novel face recognition framework by utilizing low-rank and sparse error matrix decomposition, and sparse coding techniques (LRSE+SC). Firstly, the low-rank matrix recovery technique is applied to decompose the face images per class into a low-rank matrix and a sparse error matrix. The low-rank matrix of each individual is a class-specific dictionary and it captures the discriminative feature of this individual. The sparse error matrix represents the intra-class variations, such as illumination, expression changes. Secondly, we combine the low-rank part (representative basis) of each person into a supervised dictionary and integrate all the sparse error matrix of each individual into a within-individual variant dictionary which can be applied to represent the possible variations between the testing and training images. Then these two dictionaries are used to code the query image. The within-individual variant dictionary can be shared by all the subjects and only contribute to explain the lighting conditions, expressions, and occlusions of the query image rather than discrimination. At last, a reconstruction-based scheme is adopted for face recognition. Since the within-individual dictionary is introduced, LRSE+SC can handle the problem of the corrupted training data and the situation that not all subjects have enough samples for training. Experimental results show that our method achieves the state-of-the-art results on AR, FERET, FRGC and LFW databases.

Learning Low-Rank Class-Specific Dictionary and Sparse Intra-Class Variant Dictionary for Face Recognition

PubMed Central

Tang, Xin; Feng, Guo-can; Li, Xiao-xin; Cai, Jia-xin

2015-01-01

Face recognition is challenging especially when the images from different persons are similar to each other due to variations in illumination, expression, and occlusion. If we have sufficient training images of each person which can span the facial variations of that person under testing conditions, sparse representation based classification (SRC) achieves very promising results. However, in many applications, face recognition often encounters the small sample size problem arising from the small number of available training images for each person. In this paper, we present a novel face recognition framework by utilizing low-rank and sparse error matrix decomposition, and sparse coding techniques (LRSE+SC). Firstly, the low-rank matrix recovery technique is applied to decompose the face images per class into a low-rank matrix and a sparse error matrix. The low-rank matrix of each individual is a class-specific dictionary and it captures the discriminative feature of this individual. The sparse error matrix represents the intra-class variations, such as illumination, expression changes. Secondly, we combine the low-rank part (representative basis) of each person into a supervised dictionary and integrate all the sparse error matrix of each individual into a within-individual variant dictionary which can be applied to represent the possible variations between the testing and training images. Then these two dictionaries are used to code the query image. The within-individual variant dictionary can be shared by all the subjects and only contribute to explain the lighting conditions, expressions, and occlusions of the query image rather than discrimination. At last, a reconstruction-based scheme is adopted for face recognition. Since the within-individual dictionary is introduced, LRSE+SC can handle the problem of the corrupted training data and the situation that not all subjects have enough samples for training. Experimental results show that our method achieves the state-of-the-art results on AR, FERET, FRGC and LFW databases. PMID:26571112

Asymptotic Representation for the Eigenvalues of a Non-selfadjoint Operator Governing the Dynamics of an Energy Harvesting Model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shubov, Marianna A., E-mail: marianna.shubov@gmail.com

2016-06-15

We consider a well known model of a piezoelectric energy harvester. The harvester is designed as a beam with a piezoceramic layer attached to its top face (unimorph configuration). A pair of thin perfectly conductive electrodes is covering the top and the bottom faces of the piezoceramic layer. These electrodes are connected to a resistive load. The model is governed by a system consisting of two equations. The first of them is the equation of the Euler–Bernoulli model for the transverse vibrations of the beam and the second one represents the Kirchhoff’s law for the electric circuit. Both equations aremore » coupled due to the direct and converse piezoelectric effects. The boundary conditions for the beam equations are of clamped-free type. We represent the system as a single operator evolution equation in a Hilbert space. The dynamics generator of this system is a non-selfadjoint operator with compact resolvent. Our main result is an explicit asymptotic formula for the eigenvalues of this generator, i.e., we perform the modal analysis for electrically loaded (not short-circuit) system. We show that the spectrum splits into an infinite sequence of stable eigenvalues that approaches a vertical line in the left half plane and possibly of a finite number of unstable eigenvalues. This paper is the first in a series of three works. In the second one we will prove that the generalized eigenvectors of the dynamics generator form a Riesz basis (and, moreover, a Bari basis) in the energy space. In the third paper we will apply the results of the first two to control problems for this model.« less

Sensitivity of coronal loop sausage mode frequencies and decay rates to radial and longitudinal density inhomogeneities: a spectral approach

NASA Astrophysics Data System (ADS)

Cally, Paul S.; Xiong, Ming

2018-01-01

Fast sausage modes in solar magnetic coronal loops are only fully contained in unrealistically short dense loops. Otherwise they are leaky, losing energy to their surrounds as outgoing waves. This causes any oscillation to decay exponentially in time. Simultaneous observations of both period and decay rate therefore reveal the eigenfrequency of the observed mode, and potentially insight into the tubes’ nonuniform internal structure. In this article, a global spectral description of the oscillations is presented that results in an implicit matrix eigenvalue equation where the eigenvalues are associated predominantly with the diagonal terms of the matrix. The off-diagonal terms vanish identically if the tube is uniform. A linearized perturbation approach, applied with respect to a uniform reference model, is developed that makes the eigenvalues explicit. The implicit eigenvalue problem is easily solved numerically though, and it is shown that knowledge of the real and imaginary parts of the eigenfrequency is sufficient to determine the width and density contrast of a boundary layer over which the tubes’ enhanced internal densities drop to ambient values. Linearized density kernels are developed that show sensitivity only to the extreme outside of the loops for radial fundamental modes, especially for small density enhancements, with no sensitivity to the core. Higher radial harmonics do show some internal sensitivity, but these will be more difficult to observe. Only kink modes are sensitive to the tube centres. Variation in internal and external Alfvén speed along the loop is shown to have little effect on the fundamental dimensionless eigenfrequency, though the associated eigenfunction becomes more compact at the loop apex as stratification increases, or may even displace from the apex.

Fourier method for modeling slanted lamellar gratings of arbitrary end-surface shapes in conical mounting.

PubMed

Li, Lifeng

2015-10-01

An efficient modal method for numerically modeling slanted lamellar gratings of isotropic dielectric or metallic media in conical mounting is presented. No restrictions are imposed on the slant angle and the length of the lamellae. The end surface of the lamellae can be arbitrary, subject to certain restrictions. An oblique coordinate system that is adapted to the slanted lamella sidewalls allows the most efficient way of representing and manipulating the electromagnetic fields. A translational coordinate system that is based on the oblique Cartesian coordinate system adapts to the end-surface profile of the lamellae, so that the latter can be handled simply and easily. Moreover, two matrix eigenvalue problems of size 2N × 2N, one for each fundamental polarization of the electromagnetic fields in the periodic lamellar structure, where N is the matrix truncation number, are derived to replace the 4N × 4N eigenvalue problem that has been used in the literature. The core idea leading to this success is the polarization decomposition of the electromagnetic fields inside the periodic lamellar region when the fields are expressed in the oblique translational coordinate system.

Oscilaciones estelares no-radiales: aplicación a configuraciones politrópicas y modelos de enanas blancas de He

NASA Astrophysics Data System (ADS)

Córsico, A. H.; Benvenuto, O. G.

Recently in our Observatory we have developed a new Stellar Pulsation Code, independently of other workers. Such program computes eigenvalues (eigenfrequencies) and eigenfunctions of non-radial modes in spherical non-perturbated stellar models. To accomplish this calculations, the four order eigenvalue problem (in the linear adiabatic approach) is solved by means of the well-know technique of Henyey on the finite differences scheme wich replace to the differential equations of the problem. In order to test the Code, we have computed numerous eigenmodes in polytropic configurations for several values of index n. In this comunication we show the excelent agreement of our results and that best available in the literature. Also, we present results of oscillations in models of white dwarf stars with homogeneus chemical composition (pure Helium). This models have been obtained with the Evolution Stellar Code of our Observatory. The calculations outlined above conform a first preliminary step in a major proyect whose main purpose is the study of pulsational properties of DA, DB and DO white dwarfs stars. Detailed investigations have demonstrated that such objets pulsates in non-radial g-modes with eigenperiods in the range 100-2000 sec.

An accurate and efficient acoustic eigensolver based on a fast multipole BEM and a contour integral method

NASA Astrophysics Data System (ADS)

Zheng, Chang-Jun; Gao, Hai-Feng; Du, Lei; Chen, Hai-Bo; Zhang, Chuanzeng

2016-01-01

An accurate numerical solver is developed in this paper for eigenproblems governed by the Helmholtz equation and formulated through the boundary element method. A contour integral method is used to convert the nonlinear eigenproblem into an ordinary eigenproblem, so that eigenvalues can be extracted accurately by solving a set of standard boundary element systems of equations. In order to accelerate the solution procedure, the parameters affecting the accuracy and efficiency of the method are studied and two contour paths are compared. Moreover, a wideband fast multipole method is implemented with a block IDR (s) solver to reduce the overall solution cost of the boundary element systems of equations with multiple right-hand sides. The Burton-Miller formulation is employed to identify the fictitious eigenfrequencies of the interior acoustic problems with multiply connected domains. The actual effect of the Burton-Miller formulation on tackling the fictitious eigenfrequency problem is investigated and the optimal choice of the coupling parameter as α = i / k is confirmed through exterior sphere examples. Furthermore, the numerical eigenvalues obtained by the developed method are compared with the results obtained by the finite element method to show the accuracy and efficiency of the developed method.

Maximizing algebraic connectivity in interconnected networks.

PubMed

Shakeri, Heman; Albin, Nathan; Darabi Sahneh, Faryad; Poggi-Corradini, Pietro; Scoglio, Caterina

2016-03-01

Algebraic connectivity, the second eigenvalue of the Laplacian matrix, is a measure of node and link connectivity on networks. When studying interconnected networks it is useful to consider a multiplex model, where the component networks operate together with interlayer links among them. In order to have a well-connected multilayer structure, it is necessary to optimally design these interlayer links considering realistic constraints. In this work, we solve the problem of finding an optimal weight distribution for one-to-one interlayer links under budget constraint. We show that for the special multiplex configurations with identical layers, the uniform weight distribution is always optimal. On the other hand, when the two layers are arbitrary, increasing the budget reveals the existence of two different regimes. Up to a certain threshold budget, the second eigenvalue of the supra-Laplacian is simple, the optimal weight distribution is uniform, and the Fiedler vector is constant on each layer. Increasing the budget past the threshold, the optimal weight distribution can be nonuniform. The interesting consequence of this result is that there is no need to solve the optimization problem when the available budget is less than the threshold, which can be easily found analytically.

Example-Based Image Colorization Using Locality Consistent Sparse Representation.

PubMed

Bo Li; Fuchen Zhao; Zhuo Su; Xiangguo Liang; Yu-Kun Lai; Rosin, Paul L

2017-11-01

Image colorization aims to produce a natural looking color image from a given gray-scale image, which remains a challenging problem. In this paper, we propose a novel example-based image colorization method exploiting a new locality consistent sparse representation. Given a single reference color image, our method automatically colorizes the target gray-scale image by sparse pursuit. For efficiency and robustness, our method operates at the superpixel level. We extract low-level intensity features, mid-level texture features, and high-level semantic features for each superpixel, which are then concatenated to form its descriptor. The collection of feature vectors for all the superpixels from the reference image composes the dictionary. We formulate colorization of target superpixels as a dictionary-based sparse reconstruction problem. Inspired by the observation that superpixels with similar spatial location and/or feature representation are likely to match spatially close regions from the reference image, we further introduce a locality promoting regularization term into the energy formulation, which substantially improves the matching consistency and subsequent colorization results. Target superpixels are colorized based on the chrominance information from the dominant reference superpixels. Finally, to further improve coherence while preserving sharpness, we develop a new edge-preserving filter for chrominance channels with the guidance from the target gray-scale image. To the best of our knowledge, this is the first work on sparse pursuit image colorization from single reference images. Experimental results demonstrate that our colorization method outperforms the state-of-the-art methods, both visually and quantitatively using a user study.

Bypassing the Limits of Ll Regularization: Convex Sparse Signal Processing Using Non-Convex Regularization

NASA Astrophysics Data System (ADS)

Parekh, Ankit

Sparsity has become the basis of some important signal processing methods over the last ten years. Many signal processing problems (e.g., denoising, deconvolution, non-linear component analysis) can be expressed as inverse problems. Sparsity is invoked through the formulation of an inverse problem with suitably designed regularization terms. The regularization terms alone encode sparsity into the problem formulation. Often, the ℓ1 norm is used to induce sparsity, so much so that ℓ1 regularization is considered to be `modern least-squares'. The use of ℓ1 norm, as a sparsity-inducing regularizer, leads to a convex optimization problem, which has several benefits: the absence of extraneous local minima, well developed theory of globally convergent algorithms, even for large-scale problems. Convex regularization via the ℓ1 norm, however, tends to under-estimate the non-zero values of sparse signals. In order to estimate the non-zero values more accurately, non-convex regularization is often favored over convex regularization. However, non-convex regularization generally leads to non-convex optimization, which suffers from numerous issues: convergence may be guaranteed to only a stationary point, problem specific parameters may be difficult to set, and the solution is sensitive to the initialization of the algorithm. The first part of this thesis is aimed toward combining the benefits of non-convex regularization and convex optimization to estimate sparse signals more effectively. To this end, we propose to use parameterized non-convex regularizers with designated non-convexity and provide a range for the non-convex parameter so as to ensure that the objective function is strictly convex. By ensuring convexity of the objective function (sum of data-fidelity and non-convex regularizer), we can make use of a wide variety of convex optimization algorithms to obtain the unique global minimum reliably. The second part of this thesis proposes a non-linear signal decomposition technique for an important biomedical signal processing problem: the detection of sleep spindles and K-complexes in human sleep electroencephalography (EEG). We propose a non-linear model for the EEG consisting of three components: (1) a transient (sparse piecewise constant) component, (2) a low-frequency component, and (3) an oscillatory component. The oscillatory component admits a sparse time-frequency representation. Using a convex objective function, we propose a fast non-linear optimization algorithm to estimate the three components in the proposed signal model. The low-frequency and oscillatory components are then used to estimate the K-complexes and sleep spindles respectively. The proposed detection method is shown to outperform several state-of-the-art automated sleep spindles detection methods.

a Unified Matrix Polynomial Approach to Modal Identification

NASA Astrophysics Data System (ADS)

Allemang, R. J.; Brown, D. L.

1998-04-01

One important current focus of modal identification is a reformulation of modal parameter estimation algorithms into a single, consistent mathematical formulation with a corresponding set of definitions and unifying concepts. Particularly, a matrix polynomial approach is used to unify the presentation with respect to current algorithms such as the least-squares complex exponential (LSCE), the polyreference time domain (PTD), Ibrahim time domain (ITD), eigensystem realization algorithm (ERA), rational fraction polynomial (RFP), polyreference frequency domain (PFD) and the complex mode indication function (CMIF) methods. Using this unified matrix polynomial approach (UMPA) allows a discussion of the similarities and differences of the commonly used methods. the use of least squares (LS), total least squares (TLS), double least squares (DLS) and singular value decomposition (SVD) methods is discussed in order to take advantage of redundant measurement data. Eigenvalue and SVD transformation methods are utilized to reduce the effective size of the resulting eigenvalue-eigenvector problem as well.

Computing resonance energies, widths, and wave functions using a Lanczos method in real arithmetic.

PubMed

Tremblay, Jean Christophe; Carrington, Tucker

2005-06-22

We introduce new ideas for calculating resonance energies and widths. It is shown that a non-Hermitian-Lanczos approach can be used to compute eigenvalues of H+W, where H is the Hamiltonian and W is a complex absorbing potential (CAP), without evaluating complex matrix-vector products. This is done by exploiting the link between a CAP-modified Hamiltonian matrix and a real but nonsymmetric matrix U suggested by Mandelshtam and Neumaier [J. Theor. Comput. Chem. 1, 1 (2002)] and using a coupled-two-term Lanczos procedure. We use approximate resonance eigenvectors obtained from the non-Hermitian-Lanczos algorithm and a very good CAP to obtain very accurate energies and widths without solving eigenvalue problems for many values of the CAP strength parameter and searching for cusps. The method is applied to the resonances of HCO. We compare properties of the method with those of established approaches.

Goal-based h-adaptivity of the 1-D diamond difference discrete ordinate method

NASA Astrophysics Data System (ADS)

Jeffers, R. S.; Kópházi, J.; Eaton, M. D.; Févotte, F.; Hülsemann, F.; Ragusa, J.

2017-04-01

The quantity of interest (QoI) associated with a solution of a partial differential equation (PDE) is not, in general, the solution itself, but a functional of the solution. Dual weighted residual (DWR) error estimators are one way of providing an estimate of the error in the QoI resulting from the discretisation of the PDE. This paper aims to provide an estimate of the error in the QoI due to the spatial discretisation, where the discretisation scheme being used is the diamond difference (DD) method in space and discrete ordinate (SN) method in angle. The QoI are reaction rates in detectors and the value of the eigenvalue (Keff) for 1-D fixed source and eigenvalue (Keff criticality) neutron transport problems respectively. Local values of the DWR over individual cells are used as error indicators for goal-based mesh refinement, which aims to give an optimal mesh for a given QoI.

An assessment of coupling algorithms for nuclear reactor core physics simulations

DOE PAGES

Hamilton, Steven; Berrill, Mark; Clarno, Kevin; ...

2016-04-01

This paper evaluates the performance of multiphysics coupling algorithms applied to a light water nuclear reactor core simulation. The simulation couples the k-eigenvalue form of the neutron transport equation with heat conduction and subchannel flow equations. We compare Picard iteration (block Gauss–Seidel) to Anderson acceleration and multiple variants of preconditioned Jacobian-free Newton–Krylov (JFNK). The performance of the methods are evaluated over a range of energy group structures and core power levels. A novel physics-based approximation to a Jacobian-vector product has been developed to mitigate the impact of expensive on-line cross section processing steps. Furthermore, numerical simulations demonstrating the efficiency ofmore » JFNK and Anderson acceleration relative to standard Picard iteration are performed on a 3D model of a nuclear fuel assembly. Both criticality (k-eigenvalue) and critical boron search problems are considered.« less

Moving mode shape function approach for spinning disk and asymmetric disc brake squeal

NASA Astrophysics Data System (ADS)

Kang, Jaeyoung

2018-06-01

The solution approach of an asymmetric spinning disk under stationary friction loads requires the mode shape function fixed in the disk in the assumed mode method when the equations of motion is described in the space-fixed frame. This model description will be termed the 'moving mode shape function approach' and it allows us to formulate the stationary contact load problem in both the axisymmetric and asymmetric disk cases. Numerical results show that the eigenvalues of the time-periodic axisymmetric disk system are time-invariant. When the axisymmetry of the disk is broken, the positive real parts of the eigenvalues highly vary with the rotation of the disk in the slow speeds in such application as disc brake squeal. By using the Floquet stability analysis, it is also shown that breaking the axisymmetry of the disc alters the stability boundaries of the system.

An assessment of coupling algorithms for nuclear reactor core physics simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hamilton, Steven; Berrill, Mark; Clarno, Kevin

This paper evaluates the performance of multiphysics coupling algorithms applied to a light water nuclear reactor core simulation. The simulation couples the k-eigenvalue form of the neutron transport equation with heat conduction and subchannel flow equations. We compare Picard iteration (block Gauss–Seidel) to Anderson acceleration and multiple variants of preconditioned Jacobian-free Newton–Krylov (JFNK). The performance of the methods are evaluated over a range of energy group structures and core power levels. A novel physics-based approximation to a Jacobian-vector product has been developed to mitigate the impact of expensive on-line cross section processing steps. Furthermore, numerical simulations demonstrating the efficiency ofmore » JFNK and Anderson acceleration relative to standard Picard iteration are performed on a 3D model of a nuclear fuel assembly. Both criticality (k-eigenvalue) and critical boron search problems are considered.« less

An assessment of coupling algorithms for nuclear reactor core physics simulations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hamilton, Steven, E-mail: hamiltonsp@ornl.gov; Berrill, Mark, E-mail: berrillma@ornl.gov; Clarno, Kevin, E-mail: clarnokt@ornl.gov

This paper evaluates the performance of multiphysics coupling algorithms applied to a light water nuclear reactor core simulation. The simulation couples the k-eigenvalue form of the neutron transport equation with heat conduction and subchannel flow equations. We compare Picard iteration (block Gauss–Seidel) to Anderson acceleration and multiple variants of preconditioned Jacobian-free Newton–Krylov (JFNK). The performance of the methods are evaluated over a range of energy group structures and core power levels. A novel physics-based approximation to a Jacobian-vector product has been developed to mitigate the impact of expensive on-line cross section processing steps. Numerical simulations demonstrating the efficiency of JFNKmore » and Anderson acceleration relative to standard Picard iteration are performed on a 3D model of a nuclear fuel assembly. Both criticality (k-eigenvalue) and critical boron search problems are considered.« less

Pressure distribution under flexible polishing tools. I - Conventional aspheric optics

NASA Astrophysics Data System (ADS)

Mehta, Pravin K.; Hufnagel, Robert E.

1990-10-01

The paper presents a mathematical model, based on Kirchoff's thin flat plate theory, developed to determine polishing pressure distribution for a flexible polishing tool. A two-layered tool in which bending and compressive stiffnesses are equal is developed, which is formulated as a plate on a linearly elastic foundation. An equivalent eigenvalue problem and solution for a free-free plate are created from the plate formulation. For aspheric, anamorphic optical surfaces, the tool misfit is derived; it is defined as the result of movement from the initial perfect fit on the optic to any other position. The Polisher Design (POD) software for circular tools on aspheric optics is introduced. NASTRAN-based finite element analysis results are compared with the POD software, showing high correlation. By employing existing free-free eigenvalues and eigenfunctions, the work may be extended to rectangular polishing tools as well.

Functional fixedness in a technologically sparse culture.

PubMed

German, Tim P; Barrett, H Clark

2005-01-01

Problem solving can be inefficient when the solution requires subjects to generate an atypical function for an object and the object's typical function has been primed. Subjects become "fixed" on the design function of the object, and problem solving suffers relative to control conditions in which the object's function is not demonstrated. In the current study, such functional fixedness was demonstrated in a sample of adolescents (mean age of 16 years) among the Shuar of Ecuadorian Amazonia, whose technologically sparse culture provides limited access to large numbers of artifacts with highly specialized functions. This result suggests that design function may universally be the core property of artifact concepts in human semantic memory.

Segmentation of High Angular Resolution Diffusion MRI using Sparse Riemannian Manifold Clustering

PubMed Central

Wright, Margaret J.; Thompson, Paul M.; Vidal, René

2015-01-01

We address the problem of segmenting high angular resolution diffusion imaging (HARDI) data into multiple regions (or fiber tracts) with distinct diffusion properties. We use the orientation distribution function (ODF) to represent HARDI data and cast the problem as a clustering problem in the space of ODFs. Our approach integrates tools from sparse representation theory and Riemannian geometry into a graph theoretic segmentation framework. By exploiting the Riemannian properties of the space of ODFs, we learn a sparse representation for each ODF and infer the segmentation by applying spectral clustering to a similarity matrix built from these representations. In cases where regions with similar (resp. distinct) diffusion properties belong to different (resp. same) fiber tracts, we obtain the segmentation by incorporating spatial and user-specified pairwise relationships into the formulation. Experiments on synthetic data evaluate the sensitivity of our method to image noise and the presence of complex fiber configurations, and show its superior performance compared to alternative segmentation methods. Experiments on phantom and real data demonstrate the accuracy of the proposed method in segmenting simulated fibers, as well as white matter fiber tracts of clinical importance in the human brain. PMID:24108748

The method of Ritz applied to the equation of Hamilton. [for pendulum systems

NASA Technical Reports Server (NTRS)

Bailey, C. D.

1976-01-01

Without any reference to the theory of differential equations, the initial value problem of the nonlinear, nonconservative double pendulum system is solved by the application of the method of Ritz to the equation of Hamilton. Also shown is an example of the reduction of the traditional eigenvalue problem of linear, homogeneous, differential equations of motion to the solution of a set of nonhomogeneous algebraic equations. No theory of differential equations is used. Solution of the time-space path of the linear oscillator is demonstrated and compared to the exact solution.

Extension of Nikiforov-Uvarov method for the solution of Heun equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Karayer, H., E-mail: hale.karayer@gmail.com; Demirhan, D.; Büyükkılıç, F.

2015-06-15

We report an alternative method to solve second order differential equations which have at most four singular points. This method is developed by changing the degrees of the polynomials in the basic equation of Nikiforov-Uvarov (NU) method. This is called extended NU method for this paper. The eigenvalue solutions of Heun equation and confluent Heun equation are obtained via extended NU method. Some quantum mechanical problems such as Coulomb problem on a 3-sphere, two Coulombically repelling electrons on a sphere, and hyperbolic double-well potential are investigated by this method.

Group theoretical approach to the Dirac operator on S 2

NASA Astrophysics Data System (ADS)

Gutiérrez, Sergio; Huet, Idrish

2018-04-01

In this revision we outline the group theoretical approach to formulate and solve the eigenvalue problem of the Dirac operator on the round 2-sphere conceived as the right coset S 2 = SU(2)/U(1). Starting from general symmetry considerations we illustrate the formulation of the Dirac operator through left action or right action differential operators, whose properties on a right coset are quite different. The construction of the spinor space and the solution of the spectral problem using group theoretical methods is also presented.

Fourier analysis of finite element preconditioned collocation schemes

NASA Technical Reports Server (NTRS)

Deville, Michel O.; Mund, Ernest H.

1990-01-01

The spectrum of the iteration operator of some finite element preconditioned Fourier collocation schemes is investigated. The first part of the paper analyses one-dimensional elliptic and hyperbolic model problems and the advection-diffusion equation. Analytical expressions of the eigenvalues are obtained with use of symbolic computation. The second part of the paper considers the set of one-dimensional differential equations resulting from Fourier analysis (in the tranverse direction) of the 2-D Stokes problem. All results agree with previous conclusions on the numerical efficiency of finite element preconditioning schemes.

Sparse and stable Markowitz portfolios.

PubMed

Brodie, Joshua; Daubechies, Ingrid; De Mol, Christine; Giannone, Domenico; Loris, Ignace

2009-07-28

We consider the problem of portfolio selection within the classical Markowitz mean-variance framework, reformulated as a constrained least-squares regression problem. We propose to add to the objective function a penalty proportional to the sum of the absolute values of the portfolio weights. This penalty regularizes (stabilizes) the optimization problem, encourages sparse portfolios (i.e., portfolios with only few active positions), and allows accounting for transaction costs. Our approach recovers as special cases the no-short-positions portfolios, but does allow for short positions in limited number. We implement this methodology on two benchmark data sets constructed by Fama and French. Using only a modest amount of training data, we construct portfolios whose out-of-sample performance, as measured by Sharpe ratio, is consistently and significantly better than that of the naïve evenly weighted portfolio.

A Spectral Algorithm for Envelope Reduction of Sparse Matrices

NASA Technical Reports Server (NTRS)

Barnard, Stephen T.; Pothen, Alex; Simon, Horst D.

1993-01-01

The problem of reordering a sparse symmetric matrix to reduce its envelope size is considered. A new spectral algorithm for computing an envelope-reducing reordering is obtained by associating a Laplacian matrix with the given matrix and then sorting the components of a specified eigenvector of the Laplacian. This Laplacian eigenvector solves a continuous relaxation of a discrete problem related to envelope minimization called the minimum 2-sum problem. The permutation vector computed by the spectral algorithm is a closest permutation vector to the specified Laplacian eigenvector. Numerical results show that the new reordering algorithm usually computes smaller envelope sizes than those obtained from the current standard algorithms such as Gibbs-Poole-Stockmeyer (GPS) or SPARSPAK reverse Cuthill-McKee (RCM), in some cases reducing the envelope by more than a factor of two.

Morse Theory and Relative Equilibria in the Planar n-Vortex Problem

NASA Astrophysics Data System (ADS)

Roberts, Gareth E.

2018-04-01

Morse theoretical ideas are applied to the study of relative equilibria in the planar n-vortex problem. For the case of positive circulations, we prove that the Morse index of a critical point of the Hamiltonian restricted to a level surface of the angular impulse is equal to the number of pairs of real eigenvalues of the corresponding relative equilibrium periodic solution. The Morse inequalities are then used to prove the instability of some families of relative equilibria in the four-vortex problem with two pairs of equal vorticities. We also show that, for positive circulations, relative equilibria cannot accumulate on the collision set.

Joint sparse representation for robust multimodal biometrics recognition.

PubMed

Shekhar, Sumit; Patel, Vishal M; Nasrabadi, Nasser M; Chellappa, Rama

2014-01-01

Traditional biometric recognition systems rely on a single biometric signature for authentication. While the advantage of using multiple sources of information for establishing the identity has been widely recognized, computational models for multimodal biometrics recognition have only recently received attention. We propose a multimodal sparse representation method, which represents the test data by a sparse linear combination of training data, while constraining the observations from different modalities of the test subject to share their sparse representations. Thus, we simultaneously take into account correlations as well as coupling information among biometric modalities. A multimodal quality measure is also proposed to weigh each modality as it gets fused. Furthermore, we also kernelize the algorithm to handle nonlinearity in data. The optimization problem is solved using an efficient alternative direction method. Various experiments show that the proposed method compares favorably with competing fusion-based methods.

Sparse-View Ultrasound Diffraction Tomography Using Compressed Sensing with Nonuniform FFT

PubMed Central

2014-01-01

Accurate reconstruction of the object from sparse-view sampling data is an appealing issue for ultrasound diffraction tomography (UDT). In this paper, we present a reconstruction method based on compressed sensing framework for sparse-view UDT. Due to the piecewise uniform characteristics of anatomy structures, the total variation is introduced into the cost function to find a more faithful sparse representation of the object. The inverse problem of UDT is iteratively resolved by conjugate gradient with nonuniform fast Fourier transform. Simulation results show the effectiveness of the proposed method that the main characteristics of the object can be properly presented with only 16 views. Compared to interpolation and multiband method, the proposed method can provide higher resolution and lower artifacts with the same view number. The robustness to noise and the computation complexity are also discussed. PMID:24868241

A General Sparse Tensor Framework for Electronic Structure Theory

DOE PAGES

Manzer, Samuel; Epifanovsky, Evgeny; Krylov, Anna I.; ...

2017-01-24

Linear-scaling algorithms must be developed in order to extend the domain of applicability of electronic structure theory to molecules of any desired size. But, the increasing complexity of modern linear-scaling methods makes code development and maintenance a significant challenge. A major contributor to this difficulty is the lack of robust software abstractions for handling block-sparse tensor operations. We therefore report the development of a highly efficient symbolic block-sparse tensor library in order to provide access to high-level software constructs to treat such problems. Our implementation supports arbitrary multi-dimensional sparsity in all input and output tensors. We then avoid cumbersome machine-generatedmore » code by implementing all functionality as a high-level symbolic C++ language library and demonstrate that our implementation attains very high performance for linear-scaling sparse tensor contractions.« less

Modeling Alzheimer's disease cognitive scores using multi-task sparse group lasso.

PubMed

Liu, Xiaoli; Goncalves, André R; Cao, Peng; Zhao, Dazhe; Banerjee, Arindam

2018-06-01

Alzheimer's disease (AD) is a severe neurodegenerative disorder characterized by loss of memory and reduction in cognitive functions due to progressive degeneration of neurons and their connections, eventually leading to death. In this paper, we consider the problem of simultaneously predicting several different cognitive scores associated with categorizing subjects as normal, mild cognitive impairment (MCI), or Alzheimer's disease (AD) in a multi-task learning framework using features extracted from brain images obtained from ADNI (Alzheimer's Disease Neuroimaging Initiative). To solve the problem, we present a multi-task sparse group lasso (MT-SGL) framework, which estimates sparse features coupled across tasks, and can work with loss functions associated with any Generalized Linear Models. Through comparisons with a variety of baseline models using multiple evaluation metrics, we illustrate the promising predictive performance of MT-SGL on ADNI along with its ability to identify brain regions more likely to help the characterization Alzheimer's disease progression. Copyright © 2017 Elsevier Ltd. All rights reserved.

A Fast and Accurate Sparse Continuous Signal Reconstruction by Homotopy DCD with Non-Convex Regularization

PubMed Central

Wang, Tianyun; Lu, Xinfei; Yu, Xiaofei; Xi, Zhendong; Chen, Weidong

2014-01-01

In recent years, various applications regarding sparse continuous signal recovery such as source localization, radar imaging, communication channel estimation, etc., have been addressed from the perspective of compressive sensing (CS) theory. However, there are two major defects that need to be tackled when considering any practical utilization. The first issue is off-grid problem caused by the basis mismatch between arbitrary located unknowns and the pre-specified dictionary, which would make conventional CS reconstruction methods degrade considerably. The second important issue is the urgent demand for low-complexity algorithms, especially when faced with the requirement of real-time implementation. In this paper, to deal with these two problems, we have presented three fast and accurate sparse reconstruction algorithms, termed as HR-DCD, Hlog-DCD and Hlp-DCD, which are based on homotopy, dichotomous coordinate descent (DCD) iterations and non-convex regularizations, by combining with the grid refinement technique. Experimental results are provided to demonstrate the effectiveness of the proposed algorithms and related analysis. PMID:24675758

Blind compressed sensing image reconstruction based on alternating direction method

NASA Astrophysics Data System (ADS)

Liu, Qinan; Guo, Shuxu

2018-04-01

In order to solve the problem of how to reconstruct the original image under the condition of unknown sparse basis, this paper proposes an image reconstruction method based on blind compressed sensing model. In this model, the image signal is regarded as the product of a sparse coefficient matrix and a dictionary matrix. Based on the existing blind compressed sensing theory, the optimal solution is solved by the alternative minimization method. The proposed method solves the problem that the sparse basis in compressed sensing is difficult to represent, which restrains the noise and improves the quality of reconstructed image. This method ensures that the blind compressed sensing theory has a unique solution and can recover the reconstructed original image signal from a complex environment with a stronger self-adaptability. The experimental results show that the image reconstruction algorithm based on blind compressed sensing proposed in this paper can recover high quality image signals under the condition of under-sampling.

Experiments with conjugate gradient algorithms for homotopy curve tracking

NASA Technical Reports Server (NTRS)

Irani, Kashmira M.; Ribbens, Calvin J.; Watson, Layne T.; Kamat, Manohar P.; Walker, Homer F.

1991-01-01

There are algorithms for finding zeros or fixed points of nonlinear systems of equations that are globally convergent for almost all starting points, i.e., with probability one. The essence of all such algorithms is the construction of an appropriate homotopy map and then tracking some smooth curve in the zero set of this homotopy map. HOMPACK is a mathematical software package implementing globally convergent homotopy algorithms with three different techniques for tracking a homotopy zero curve, and has separate routines for dense and sparse Jacobian matrices. The HOMPACK algorithms for sparse Jacobian matrices use a preconditioned conjugate gradient algorithm for the computation of the kernel of the homotopy Jacobian matrix, a required linear algebra step for homotopy curve tracking. Here, variants of the conjugate gradient algorithm are implemented in the context of homotopy curve tracking and compared with Craig's preconditioned conjugate gradient method used in HOMPACK. The test problems used include actual large scale, sparse structural mechanics problems.

Eigenvalues of normalized Laplacian matrices of fractal trees and dendrimers: Analytical results and applications

NASA Astrophysics Data System (ADS)

Julaiti, Alafate; Wu, Bin; Zhang, Zhongzhi

2013-05-01

The eigenvalues of the normalized Laplacian matrix of a network play an important role in its structural and dynamical aspects associated with the network. In this paper, we study the spectra and their applications of normalized Laplacian matrices of a family of fractal trees and dendrimers modeled by Cayley trees, both of which are built in an iterative way. For the fractal trees, we apply the spectral decimation approach to determine analytically all the eigenvalues and their corresponding multiplicities, with the eigenvalues provided by a recursive relation governing the eigenvalues of networks at two successive generations. For Cayley trees, we show that all their eigenvalues can be obtained by computing the roots of several small-degree polynomials defined recursively. By using the relation between normalized Laplacian spectra and eigentime identity, we derive the explicit solution to the eigentime identity for random walks on the two treelike networks, the leading scalings of which follow quite different behaviors. In addition, we corroborate the obtained eigenvalues and their degeneracies through the link between them and the number of spanning trees.

Evaluating Sparse Linear System Solvers on Scalable Parallel Architectures

DTIC Science & Technology

2008-10-01

42 3.4 Residual history of WSO banded preconditioner for problem 2D 54019 HIGHK . . . . . . . . . . . . . . . . . . . . . . . . . . 43...3.5 Residual history of WSO banded preconditioner for problem Appu 43 3.6 Residual history of WSO banded preconditioner for problem ASIC 680k...44 3.7 Residual history of WSO banded preconditioner for problem BUN- DLE1

A new approach for solving seismic tomography problems and assessing the uncertainty through the use of graph theory and direct methods

NASA Astrophysics Data System (ADS)

Bogiatzis, P.; Ishii, M.; Davis, T. A.

2016-12-01

Seismic tomography inverse problems are among the largest high-dimensional parameter estimation tasks in Earth science. We show how combinatorics and graph theory can be used to analyze the structure of such problems, and to effectively decompose them into smaller ones that can be solved efficiently by means of the least squares method. In combination with recent high performance direct sparse algorithms, this reduction in dimensionality allows for an efficient computation of the model resolution and covariance matrices using limited resources. Furthermore, we show that a new sparse singular value decomposition method can be used to obtain the complete spectrum of the singular values. This procedure provides the means for more objective regularization and further dimensionality reduction of the problem. We apply this methodology to a moderate size, non-linear seismic tomography problem to image the structure of the crust and the upper mantle beneath Japan using local deep earthquakes recorded by the High Sensitivity Seismograph Network stations.

Sparsity-promoting orthogonal dictionary updating for image reconstruction from highly undersampled magnetic resonance data.

PubMed

Huang, Jinhong; Guo, Li; Feng, Qianjin; Chen, Wufan; Feng, Yanqiu

2015-07-21

Image reconstruction from undersampled k-space data accelerates magnetic resonance imaging (MRI) by exploiting image sparseness in certain transform domains. Employing image patch representation over a learned dictionary has the advantage of being adaptive to local image structures and thus can better sparsify images than using fixed transforms (e.g. wavelets and total variations). Dictionary learning methods have recently been introduced to MRI reconstruction, and these methods demonstrate significantly reduced reconstruction errors compared to sparse MRI reconstruction using fixed transforms. However, the synthesis sparse coding problem in dictionary learning is NP-hard and computationally expensive. In this paper, we present a novel sparsity-promoting orthogonal dictionary updating method for efficient image reconstruction from highly undersampled MRI data. The orthogonality imposed on the learned dictionary enables the minimization problem in the reconstruction to be solved by an efficient optimization algorithm which alternately updates representation coefficients, orthogonal dictionary, and missing k-space data. Moreover, both sparsity level and sparse representation contribution using updated dictionaries gradually increase during iterations to recover more details, assuming the progressively improved quality of the dictionary. Simulation and real data experimental results both demonstrate that the proposed method is approximately 10 to 100 times faster than the K-SVD-based dictionary learning MRI method and simultaneously improves reconstruction accuracy.

Robust Single Image Super-Resolution via Deep Networks With Sparse Prior.

PubMed

Liu, Ding; Wang, Zhaowen; Wen, Bihan; Yang, Jianchao; Han, Wei; Huang, Thomas S

2016-07-01

Single image super-resolution (SR) is an ill-posed problem, which tries to recover a high-resolution image from its low-resolution observation. To regularize the solution of the problem, previous methods have focused on designing good priors for natural images, such as sparse representation, or directly learning the priors from a large data set with models, such as deep neural networks. In this paper, we argue that domain expertise from the conventional sparse coding model can be combined with the key ingredients of deep learning to achieve further improved results. We demonstrate that a sparse coding model particularly designed for SR can be incarnated as a neural network with the merit of end-to-end optimization over training data. The network has a cascaded structure, which boosts the SR performance for both fixed and incremental scaling factors. The proposed training and testing schemes can be extended for robust handling of images with additional degradation, such as noise and blurring. A subjective assessment is conducted and analyzed in order to thoroughly evaluate various SR techniques. Our proposed model is tested on a wide range of images, and it significantly outperforms the existing state-of-the-art methods for various scaling factors both quantitatively and perceptually.

Sparse distributed memory overview

NASA Technical Reports Server (NTRS)

Raugh, Mike

1990-01-01

The Sparse Distributed Memory (SDM) project is investigating the theory and applications of massively parallel computing architecture, called sparse distributed memory, that will support the storage and retrieval of sensory and motor patterns characteristic of autonomous systems. The immediate objectives of the project are centered in studies of the memory itself and in the use of the memory to solve problems in speech, vision, and robotics. Investigation of methods for encoding sensory data is an important part of the research. Examples of NASA missions that may benefit from this work are Space Station, planetary rovers, and solar exploration. Sparse distributed memory offers promising technology for systems that must learn through experience and be capable of adapting to new circumstances, and for operating any large complex system requiring automatic monitoring and control. Sparse distributed memory is a massively parallel architecture motivated by efforts to understand how the human brain works. Sparse distributed memory is an associative memory, able to retrieve information from cues that only partially match patterns stored in the memory. It is able to store long temporal sequences derived from the behavior of a complex system, such as progressive records of the system's sensory data and correlated records of the system's motor controls.

X-ray computed tomography using curvelet sparse regularization.

PubMed

Wieczorek, Matthias; Frikel, Jürgen; Vogel, Jakob; Eggl, Elena; Kopp, Felix; Noël, Peter B; Pfeiffer, Franz; Demaret, Laurent; Lasser, Tobias

2015-04-01

Reconstruction of x-ray computed tomography (CT) data remains a mathematically challenging problem in medical imaging. Complementing the standard analytical reconstruction methods, sparse regularization is growing in importance, as it allows inclusion of prior knowledge. The paper presents a method for sparse regularization based on the curvelet frame for the application to iterative reconstruction in x-ray computed tomography. In this work, the authors present an iterative reconstruction approach based on the alternating direction method of multipliers using curvelet sparse regularization. Evaluation of the method is performed on a specifically crafted numerical phantom dataset to highlight the method's strengths. Additional evaluation is performed on two real datasets from commercial scanners with different noise characteristics, a clinical bone sample acquired in a micro-CT and a human abdomen scanned in a diagnostic CT. The results clearly illustrate that curvelet sparse regularization has characteristic strengths. In particular, it improves the restoration and resolution of highly directional, high contrast features with smooth contrast variations. The authors also compare this approach to the popular technique of total variation and to traditional filtered backprojection. The authors conclude that curvelet sparse regularization is able to improve reconstruction quality by reducing noise while preserving highly directional features.

Addressing the computational cost of large EIT solutions.

PubMed

Boyle, Alistair; Borsic, Andrea; Adler, Andy

2012-05-01

Electrical impedance tomography (EIT) is a soft field tomography modality based on the application of electric current to a body and measurement of voltages through electrodes at the boundary. The interior conductivity is reconstructed on a discrete representation of the domain using a finite-element method (FEM) mesh and a parametrization of that domain. The reconstruction requires a sequence of numerically intensive calculations. There is strong interest in reducing the cost of these calculations. An improvement in the compute time for current problems would encourage further exploration of computationally challenging problems such as the incorporation of time series data, wide-spread adoption of three-dimensional simulations and correlation of other modalities such as CT and ultrasound. Multicore processors offer an opportunity to reduce EIT computation times but may require some restructuring of the underlying algorithms to maximize the use of available resources. This work profiles two EIT software packages (EIDORS and NDRM) to experimentally determine where the computational costs arise in EIT as problems scale. Sparse matrix solvers, a key component for the FEM forward problem and sensitivity estimates in the inverse problem, are shown to take a considerable portion of the total compute time in these packages. A sparse matrix solver performance measurement tool, Meagre-Crowd, is developed to interface with a variety of solvers and compare their performance over a range of two- and three-dimensional problems of increasing node density. Results show that distributed sparse matrix solvers that operate on multiple cores are advantageous up to a limit that increases as the node density increases. We recommend a selection procedure to find a solver and hardware arrangement matched to the problem and provide guidance and tools to perform that selection.

Atmospheric inverse modeling via sparse reconstruction

NASA Astrophysics Data System (ADS)

Hase, Nils; Miller, Scot M.; Maaß, Peter; Notholt, Justus; Palm, Mathias; Warneke, Thorsten

2017-10-01

Many applications in atmospheric science involve ill-posed inverse problems. A crucial component of many inverse problems is the proper formulation of a priori knowledge about the unknown parameters. In most cases, this knowledge is expressed as a Gaussian prior. This formulation often performs well at capturing smoothed, large-scale processes but is often ill equipped to capture localized structures like large point sources or localized hot spots. Over the last decade, scientists from a diverse array of applied mathematics and engineering fields have developed sparse reconstruction techniques to identify localized structures. In this study, we present a new regularization approach for ill-posed inverse problems in atmospheric science. It is based on Tikhonov regularization with sparsity constraint and allows bounds on the parameters. We enforce sparsity using a dictionary representation system. We analyze its performance in an atmospheric inverse modeling scenario by estimating anthropogenic US methane (CH4) emissions from simulated atmospheric measurements. Different measures indicate that our sparse reconstruction approach is better able to capture large point sources or localized hot spots than other methods commonly used in atmospheric inversions. It captures the overall signal equally well but adds details on the grid scale. This feature can be of value for any inverse problem with point or spatially discrete sources. We show an example for source estimation of synthetic methane emissions from the Barnett shale formation.

Learning Incoherent Sparse and Low-Rank Patterns from Multiple Tasks

PubMed Central

Chen, Jianhui; Liu, Ji; Ye, Jieping

2013-01-01

We consider the problem of learning incoherent sparse and low-rank patterns from multiple tasks. Our approach is based on a linear multi-task learning formulation, in which the sparse and low-rank patterns are induced by a cardinality regularization term and a low-rank constraint, respectively. This formulation is non-convex; we convert it into its convex surrogate, which can be routinely solved via semidefinite programming for small-size problems. We propose to employ the general projected gradient scheme to efficiently solve such a convex surrogate; however, in the optimization formulation, the objective function is non-differentiable and the feasible domain is non-trivial. We present the procedures for computing the projected gradient and ensuring the global convergence of the projected gradient scheme. The computation of projected gradient involves a constrained optimization problem; we show that the optimal solution to such a problem can be obtained via solving an unconstrained optimization subproblem and an Euclidean projection subproblem. We also present two projected gradient algorithms and analyze their rates of convergence in details. In addition, we illustrate the use of the presented projected gradient algorithms for the proposed multi-task learning formulation using the least squares loss. Experimental results on a collection of real-world data sets demonstrate the effectiveness of the proposed multi-task learning formulation and the efficiency of the proposed projected gradient algorithms. PMID:24077658

Learning Incoherent Sparse and Low-Rank Patterns from Multiple Tasks.

PubMed

Chen, Jianhui; Liu, Ji; Ye, Jieping

2012-02-01

We consider the problem of learning incoherent sparse and low-rank patterns from multiple tasks. Our approach is based on a linear multi-task learning formulation, in which the sparse and low-rank patterns are induced by a cardinality regularization term and a low-rank constraint, respectively. This formulation is non-convex; we convert it into its convex surrogate, which can be routinely solved via semidefinite programming for small-size problems. We propose to employ the general projected gradient scheme to efficiently solve such a convex surrogate; however, in the optimization formulation, the objective function is non-differentiable and the feasible domain is non-trivial. We present the procedures for computing the projected gradient and ensuring the global convergence of the projected gradient scheme. The computation of projected gradient involves a constrained optimization problem; we show that the optimal solution to such a problem can be obtained via solving an unconstrained optimization subproblem and an Euclidean projection subproblem. We also present two projected gradient algorithms and analyze their rates of convergence in details. In addition, we illustrate the use of the presented projected gradient algorithms for the proposed multi-task learning formulation using the least squares loss. Experimental results on a collection of real-world data sets demonstrate the effectiveness of the proposed multi-task learning formulation and the efficiency of the proposed projected gradient algorithms.

Parallel-vector computation for structural analysis and nonlinear unconstrained optimization problems

NASA Technical Reports Server (NTRS)

Nguyen, Duc T.

1990-01-01

Practical engineering application can often be formulated in the form of a constrained optimization problem. There are several solution algorithms for solving a constrained optimization problem. One approach is to convert a constrained problem into a series of unconstrained problems. Furthermore, unconstrained solution algorithms can be used as part of the constrained solution algorithms. Structural optimization is an iterative process where one starts with an initial design, a finite element structure analysis is then performed to calculate the response of the system (such as displacements, stresses, eigenvalues, etc.). Based upon the sensitivity information on the objective and constraint functions, an optimizer such as ADS or IDESIGN, can be used to find the new, improved design. For the structural analysis phase, the equation solver for the system of simultaneous, linear equations plays a key role since it is needed for either static, or eigenvalue, or dynamic analysis. For practical, large-scale structural analysis-synthesis applications, computational time can be excessively large. Thus, it is necessary to have a new structural analysis-synthesis code which employs new solution algorithms to exploit both parallel and vector capabilities offered by modern, high performance computers such as the Convex, Cray-2 and Cray-YMP computers. The objective of this research project is, therefore, to incorporate the latest development in the parallel-vector equation solver, PVSOLVE into the widely popular finite-element production code, such as the SAP-4. Furthermore, several nonlinear unconstrained optimization subroutines have also been developed and tested under a parallel computer environment. The unconstrained optimization subroutines are not only useful in their own right, but they can also be incorporated into a more popular constrained optimization code, such as ADS.

Signal-Preserving Erratic Noise Attenuation via Iterative Robust Sparsity-Promoting Filter

DOE PAGES

Zhao, Qiang; Du, Qizhen; Gong, Xufei; ...

2018-04-06

Sparse domain thresholding filters operating in a sparse domain are highly effective in removing Gaussian random noise under Gaussian distribution assumption. Erratic noise, which designates non-Gaussian noise that consists of large isolated events with known or unknown distribution, also needs to be explicitly taken into account. However, conventional sparse domain thresholding filters based on the least-squares (LS) criterion are severely sensitive to data with high-amplitude and non-Gaussian noise, i.e., the erratic noise, which makes the suppression of this type of noise extremely challenging. Here, in this paper, we present a robust sparsity-promoting denoising model, in which the LS criterion ismore » replaced by the Huber criterion to weaken the effects of erratic noise. The random and erratic noise is distinguished by using a data-adaptive parameter in the presented method, where random noise is described by mean square, while the erratic noise is downweighted through a damped weight. Different from conventional sparse domain thresholding filters, definition of the misfit between noisy data and recovered signal via the Huber criterion results in a nonlinear optimization problem. With the help of theoretical pseudoseismic data, an iterative robust sparsity-promoting filter is proposed to transform the nonlinear optimization problem into a linear LS problem through an iterative procedure. The main advantage of this transformation is that the nonlinear denoising filter can be solved by conventional LS solvers. Lastly, tests with several data sets demonstrate that the proposed denoising filter can successfully attenuate the erratic noise without damaging useful signal when compared with conventional denoising approaches based on the LS criterion.« less

Signal-Preserving Erratic Noise Attenuation via Iterative Robust Sparsity-Promoting Filter

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhao, Qiang; Du, Qizhen; Gong, Xufei

Sparse domain thresholding filters operating in a sparse domain are highly effective in removing Gaussian random noise under Gaussian distribution assumption. Erratic noise, which designates non-Gaussian noise that consists of large isolated events with known or unknown distribution, also needs to be explicitly taken into account. However, conventional sparse domain thresholding filters based on the least-squares (LS) criterion are severely sensitive to data with high-amplitude and non-Gaussian noise, i.e., the erratic noise, which makes the suppression of this type of noise extremely challenging. Here, in this paper, we present a robust sparsity-promoting denoising model, in which the LS criterion ismore » replaced by the Huber criterion to weaken the effects of erratic noise. The random and erratic noise is distinguished by using a data-adaptive parameter in the presented method, where random noise is described by mean square, while the erratic noise is downweighted through a damped weight. Different from conventional sparse domain thresholding filters, definition of the misfit between noisy data and recovered signal via the Huber criterion results in a nonlinear optimization problem. With the help of theoretical pseudoseismic data, an iterative robust sparsity-promoting filter is proposed to transform the nonlinear optimization problem into a linear LS problem through an iterative procedure. The main advantage of this transformation is that the nonlinear denoising filter can be solved by conventional LS solvers. Lastly, tests with several data sets demonstrate that the proposed denoising filter can successfully attenuate the erratic noise without damaging useful signal when compared with conventional denoising approaches based on the LS criterion.« less

Divergence and Necessary Conditions for Extremums

NASA Technical Reports Server (NTRS)

Quirein, J. A.

1973-01-01

The problem is considered of finding a dimension reducing transformation matrix B that maximizes the divergence in the reduced dimension for multi-class cases. A comparitively simple expression for the gradient of the average divergence with respect to B is developed. The developed expression for the gradient contains no eigenvectors or eigenvalues; also, all matrix inversions necessary to evaluate the gradient are available from computing the average divergence.

Computation of free oscillations of the earth

USGS Publications Warehouse

Buland, Raymond P.; Gilbert, F.

1984-01-01

Although free oscillations of the Earth may be computed by many different methods, numerous practical considerations have led us to use a Rayleigh-Ritz formulation with piecewise cubic Hermite spline basis functions. By treating the resulting banded matrix equation as a generalized algebraic eigenvalue problem, we are able to achieve great accuracy and generality and a high degree of automation at a reasonable cost. ?? 1984.

Parallel Symmetric Eigenvalue Problem Solvers

DTIC Science & Technology

2015-05-01

tutoring, and mentoring experience as an undergraduate. Last but not least, I thank my family for their love and support. v TABLE OF CONTENTS Page LIST...34 4.6.2 Choice of the Ritz shifts . . . . . . . . . . . . . . . . . . . . 38 4.7 Relationship between TraceMin and...which are determined by the Ritz values of the matrix pencil. We conclude with a discussion of the relationship between TraceMin and simultaneous

Solution Techniques for Large Eigenvalue Problems in Structural Dynamics.

DTIC Science & Technology

1979-06-01

Pasadena, California 91109 Washington, D.C. 20553 Professor Paul M. Naghdi National Academy of Sciences University of California National Research...Engineering Washington, D.C. 20064 : S oProfessor Burt Paul University of Pennsylvania Dr. Samuel B. Batdorf Towns School of Civil and University of...Universities (Con’t) Dr. V. K. Varadan Professor V. H. Neubert Ohio State University Research Foundation Pennsylvania State University Department of

A Multivariate Randomization Text of Association Applied to Cognitive Test Results

NASA Technical Reports Server (NTRS)

Ahumada, Albert; Beard, Bettina

2009-01-01

Randomization tests provide a conceptually simple, distribution-free way to implement significance testing. We have applied this method to the problem of evaluating the significance of the association among a number (k) of variables. The randomization method was the random re-ordering of k-1 of the variables. The criterion variable was the value of the largest eigenvalue of the correlation matrix.

The analytical transfer matrix method for PT-symmetric complex potential

NASA Astrophysics Data System (ADS)

Naceri, Leila; Hammou, Amine B.

2017-07-01

We have extended the analytical transfer matrix (ATM) method to solve quantum mechanical bound state problems with complex PT-symmetric potentials. Our work focuses on a class of models studied by Bender and Jones, we calculate the energy eigenvalues, discuss the critical values of g and compare the results with those obtained from other methods such as exact numerical computation and WKB approximation method.

Multicomponent diffusion in basaltic melts at 1350 °C

NASA Astrophysics Data System (ADS)

Guo, Chenghuan; Zhang, Youxue

2018-05-01

Nine successful diffusion couple experiments were conducted in an 8-component SiO2-TiO2-Al2O3-FeO-MgO-CaO-Na2O-K2O system at ∼1350 °C and at 1 GPa, to study multicomponent diffusion in basaltic melts. At least 3 traverses were measured to obtain diffusion profiles for each experiment. Multicomponent diffusion matrix at 1350 °C was obtained by simultaneously fitting diffusion profiles of diffusion couple experiments. Furthermore, in order to better constrain the diffusion matrix and reconcile mineral dissolution data, mineral dissolution experiments in the literature and diffusion couple experiments from this study, were fit together. All features of diffusion profiles in both diffusion couple and mineral dissolution experiments were well reproduced by the diffusion matrix. Diffusion mechanism is inferred from eigenvectors of the diffusion matrix, and it shows that the diffusive exchange between network-formers SiO2 and Al2O3 is the slowest, the exchange of SiO2 with other oxide components is the second slowest with an eigenvalue that is only ∼10% larger, then the exchange between divalent oxide components and all the other oxide components is the third slowest with an eigenvalue that is twice the smallest eigenvalue, then the exchange of FeO + K2O with all the other oxide components is the fourth slowest with an eigenvalue that is 5 times the smallest eigenvalue, then the exchange of MgO with FeO + CaO is the third fastest with an eigenvalue that is 6.3 times the smallest eigenvalue, then the exchange of CaO + K2O with all the other oxide components is the second fastest with an eigenvalue that is 7.5 times the smallest eigenvalue, and the exchange of Na2O with all other oxide components is the fastest with an eigenvalue that is 31 times the smallest eigenvalue. The slowest and fastest eigenvectors are consistent with those for simpler systems in most literature. The obtained diffusion matrix was successfully applied to predict diffusion profiles during mineral dissolution in basaltic melts.

Track monitoring from the dynamic response of a passing train: A sparse approach

NASA Astrophysics Data System (ADS)

Lederman, George; Chen, Siheng; Garrett, James H.; Kovačević, Jelena; Noh, Hae Young; Bielak, Jacobo

2017-06-01

Collecting vibration data from revenue service trains could be a low-cost way to more frequently monitor railroad tracks, yet operational variability makes robust analysis a challenge. We propose a novel analysis technique for track monitoring that exploits the sparsity inherent in train-vibration data. This sparsity is based on the observation that large vertical train vibrations typically involve the excitation of the train's fundamental mode due to track joints, switchgear, or other discrete hardware. Rather than try to model the entire rail profile, in this study we examine a sparse approach to solving an inverse problem where (1) the roughness is constrained to a discrete and limited set of "bumps"; and (2) the train system is idealized as a simple damped oscillator that models the train's vibration in the fundamental mode. We use an expectation maximization (EM) approach to iteratively solve for the track profile and the train system properties, using orthogonal matching pursuit (OMP) to find the sparse approximation within each step. By enforcing sparsity, the inverse problem is well posed and the train's position can be found relative to the sparse bumps, thus reducing the uncertainty in the GPS data. We validate the sparse approach on two sections of track monitored from an operational train over a 16 month period of time, one where track changes did not occur during this period and another where changes did occur. We show that this approach can not only detect when track changes occur, but also offers insight into the type of such changes.

Sparse/DCT (S/DCT) two-layered representation of prediction residuals for video coding.

PubMed

Kang, Je-Won; Gabbouj, Moncef; Kuo, C-C Jay

2013-07-01

In this paper, we propose a cascaded sparse/DCT (S/DCT) two-layer representation of prediction residuals, and implement this idea on top of the state-of-the-art high efficiency video coding (HEVC) standard. First, a dictionary is adaptively trained to contain featured patterns of residual signals so that a high portion of energy in a structured residual can be efficiently coded via sparse coding. It is observed that the sparse representation alone is less effective in the R-D performance due to the side information overhead at higher bit rates. To overcome this problem, the DCT representation is cascaded at the second stage. It is applied to the remaining signal to improve coding efficiency. The two representations successfully complement each other. It is demonstrated by experimental results that the proposed algorithm outperforms the HEVC reference codec HM5.0 in the Common Test Condition.

Multi-threaded Sparse Matrix-Matrix Multiplication for Many-Core and GPU Architectures.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Deveci, Mehmet; Rajamanickam, Sivasankaran; Trott, Christian Robert

Sparse Matrix-Matrix multiplication is a key kernel that has applications in several domains such as scienti c computing and graph analysis. Several algorithms have been studied in the past for this foundational kernel. In this paper, we develop parallel algorithms for sparse matrix-matrix multiplication with a focus on performance portability across different high performance computing architectures. The performance of these algorithms depend on the data structures used in them. We compare different types of accumulators in these algorithms and demonstrate the performance difference between these data structures. Furthermore, we develop a meta-algorithm, kkSpGEMM, to choose the right algorithm and datamore » structure based on the characteristics of the problem. We show performance comparisons on three architectures and demonstrate the need for the community to develop two phase sparse matrix-matrix multiplication implementations for efficient reuse of the data structures involved.« less

Locating multiple diffusion sources in time varying networks from sparse observations.

PubMed

Hu, Zhao-Long; Shen, Zhesi; Cao, Shinan; Podobnik, Boris; Yang, Huijie; Wang, Wen-Xu; Lai, Ying-Cheng

2018-02-08

Data based source localization in complex networks has a broad range of applications. Despite recent progress, locating multiple diffusion sources in time varying networks remains to be an outstanding problem. Bridging structural observability and sparse signal reconstruction theories, we develop a general framework to locate diffusion sources in time varying networks based solely on sparse data from a small set of messenger nodes. A general finding is that large degree nodes produce more valuable information than small degree nodes, a result that contrasts that for static networks. Choosing large degree nodes as the messengers, we find that sparse observations from a few such nodes are often sufficient for any number of diffusion sources to be located for a variety of model and empirical networks. Counterintuitively, sources in more rapidly varying networks can be identified more readily with fewer required messenger nodes.

Sparse representation-based image restoration via nonlocal supervised coding

NASA Astrophysics Data System (ADS)

Li, Ao; Chen, Deyun; Sun, Guanglu; Lin, Kezheng

2016-10-01

Sparse representation (SR) and nonlocal technique (NLT) have shown great potential in low-level image processing. However, due to the degradation of the observed image, SR and NLT may not be accurate enough to obtain a faithful restoration results when they are used independently. To improve the performance, in this paper, a nonlocal supervised coding strategy-based NLT for image restoration is proposed. The novel method has three main contributions. First, to exploit the useful nonlocal patches, a nonnegative sparse representation is introduced, whose coefficients can be utilized as the supervised weights among patches. Second, a novel objective function is proposed, which integrated the supervised weights learning and the nonlocal sparse coding to guarantee a more promising solution. Finally, to make the minimization tractable and convergence, a numerical scheme based on iterative shrinkage thresholding is developed to solve the above underdetermined inverse problem. The extensive experiments validate the effectiveness of the proposed method.

Sparse and stable Markowitz portfolios

PubMed Central

Brodie, Joshua; Daubechies, Ingrid; De Mol, Christine; Giannone, Domenico; Loris, Ignace

2009-01-01

We consider the problem of portfolio selection within the classical Markowitz mean-variance framework, reformulated as a constrained least-squares regression problem. We propose to add to the objective function a penalty proportional to the sum of the absolute values of the portfolio weights. This penalty regularizes (stabilizes) the optimization problem, encourages sparse portfolios (i.e., portfolios with only few active positions), and allows accounting for transaction costs. Our approach recovers as special cases the no-short-positions portfolios, but does allow for short positions in limited number. We implement this methodology on two benchmark data sets constructed by Fama and French. Using only a modest amount of training data, we construct portfolios whose out-of-sample performance, as measured by Sharpe ratio, is consistently and significantly better than that of the naïve evenly weighted portfolio. PMID:19617537

A General Iterative Shrinkage and Thresholding Algorithm for Non-convex Regularized Optimization Problems.

PubMed

Gong, Pinghua; Zhang, Changshui; Lu, Zhaosong; Huang, Jianhua Z; Ye, Jieping

2013-01-01

Non-convex sparsity-inducing penalties have recently received considerable attentions in sparse learning. Recent theoretical investigations have demonstrated their superiority over the convex counterparts in several sparse learning settings. However, solving the non-convex optimization problems associated with non-convex penalties remains a big challenge. A commonly used approach is the Multi-Stage (MS) convex relaxation (or DC programming), which relaxes the original non-convex problem to a sequence of convex problems. This approach is usually not very practical for large-scale problems because its computational cost is a multiple of solving a single convex problem. In this paper, we propose a General Iterative Shrinkage and Thresholding (GIST) algorithm to solve the nonconvex optimization problem for a large class of non-convex penalties. The GIST algorithm iteratively solves a proximal operator problem, which in turn has a closed-form solution for many commonly used penalties. At each outer iteration of the algorithm, we use a line search initialized by the Barzilai-Borwein (BB) rule that allows finding an appropriate step size quickly. The paper also presents a detailed convergence analysis of the GIST algorithm. The efficiency of the proposed algorithm is demonstrated by extensive experiments on large-scale data sets.

Efficient ICCG on a shared memory multiprocessor

NASA Technical Reports Server (NTRS)

Hammond, Steven W.; Schreiber, Robert

1989-01-01

Different approaches are discussed for exploiting parallelism in the ICCG (Incomplete Cholesky Conjugate Gradient) method for solving large sparse symmetric positive definite systems of equations on a shared memory parallel computer. Techniques for efficiently solving triangular systems and computing sparse matrix-vector products are explored. Three methods for scheduling the tasks in solving triangular systems are implemented on the Sequent Balance 21000. Sample problems that are representative of a large class of problems solved using iterative methods are used. We show that a static analysis to determine data dependences in the triangular solve can greatly improve its parallel efficiency. We also show that ignoring symmetry and storing the whole matrix can reduce solution time substantially.

Kernelized Elastic Net Regularization: Generalization Bounds, and Sparse Recovery.

PubMed

Feng, Yunlong; Lv, Shao-Gao; Hang, Hanyuan; Suykens, Johan A K

2016-03-01

Kernelized elastic net regularization (KENReg) is a kernelization of the well-known elastic net regularization (Zou & Hastie, 2005). The kernel in KENReg is not required to be a Mercer kernel since it learns from a kernelized dictionary in the coefficient space. Feng, Yang, Zhao, Lv, and Suykens (2014) showed that KENReg has some nice properties including stability, sparseness, and generalization. In this letter, we continue our study on KENReg by conducting a refined learning theory analysis. This letter makes the following three main contributions. First, we present refined error analysis on the generalization performance of KENReg. The main difficulty of analyzing the generalization error of KENReg lies in characterizing the population version of its empirical target function. We overcome this by introducing a weighted Banach space associated with the elastic net regularization. We are then able to conduct elaborated learning theory analysis and obtain fast convergence rates under proper complexity and regularity assumptions. Second, we study the sparse recovery problem in KENReg with fixed design and show that the kernelization may improve the sparse recovery ability compared to the classical elastic net regularization. Finally, we discuss the interplay among different properties of KENReg that include sparseness, stability, and generalization. We show that the stability of KENReg leads to generalization, and its sparseness confidence can be derived from generalization. Moreover, KENReg is stable and can be simultaneously sparse, which makes it attractive theoretically and practically.