SPARSKIT: A basic tool kit for sparse matrix computations

NASA Technical Reports Server (NTRS)

Saad, Youcef

1990-01-01

Presented here are the main features of a tool package for manipulating and working with sparse matrices. One of the goals of the package is to provide basic tools to facilitate the exchange of software and data between researchers in sparse matrix computations. The starting point is the Harwell/Boeing collection of matrices for which the authors provide a number of tools. Among other things, the package provides programs for converting data structures, printing simple statistics on a matrix, plotting a matrix profile, and performing linear algebra operations with sparse matrices.

Inference for High-dimensional Differential Correlation Matrices.

PubMed

Cai, T Tony; Zhang, Anru

2016-01-01

Motivated by differential co-expression analysis in genomics, we consider in this paper estimation and testing of high-dimensional differential correlation matrices. An adaptive thresholding procedure is introduced and theoretical guarantees are given. Minimax rate of convergence is established and the proposed estimator is shown to be adaptively rate-optimal over collections of paired correlation matrices with approximately sparse differences. Simulation results show that the procedure significantly outperforms two other natural methods that are based on separate estimation of the individual correlation matrices. The procedure is also illustrated through an analysis of a breast cancer dataset, which provides evidence at the gene co-expression level that several genes, of which a subset has been previously verified, are associated with the breast cancer. Hypothesis testing on the differential correlation matrices is also considered. A test, which is particularly well suited for testing against sparse alternatives, is introduced. In addition, other related problems, including estimation of a single sparse correlation matrix, estimation of the differential covariance matrices, and estimation of the differential cross-correlation matrices, are also discussed.

Inference for High-dimensional Differential Correlation Matrices *

PubMed Central

Cai, T. Tony; Zhang, Anru

2015-01-01

Motivated by differential co-expression analysis in genomics, we consider in this paper estimation and testing of high-dimensional differential correlation matrices. An adaptive thresholding procedure is introduced and theoretical guarantees are given. Minimax rate of convergence is established and the proposed estimator is shown to be adaptively rate-optimal over collections of paired correlation matrices with approximately sparse differences. Simulation results show that the procedure significantly outperforms two other natural methods that are based on separate estimation of the individual correlation matrices. The procedure is also illustrated through an analysis of a breast cancer dataset, which provides evidence at the gene co-expression level that several genes, of which a subset has been previously verified, are associated with the breast cancer. Hypothesis testing on the differential correlation matrices is also considered. A test, which is particularly well suited for testing against sparse alternatives, is introduced. In addition, other related problems, including estimation of a single sparse correlation matrix, estimation of the differential covariance matrices, and estimation of the differential cross-correlation matrices, are also discussed. PMID:26500380

Response of selected binomial coefficients to varying degrees of matrix sparseness and to matrices with known data interrelationships

USGS Publications Warehouse

Archer, A.W.; Maples, C.G.

1989-01-01

Numerous departures from ideal relationships are revealed by Monte Carlo simulations of widely accepted binomial coefficients. For example, simulations incorporating varying levels of matrix sparseness (presence of zeros indicating lack of data) and computation of expected values reveal that not only are all common coefficients influenced by zero data, but also that some coefficients do not discriminate between sparse or dense matrices (few zero data). Such coefficients computationally merge mutually shared and mutually absent information and do not exploit all the information incorporated within the standard 2 ?? 2 contingency table; therefore, the commonly used formulae for such coefficients are more complicated than the actual range of values produced. Other coefficients do differentiate between mutual presences and absences; however, a number of these coefficients do not demonstrate a linear relationship to matrix sparseness. Finally, simulations using nonrandom matrices with known degrees of row-by-row similarities signify that several coefficients either do not display a reasonable range of values or are nonlinear with respect to known relationships within the data. Analyses with nonrandom matrices yield clues as to the utility of certain coefficients for specific applications. For example, coefficients such as Jaccard, Dice, and Baroni-Urbani and Buser are useful if correction of sparseness is desired, whereas the Russell-Rao coefficient is useful when sparseness correction is not desired. ?? 1989 International Association for Mathematical Geology.

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

ESTIMATION OF FUNCTIONALS OF SPARSE COVARIANCE MATRICES.

PubMed

Fan, Jianqing; Rigollet, Philippe; Wang, Weichen

High-dimensional statistical tests often ignore correlations to gain simplicity and stability leading to null distributions that depend on functionals of correlation matrices such as their Frobenius norm and other ℓ r norms. Motivated by the computation of critical values of such tests, we investigate the difficulty of estimation the functionals of sparse correlation matrices. Specifically, we show that simple plug-in procedures based on thresholded estimators of correlation matrices are sparsity-adaptive and minimax optimal over a large class of correlation matrices. Akin to previous results on functional estimation, the minimax rates exhibit an elbow phenomenon. Our results are further illustrated in simulated data as well as an empirical study of data arising in financial econometrics.

ESTIMATION OF FUNCTIONALS OF SPARSE COVARIANCE MATRICES

PubMed Central

Fan, Jianqing; Rigollet, Philippe; Wang, Weichen

2016-01-01

High-dimensional statistical tests often ignore correlations to gain simplicity and stability leading to null distributions that depend on functionals of correlation matrices such as their Frobenius norm and other ℓr norms. Motivated by the computation of critical values of such tests, we investigate the difficulty of estimation the functionals of sparse correlation matrices. Specifically, we show that simple plug-in procedures based on thresholded estimators of correlation matrices are sparsity-adaptive and minimax optimal over a large class of correlation matrices. Akin to previous results on functional estimation, the minimax rates exhibit an elbow phenomenon. Our results are further illustrated in simulated data as well as an empirical study of data arising in financial econometrics. PMID:26806986

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.

Sequential time interleaved random equivalent sampling for repetitive signal.

PubMed

Zhao, Yijiu; Liu, Jingjing

2016-12-01

Compressed sensing (CS) based sampling techniques exhibit many advantages over other existing approaches for sparse signal spectrum sensing; they are also incorporated into non-uniform sampling signal reconstruction to improve the efficiency, such as random equivalent sampling (RES). However, in CS based RES, only one sample of each acquisition is considered in the signal reconstruction stage, and it will result in more acquisition runs and longer sampling time. In this paper, a sampling sequence is taken in each RES acquisition run, and the corresponding block measurement matrix is constructed using a Whittaker-Shannon interpolation formula. All the block matrices are combined into an equivalent measurement matrix with respect to all sampling sequences. We implemented the proposed approach with a multi-cores analog-to-digital converter (ADC), whose ADC cores are time interleaved. A prototype realization of this proposed CS based sequential random equivalent sampling method has been developed. It is able to capture an analog waveform at an equivalent sampling rate of 40 GHz while sampled at 1 GHz physically. Experiments indicate that, for a sparse signal, the proposed CS based sequential random equivalent sampling exhibits high efficiency.

Doubly Nonparametric Sparse Nonnegative Matrix Factorization Based on Dependent Indian Buffet Processes.

PubMed

Xuan, Junyu; Lu, Jie; Zhang, Guangquan; Xu, Richard Yi Da; Luo, Xiangfeng

2018-05-01

Sparse nonnegative matrix factorization (SNMF) aims to factorize a data matrix into two optimized nonnegative sparse factor matrices, which could benefit many tasks, such as document-word co-clustering. However, the traditional SNMF typically assumes the number of latent factors (i.e., dimensionality of the factor matrices) to be fixed. This assumption makes it inflexible in practice. In this paper, we propose a doubly sparse nonparametric NMF framework to mitigate this issue by using dependent Indian buffet processes (dIBP). We apply a correlation function for the generation of two stick weights associated with each column pair of factor matrices while still maintaining their respective marginal distribution specified by IBP. As a consequence, the generation of two factor matrices will be columnwise correlated. Under this framework, two classes of correlation function are proposed: 1) using bivariate Beta distribution and 2) using Copula function. Compared with the single IBP-based NMF, this paper jointly makes two factor matrices nonparametric and sparse, which could be applied to broader scenarios, such as co-clustering. This paper is seen to be much more flexible than Gaussian process-based and hierarchial Beta process-based dIBPs in terms of allowing the two corresponding binary matrix columns to have greater variations in their nonzero entries. Our experiments on synthetic data show the merits of this paper compared with the state-of-the-art models in respect of factorization efficiency, sparsity, and flexibility. Experiments on real-world data sets demonstrate the efficiency of this paper in document-word co-clustering tasks.

Minimax Rate-optimal Estimation of High-dimensional Covariance Matrices with Incomplete Data*

PubMed Central

Cai, T. Tony; Zhang, Anru

2016-01-01

Missing data occur frequently in a wide range of applications. In this paper, we consider estimation of high-dimensional covariance matrices in the presence of missing observations under a general missing completely at random model in the sense that the missingness is not dependent on the values of the data. Based on incomplete data, estimators for bandable and sparse covariance matrices are proposed and their theoretical and numerical properties are investigated. Minimax rates of convergence are established under the spectral norm loss and the proposed estimators are shown to be rate-optimal under mild regularity conditions. Simulation studies demonstrate that the estimators perform well numerically. The methods are also illustrated through an application to data from four ovarian cancer studies. The key technical tools developed in this paper are of independent interest and potentially useful for a range of related problems in high-dimensional statistical inference with missing data. PMID:27777471

Minimax Rate-optimal Estimation of High-dimensional Covariance Matrices with Incomplete Data.

PubMed

Cai, T Tony; Zhang, Anru

2016-09-01

Missing data occur frequently in a wide range of applications. In this paper, we consider estimation of high-dimensional covariance matrices in the presence of missing observations under a general missing completely at random model in the sense that the missingness is not dependent on the values of the data. Based on incomplete data, estimators for bandable and sparse covariance matrices are proposed and their theoretical and numerical properties are investigated. Minimax rates of convergence are established under the spectral norm loss and the proposed estimators are shown to be rate-optimal under mild regularity conditions. Simulation studies demonstrate that the estimators perform well numerically. The methods are also illustrated through an application to data from four ovarian cancer studies. The key technical tools developed in this paper are of independent interest and potentially useful for a range of related problems in high-dimensional statistical inference with missing data.

Biclustering sparse binary genomic data.

PubMed

van Uitert, Miranda; Meuleman, Wouter; Wessels, Lodewyk

2008-12-01

Genomic datasets often consist of large, binary, sparse data matrices. In such a dataset, one is often interested in finding contiguous blocks that (mostly) contain ones. This is a biclustering problem, and while many algorithms have been proposed to deal with gene expression data, only two algorithms have been proposed that specifically deal with binary matrices. None of the gene expression biclustering algorithms can handle the large number of zeros in sparse binary matrices. The two proposed binary algorithms failed to produce meaningful results. In this article, we present a new algorithm that is able to extract biclusters from sparse, binary datasets. A powerful feature is that biclusters with different numbers of rows and columns can be detected, varying from many rows to few columns and few rows to many columns. It allows the user to guide the search towards biclusters of specific dimensions. When applying our algorithm to an input matrix derived from TRANSFAC, we find transcription factors with distinctly dissimilar binding motifs, but a clear set of common targets that are significantly enriched for GO categories.

Efficient sparse matrix-matrix multiplication for computing periodic responses by shooting method on Intel Xeon Phi

NASA Astrophysics Data System (ADS)

Stoykov, S.; Atanassov, E.; Margenov, S.

2016-10-01

Many of the scientific applications involve sparse or dense matrix operations, such as solving linear systems, matrix-matrix products, eigensolvers, etc. In what concerns structural nonlinear dynamics, the computations of periodic responses and the determination of stability of the solution are of primary interest. Shooting method iswidely used for obtaining periodic responses of nonlinear systems. The method involves simultaneously operations with sparse and dense matrices. One of the computationally expensive operations in the method is multiplication of sparse by dense matrices. In the current work, a new algorithm for sparse matrix by dense matrix products is presented. The algorithm takes into account the structure of the sparse matrix, which is obtained by space discretization of the nonlinear Mindlin's plate equation of motion by the finite element method. The algorithm is developed to use the vector engine of Intel Xeon Phi coprocessors. It is compared with the standard sparse matrix by dense matrix algorithm and the one developed by Intel MKL and it is shown that by considering the properties of the sparse matrix better algorithms can be developed.

Comparability of item quality indices from sparse data matrices with random and non-random missing data patterns.

PubMed

Wolfe, Edward W; McGill, Michael T

2011-01-01

This article summarizes a simulation study of the performance of five item quality indicators (the weighted and unweighted versions of the mean square and standardized mean square fit indices and the point-measure correlation) under conditions of relatively high and low amounts of missing data under both random and conditional patterns of missing data for testing contexts such as those encountered in operational administrations of a computerized adaptive certification or licensure examination. The results suggest that weighted fit indices, particularly the standardized mean square index, and the point-measure correlation provide the most consistent information between random and conditional missing data patterns and that these indices perform more comparably for items near the passing score than for items with extreme difficulty values.

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.

Learning in the Machine: Random Backpropagation and the Deep Learning Channel.

PubMed

Baldi, Pierre; Sadowski, Peter; Lu, Zhiqin

2018-07-01

Random backpropagation (RBP) is a variant of the backpropagation algorithm for training neural networks, where the transpose of the forward matrices are replaced by fixed random matrices in the calculation of the weight updates. It is remarkable both because of its effectiveness, in spite of using random matrices to communicate error information, and because it completely removes the taxing requirement of maintaining symmetric weights in a physical neural system. To better understand random backpropagation, we first connect it to the notions of local learning and learning channels. Through this connection, we derive several alternatives to RBP, including skipped RBP (SRPB), adaptive RBP (ARBP), sparse RBP, and their combinations (e.g. ASRBP) and analyze their computational complexity. We then study their behavior through simulations using the MNIST and CIFAR-10 bechnmark datasets. These simulations show that most of these variants work robustly, almost as well as backpropagation, and that multiplication by the derivatives of the activation functions is important. As a follow-up, we study also the low-end of the number of bits required to communicate error information over the learning channel. We then provide partial intuitive explanations for some of the remarkable properties of RBP and its variations. Finally, we prove several mathematical results, including the convergence to fixed points of linear chains of arbitrary length, the convergence to fixed points of linear autoencoders with decorrelated data, the long-term existence of solutions for linear systems with a single hidden layer and convergence in special cases, and the convergence to fixed points of non-linear chains, when the derivative of the activation functions is included.

High-dimensional statistical inference: From vector to matrix

NASA Astrophysics Data System (ADS)

Zhang, Anru

Statistical inference for sparse signals or low-rank matrices in high-dimensional settings is of significant interest in a range of contemporary applications. It has attracted significant recent attention in many fields including statistics, applied mathematics and electrical engineering. In this thesis, we consider several problems in including sparse signal recovery (compressed sensing under restricted isometry) and low-rank matrix recovery (matrix recovery via rank-one projections and structured matrix completion). The first part of the thesis discusses compressed sensing and affine rank minimization in both noiseless and noisy cases and establishes sharp restricted isometry conditions for sparse signal and low-rank matrix recovery. The analysis relies on a key technical tool which represents points in a polytope by convex combinations of sparse vectors. The technique is elementary while leads to sharp results. It is shown that, in compressed sensing, delta kA < 1/3, deltak A+ thetak,kA < 1, or deltatkA < √( t - 1)/t for any given constant t ≥ 4/3 guarantee the exact recovery of all k sparse signals in the noiseless case through the constrained ℓ1 minimization, and similarly in affine rank minimization delta rM < 1/3, deltar M + thetar, rM < 1, or deltatrM< √( t - 1)/t ensure the exact reconstruction of all matrices with rank at most r in the noiseless case via the constrained nuclear norm minimization. Moreover, for any epsilon > 0, delta kA < 1/3 + epsilon, deltak A + thetak,kA < 1 + epsilon, or deltatkA< √(t - 1) / t + epsilon are not sufficient to guarantee the exact recovery of all k-sparse signals for large k. Similar result also holds for matrix recovery. In addition, the conditions delta kA<1/3, deltak A+ thetak,kA<1, delta tkA < √(t - 1)/t and deltarM<1/3, delta rM+ thetar,rM<1, delta trM< √(t - 1)/ t are also shown to be sufficient respectively for stable recovery of approximately sparse signals and low-rank matrices in the noisy case. For the second part of the thesis, we introduce a rank-one projection model for low-rank matrix recovery and propose a constrained nuclear norm minimization method for stable recovery of low-rank matrices in the noisy case. The procedure is adaptive to the rank and robust against small perturbations. Both upper and lower bounds for the estimation accuracy under the Frobenius norm loss are obtained. The proposed estimator is shown to be rate-optimal under certain conditions. The estimator is easy to implement via convex programming and performs well numerically. The techniques and main results developed in the chapter also have implications to other related statistical problems. An application to estimation of spiked covariance matrices from one-dimensional random projections is considered. The results demonstrate that it is still possible to accurately estimate the covariance matrix of a high-dimensional distribution based only on one-dimensional projections. For the third part of the thesis, we consider another setting of low-rank matrix completion. Current literature on matrix completion focuses primarily on independent sampling models under which the individual observed entries are sampled independently. Motivated by applications in genomic data integration, we propose a new framework of structured matrix completion (SMC) to treat structured missingness by design. Specifically, our proposed method aims at efficient matrix recovery when a subset of the rows and columns of an approximately low-rank matrix are observed. We provide theoretical justification for the proposed SMC method and derive lower bound for the estimation errors, which together establish the optimal rate of recovery over certain classes of approximately low-rank matrices. Simulation studies show that the method performs well in finite sample under a variety of configurations. The method is applied to integrate several ovarian cancer genomic studies with different extent of genomic measurements, which enables us to construct more accurate prediction rules for ovarian cancer survival.

Joint analysis of multiple high-dimensional data types using sparse matrix approximations of rank-1 with applications to ovarian and liver cancer.

PubMed

Okimoto, Gordon; Zeinalzadeh, Ashkan; Wenska, Tom; Loomis, Michael; Nation, James B; Fabre, Tiphaine; Tiirikainen, Maarit; Hernandez, Brenda; Chan, Owen; Wong, Linda; Kwee, Sandi

2016-01-01

Technological advances enable the cost-effective acquisition of Multi-Modal Data Sets (MMDS) composed of measurements for multiple, high-dimensional data types obtained from a common set of bio-samples. The joint analysis of the data matrices associated with the different data types of a MMDS should provide a more focused view of the biology underlying complex diseases such as cancer that would not be apparent from the analysis of a single data type alone. As multi-modal data rapidly accumulate in research laboratories and public databases such as The Cancer Genome Atlas (TCGA), the translation of such data into clinically actionable knowledge has been slowed by the lack of computational tools capable of analyzing MMDSs. Here, we describe the Joint Analysis of Many Matrices by ITeration (JAMMIT) algorithm that jointly analyzes the data matrices of a MMDS using sparse matrix approximations of rank-1. The JAMMIT algorithm jointly approximates an arbitrary number of data matrices by rank-1 outer-products composed of "sparse" left-singular vectors (eigen-arrays) that are unique to each matrix and a right-singular vector (eigen-signal) that is common to all the matrices. The non-zero coefficients of the eigen-arrays identify small subsets of variables for each data type (i.e., signatures) that in aggregate, or individually, best explain a dominant eigen-signal defined on the columns of the data matrices. The approximation is specified by a single "sparsity" parameter that is selected based on false discovery rate estimated by permutation testing. Multiple signals of interest in a given MDDS are sequentially detected and modeled by iterating JAMMIT on "residual" data matrices that result from a given sparse approximation. We show that JAMMIT outperforms other joint analysis algorithms in the detection of multiple signatures embedded in simulated MDDS. On real multimodal data for ovarian and liver cancer we show that JAMMIT identified multi-modal signatures that were clinically informative and enriched for cancer-related biology. Sparse matrix approximations of rank-1 provide a simple yet effective means of jointly reducing multiple, big data types to a small subset of variables that characterize important clinical and/or biological attributes of the bio-samples from which the data were acquired.

Efficient diagonalization of the sparse matrices produced within the framework of the UK R-matrix molecular codes

NASA Astrophysics Data System (ADS)

Galiatsatos, P. G.; Tennyson, J.

2012-11-01

The most time consuming step within the framework of the UK R-matrix molecular codes is that of the diagonalization of the inner region Hamiltonian matrix (IRHM). Here we present the method that we follow to speed up this step. We use shared memory machines (SMM), distributed memory machines (DMM), the OpenMP directive based parallel language, the MPI function based parallel language, the sparse matrix diagonalizers ARPACK and PARPACK, a variation for real symmetric matrices of the official coordinate sparse matrix format and finally a parallel sparse matrix-vector product (PSMV). The efficient application of the previous techniques rely on two important facts: the sparsity of the matrix is large enough (more than 98%) and in order to get back converged results we need a small only part of the matrix spectrum.

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

Matrix computations in MACSYMA

NASA Technical Reports Server (NTRS)

Wang, P. S.

1977-01-01

Facilities built into MACSYMA for manipulating matrices with numeric or symbolic entries are described. Computations will be done exactly, keeping symbols as symbols. Topics discussed include how to form a matrix and create other matrices by transforming existing matrices within MACSYMA; arithmetic and other computation with matrices; and user control of computational processes through the use of optional variables. Two algorithms designed for sparse matrices are given. The computing times of several different ways to compute the determinant of a matrix are compared.

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.

Sparse distributed memory and related models

NASA Technical Reports Server (NTRS)

Kanerva, Pentti

1992-01-01

Described here is sparse distributed memory (SDM) as a neural-net associative memory. It is characterized by two weight matrices and by a large internal dimension - the number of hidden units is much larger than the number of input or output units. The first matrix, A, is fixed and possibly random, and the second matrix, C, is modifiable. The SDM is compared and contrasted to (1) computer memory, (2) correlation-matrix memory, (3) feet-forward artificial neural network, (4) cortex of the cerebellum, (5) Marr and Albus models of the cerebellum, and (6) Albus' cerebellar model arithmetic computer (CMAC). Several variations of the basic SDM design are discussed: the selected-coordinate and hyperplane designs of Jaeckel, the pseudorandom associative neural memory of Hassoun, and SDM with real-valued input variables by Prager and Fallside. SDM research conducted mainly at the Research Institute for Advanced Computer Science (RIACS) in 1986-1991 is highlighted.

Insights from Classifying Visual Concepts with Multiple Kernel Learning

PubMed Central

Binder, Alexander; Nakajima, Shinichi; Kloft, Marius; Müller, Christina; Samek, Wojciech; Brefeld, Ulf; Müller, Klaus-Robert; Kawanabe, Motoaki

2012-01-01

Combining information from various image features has become a standard technique in concept recognition tasks. However, the optimal way of fusing the resulting kernel functions is usually unknown in practical applications. Multiple kernel learning (MKL) techniques allow to determine an optimal linear combination of such similarity matrices. Classical approaches to MKL promote sparse mixtures. Unfortunately, 1-norm regularized MKL variants are often observed to be outperformed by an unweighted sum kernel. The main contributions of this paper are the following: we apply a recently developed non-sparse MKL variant to state-of-the-art concept recognition tasks from the application domain of computer vision. We provide insights on benefits and limits of non-sparse MKL and compare it against its direct competitors, the sum-kernel SVM and sparse MKL. We report empirical results for the PASCAL VOC 2009 Classification and ImageCLEF2010 Photo Annotation challenge data sets. Data sets (kernel matrices) as well as further information are available at http://doc.ml.tu-berlin.de/image_mkl/(Accessed 2012 Jun 25). PMID:22936970

A Semiparametric Approach to Simultaneous Covariance Estimation for Bivariate Sparse Longitudinal Data

PubMed Central

Das, Kiranmoy; Daniels, Michael J.

2014-01-01

Summary Estimation of the covariance structure for irregular sparse longitudinal data has been studied by many authors in recent years but typically using fully parametric specifications. In addition, when data are collected from several groups over time, it is known that assuming the same or completely different covariance matrices over groups can lead to loss of efficiency and/or bias. Nonparametric approaches have been proposed for estimating the covariance matrix for regular univariate longitudinal data by sharing information across the groups under study. For the irregular case, with longitudinal measurements that are bivariate or multivariate, modeling becomes more difficult. In this article, to model bivariate sparse longitudinal data from several groups, we propose a flexible covariance structure via a novel matrix stick-breaking process for the residual covariance structure and a Dirichlet process mixture of normals for the random effects. Simulation studies are performed to investigate the effectiveness of the proposed approach over more traditional approaches. We also analyze a subset of Framingham Heart Study data to examine how the blood pressure trajectories and covariance structures differ for the patients from different BMI groups (high, medium and low) at baseline. PMID:24400941

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.

Assessing the effects of cocaine dependence and pathological gambling using group-wise sparse representation of natural stimulus FMRI data.

PubMed

Ren, Yudan; Fang, Jun; Lv, Jinglei; Hu, Xintao; Guo, Cong Christine; Guo, Lei; Xu, Jiansong; Potenza, Marc N; Liu, Tianming

2017-08-01

Assessing functional brain activation patterns in neuropsychiatric disorders such as cocaine dependence (CD) or pathological gambling (PG) under naturalistic stimuli has received rising interest in recent years. In this paper, we propose and apply a novel group-wise sparse representation framework to assess differences in neural responses to naturalistic stimuli across multiple groups of participants (healthy control, cocaine dependence, pathological gambling). Specifically, natural stimulus fMRI (N-fMRI) signals from all three groups of subjects are aggregated into a big data matrix, which is then decomposed into a common signal basis dictionary and associated weight coefficient matrices via an effective online dictionary learning and sparse coding method. The coefficient matrices associated with each common dictionary atom are statistically assessed for each group separately. With the inter-group comparisons based on the group-wise correspondence established by the common dictionary, our experimental results demonstrated that the group-wise sparse coding and representation strategy can effectively and specifically detect brain networks/regions affected by different pathological conditions of the brain under naturalistic stimuli.

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

A Higher Order Iterative Method for Computing the Drazin Inverse

PubMed Central

Soleymani, F.; Stanimirović, Predrag S.

2013-01-01

A method with high convergence rate for finding approximate inverses of nonsingular matrices is suggested and established analytically. An extension of the introduced computational scheme to general square matrices is defined. The extended method could be used for finding the Drazin inverse. The application of the scheme on large sparse test matrices alongside the use in preconditioning of linear system of equations will be presented to clarify the contribution of the paper. PMID:24222747

Vanishing-Overhead Linear-Scaling Random Phase Approximation by Cholesky Decomposition and an Attenuated Coulomb-Metric.

PubMed

Luenser, Arne; Schurkus, Henry F; Ochsenfeld, Christian

2017-04-11

A reformulation of the random phase approximation within the resolution-of-the-identity (RI) scheme is presented, that is competitive to canonical molecular orbital RI-RPA already for small- to medium-sized molecules. For electronically sparse systems drastic speedups due to the reduced scaling behavior compared to the molecular orbital formulation are demonstrated. Our reformulation is based on two ideas, which are independently useful: First, a Cholesky decomposition of density matrices that reduces the scaling with basis set size for a fixed-size molecule by one order, leading to massive performance improvements. Second, replacement of the overlap RI metric used in the original AO-RPA by an attenuated Coulomb metric. Accuracy is significantly improved compared to the overlap metric, while locality and sparsity of the integrals are retained, as is the effective linear scaling behavior.

Complexity of Kronecker Operations on Sparse Matrices with Applications to the Solution of Markov Models

NASA Technical Reports Server (NTRS)

Buchholz, Peter; Ciardo, Gianfranco; Donatelli, Susanna; Kemper, Peter

1997-01-01

We present a systematic discussion of algorithms to multiply a vector by a matrix expressed as the Kronecker product of sparse matrices, extending previous work in a unified notational framework. Then, we use our results to define new algorithms for the solution of large structured Markov models. In addition to a comprehensive overview of existing approaches, we give new results with respect to: (1) managing certain types of state-dependent behavior without incurring extra cost; (2) supporting both Jacobi-style and Gauss-Seidel-style methods by appropriate multiplication algorithms; (3) speeding up algorithms that consider probability vectors of size equal to the "actual" state space instead of the "potential" state space.

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

NASA Technical Reports Server (NTRS)

Freund, Roland W.; Gutknecht, Martin H.; Nachtigal, Noel M.

1991-01-01

The nonsymmetric Lanczos method can be used to compute eigenvalues of large sparse non-Hermitian matrices or to solve large sparse non-Hermitian linear systems. However, the original Lanczos algorithm is susceptible to possible breakdowns and potential instabilities. An implementation is presented of a look-ahead version of the Lanczos algorithm that, except for the very special situation of an incurable breakdown, overcomes these problems by skipping over those steps in which a breakdown or near-breakdown would occur in the standard process. The proposed algorithm can handle look-ahead steps of any length and requires the same number of matrix-vector products and inner products as the standard Lanczos process without look-ahead.

Approximate method of variational Bayesian matrix factorization/completion with sparse prior

NASA Astrophysics Data System (ADS)

Kawasumi, Ryota; Takeda, Koujin

2018-05-01

We derive the analytical expression of a matrix factorization/completion solution by the variational Bayes method, under the assumption that the observed matrix is originally the product of low-rank, dense and sparse matrices with additive noise. We assume the prior of a sparse matrix is a Laplace distribution by taking matrix sparsity into consideration. Then we use several approximations for the derivation of a matrix factorization/completion solution. By our solution, we also numerically evaluate the performance of a sparse matrix reconstruction in matrix factorization, and completion of a missing matrix element in matrix completion.

Task Parallel Incomplete Cholesky Factorization using 2D Partitioned-Block Layout

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

Kim, Kyungjoo; Rajamanickam, Sivasankaran; Stelle, George Widgery

We introduce a task-parallel algorithm for sparse incomplete Cholesky factorization that utilizes a 2D sparse partitioned-block layout of a matrix. Our factorization algorithm follows the idea of algorithms-by-blocks by using the block layout. The algorithm-byblocks approach induces a task graph for the factorization. These tasks are inter-related to each other through their data dependences in the factorization algorithm. To process the tasks on various manycore architectures in a portable manner, we also present a portable tasking API that incorporates different tasking backends and device-specific features using an open-source framework for manycore platforms i.e., Kokkos. A performance evaluation is presented onmore » both Intel Sandybridge and Xeon Phi platforms for matrices from the University of Florida sparse matrix collection to illustrate merits of the proposed task-based factorization. Experimental results demonstrate that our task-parallel implementation delivers about 26.6x speedup (geometric mean) over single-threaded incomplete Choleskyby- blocks and 19.2x speedup over serial Cholesky performance which does not carry tasking overhead using 56 threads on the Intel Xeon Phi processor for sparse matrices arising from various application problems.« less

Multi-dimensional Fokker-Planck equation analysis using the modified finite element method

NASA Astrophysics Data System (ADS)

Náprstek, J.; Král, R.

2016-09-01

The Fokker-Planck equation (FPE) is a frequently used tool for the solution of cross probability density function (PDF) of a dynamic system response excited by a vector of random processes. FEM represents a very effective solution possibility, particularly when transition processes are investigated or a more detailed solution is needed. Actual papers deal with single degree of freedom (SDOF) systems only. So the respective FPE includes two independent space variables only. Stepping over this limit into MDOF systems a number of specific problems related to a true multi-dimensionality must be overcome. Unlike earlier studies, multi-dimensional simplex elements in any arbitrary dimension should be deployed and rectangular (multi-brick) elements abandoned. Simple closed formulae of integration in multi-dimension domain have been derived. Another specific problem represents the generation of multi-dimensional finite element mesh. Assembling of system global matrices should be subjected to newly composed algorithms due to multi-dimensionality. The system matrices are quite full and no advantages following from their sparse character can be profited from, as is commonly used in conventional FEM applications in 2D/3D problems. After verification of partial algorithms, an illustrative example dealing with a 2DOF non-linear aeroelastic system in combination with random and deterministic excitations is discussed.

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.

An implementation of the look-ahead Lanczos algorithm for non-Hermitian matrices, part 1

NASA Technical Reports Server (NTRS)

Freund, Roland W.; Gutknecht, Martin H.; Nachtigal, Noel M.

1990-01-01

The nonsymmetric Lanczos method can be used to compute eigenvalues of large sparse non-Hermitian matrices or to solve large sparse non-Hermitian linear systems. However, the original Lanczos algorithm is susceptible to possible breakdowns and potential instabilities. We present an implementation of a look-ahead version of the Lanczos algorithm which overcomes these problems by skipping over those steps in which a breakdown or near-breakdown would occur in the standard process. The proposed algorithm can handle look-ahead steps of any length and is not restricted to steps of length 2, as earlier implementations are. Also, our implementation has the feature that it requires roughly the same number of inner products as the standard Lanczos process without look-ahead.

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.

Improved Estimation and Interpretation of Correlations in Neural Circuits

PubMed Central

Yatsenko, Dimitri; Josić, Krešimir; Ecker, Alexander S.; Froudarakis, Emmanouil; Cotton, R. James; Tolias, Andreas S.

2015-01-01

Ambitious projects aim to record the activity of ever larger and denser neuronal populations in vivo. Correlations in neural activity measured in such recordings can reveal important aspects of neural circuit organization. However, estimating and interpreting large correlation matrices is statistically challenging. Estimation can be improved by regularization, i.e. by imposing a structure on the estimate. The amount of improvement depends on how closely the assumed structure represents dependencies in the data. Therefore, the selection of the most efficient correlation matrix estimator for a given neural circuit must be determined empirically. Importantly, the identity and structure of the most efficient estimator informs about the types of dominant dependencies governing the system. We sought statistically efficient estimators of neural correlation matrices in recordings from large, dense groups of cortical neurons. Using fast 3D random-access laser scanning microscopy of calcium signals, we recorded the activity of nearly every neuron in volumes 200 μm wide and 100 μm deep (150–350 cells) in mouse visual cortex. We hypothesized that in these densely sampled recordings, the correlation matrix should be best modeled as the combination of a sparse graph of pairwise partial correlations representing local interactions and a low-rank component representing common fluctuations and external inputs. Indeed, in cross-validation tests, the covariance matrix estimator with this structure consistently outperformed other regularized estimators. The sparse component of the estimate defined a graph of interactions. These interactions reflected the physical distances and orientation tuning properties of cells: The density of positive ‘excitatory’ interactions decreased rapidly with geometric distances and with differences in orientation preference whereas negative ‘inhibitory’ interactions were less selective. Because of its superior performance, this ‘sparse+latent’ estimator likely provides a more physiologically relevant representation of the functional connectivity in densely sampled recordings than the sample correlation matrix. PMID:25826696

Virial expansion for almost diagonal random matrices

NASA Astrophysics Data System (ADS)

Yevtushenko, Oleg; Kravtsov, Vladimir E.

2003-08-01

Energy level statistics of Hermitian random matrices hat H with Gaussian independent random entries Higeqj is studied for a generic ensemble of almost diagonal random matrices with langle|Hii|2rangle ~ 1 and langle|Hi\

Structure and stability of genetic variance-covariance matrices: A Bayesian sparse factor analysis of transcriptional variation in the three-spined stickleback.

PubMed

Siren, J; Ovaskainen, O; Merilä, J

2017-10-01

The genetic variance-covariance matrix (G) is a quantity of central importance in evolutionary biology due to its influence on the rate and direction of multivariate evolution. However, the predictive power of empirically estimated G-matrices is limited for two reasons. First, phenotypes are high-dimensional, whereas traditional statistical methods are tuned to estimate and analyse low-dimensional matrices. Second, the stability of G to environmental effects and over time remains poorly understood. Using Bayesian sparse factor analysis (BSFG) designed to estimate high-dimensional G-matrices, we analysed levels variation and covariation in 10,527 expressed genes in a large (n = 563) half-sib breeding design of three-spined sticklebacks subject to two temperature treatments. We found significant differences in the structure of G between the treatments: heritabilities and evolvabilities were higher in the warm than in the low-temperature treatment, suggesting more and faster opportunity to evolve in warm (stressful) conditions. Furthermore, comparison of G and its phenotypic equivalent P revealed the latter is a poor substitute of the former. Most strikingly, the results suggest that the expected impact of G on evolvability-as well as the similarity among G-matrices-may depend strongly on the number of traits included into analyses. In our results, the inclusion of only few traits in the analyses leads to underestimation in the differences between the G-matrices and their predicted impacts on evolution. While the results highlight the challenges involved in estimating G, they also illustrate that by enabling the estimation of large G-matrices, the BSFG method can improve predicted evolutionary responses to selection. © 2017 John Wiley & Sons Ltd.

Curvelet-based compressive sensing for InSAR raw data

NASA Astrophysics Data System (ADS)

Costa, Marcello G.; da Silva Pinho, Marcelo; Fernandes, David

2015-10-01

The aim of this work is to evaluate the compression performance of SAR raw data for interferometry applications collected by airborne from BRADAR (Brazilian SAR System operating in X and P bands) using the new approach based on compressive sensing (CS) to achieve an effective recovery with a good phase preserving. For this framework is desirable a real-time capability, where the collected data can be compressed to reduce onboard storage and bandwidth required for transmission. In the CS theory, a sparse unknown signals can be recovered from a small number of random or pseudo-random measurements by sparsity-promoting nonlinear recovery algorithms. Therefore, the original signal can be significantly reduced. To achieve the sparse representation of SAR signal, was done a curvelet transform. The curvelets constitute a directional frame, which allows an optimal sparse representation of objects with discontinuities along smooth curves as observed in raw data and provides an advanced denoising optimization. For the tests were made available a scene of 8192 x 2048 samples in range and azimuth in X-band with 2 m of resolution. The sparse representation was compressed using low dimension measurements matrices in each curvelet subband. Thus, an iterative CS reconstruction method based on IST (iterative soft/shrinkage threshold) was adjusted to recover the curvelets coefficients and then the original signal. To evaluate the compression performance were computed the compression ratio (CR), signal to noise ratio (SNR), and because the interferometry applications require more reconstruction accuracy the phase parameters like the standard deviation of the phase (PSD) and the mean phase error (MPE) were also computed. Moreover, in the image domain, a single-look complex image was generated to evaluate the compression effects. All results were computed in terms of sparsity analysis to provides an efficient compression and quality recovering appropriated for inSAR applications, therefore, providing a feasibility for compressive sensing application.

Sparse and incomplete factorial matrices to screen membrane protein 2D crystallization

PubMed Central

Lasala, R.; Coudray, N.; Abdine, A.; Zhang, Z.; Lopez-Redondo, M.; Kirshenbaum, R.; Alexopoulos, J.; Zolnai, Z.; Stokes, D.L.; Ubarretxena-Belandia, I.

2014-01-01

Electron crystallography is well suited for studying the structure of membrane proteins in their native lipid bilayer environment. This technique relies on electron cryomicroscopy of two-dimensional (2D) crystals, grown generally by reconstitution of purified membrane proteins into proteoliposomes under conditions favoring the formation of well-ordered lattices. Growing these crystals presents one of the major hurdles in the application of this technique. To identify conditions favoring crystallization a wide range of factors that can lead to a vast matrix of possible reagent combinations must be screened. However, in 2D crystallization these factors have traditionally been surveyed in a relatively limited fashion. To address this problem we carried out a detailed analysis of published 2D crystallization conditions for 12 β-barrel and 138 α-helical membrane proteins. From this analysis we identified the most successful conditions and applied them in the design of new sparse and incomplete factorial matrices to screen membrane protein 2D crystallization. Using these matrices we have run 19 crystallization screens for 16 different membrane proteins totaling over 1,300 individual crystallization conditions. Six membrane proteins have yielded diffracting 2D crystals suitable for structure determination, indicating that these new matrices show promise to accelerate the success rate of membrane protein 2D crystallization. PMID:25478971

Sparse Gaussian elimination with controlled fill-in on a shared memory multiprocessor

NASA Technical Reports Server (NTRS)

Alaghband, Gita; Jordan, Harry F.

1989-01-01

It is shown that in sparse matrices arising from electronic circuits, it is possible to do computations on many diagonal elements simultaneously. A technique for obtaining an ordered compatible set directly from the ordered incompatible table is given. The ordering is based on the Markowitz number of the pivot candidates. This technique generates a set of compatible pivots with the property of generating few fills. A novel heuristic algorithm is presented that combines the idea of an order-compatible set with a limited binary tree search to generate several sets of compatible pivots in linear time. An elimination set for reducing the matrix is generated and selected on the basis of a minimum Markowitz sum number. The parallel pivoting technique presented is a stepwise algorithm and can be applied to any submatrix of the original matrix. Thus, it is not a preordering of the sparse matrix and is applied dynamically as the decomposition proceeds. Parameters are suggested to obtain a balance between parallelism and fill-ins. Results of applying the proposed algorithms on several large application matrices using the HEP multiprocessor (Kowalik, 1985) are presented and analyzed.

Effects of partitioning and scheduling sparse matrix factorization on communication and load balance

NASA Technical Reports Server (NTRS)

Venugopal, Sesh; Naik, Vijay K.

1991-01-01

A block based, automatic partitioning and scheduling methodology is presented for sparse matrix factorization on distributed memory systems. Using experimental results, this technique is analyzed for communication and load imbalance overhead. To study the performance effects, these overheads were compared with those obtained from a straightforward 'wrap mapped' column assignment scheme. All experimental results were obtained using test sparse matrices from the Harwell-Boeing data set. The results show that there is a communication and load balance tradeoff. The block based method results in lower communication cost whereas the wrap mapped scheme gives better load balance.

Communication requirements of sparse Cholesky factorization with nested dissection ordering

NASA Technical Reports Server (NTRS)

Naik, Vijay K.; Patrick, Merrell L.

1989-01-01

Load distribution schemes for minimizing the communication requirements of the Cholesky factorization of dense and sparse, symmetric, positive definite matrices on multiprocessor systems are presented. The total data traffic in factoring an n x n sparse symmetric positive definite matrix representing an n-vertex regular two-dimensional grid graph using n exp alpha, alpha not greater than 1, processors are shown to be O(n exp 1 + alpha/2). It is O(n), when n exp alpha, alpha not smaller than 1, processors are used. Under the conditions of uniform load distribution, these results are shown to be asymptotically optimal.

Incomplete Sparse Approximate Inverses for Parallel Preconditioning

DOE PAGES

Anzt, Hartwig; Huckle, Thomas K.; Bräckle, Jürgen; ...

2017-10-28

In this study, we propose a new preconditioning method that can be seen as a generalization of block-Jacobi methods, or as a simplification of the sparse approximate inverse (SAI) preconditioners. The “Incomplete Sparse Approximate Inverses” (ISAI) is in particular efficient in the solution of sparse triangular linear systems of equations. Those arise, for example, in the context of incomplete factorization preconditioning. ISAI preconditioners can be generated via an algorithm providing fine-grained parallelism, which makes them attractive for hardware with a high concurrency level. Finally, in a study covering a large number of matrices, we identify the ISAI preconditioner as anmore » attractive alternative to exact triangular solves in the context of incomplete factorization preconditioning.« less

GPU-accelerated algorithms for compressed signals recovery with application to astronomical imagery deblurring

NASA Astrophysics Data System (ADS)

Fiandrotti, Attilio; Fosson, Sophie M.; Ravazzi, Chiara; Magli, Enrico

2018-04-01

Compressive sensing promises to enable bandwidth-efficient on-board compression of astronomical data by lifting the encoding complexity from the source to the receiver. The signal is recovered off-line, exploiting GPUs parallel computation capabilities to speedup the reconstruction process. However, inherent GPU hardware constraints limit the size of the recoverable signal and the speedup practically achievable. In this work, we design parallel algorithms that exploit the properties of circulant matrices for efficient GPU-accelerated sparse signals recovery. Our approach reduces the memory requirements, allowing us to recover very large signals with limited memory. In addition, it achieves a tenfold signal recovery speedup thanks to ad-hoc parallelization of matrix-vector multiplications and matrix inversions. Finally, we practically demonstrate our algorithms in a typical application of circulant matrices: deblurring a sparse astronomical image in the compressed domain.

An exact formulation of the time-ordered exponential using path-sums

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

Giscard, P.-L., E-mail: p.giscard1@physics.ox.ac.uk; Lui, K.; Thwaite, S. J.

2015-05-15

We present the path-sum formulation for the time-ordered exponential of a time-dependent matrix. The path-sum formulation gives the time-ordered exponential as a branched continued fraction of finite depth and breadth. The terms of the path-sum have an elementary interpretation as self-avoiding walks and self-avoiding polygons on a graph. Our result is based on a representation of the time-ordered exponential as the inverse of an operator, the mapping of this inverse to sums of walks on a graphs, and the algebraic structure of sets of walks. We give examples demonstrating our approach. We establish a super-exponential decay bound for the magnitudemore » of the entries of the time-ordered exponential of sparse matrices. We give explicit results for matrices with commonly encountered sparse structures.« less

Realization of preconditioned Lanczos and conjugate gradient algorithms on optical linear algebra processors.

PubMed

Ghosh, A

1988-08-01

Lanczos and conjugate gradient algorithms are important in computational linear algebra. In this paper, a parallel pipelined realization of these algorithms on a ring of optical linear algebra processors is described. The flow of data is designed to minimize the idle times of the optical multiprocessor and the redundancy of computations. The effects of optical round-off errors on the solutions obtained by the optical Lanczos and conjugate gradient algorithms are analyzed, and it is shown that optical preconditioning can improve the accuracy of these algorithms substantially. Algorithms for optical preconditioning and results of numerical experiments on solving linear systems of equations arising from partial differential equations are discussed. Since the Lanczos algorithm is used mostly with sparse matrices, a folded storage scheme to represent sparse matrices on spatial light modulators is also described.

CMV matrices in random matrix theory and integrable systems: a survey

NASA Astrophysics Data System (ADS)

Nenciu, Irina

2006-07-01

We present a survey of recent results concerning a remarkable class of unitary matrices, the CMV matrices. We are particularly interested in the role they play in the theory of random matrices and integrable systems. Throughout the paper we also emphasize the analogies and connections to Jacobi matrices.

Time series, correlation matrices and random matrix models

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

Vinayak; Seligman, Thomas H.

2014-01-08

In this set of five lectures the authors have presented techniques to analyze open classical and quantum systems using correlation matrices. For diverse reasons we shall see that random matrices play an important role to describe a null hypothesis or a minimum information hypothesis for the description of a quantum system or subsystem. In the former case various forms of correlation matrices of time series associated with the classical observables of some system. The fact that such series are necessarily finite, inevitably introduces noise and this finite time influence lead to a random or stochastic component in these time series.more » By consequence random correlation matrices have a random component, and corresponding ensembles are used. In the latter we use random matrices to describe high temperature environment or uncontrolled perturbations, ensembles of differing chaotic systems etc. The common theme of the lectures is thus the importance of random matrix theory in a wide range of fields in and around physics.« less

Exploiting Data Sparsity in Parallel Matrix Powers Computations

DTIC Science & Technology

2013-05-03

2013 Report Documentation Page Form ApprovedOMB No. 0704-0188 Public reporting burden for the collection of information is estimated to average 1 hour...matrices of the form A = D+USV H, where D is sparse and USV H has low rank but may be dense. Matrices of this form arise in many practical applications...methods numerical partial di erential equation solvers, and preconditioned iterative methods. If A has this form , our algorithm enables a communication

Mismatch and resolution in compressive imaging

NASA Astrophysics Data System (ADS)

Fannjiang, Albert; Liao, Wenjing

2011-09-01

Highly coherent sensing matrices arise in discretization of continuum problems such as radar and medical imaging when the grid spacing is below the Rayleigh threshold as well as in using highly coherent, redundant dictionaries as sparsifying operators. Algorithms (BOMP, BLOOMP) based on techniques of band exclusion and local optimization are proposed to enhance Orthogonal Matching Pursuit (OMP) and deal with such coherent sensing matrices. BOMP and BLOOMP have provably performance guarantee of reconstructing sparse, widely separated objects independent of the redundancy and have a sparsity constraint and computational cost similar to OMP's. Numerical study demonstrates the effectiveness of BLOOMP for compressed sensing with highly coherent, redundant sensing matrices.

Sparse nonnegative matrix factorization with ℓ0-constraints

PubMed Central

Peharz, Robert; Pernkopf, Franz

2012-01-01

Although nonnegative matrix factorization (NMF) favors a sparse and part-based representation of nonnegative data, there is no guarantee for this behavior. Several authors proposed NMF methods which enforce sparseness by constraining or penalizing the ℓ1-norm of the factor matrices. On the other hand, little work has been done using a more natural sparseness measure, the ℓ0-pseudo-norm. In this paper, we propose a framework for approximate NMF which constrains the ℓ0-norm of the basis matrix, or the coefficient matrix, respectively. For this purpose, techniques for unconstrained NMF can be easily incorporated, such as multiplicative update rules, or the alternating nonnegative least-squares scheme. In experiments we demonstrate the benefits of our methods, which compare to, or outperform existing approaches. PMID:22505792

Beyond Low Rank + Sparse: Multi-scale Low Rank Matrix Decomposition

PubMed Central

Ong, Frank; Lustig, Michael

2016-01-01

We present a natural generalization of the recent low rank + sparse matrix decomposition and consider the decomposition of matrices into components of multiple scales. Such decomposition is well motivated in practice as data matrices often exhibit local correlations in multiple scales. Concretely, we propose a multi-scale low rank modeling that represents a data matrix as a sum of block-wise low rank matrices with increasing scales of block sizes. We then consider the inverse problem of decomposing the data matrix into its multi-scale low rank components and approach the problem via a convex formulation. Theoretically, we show that under various incoherence conditions, the convex program recovers the multi-scale low rank components either exactly or approximately. Practically, we provide guidance on selecting the regularization parameters and incorporate cycle spinning to reduce blocking artifacts. Experimentally, we show that the multi-scale low rank decomposition provides a more intuitive decomposition than conventional low rank methods and demonstrate its effectiveness in four applications, including illumination normalization for face images, motion separation for surveillance videos, multi-scale modeling of the dynamic contrast enhanced magnetic resonance imaging and collaborative filtering exploiting age information. PMID:28450978

Parallel iterative methods for sparse linear and nonlinear equations

NASA Technical Reports Server (NTRS)

Saad, Youcef

1989-01-01

As three-dimensional models are gaining importance, iterative methods will become almost mandatory. Among these, preconditioned Krylov subspace methods have been viewed as the most efficient and reliable, when solving linear as well as nonlinear systems of equations. There has been several different approaches taken to adapt iterative methods for supercomputers. Some of these approaches are discussed and the methods that deal more specifically with general unstructured sparse matrices, such as those arising from finite element methods, are emphasized.

Filtered gradient reconstruction algorithm for compressive spectral imaging

NASA Astrophysics Data System (ADS)

Mejia, Yuri; Arguello, Henry

2017-04-01

Compressive sensing matrices are traditionally based on random Gaussian and Bernoulli entries. Nevertheless, they are subject to physical constraints, and their structure unusually follows a dense matrix distribution, such as the case of the matrix related to compressive spectral imaging (CSI). The CSI matrix represents the integration of coded and shifted versions of the spectral bands. A spectral image can be recovered from CSI measurements by using iterative algorithms for linear inverse problems that minimize an objective function including a quadratic error term combined with a sparsity regularization term. However, current algorithms are slow because they do not exploit the structure and sparse characteristics of the CSI matrices. A gradient-based CSI reconstruction algorithm, which introduces a filtering step in each iteration of a conventional CSI reconstruction algorithm that yields improved image quality, is proposed. Motivated by the structure of the CSI matrix, Φ, this algorithm modifies the iterative solution such that it is forced to converge to a filtered version of the residual ΦTy, where y is the compressive measurement vector. We show that the filtered-based algorithm converges to better quality performance results than the unfiltered version. Simulation results highlight the relative performance gain over the existing iterative algorithms.

Linear-scaling density-functional simulations of charged point defects in Al2O3 using hierarchical sparse matrix algebra.

PubMed

Hine, N D M; Haynes, P D; Mostofi, A A; Payne, M C

2010-09-21

We present calculations of formation energies of defects in an ionic solid (Al(2)O(3)) extrapolated to the dilute limit, corresponding to a simulation cell of infinite size. The large-scale calculations required for this extrapolation are enabled by developments in the approach to parallel sparse matrix algebra operations, which are central to linear-scaling density-functional theory calculations. The computational cost of manipulating sparse matrices, whose sizes are determined by the large number of basis functions present, is greatly improved with this new approach. We present details of the sparse algebra scheme implemented in the ONETEP code using hierarchical sparsity patterns, and demonstrate its use in calculations on a wide range of systems, involving thousands of atoms on hundreds to thousands of parallel processes.

Recursive inverse factorization.

PubMed

Rubensson, Emanuel H; Bock, Nicolas; Holmström, Erik; Niklasson, Anders M N

2008-03-14

A recursive algorithm for the inverse factorization S(-1)=ZZ(*) of Hermitian positive definite matrices S is proposed. The inverse factorization is based on iterative refinement [A.M.N. Niklasson, Phys. Rev. B 70, 193102 (2004)] combined with a recursive decomposition of S. As the computational kernel is matrix-matrix multiplication, the algorithm can be parallelized and the computational effort increases linearly with system size for systems with sufficiently sparse matrices. Recent advances in network theory are used to find appropriate recursive decompositions. We show that optimization of the so-called network modularity results in an improved partitioning compared to other approaches. In particular, when the recursive inverse factorization is applied to overlap matrices of irregularly structured three-dimensional molecules.

Novel image compression-encryption hybrid algorithm based on key-controlled measurement matrix in compressive sensing

NASA Astrophysics Data System (ADS)

Zhou, Nanrun; Zhang, Aidi; Zheng, Fen; Gong, Lihua

2014-10-01

The existing ways to encrypt images based on compressive sensing usually treat the whole measurement matrix as the key, which renders the key too large to distribute and memorize or store. To solve this problem, a new image compression-encryption hybrid algorithm is proposed to realize compression and encryption simultaneously, where the key is easily distributed, stored or memorized. The input image is divided into 4 blocks to compress and encrypt, then the pixels of the two adjacent blocks are exchanged randomly by random matrices. The measurement matrices in compressive sensing are constructed by utilizing the circulant matrices and controlling the original row vectors of the circulant matrices with logistic map. And the random matrices used in random pixel exchanging are bound with the measurement matrices. Simulation results verify the effectiveness, security of the proposed algorithm and the acceptable compression performance.

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.

Spectral density of mixtures of random density matrices for qubits

NASA Astrophysics Data System (ADS)

Zhang, Lin; Wang, Jiamei; Chen, Zhihua

2018-06-01

We derive the spectral density of the equiprobable mixture of two random density matrices of a two-level quantum system. We also work out the spectral density of mixture under the so-called quantum addition rule. We use the spectral densities to calculate the average entropy of mixtures of random density matrices, and show that the average entropy of the arithmetic-mean-state of n qubit density matrices randomly chosen from the Hilbert-Schmidt ensemble is never decreasing with the number n. We also get the exact value of the average squared fidelity. Some conjectures and open problems related to von Neumann entropy are also proposed.

An overview of NSPCG: A nonsymmetric preconditioned conjugate gradient package

NASA Astrophysics Data System (ADS)

Oppe, Thomas C.; Joubert, Wayne D.; Kincaid, David R.

1989-05-01

The most recent research-oriented software package developed as part of the ITPACK Project is called "NSPCG" since it contains many nonsymmetric preconditioned conjugate gradient procedures. It is designed to solve large sparse systems of linear algebraic equations by a variety of different iterative methods. One of the main purposes for the development of the package is to provide a common modular structure for research on iterative methods for nonsymmetric matrices. Another purpose for the development of the package is to investigate the suitability of several iterative methods for vector computers. Since the vectorizability of an iterative method depends greatly on the matrix structure, NSPCG allows great flexibility in the operator representation. The coefficient matrix can be passed in one of several different matrix data storage schemes. These sparse data formats allow matrices with a wide range of structures from highly structured ones such as those with all nonzeros along a relatively small number of diagonals to completely unstructured sparse matrices. Alternatively, the package allows the user to call the accelerators directly with user-supplied routines for performing certain matrix operations. In this case, one can use the data format from an application program and not be required to copy the matrix into one of the package formats. This is particularly advantageous when memory space is limited. Some of the basic preconditioners that are available are point methods such as Jacobi, Incomplete LU Decomposition and Symmetric Successive Overrelaxation as well as block and multicolor preconditioners. The user can select from a large collection of accelerators such as Conjugate Gradient (CG), Chebyshev (SI, for semi-iterative), Generalized Minimal Residual (GMRES), Biconjugate Gradient Squared (BCGS) and many others. The package is modular so that almost any accelerator can be used with almost any preconditioner.

GPU-accelerated element-free reverse-time migration with Gauss points partition

NASA Astrophysics Data System (ADS)

Zhou, Zhen; Jia, Xiaofeng; Qiang, Xiaodong

2018-06-01

An element-free method (EFM) has been demonstrated successfully in elasticity, heat conduction and fatigue crack growth problems. We present the theory of EFM and its numerical applications in seismic modelling and reverse time migration (RTM). Compared with the finite difference method and the finite element method, the EFM has unique advantages: (1) independence of grids in computation and (2) lower expense and more flexibility (because only the information of the nodes and the boundary of the concerned area is required). However, in EFM, due to improper computation and storage of some large sparse matrices, such as the mass matrix and the stiffness matrix, the method is difficult to apply to seismic modelling and RTM for a large velocity model. To solve the problem of storage and computation efficiency, we propose a concept of Gauss points partition and utilise the graphics processing unit to improve the computational efficiency. We employ the compressed sparse row format to compress the intermediate large sparse matrices and attempt to simplify the operations by solving the linear equations with CULA solver. To improve the computation efficiency further, we introduce the concept of the lumped mass matrix. Numerical experiments indicate that the proposed method is accurate and more efficient than the regular EFM.

Epileptic Seizure Detection with Log-Euclidean Gaussian Kernel-Based Sparse Representation.

PubMed

Yuan, Shasha; Zhou, Weidong; Wu, Qi; Zhang, Yanli

2016-05-01

Epileptic seizure detection plays an important role in the diagnosis of epilepsy and reducing the massive workload of reviewing electroencephalography (EEG) recordings. In this work, a novel algorithm is developed to detect seizures employing log-Euclidean Gaussian kernel-based sparse representation (SR) in long-term EEG recordings. Unlike the traditional SR for vector data in Euclidean space, the log-Euclidean Gaussian kernel-based SR framework is proposed for seizure detection in the space of the symmetric positive definite (SPD) matrices, which form a Riemannian manifold. Since the Riemannian manifold is nonlinear, the log-Euclidean Gaussian kernel function is applied to embed it into a reproducing kernel Hilbert space (RKHS) for performing SR. The EEG signals of all channels are divided into epochs and the SPD matrices representing EEG epochs are generated by covariance descriptors. Then, the testing samples are sparsely coded over the dictionary composed by training samples utilizing log-Euclidean Gaussian kernel-based SR. The classification of testing samples is achieved by computing the minimal reconstructed residuals. The proposed method is evaluated on the Freiburg EEG dataset of 21 patients and shows its notable performance on both epoch-based and event-based assessments. Moreover, this method handles multiple channels of EEG recordings synchronously which is more speedy and efficient than traditional seizure detection methods.

Detection of Protein Complexes Based on Penalized Matrix Decomposition in a Sparse Protein⁻Protein Interaction Network.

PubMed

Cao, Buwen; Deng, Shuguang; Qin, Hua; Ding, Pingjian; Chen, Shaopeng; Li, Guanghui

2018-06-15

High-throughput technology has generated large-scale protein interaction data, which is crucial in our understanding of biological organisms. Many complex identification algorithms have been developed to determine protein complexes. However, these methods are only suitable for dense protein interaction networks, because their capabilities decrease rapidly when applied to sparse protein⁻protein interaction (PPI) networks. In this study, based on penalized matrix decomposition ( PMD ), a novel method of penalized matrix decomposition for the identification of protein complexes (i.e., PMD pc ) was developed to detect protein complexes in the human protein interaction network. This method mainly consists of three steps. First, the adjacent matrix of the protein interaction network is normalized. Second, the normalized matrix is decomposed into three factor matrices. The PMD pc method can detect protein complexes in sparse PPI networks by imposing appropriate constraints on factor matrices. Finally, the results of our method are compared with those of other methods in human PPI network. Experimental results show that our method can not only outperform classical algorithms, such as CFinder, ClusterONE, RRW, HC-PIN, and PCE-FR, but can also achieve an ideal overall performance in terms of a composite score consisting of F-measure, accuracy (ACC), and the maximum matching ratio (MMR).

Parallel pivoting combined with parallel reduction

NASA Technical Reports Server (NTRS)

Alaghband, Gita

1987-01-01

Parallel algorithms for triangularization of large, sparse, and unsymmetric matrices are presented. The method combines the parallel reduction with a new parallel pivoting technique, control over generations of fill-ins and a check for numerical stability, all done in parallel with the work being distributed over the active processes. The parallel technique uses the compatibility relation between pivots to identify parallel pivot candidates and uses the Markowitz number of pivots to minimize fill-in. This technique is not a preordering of the sparse matrix and is applied dynamically as the decomposition proceeds.

A new scheduling algorithm for parallel sparse LU factorization with static pivoting

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

Grigori, Laura; Li, Xiaoye S.

2002-08-20

In this paper we present a static scheduling algorithm for parallel sparse LU factorization with static pivoting. The algorithm is divided into mapping and scheduling phases, using the symmetric pruned graphs of L' and U to represent dependencies. The scheduling algorithm is designed for driving the parallel execution of the factorization on a distributed-memory architecture. Experimental results and comparisons with SuperLU{_}DIST are reported after applying this algorithm on real world application matrices on an IBM SP RS/6000 distributed memory machine.

Bit error rate tester using fast parallel generation of linear recurring sequences

DOEpatents

Pierson, Lyndon G.; Witzke, Edward L.; Maestas, Joseph H.

2003-05-06

A fast method for generating linear recurring sequences by parallel linear recurring sequence generators (LRSGs) with a feedback circuit optimized to balance minimum propagation delay against maximal sequence period. Parallel generation of linear recurring sequences requires decimating the sequence (creating small contiguous sections of the sequence in each LRSG). A companion matrix form is selected depending on whether the LFSR is right-shifting or left-shifting. The companion matrix is completed by selecting a primitive irreducible polynomial with 1's most closely grouped in a corner of the companion matrix. A decimation matrix is created by raising the companion matrix to the (n*k).sup.th power, where k is the number of parallel LRSGs and n is the number of bits to be generated at a time by each LRSG. Companion matrices with 1's closely grouped in a corner will yield sparse decimation matrices. A feedback circuit comprised of XOR logic gates implements the decimation matrix in hardware. Sparse decimation matrices can be implemented with minimum number of XOR gates, and therefore a minimum propagation delay through the feedback circuit. The LRSG of the invention is particularly well suited to use as a bit error rate tester on high speed communication lines because it permits the receiver to synchronize to the transmitted pattern within 2n bits.

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

Massively parallel sparse matrix function calculations with NTPoly

NASA Astrophysics Data System (ADS)

Dawson, William; Nakajima, Takahito

2018-04-01

We present NTPoly, a massively parallel library for computing the functions of sparse, symmetric matrices. The theory of matrix functions is a well developed framework with a wide range of applications including differential equations, graph theory, and electronic structure calculations. One particularly important application area is diagonalization free methods in quantum chemistry. When the input and output of the matrix function are sparse, methods based on polynomial expansions can be used to compute matrix functions in linear time. We present a library based on these methods that can compute a variety of matrix functions. Distributed memory parallelization is based on a communication avoiding sparse matrix multiplication algorithm. OpenMP task parallellization is utilized to implement hybrid parallelization. We describe NTPoly's interface and show how it can be integrated with programs written in many different programming languages. We demonstrate the merits of NTPoly by performing large scale calculations on the K computer.

On the Wigner law in dilute random matrices

NASA Astrophysics Data System (ADS)

Khorunzhy, A.; Rodgers, G. J.

1998-12-01

We consider ensembles of N × N symmetric matrices whose entries are weakly dependent random variables. We show that random dilution can change the limiting eigenvalue distribution of such matrices. We prove that under general and natural conditions the normalised eigenvalue counting function coincides with the semicircle (Wigner) distribution in the limit N → ∞. This can be explained by the observation that dilution (or more generally, random modulation) eliminates the weak dependence (or correlations) between random matrix entries. It also supports our earlier conjecture that the Wigner distribution is stable to random dilution and modulation.

An algebraic equation solution process formulated in anticipation of banded linear equations.

DOT National Transportation Integrated Search

1971-01-01

A general method for the solution of large, sparsely banded, positive-definite, coefficient matrices is presented. The goal in developing the method was to produce an efficient and reliable solution process and to provide the user-programmer with a p...

Multiprocessor sparse L/U decomposition with controlled fill-in

NASA Technical Reports Server (NTRS)

Alaghband, G.; Jordan, H. F.

1985-01-01

Generation of the maximal compatibles of pivot elements for a class of small sparse matrices is studied. The algorithm involves a binary tree search and has a complexity exponential in the order of the matrix. Different strategies for selection of a set of compatible pivots based on the Markowitz criterion are investigated. The competing issues of parallelism and fill-in generation are studied and results are provided. A technque for obtaining an ordered compatible set directly from the ordered incompatible table is given. This technique generates a set of compatible pivots with the property of generating few fills. A new hueristic algorithm is then proposed that combines the idea of an ordered compatible set with a limited binary tree search to generate several sets of compatible pivots in linear time. Finally, an elimination set to reduce the matrix is selected. Parameters are suggested to obtain a balance between parallelism and fill-ins. Results of applying the proposed algorithms on several large application matrices are presented and analyzed.

On Edge Exchangeable Random Graphs

NASA Astrophysics Data System (ADS)

Janson, Svante

2017-06-01

We study a recent model for edge exchangeable random graphs introduced by Crane and Dempsey; in particular we study asymptotic properties of the random simple graph obtained by merging multiple edges. We study a number of examples, and show that the model can produce dense, sparse and extremely sparse random graphs. One example yields a power-law degree distribution. We give some examples where the random graph is dense and converges a.s. in the sense of graph limit theory, but also an example where a.s. every graph limit is the limit of some subsequence. Another example is sparse and yields convergence to a non-integrable generalized graphon defined on (0,∞).

Low-Rank Correction Methods for Algebraic Domain Decomposition Preconditioners

DOE PAGES

Li, Ruipeng; Saad, Yousef

2017-08-01

This study presents a parallel preconditioning method for distributed sparse linear systems, based on an approximate inverse of the original matrix, that adopts a general framework of distributed sparse matrices and exploits domain decomposition (DD) and low-rank corrections. The DD approach decouples the matrix and, once inverted, a low-rank approximation is applied by exploiting the Sherman--Morrison--Woodbury formula, which yields two variants of the preconditioning methods. The low-rank expansion is computed by the Lanczos procedure with reorthogonalizations. Numerical experiments indicate that, when combined with Krylov subspace accelerators, this preconditioner can be efficient and robust for solving symmetric sparse linear systems. Comparisonsmore » with pARMS, a DD-based parallel incomplete LU (ILU) preconditioning method, are presented for solving Poisson's equation and linear elasticity problems.« less

Newton-based optimization for Kullback-Leibler nonnegative tensor factorizations

DOE PAGES

Plantenga, Todd; Kolda, Tamara G.; Hansen, Samantha

2015-04-30

Tensor factorizations with nonnegativity constraints have found application in analysing data from cyber traffic, social networks, and other areas. We consider application data best described as being generated by a Poisson process (e.g. count data), which leads to sparse tensors that can be modelled by sparse factor matrices. In this paper, we investigate efficient techniques for computing an appropriate canonical polyadic tensor factorization based on the Kullback–Leibler divergence function. We propose novel subproblem solvers within the standard alternating block variable approach. Our new methods exploit structure and reformulate the optimization problem as small independent subproblems. We employ bound-constrained Newton andmore » quasi-Newton methods. Finally, we compare our algorithms against other codes, demonstrating superior speed for high accuracy results and the ability to quickly find sparse solutions.« less

Low-Rank Correction Methods for Algebraic Domain Decomposition Preconditioners

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

Li, Ruipeng; Saad, Yousef

This study presents a parallel preconditioning method for distributed sparse linear systems, based on an approximate inverse of the original matrix, that adopts a general framework of distributed sparse matrices and exploits domain decomposition (DD) and low-rank corrections. The DD approach decouples the matrix and, once inverted, a low-rank approximation is applied by exploiting the Sherman--Morrison--Woodbury formula, which yields two variants of the preconditioning methods. The low-rank expansion is computed by the Lanczos procedure with reorthogonalizations. Numerical experiments indicate that, when combined with Krylov subspace accelerators, this preconditioner can be efficient and robust for solving symmetric sparse linear systems. Comparisonsmore » with pARMS, a DD-based parallel incomplete LU (ILU) preconditioning method, are presented for solving Poisson's equation and linear elasticity problems.« less

Enhanced Detectability of Community Structure in Multilayer Networks through Layer Aggregation.

PubMed

Taylor, Dane; Shai, Saray; Stanley, Natalie; Mucha, Peter J

2016-06-03

Many systems are naturally represented by a multilayer network in which edges exist in multiple layers that encode different, but potentially related, types of interactions, and it is important to understand limitations on the detectability of community structure in these networks. Using random matrix theory, we analyze detectability limitations for multilayer (specifically, multiplex) stochastic block models (SBMs) in which L layers are derived from a common SBM. We study the effect of layer aggregation on detectability for several aggregation methods, including summation of the layers' adjacency matrices for which we show the detectability limit vanishes as O(L^{-1/2}) with increasing number of layers, L. Importantly, we find a similar scaling behavior when the summation is thresholded at an optimal value, providing insight into the common-but not well understood-practice of thresholding pairwise-interaction data to obtain sparse network representations.

Discrete integration of continuous Kalman filtering equations for time invariant second-order structural systems

NASA Technical Reports Server (NTRS)

Park, K. C.; Belvin, W. Keith

1990-01-01

A general form for the first-order representation of the continuous second-order linear structural-dynamics equations is introduced to derive a corresponding form of first-order continuous Kalman filtering equations. Time integration of the resulting equations is carried out via a set of linear multistep integration formulas. It is shown that a judicious combined selection of computational paths and the undetermined matrices introduced in the general form of the first-order linear structural systems leads to a class of second-order discrete Kalman filtering equations involving only symmetric sparse N x N solution matrices.

Fidelity under isospectral perturbations: a random matrix study

NASA Astrophysics Data System (ADS)

Leyvraz, F.; García, A.; Kohler, H.; Seligman, T. H.

2013-07-01

The set of Hamiltonians generated by all unitary transformations from a single Hamiltonian is the largest set of isospectral Hamiltonians we can form. Taking advantage of the fact that the unitary group can be generated from Hermitian matrices we can take the ones generated by the Gaussian unitary ensemble with a small parameter as small perturbations. Similarly, the transformations generated by Hermitian antisymmetric matrices from orthogonal matrices form isospectral transformations among symmetric matrices. Based on this concept we can obtain the fidelity decay of a system that decays under a random isospectral perturbation with well-defined properties regarding time-reversal invariance. If we choose the Hamiltonian itself also from a classical random matrix ensemble, then we obtain solutions in terms of form factors in the limit of large matrices.

User-Friendly Tools for Random Matrices: An Introduction

DTIC Science & Technology

2012-12-03

T 2011 , Oliveira 2010, Mackey et al . 2012, ... Joel A. Tropp, User-Friendly Tools for Random Matrices, NIPS, 3 December 2012 47 To learn more... E...the matrix product Y = AΩ 3. Construct an orthonormal basis Q for the range of Y [Ref] Halko –Martinsson–T, SIAM Rev. 2011 . Joel A. Tropp, User-Friendly...concentration inequalities...” with L. Mackey et al .. Submitted 2012. § “User-Friendly Tools for Random Matrices: An Introduction.” 2012. See also

Random matrices and condensation into multiple states

NASA Astrophysics Data System (ADS)

Sadeghi, Sina; Engel, Andreas

2018-03-01

In the present work, we employ methods from statistical mechanics of disordered systems to investigate static properties of condensation into multiple states in a general framework. We aim at showing how typical properties of random interaction matrices play a vital role in manifesting the statistics of condensate states. In particular, an analytical expression for the fraction of condensate states in the thermodynamic limit is provided that confirms the result of the mean number of coexisting species in a random tournament game. We also study the interplay between the condensation problem and zero-sum games with correlated random payoff matrices.

Highly parallel sparse Cholesky factorization

NASA Technical Reports Server (NTRS)

Gilbert, John R.; Schreiber, Robert

1990-01-01

Several fine grained parallel algorithms were developed and compared to compute the Cholesky factorization of a sparse matrix. The experimental implementations are on the Connection Machine, a distributed memory SIMD machine whose programming model conceptually supplies one processor per data element. In contrast to special purpose algorithms in which the matrix structure conforms to the connection structure of the machine, the focus is on matrices with arbitrary sparsity structure. The most promising algorithm is one whose inner loop performs several dense factorizations simultaneously on a 2-D grid of processors. Virtually any massively parallel dense factorization algorithm can be used as the key subroutine. The sparse code attains execution rates comparable to those of the dense subroutine. Although at present architectural limitations prevent the dense factorization from realizing its potential efficiency, it is concluded that a regular data parallel architecture can be used efficiently to solve arbitrarily structured sparse problems. A performance model is also presented and it is used to analyze the algorithms.

Technical note: Avoiding the direct inversion of the numerator relationship matrix for genotyped animals in single-step genomic best linear unbiased prediction solved with the preconditioned conjugate gradient.

PubMed

Masuda, Y; Misztal, I; Legarra, A; Tsuruta, S; Lourenco, D A L; Fragomeni, B O; Aguilar, I

2017-01-01

This paper evaluates an efficient implementation to multiply the inverse of a numerator relationship matrix for genotyped animals () by a vector (). The computation is required for solving mixed model equations in single-step genomic BLUP (ssGBLUP) with the preconditioned conjugate gradient (PCG). The inverse can be decomposed into sparse matrices that are blocks of the sparse inverse of a numerator relationship matrix () including genotyped animals and their ancestors. The elements of were rapidly calculated with the Henderson's rule and stored as sparse matrices in memory. Implementation of was by a series of sparse matrix-vector multiplications. Diagonal elements of , which were required as preconditioners in PCG, were approximated with a Monte Carlo method using 1,000 samples. The efficient implementation of was compared with explicit inversion of with 3 data sets including about 15,000, 81,000, and 570,000 genotyped animals selected from populations with 213,000, 8.2 million, and 10.7 million pedigree animals, respectively. The explicit inversion required 1.8 GB, 49 GB, and 2,415 GB (estimated) of memory, respectively, and 42 s, 56 min, and 13.5 d (estimated), respectively, for the computations. The efficient implementation required <1 MB, 2.9 GB, and 2.3 GB of memory, respectively, and <1 sec, 3 min, and 5 min, respectively, for setting up. Only <1 sec was required for the multiplication in each PCG iteration for any data sets. When the equations in ssGBLUP are solved with the PCG algorithm, is no longer a limiting factor in the computations.

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.

Bayes linear covariance matrix adjustment

NASA Astrophysics Data System (ADS)

Wilkinson, Darren J.

1995-12-01

In this thesis, a Bayes linear methodology for the adjustment of covariance matrices is presented and discussed. A geometric framework for quantifying uncertainties about covariance matrices is set up, and an inner-product for spaces of random matrices is motivated and constructed. The inner-product on this space captures aspects of our beliefs about the relationship between covariance matrices of interest to us, providing a structure rich enough for us to adjust beliefs about unknown matrices in the light of data such as sample covariance matrices, exploiting second-order exchangeability and related specifications to obtain representations allowing analysis. Adjustment is associated with orthogonal projection, and illustrated with examples of adjustments for some common problems. The problem of adjusting the covariance matrices underlying exchangeable random vectors is tackled and discussed. Learning about the covariance matrices associated with multivariate time series dynamic linear models is shown to be amenable to a similar approach. Diagnostics for matrix adjustments are also discussed.

Solving large sparse eigenvalue problems on supercomputers

NASA Technical Reports Server (NTRS)

Philippe, Bernard; Saad, Youcef

1988-01-01

An important problem in scientific computing consists in finding a few eigenvalues and corresponding eigenvectors of a very large and sparse matrix. The most popular methods to solve these problems are based on projection techniques on appropriate subspaces. The main attraction of these methods is that they only require the use of the matrix in the form of matrix by vector multiplications. The implementations on supercomputers of two such methods for symmetric matrices, namely Lanczos' method and Davidson's method are compared. Since one of the most important operations in these two methods is the multiplication of vectors by the sparse matrix, methods of performing this operation efficiently are discussed. The advantages and the disadvantages of each method are compared and implementation aspects are discussed. Numerical experiments on a one processor CRAY 2 and CRAY X-MP are reported. Possible parallel implementations are also discussed.

Sparsely sampling the sky: Regular vs. random sampling

NASA Astrophysics Data System (ADS)

Paykari, P.; Pires, S.; Starck, J.-L.; Jaffe, A. H.

2015-09-01

Aims: The next generation of galaxy surveys, aiming to observe millions of galaxies, are expensive both in time and money. This raises questions regarding the optimal investment of this time and money for future surveys. In a previous work, we have shown that a sparse sampling strategy could be a powerful substitute for the - usually favoured - contiguous observation of the sky. In our previous paper, regular sparse sampling was investigated, where the sparse observed patches were regularly distributed on the sky. The regularity of the mask introduces a periodic pattern in the window function, which induces periodic correlations at specific scales. Methods: In this paper, we use a Bayesian experimental design to investigate a "random" sparse sampling approach, where the observed patches are randomly distributed over the total sparsely sampled area. Results: We find that in this setting, the induced correlation is evenly distributed amongst all scales as there is no preferred scale in the window function. Conclusions: This is desirable when we are interested in any specific scale in the galaxy power spectrum, such as the matter-radiation equality scale. As the figure of merit shows, however, there is no preference between regular and random sampling to constrain the overall galaxy power spectrum and the cosmological parameters.

On the extreme value statistics of normal random matrices and 2D Coulomb gases: Universality and finite N corrections

NASA Astrophysics Data System (ADS)

Ebrahimi, R.; Zohren, S.

2018-03-01

In this paper we extend the orthogonal polynomials approach for extreme value calculations of Hermitian random matrices, developed by Nadal and Majumdar (J. Stat. Mech. P04001 arXiv:1102.0738), to normal random matrices and 2D Coulomb gases in general. Firstly, we show that this approach provides an alternative derivation of results in the literature. More precisely, we show convergence of the rescaled eigenvalue with largest modulus of a normal Gaussian ensemble to a Gumbel distribution, as well as universality for an arbitrary radially symmetric potential. Secondly, it is shown that this approach can be generalised to obtain convergence of the eigenvalue with smallest modulus and its universality for ring distributions. Most interestingly, the here presented techniques are used to compute all slowly varying finite N correction of the above distributions, which is important for practical applications, given the slow convergence. Another interesting aspect of this work is the fact that we can use standard techniques from Hermitian random matrices to obtain the extreme value statistics of non-Hermitian random matrices resembling the large N expansion used in context of the double scaling limit of Hermitian matrix models in string theory.

Random matrices with external source and the asymptotic behaviour of multiple orthogonal polynomials

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

Aptekarev, Alexander I; Lysov, Vladimir G; Tulyakov, Dmitrii N

2011-02-28

Ensembles of random Hermitian matrices with a distribution measure defined by an anharmonic potential perturbed by an external source are considered. The limiting characteristics of the eigenvalue distribution of the matrices in these ensembles are related to the asymptotic behaviour of a certain system of multiple orthogonal polynomials. Strong asymptotic formulae are derived for this system. As a consequence, for matrices in this ensemble the limit mean eigenvalue density is found, and a variational principle is proposed to characterize this density. Bibliography: 35 titles.

Efficient quantum circuits for dense circulant and circulant like operators

PubMed Central

Zhou, S. S.

2017-01-01

Circulant matrices are an important family of operators, which have a wide range of applications in science and engineering-related fields. They are, in general, non-sparse and non-unitary. In this paper, we present efficient quantum circuits to implement circulant operators using fewer resources and with lower complexity than existing methods. Moreover, our quantum circuits can be readily extended to the implementation of Toeplitz, Hankel and block circulant matrices. Efficient quantum algorithms to implement the inverses and products of circulant operators are also provided, and an example application in solving the equation of motion for cyclic systems is discussed. PMID:28572988

ATLAS, an integrated structural analysis and design system. Volume 4: Random access file catalog

NASA Technical Reports Server (NTRS)

Gray, F. P., Jr. (Editor)

1979-01-01

A complete catalog is presented for the random access files used by the ATLAS integrated structural analysis and design system. ATLAS consists of several technical computation modules which output data matrices to corresponding random access file. A description of the matrices written on these files is contained herein.

Sparse electrocardiogram signals recovery based on solving a row echelon-like form of system.

PubMed

Cai, Pingmei; Wang, Guinan; Yu, Shiwei; Zhang, Hongjuan; Ding, Shuxue; Wu, Zikai

2016-02-01

The study of biology and medicine in a noise environment is an evolving direction in biological data analysis. Among these studies, analysis of electrocardiogram (ECG) signals in a noise environment is a challenging direction in personalized medicine. Due to its periodic characteristic, ECG signal can be roughly regarded as sparse biomedical signals. This study proposes a two-stage recovery algorithm for sparse biomedical signals in time domain. In the first stage, the concentration subspaces are found in advance. Then by exploiting these subspaces, the mixing matrix is estimated accurately. In the second stage, based on the number of active sources at each time point, the time points are divided into different layers. Next, by constructing some transformation matrices, these time points form a row echelon-like system. After that, the sources at each layer can be solved out explicitly by corresponding matrix operations. It is noting that all these operations are conducted under a weak sparse condition that the number of active sources is less than the number of observations. Experimental results show that the proposed method has a better performance for sparse ECG signal recovery problem.

Data traffic reduction schemes for Cholesky factorization on asynchronous multiprocessor systems

NASA Technical Reports Server (NTRS)

Naik, Vijay K.; Patrick, Merrell L.

1989-01-01

Communication requirements of Cholesky factorization of dense and sparse symmetric, positive definite matrices are analyzed. The communication requirement is characterized by the data traffic generated on multiprocessor systems with local and shared memory. Lower bound proofs are given to show that when the load is uniformly distributed the data traffic associated with factoring an n x n dense matrix using n to the alpha power (alpha less than or equal 2) processors is omega(n to the 2 + alpha/2 power). For n x n sparse matrices representing a square root of n x square root of n regular grid graph the data traffic is shown to be omega(n to the 1 + alpha/2 power), alpha less than or equal 1. Partitioning schemes that are variations of block assignment scheme are described and it is shown that the data traffic generated by these schemes are asymptotically optimal. The schemes allow efficient use of up to O(n to the 2nd power) processors in the dense case and up to O(n) processors in the sparse case before the total data traffic reaches the maximum value of O(n to the 3rd power) and O(n to the 3/2 power), respectively. It is shown that the block based partitioning schemes allow a better utilization of the data accessed from shared memory and thus reduce the data traffic than those based on column-wise wrap around assignment schemes.

Reliability of the Colorado Family Support Assessment: A Self-Sufficiency Matrix for Families

ERIC Educational Resources Information Center

Richmond, Melissa K.; Pampel, Fred C.; Zarcula, Flavia; Howey, Virginia; McChesney, Brenda

2017-01-01

Purpose: Family support programs commonly use self-sufficiency matrices (SSMs) to measure family outcomes, however, validation research on SSMs is sparse. This study examined the reliability of the Colorado Family Support Assessment 2.0 (CFSA 2.0) to measure family self-reliance across 14 domains (e.g., employment). Methods: Ten written case…

Random walks based multi-image segmentation: Quasiconvexity results and GPU-based solutions

PubMed Central

Collins, Maxwell D.; Xu, Jia; Grady, Leo; Singh, Vikas

2012-01-01

We recast the Cosegmentation problem using Random Walker (RW) segmentation as the core segmentation algorithm, rather than the traditional MRF approach adopted in the literature so far. Our formulation is similar to previous approaches in the sense that it also permits Cosegmentation constraints (which impose consistency between the extracted objects from ≥ 2 images) using a nonparametric model. However, several previous nonparametric cosegmentation methods have the serious limitation that they require adding one auxiliary node (or variable) for every pair of pixels that are similar (which effectively limits such methods to describing only those objects that have high entropy appearance models). In contrast, our proposed model completely eliminates this restrictive dependence –the resulting improvements are quite significant. Our model further allows an optimization scheme exploiting quasiconvexity for model-based segmentation with no dependence on the scale of the segmented foreground. Finally, we show that the optimization can be expressed in terms of linear algebra operations on sparse matrices which are easily mapped to GPU architecture. We provide a highly specialized CUDA library for Cosegmentation exploiting this special structure, and report experimental results showing these advantages. PMID:25278742

Condition number estimation of preconditioned matrices.

PubMed

Kushida, Noriyuki

2015-01-01

The present paper introduces a condition number estimation method for preconditioned matrices. The newly developed method provides reasonable results, while the conventional method which is based on the Lanczos connection gives meaningless results. The Lanczos connection based method provides the condition numbers of coefficient matrices of systems of linear equations with information obtained through the preconditioned conjugate gradient method. Estimating the condition number of preconditioned matrices is sometimes important when describing the effectiveness of new preconditionerers or selecting adequate preconditioners. Operating a preconditioner on a coefficient matrix is the simplest method of estimation. However, this is not possible for large-scale computing, especially if computation is performed on distributed memory parallel computers. This is because, the preconditioned matrices become dense, even if the original matrices are sparse. Although the Lanczos connection method can be used to calculate the condition number of preconditioned matrices, it is not considered to be applicable to large-scale problems because of its weakness with respect to numerical errors. Therefore, we have developed a robust and parallelizable method based on Hager's method. The feasibility studies are curried out for the diagonal scaling preconditioner and the SSOR preconditioner with a diagonal matrix, a tri-daigonal matrix and Pei's matrix. As a result, the Lanczos connection method contains around 10% error in the results even with a simple problem. On the other hand, the new method contains negligible errors. In addition, the newly developed method returns reasonable solutions when the Lanczos connection method fails with Pei's matrix, and matrices generated with the finite element method.

Sparse matrix-vector multiplication on network-on-chip

NASA Astrophysics Data System (ADS)

Sun, C.-C.; Götze, J.; Jheng, H.-Y.; Ruan, S.-J.

2010-12-01

In this paper, we present an idea for performing matrix-vector multiplication by using Network-on-Chip (NoC) architecture. In traditional IC design on-chip communications have been designed with dedicated point-to-point interconnections. Therefore, regular local data transfer is the major concept of many parallel implementations. However, when dealing with the parallel implementation of sparse matrix-vector multiplication (SMVM), which is the main step of all iterative algorithms for solving systems of linear equation, the required data transfers depend on the sparsity structure of the matrix and can be extremely irregular. Using the NoC architecture makes it possible to deal with arbitrary structure of the data transfers; i.e. with the irregular structure of the sparse matrices. So far, we have already implemented the proposed SMVM-NoC architecture with the size 4×4 and 5×5 in IEEE 754 single float point precision using FPGA.

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.

Central Limit Theorems for Linear Statistics of Heavy Tailed Random Matrices

NASA Astrophysics Data System (ADS)

Benaych-Georges, Florent; Guionnet, Alice; Male, Camille

2014-07-01

We show central limit theorems (CLT) for the linear statistics of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of α-stable laws and entries with moments exploding with the dimension, as in the adjacency matrices of Erdös-Rényi graphs. For the second model, we also prove a central limit theorem of the moments of its empirical eigenvalues distribution. The limit laws are Gaussian, but unlike the case of standard Wigner matrices, the normalization is the one of the classical CLT for independent random variables.

Conjugate gradient type methods for linear systems with complex symmetric coefficient matrices

NASA Technical Reports Server (NTRS)

Freund, Roland

1989-01-01

We consider conjugate gradient type methods for the solution of large sparse linear system Ax equals b with complex symmetric coefficient matrices A equals A(T). Such linear systems arise in important applications, such as the numerical solution of the complex Helmholtz equation. Furthermore, most complex non-Hermitian linear systems which occur in practice are actually complex symmetric. We investigate conjugate gradient type iterations which are based on a variant of the nonsymmetric Lanczos algorithm for complex symmetric matrices. We propose a new approach with iterates defined by a quasi-minimal residual property. The resulting algorithm presents several advantages over the standard biconjugate gradient method. We also include some remarks on the obvious approach to general complex linear systems by solving equivalent real linear systems for the real and imaginary parts of x. Finally, numerical experiments for linear systems arising from the complex Helmholtz equation are reported.

Model's sparse representation based on reduced mixed GMsFE basis methods

NASA Astrophysics Data System (ADS)

Jiang, Lijian; Li, Qiuqi

2017-06-01

In this paper, we propose a model's sparse representation based on reduced mixed generalized multiscale finite element (GMsFE) basis methods for elliptic PDEs with random inputs. A typical application for the elliptic PDEs is the flow in heterogeneous random porous media. Mixed generalized multiscale finite element method (GMsFEM) is one of the accurate and efficient approaches to solve the flow problem in a coarse grid and obtain the velocity with local mass conservation. When the inputs of the PDEs are parameterized by the random variables, the GMsFE basis functions usually depend on the random parameters. This leads to a large number degree of freedoms for the mixed GMsFEM and substantially impacts on the computation efficiency. In order to overcome the difficulty, we develop reduced mixed GMsFE basis methods such that the multiscale basis functions are independent of the random parameters and span a low-dimensional space. To this end, a greedy algorithm is used to find a set of optimal samples from a training set scattered in the parameter space. Reduced mixed GMsFE basis functions are constructed based on the optimal samples using two optimal sampling strategies: basis-oriented cross-validation and proper orthogonal decomposition. Although the dimension of the space spanned by the reduced mixed GMsFE basis functions is much smaller than the dimension of the original full order model, the online computation still depends on the number of coarse degree of freedoms. To significantly improve the online computation, we integrate the reduced mixed GMsFE basis methods with sparse tensor approximation and obtain a sparse representation for the model's outputs. The sparse representation is very efficient for evaluating the model's outputs for many instances of parameters. To illustrate the efficacy of the proposed methods, we present a few numerical examples for elliptic PDEs with multiscale and random inputs. In particular, a two-phase flow model in random porous media is simulated by the proposed sparse representation method.

Model's sparse representation based on reduced mixed GMsFE basis methods

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

Jiang, Lijian, E-mail: ljjiang@hnu.edu.cn; Li, Qiuqi, E-mail: qiuqili@hnu.edu.cn

2017-06-01

In this paper, we propose a model's sparse representation based on reduced mixed generalized multiscale finite element (GMsFE) basis methods for elliptic PDEs with random inputs. A typical application for the elliptic PDEs is the flow in heterogeneous random porous media. Mixed generalized multiscale finite element method (GMsFEM) is one of the accurate and efficient approaches to solve the flow problem in a coarse grid and obtain the velocity with local mass conservation. When the inputs of the PDEs are parameterized by the random variables, the GMsFE basis functions usually depend on the random parameters. This leads to a largemore » number degree of freedoms for the mixed GMsFEM and substantially impacts on the computation efficiency. In order to overcome the difficulty, we develop reduced mixed GMsFE basis methods such that the multiscale basis functions are independent of the random parameters and span a low-dimensional space. To this end, a greedy algorithm is used to find a set of optimal samples from a training set scattered in the parameter space. Reduced mixed GMsFE basis functions are constructed based on the optimal samples using two optimal sampling strategies: basis-oriented cross-validation and proper orthogonal decomposition. Although the dimension of the space spanned by the reduced mixed GMsFE basis functions is much smaller than the dimension of the original full order model, the online computation still depends on the number of coarse degree of freedoms. To significantly improve the online computation, we integrate the reduced mixed GMsFE basis methods with sparse tensor approximation and obtain a sparse representation for the model's outputs. The sparse representation is very efficient for evaluating the model's outputs for many instances of parameters. To illustrate the efficacy of the proposed methods, we present a few numerical examples for elliptic PDEs with multiscale and random inputs. In particular, a two-phase flow model in random porous media is simulated by the proposed sparse representation method.« less

LiDAR point classification based on sparse representation

NASA Astrophysics Data System (ADS)

Li, Nan; Pfeifer, Norbert; Liu, Chun

2017-04-01

In order to combine the initial spatial structure and features of LiDAR data for accurate classification. The LiDAR data is represented as a 4-order tensor. Sparse representation for classification(SRC) method is used for LiDAR tensor classification. It turns out SRC need only a few of training samples from each class, meanwhile can achieve good classification result. Multiple features are extracted from raw LiDAR points to generate a high-dimensional vector at each point. Then the LiDAR tensor is built by the spatial distribution and feature vectors of the point neighborhood. The entries of LiDAR tensor are accessed via four indexes. Each index is called mode: three spatial modes in direction X ,Y ,Z and one feature mode. Sparse representation for classification(SRC) method is proposed in this paper. The sparsity algorithm is to find the best represent the test sample by sparse linear combination of training samples from a dictionary. To explore the sparsity of LiDAR tensor, the tucker decomposition is used. It decomposes a tensor into a core tensor multiplied by a matrix along each mode. Those matrices could be considered as the principal components in each mode. The entries of core tensor show the level of interaction between the different components. Therefore, the LiDAR tensor can be approximately represented by a sparse tensor multiplied by a matrix selected from a dictionary along each mode. The matrices decomposed from training samples are arranged as initial elements in the dictionary. By dictionary learning, a reconstructive and discriminative structure dictionary along each mode is built. The overall structure dictionary composes of class-specified sub-dictionaries. Then the sparse core tensor is calculated by tensor OMP(Orthogonal Matching Pursuit) method based on dictionaries along each mode. It is expected that original tensor should be well recovered by sub-dictionary associated with relevant class, while entries in the sparse tensor associated with other classed should be nearly zero. Therefore, SRC use the reconstruction error associated with each class to do data classification. A section of airborne LiDAR points of Vienna city is used and classified into 6classes: ground, roofs, vegetation, covered ground, walls and other points. Only 6 training samples from each class are taken. For the final classification result, ground and covered ground are merged into one same class(ground). The classification accuracy for ground is 94.60%, roof is 95.47%, vegetation is 85.55%, wall is 76.17%, other object is 20.39%.

IQ Gains in Argentina between 1964 and 1998

ERIC Educational Resources Information Center

Flynn, James R.; Rossi-Case, Lilia

2012-01-01

The literature on IQ gains in Latin America is sparse. We estimate gains on Raven's Progressive Matrices in the city of La Plata (Argentina) between 1964 and 1998. The gains are robust at the top of the curve as well as at the bottom. Therefore, they are contrary to the hypothesis that nutrition played a major role in recent Argentine IQ gains.…

Efficient and Robust Signal Approximations

DTIC Science & Technology

2009-05-01

otherwise. Remark. Permutation matrices are both orthogonal and doubly- stochastic [62]. We will now show how to further simplify the Robust Coding...reporting burden for the collection of information is estimated to average 1 hour per response, including the time for reviewing instructions, searching...Standard Form 298 (Rev. 8-98) Prescribed by ANSI Std Z39-18 Keywords: signal processing, image compression, independent component analysis , sparse

Closed-loop multiple-scattering imaging with sparse seismic measurements

NASA Astrophysics Data System (ADS)

Berkhout, A. J. Guus

2018-03-01

In the theoretical situation of noise-free, complete data volumes (`perfect data'), seismic data matrices are fully filled and multiple-scattering operators have the minimum-phase property. Perfect data allow direct inversion methods to be successful in removing surface and internal multiple scattering. Moreover, under these perfect data conditions direct source wavefields realize complete illumination (no irrecoverable shadow zones) and, therefore, primary reflections (first-order response) can provide us with the complete seismic image. However, in practice seismic measurements always contain noise and we never have complete data volumes at our disposal. We actually deal with sparse data matrices that cannot be directly inverted. The message of this paper is that in practice multiple scattering (including source ghosting) must not be removed but must be utilized. It is explained that in the real world we badly need multiple scattering to fill the illumination gaps in the subsurface. It is also explained that the proposed multiple-scattering imaging algorithm gives us the opportunity to decompose both the image and the wavefields into order-based constituents, making the multiple scattering extension easy to apply. Last but not least, the algorithm allows us to use the minimum-phase property to validate and improve images in an objective way.

Subspace aware recovery of low rank and jointly sparse signals

PubMed Central

Biswas, Sampurna; Dasgupta, Soura; Mudumbai, Raghuraman; Jacob, Mathews

2017-01-01

We consider the recovery of a matrix X, which is simultaneously low rank and joint sparse, from few measurements of its columns using a two-step algorithm. Each column of X is measured using a combination of two measurement matrices; one which is the same for every column, while the the second measurement matrix varies from column to column. The recovery proceeds by first estimating the row subspace vectors from the measurements corresponding to the common matrix. The estimated row subspace vectors are then used to recover X from all the measurements using a convex program of joint sparsity minimization. Our main contribution is to provide sufficient conditions on the measurement matrices that guarantee the recovery of such a matrix using the above two-step algorithm. The results demonstrate quite significant savings in number of measurements when compared to the standard multiple measurement vector (MMV) scheme, which assumes same time invariant measurement pattern for all the time frames. We illustrate the impact of the sampling pattern on reconstruction quality using breath held cardiac cine MRI and cardiac perfusion MRI data, while the utility of the algorithm to accelerate the acquisition is demonstrated on MR parameter mapping. PMID:28630889

Discrete Kalman filtering equations of second-order form for control-structure interaction simulations

NASA Technical Reports Server (NTRS)

Park, K. C.; Alvin, K. F.; Belvin, W. Keith

1991-01-01

A second-order form of discrete Kalman filtering equations is proposed as a candidate state estimator for efficient simulations of control-structure interactions in coupled physical coordinate configurations as opposed to decoupled modal coordinates. The resulting matrix equation of the present state estimator consists of the same symmetric, sparse N x N coupled matrices of the governing structural dynamics equations as opposed to unsymmetric 2N x 2N state space-based estimators. Thus, in addition to substantial computational efficiency improvement, the present estimator can be applied to control-structure design optimization for which the physical coordinates associated with the mass, damping and stiffness matrices of the structure are needed instead of modal coordinates.

Return probabilities and hitting times of random walks on sparse Erdös-Rényi graphs.

PubMed

Martin, O C; Sulc, P

2010-03-01

We consider random walks on random graphs, focusing on return probabilities and hitting times for sparse Erdös-Rényi graphs. Using the tree approach, which is expected to be exact in the large graph limit, we show how to solve for the distribution of these quantities and we find that these distributions exhibit a form of self-similarity.

Condition Number Estimation of Preconditioned Matrices

PubMed Central

Kushida, Noriyuki

2015-01-01

The present paper introduces a condition number estimation method for preconditioned matrices. The newly developed method provides reasonable results, while the conventional method which is based on the Lanczos connection gives meaningless results. The Lanczos connection based method provides the condition numbers of coefficient matrices of systems of linear equations with information obtained through the preconditioned conjugate gradient method. Estimating the condition number of preconditioned matrices is sometimes important when describing the effectiveness of new preconditionerers or selecting adequate preconditioners. Operating a preconditioner on a coefficient matrix is the simplest method of estimation. However, this is not possible for large-scale computing, especially if computation is performed on distributed memory parallel computers. This is because, the preconditioned matrices become dense, even if the original matrices are sparse. Although the Lanczos connection method can be used to calculate the condition number of preconditioned matrices, it is not considered to be applicable to large-scale problems because of its weakness with respect to numerical errors. Therefore, we have developed a robust and parallelizable method based on Hager’s method. The feasibility studies are curried out for the diagonal scaling preconditioner and the SSOR preconditioner with a diagonal matrix, a tri-daigonal matrix and Pei’s matrix. As a result, the Lanczos connection method contains around 10% error in the results even with a simple problem. On the other hand, the new method contains negligible errors. In addition, the newly developed method returns reasonable solutions when the Lanczos connection method fails with Pei’s matrix, and matrices generated with the finite element method. PMID:25816331

HYPOTHESIS TESTING FOR HIGH-DIMENSIONAL SPARSE BINARY REGRESSION

PubMed Central

Mukherjee, Rajarshi; Pillai, Natesh S.; Lin, Xihong

2015-01-01

In this paper, we study the detection boundary for minimax hypothesis testing in the context of high-dimensional, sparse binary regression models. Motivated by genetic sequencing association studies for rare variant effects, we investigate the complexity of the hypothesis testing problem when the design matrix is sparse. We observe a new phenomenon in the behavior of detection boundary which does not occur in the case of Gaussian linear regression. We derive the detection boundary as a function of two components: a design matrix sparsity index and signal strength, each of which is a function of the sparsity of the alternative. For any alternative, if the design matrix sparsity index is too high, any test is asymptotically powerless irrespective of the magnitude of signal strength. For binary design matrices with the sparsity index that is not too high, our results are parallel to those in the Gaussian case. In this context, we derive detection boundaries for both dense and sparse regimes. For the dense regime, we show that the generalized likelihood ratio is rate optimal; for the sparse regime, we propose an extended Higher Criticism Test and show it is rate optimal and sharp. We illustrate the finite sample properties of the theoretical results using simulation studies. PMID:26246645

Fast iterative image reconstruction using sparse matrix factorization with GPU acceleration

NASA Astrophysics Data System (ADS)

Zhou, Jian; Qi, Jinyi

2011-03-01

Statistically based iterative approaches for image reconstruction have gained much attention in medical imaging. An accurate system matrix that defines the mapping from the image space to the data space is the key to high-resolution image reconstruction. However, an accurate system matrix is often associated with high computational cost and huge storage requirement. Here we present a method to address this problem by using sparse matrix factorization and parallel computing on a graphic processing unit (GPU).We factor the accurate system matrix into three sparse matrices: a sinogram blurring matrix, a geometric projection matrix, and an image blurring matrix. The sinogram blurring matrix models the detector response. The geometric projection matrix is based on a simple line integral model. The image blurring matrix is to compensate for the line-of-response (LOR) degradation due to the simplified geometric projection matrix. The geometric projection matrix is precomputed, while the sinogram and image blurring matrices are estimated by minimizing the difference between the factored system matrix and the original system matrix. The resulting factored system matrix has much less number of nonzero elements than the original system matrix and thus substantially reduces the storage and computation cost. The smaller size also allows an efficient implement of the forward and back projectors on GPUs, which have limited amount of memory. Our simulation studies show that the proposed method can dramatically reduce the computation cost of high-resolution iterative image reconstruction. The proposed technique is applicable to image reconstruction for different imaging modalities, including x-ray CT, PET, and SPECT.

Selecting informative subsets of sparse supermatrices increases the chance to find correct trees.

PubMed

Misof, Bernhard; Meyer, Benjamin; von Reumont, Björn Marcus; Kück, Patrick; Misof, Katharina; Meusemann, Karen

2013-12-03

Character matrices with extensive missing data are frequently used in phylogenomics with potentially detrimental effects on the accuracy and robustness of tree inference. Therefore, many investigators select taxa and genes with high data coverage. Drawbacks of these selections are their exclusive reliance on data coverage without consideration of actual signal in the data which might, thus, not deliver optimal data matrices in terms of potential phylogenetic signal. In order to circumvent this problem, we have developed a heuristics implemented in a software called mare which (1) assesses information content of genes in supermatrices using a measure of potential signal combined with data coverage and (2) reduces supermatrices with a simple hill climbing procedure to submatrices with high total information content. We conducted simulation studies using matrices of 50 taxa × 50 genes with heterogeneous phylogenetic signal among genes and data coverage between 10-30%. With matrices of 50 taxa × 50 genes with heterogeneous phylogenetic signal among genes and data coverage between 10-30% Maximum Likelihood (ML) tree reconstructions failed to recover correct trees. A selection of a data subset with the herein proposed approach increased the chance to recover correct partial trees more than 10-fold. The selection of data subsets with the herein proposed simple hill climbing procedure performed well either considering the information content or just a simple presence/absence information of genes. We also applied our approach on an empirical data set, addressing questions of vertebrate systematics. With this empirical dataset selecting a data subset with high information content and supporting a tree with high average boostrap support was most successful if information content of genes was considered. Our analyses of simulated and empirical data demonstrate that sparse supermatrices can be reduced on a formal basis outperforming the usually used simple selections of taxa and genes with high data coverage.

On the development of efficient algorithms for three dimensional fluid flow

NASA Technical Reports Server (NTRS)

Maccormack, R. W.

1988-01-01

The difficulties of constructing efficient algorithms for three-dimensional flow are discussed. Reasonable candidates are analyzed and tested, and most are found to have obvious shortcomings. Yet, there is promise that an efficient class of algorithms exist between the severely time-step sized-limited explicit or approximately factored algorithms and the computationally intensive direct inversion of large sparse matrices by Gaussian elimination.

Random density matrices versus random evolution of open system

NASA Astrophysics Data System (ADS)

Pineda, Carlos; Seligman, Thomas H.

2015-10-01

We present and compare two families of ensembles of random density matrices. The first, static ensemble, is obtained foliating an unbiased ensemble of density matrices. As criterion we use fixed purity as the simplest example of a useful convex function. The second, dynamic ensemble, is inspired in random matrix models for decoherence where one evolves a separable pure state with a random Hamiltonian until a given value of purity in the central system is achieved. Several families of Hamiltonians, adequate for different physical situations, are studied. We focus on a two qubit central system, and obtain exact expressions for the static case. The ensemble displays a peak around Werner-like states, modulated by nodes on the degeneracies of the density matrices. For moderate and strong interactions good agreement between the static and the dynamic ensembles is found. Even in a model where one qubit does not interact with the environment excellent agreement is found, but only if there is maximal entanglement with the interacting one. The discussion is started recalling similar considerations for scattering theory. At the end, we comment on the reach of the results for other convex functions of the density matrix, and exemplify the situation with the von Neumann entropy.

Information Graph Flow: A Geometric Approximation of Quantum and Statistical Systems

NASA Astrophysics Data System (ADS)

Vanchurin, Vitaly

2018-05-01

Given a quantum (or statistical) system with a very large number of degrees of freedom and a preferred tensor product factorization of the Hilbert space (or of a space of distributions) we describe how it can be approximated with a very low-dimensional field theory with geometric degrees of freedom. The geometric approximation procedure consists of three steps. The first step is to construct weighted graphs (we call information graphs) with vertices representing subsystems (e.g., qubits or random variables) and edges representing mutual information (or the flow of information) between subsystems. The second step is to deform the adjacency matrices of the information graphs to that of a (locally) low-dimensional lattice using the graph flow equations introduced in the paper. (Note that the graph flow produces very sparse adjacency matrices and thus might also be used, for example, in machine learning or network science where the task of graph sparsification is of a central importance.) The third step is to define an emergent metric and to derive an effective description of the metric and possibly other degrees of freedom. To illustrate the procedure we analyze (numerically and analytically) two information graph flows with geometric attractors (towards locally one- and two-dimensional lattices) and metric perturbations obeying a geometric flow equation. Our analysis also suggests a possible approach to (a non-perturbative) quantum gravity in which the geometry (a secondary object) emerges directly from a quantum state (a primary object) due to the flow of the information graphs.

Limited plasticity in the phenotypic variance-covariance matrix for male advertisement calls in the black field cricket, Teleogryllus commodus

PubMed Central

Pitchers, W. R.; Brooks, R.; Jennions, M. D.; Tregenza, T.; Dworkin, I.; Hunt, J.

2013-01-01

Phenotypic integration and plasticity are central to our understanding of how complex phenotypic traits evolve. Evolutionary change in complex quantitative traits can be predicted using the multivariate breeders’ equation, but such predictions are only accurate if the matrices involved are stable over evolutionary time. Recent work, however, suggests that these matrices are temporally plastic, spatially variable and themselves evolvable. The data available on phenotypic variance-covariance matrix (P) stability is sparse, and largely focused on morphological traits. Here we compared P for the structure of the complex sexual advertisement call of six divergent allopatric populations of the Australian black field cricket, Teleogryllus commodus. We measured a subset of calls from wild-caught crickets from each of the populations and then a second subset after rearing crickets under common-garden conditions for three generations. In a second experiment, crickets from each population were reared in the laboratory on high- and low-nutrient diets and their calls recorded. In both experiments, we estimated P for call traits and used multiple methods to compare them statistically (Flury hierarchy, geometric subspace comparisons and random skewers). Despite considerable variation in means and variances of individual call traits, the structure of P was largely conserved among populations, across generations and between our rearing diets. Our finding that P remains largely stable, among populations and between environmental conditions, suggests that selection has preserved the structure of call traits in order that they can function as an integrated unit. PMID:23530814

Information Graph Flow: A Geometric Approximation of Quantum and Statistical Systems

NASA Astrophysics Data System (ADS)

Vanchurin, Vitaly

2018-06-01

Given a quantum (or statistical) system with a very large number of degrees of freedom and a preferred tensor product factorization of the Hilbert space (or of a space of distributions) we describe how it can be approximated with a very low-dimensional field theory with geometric degrees of freedom. The geometric approximation procedure consists of three steps. The first step is to construct weighted graphs (we call information graphs) with vertices representing subsystems (e.g., qubits or random variables) and edges representing mutual information (or the flow of information) between subsystems. The second step is to deform the adjacency matrices of the information graphs to that of a (locally) low-dimensional lattice using the graph flow equations introduced in the paper. (Note that the graph flow produces very sparse adjacency matrices and thus might also be used, for example, in machine learning or network science where the task of graph sparsification is of a central importance.) The third step is to define an emergent metric and to derive an effective description of the metric and possibly other degrees of freedom. To illustrate the procedure we analyze (numerically and analytically) two information graph flows with geometric attractors (towards locally one- and two-dimensional lattices) and metric perturbations obeying a geometric flow equation. Our analysis also suggests a possible approach to (a non-perturbative) quantum gravity in which the geometry (a secondary object) emerges directly from a quantum state (a primary object) due to the flow of the information graphs.

Data traffic reduction schemes for sparse Cholesky factorizations

NASA Technical Reports Server (NTRS)

Naik, Vijay K.; Patrick, Merrell L.

1988-01-01

Load distribution schemes are presented which minimize the total data traffic in the Cholesky factorization of dense and sparse, symmetric, positive definite matrices on multiprocessor systems with local and shared memory. The total data traffic in factoring an n x n sparse, symmetric, positive definite matrix representing an n-vertex regular 2-D grid graph using n (sup alpha), alpha is equal to or less than 1, processors are shown to be O(n(sup 1 + alpha/2)). It is O(n(sup 3/2)), when n (sup alpha), alpha is equal to or greater than 1, processors are used. Under the conditions of uniform load distribution, these results are shown to be asymptotically optimal. The schemes allow efficient use of up to O(n) processors before the total data traffic reaches the maximum value of O(n(sup 3/2)). The partitioning employed within the scheme, allows a better utilization of the data accessed from shared memory than those of previously published methods.

Method and apparatus for optimized processing of sparse matrices

DOEpatents

Taylor, Valerie E.

1993-01-01

A computer architecture for processing a sparse matrix is disclosed. The apparatus stores a value-row vector corresponding to nonzero values of a sparse matrix. Each of the nonzero values is located at a defined row and column position in the matrix. The value-row vector includes a first vector including nonzero values and delimiting characters indicating a transition from one column to another. The value-row vector also includes a second vector which defines row position values in the matrix corresponding to the nonzero values in the first vector and column position values in the matrix corresponding to the column position of the nonzero values in the first vector. The architecture also includes a circuit for detecting a special character within the value-row vector. Matrix-vector multiplication is executed on the value-row vector. This multiplication is performed by multiplying an index value of the first vector value by a column value from a second matrix to form a matrix-vector product which is added to a previous matrix-vector product.

Decentralized state estimation for a large-scale spatially interconnected system.

PubMed

Liu, Huabo; Yu, Haisheng

2018-03-01

A decentralized state estimator is derived for the spatially interconnected systems composed of many subsystems with arbitrary connection relations. An optimization problem on the basis of linear matrix inequality (LMI) is constructed for the computations of improved subsystem parameter matrices. Several computationally effective approaches are derived which efficiently utilize the block-diagonal characteristic of system parameter matrices and the sparseness of subsystem connection matrix. Moreover, this decentralized state estimator is proved to converge to a stable system and obtain a bounded covariance matrix of estimation errors under certain conditions. Numerical simulations show that the obtained decentralized state estimator is attractive in the synthesis of a large-scale networked system. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Optimal Couple Projections for Domain Adaptive Sparse Representation-based Classification.

PubMed

Zhang, Guoqing; Sun, Huaijiang; Porikli, Fatih; Liu, Yazhou; Sun, Quansen

2017-08-29

In recent years, sparse representation based classification (SRC) is one of the most successful methods and has been shown impressive performance in various classification tasks. However, when the training data has a different distribution than the testing data, the learned sparse representation may not be optimal, and the performance of SRC will be degraded significantly. To address this problem, in this paper, we propose an optimal couple projections for domain-adaptive sparse representation-based classification (OCPD-SRC) method, in which the discriminative features of data in the two domains are simultaneously learned with the dictionary that can succinctly represent the training and testing data in the projected space. OCPD-SRC is designed based on the decision rule of SRC, with the objective to learn coupled projection matrices and a common discriminative dictionary such that the between-class sparse reconstruction residuals of data from both domains are maximized, and the within-class sparse reconstruction residuals of data are minimized in the projected low-dimensional space. Thus, the resulting representations can well fit SRC and simultaneously have a better discriminant ability. In addition, our method can be easily extended to multiple domains and can be kernelized to deal with the nonlinear structure of data. The optimal solution for the proposed method can be efficiently obtained following the alternative optimization method. Extensive experimental results on a series of benchmark databases show that our method is better or comparable to many state-of-the-art methods.

Using Chebyshev polynomials and approximate inverse triangular factorizations for preconditioning the conjugate gradient method

NASA Astrophysics Data System (ADS)

Kaporin, I. E.

2012-02-01

In order to precondition a sparse symmetric positive definite matrix, its approximate inverse is examined, which is represented as the product of two sparse mutually adjoint triangular matrices. In this way, the solution of the corresponding system of linear algebraic equations (SLAE) by applying the preconditioned conjugate gradient method (CGM) is reduced to performing only elementary vector operations and calculating sparse matrix-vector products. A method for constructing the above preconditioner is described and analyzed. The triangular factor has a fixed sparsity pattern and is optimal in the sense that the preconditioned matrix has a minimum K-condition number. The use of polynomial preconditioning based on Chebyshev polynomials makes it possible to considerably reduce the amount of scalar product operations (at the cost of an insignificant increase in the total number of arithmetic operations). The possibility of an efficient massively parallel implementation of the resulting method for solving SLAEs is discussed. For a sequential version of this method, the results obtained by solving 56 test problems from the Florida sparse matrix collection (which are large-scale and ill-conditioned) are presented. These results show that the method is highly reliable and has low computational costs.

Discriminative Dictionary Learning With Two-Level Low Rank and Group Sparse Decomposition for Image Classification.

PubMed

Wen, Zaidao; Hou, Zaidao; Jiao, Licheng

2017-11-01

Discriminative dictionary learning (DDL) framework has been widely used in image classification which aims to learn some class-specific feature vectors as well as a representative dictionary according to a set of labeled training samples. However, interclass similarities and intraclass variances among input samples and learned features will generally weaken the representability of dictionary and the discrimination of feature vectors so as to degrade the classification performance. Therefore, how to explicitly represent them becomes an important issue. In this paper, we present a novel DDL framework with two-level low rank and group sparse decomposition model. In the first level, we learn a class-shared and several class-specific dictionaries, where a low rank and a group sparse regularization are, respectively, imposed on the corresponding feature matrices. In the second level, the class-specific feature matrix will be further decomposed into a low rank and a sparse matrix so that intraclass variances can be separated to concentrate the corresponding feature vectors. Extensive experimental results demonstrate the effectiveness of our model. Compared with the other state-of-the-arts on several popular image databases, our model can achieve a competitive or better performance in terms of the classification accuracy.

Krylov Subspace Methods for Complex Non-Hermitian Linear Systems. Thesis

NASA Technical Reports Server (NTRS)

Freund, Roland W.

1991-01-01

We consider Krylov subspace methods for the solution of large sparse linear systems Ax = b with complex non-Hermitian coefficient matrices. Such linear systems arise in important applications, such as inverse scattering, numerical solution of time-dependent Schrodinger equations, underwater acoustics, eddy current computations, numerical computations in quantum chromodynamics, and numerical conformal mapping. Typically, the resulting coefficient matrices A exhibit special structures, such as complex symmetry, or they are shifted Hermitian matrices. In this paper, we first describe a Krylov subspace approach with iterates defined by a quasi-minimal residual property, the QMR method, for solving general complex non-Hermitian linear systems. Then, we study special Krylov subspace methods designed for the two families of complex symmetric respectively shifted Hermitian linear systems. We also include some results concerning the obvious approach to general complex linear systems by solving equivalent real linear systems for the real and imaginary parts of x. Finally, numerical experiments for linear systems arising from the complex Helmholtz equation are reported.

From the Rendering Equation to Stratified Light Transport Inversion

DTIC Science & Technology

2010-12-09

iteratively. These approaches relate closely to the radiosity method for diffuse global illumination in forward rendering (Hanrahan et al, 1991; Gortler et...currently simply use sparse matrices to represent T, we are also interested in exploring connections with hierar- chical and wavelet radiosity as in...Seidel iterative methods used in radiosity . 2.4 Inverse Light Transport Previous work on inverse rendering has considered inversion of the direct

Nonlinear Estimation With Sparse Temporal Measurements

DTIC Science & Technology

2016-09-01

Kalman filter , the extended Kalman filter (EKF) and unscented Kalman filter (UKF) are commonly used in practical application. The Kalman filter is an...optimal estimator for linear systems; the EKF and UKF are sub-optimal approximations of the Kalman filter . The EKF uses a first-order Taylor series...propagated covariance is compared for similarity with a Monte Carlo propagation. The similarity of the covariance matrices is shown to predict filter

spammpack, Version 2013-06-18

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

2014-01-17

This library is an implementation of the Sparse Approximate Matrix Multiplication (SpAMM) algorithm introduced. It provides a matrix data type, and an approximate matrix product, which exhibits linear scaling computational complexity for matrices with decay. The product error and the performance of the multiply can be tuned by choosing an appropriate tolerance. The library can be compiled for serial execution or parallel execution on shared memory systems with an OpenMP capable compiler

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.

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

Bi-dimensional null model analysis of presence-absence binary matrices.

PubMed

Strona, Giovanni; Ulrich, Werner; Gotelli, Nicholas J

2018-01-01

Comparing the structure of presence/absence (i.e., binary) matrices with those of randomized counterparts is a common practice in ecology. However, differences in the randomization procedures (null models) can affect the results of the comparisons, leading matrix structural patterns to appear either "random" or not. Subjectivity in the choice of one particular null model over another makes it often advisable to compare the results obtained using several different approaches. Yet, available algorithms to randomize binary matrices differ substantially in respect to the constraints they impose on the discrepancy between observed and randomized row and column marginal totals, which complicates the interpretation of contrasting patterns. This calls for new strategies both to explore intermediate scenarios of restrictiveness in-between extreme constraint assumptions, and to properly synthesize the resulting information. Here we introduce a new modeling framework based on a flexible matrix randomization algorithm (named the "Tuning Peg" algorithm) that addresses both issues. The algorithm consists of a modified swap procedure in which the discrepancy between the row and column marginal totals of the target matrix and those of its randomized counterpart can be "tuned" in a continuous way by two parameters (controlling, respectively, row and column discrepancy). We show how combining the Tuning Peg with a wise random walk procedure makes it possible to explore the complete null space embraced by existing algorithms. This exploration allows researchers to visualize matrix structural patterns in an innovative bi-dimensional landscape of significance/effect size. We demonstrate the rational and potential of our approach with a set of simulated and real matrices, showing how the simultaneous investigation of a comprehensive and continuous portion of the null space can be extremely informative, and possibly key to resolving longstanding debates in the analysis of ecological matrices. © 2017 The Authors. Ecology, published by Wiley Periodicals, Inc., on behalf of the Ecological Society of America.

Sparsely-synchronized brain rhythm in a small-world neural network

NASA Astrophysics Data System (ADS)

Kim, Sang-Yoon; Lim, Woochang

2013-07-01

Sparsely-synchronized cortical rhythms, associated with diverse cognitive functions, have been observed in electric recordings of brain activity. At the population level, cortical rhythms exhibit small-amplitude fast oscillations while at the cellular level, individual neurons show stochastic firings sparsely at a much lower rate than the population rate. We study the effect of network architecture on sparse synchronization in an inhibitory population of subthreshold Morris-Lecar neurons (which cannot fire spontaneously without noise). Previously, sparse synchronization was found to occur for cases of both global coupling ( i.e., regular all-to-all coupling) and random coupling. However, a real neural network is known to be non-regular and non-random. Here, we consider sparse Watts-Strogatz small-world networks which interpolate between a regular lattice and a random graph via rewiring. We start from a regular lattice with only short-range connections and then investigate the emergence of sparse synchronization by increasing the rewiring probability p for the short-range connections. For p = 0, the average synaptic path length between pairs of neurons becomes long; hence, only an unsynchronized population state exists because the global efficiency of information transfer is low. However, as p is increased, long-range connections begin to appear, and global effective communication between distant neurons may be available via shorter synaptic paths. Consequently, as p passes a threshold p th (}~ 0.044), sparsely-synchronized population rhythms emerge. However, with increasing p, longer axon wirings become expensive because of their material and energy costs. At an optimal value p* DE (}~ 0.24) of the rewiring probability, the ratio of the synchrony degree to the wiring cost is found to become maximal. In this way, an optimal sparse synchronization is found to occur at a minimal wiring cost in an economic small-world network through trade-off between synchrony and wiring cost.

Joint association discovery and diagnosis of Alzheimer's disease by supervised heterogeneous multiview learning.

PubMed

Zhe, Shandian; Xu, Zenglin; Qi, Yuan; Yu, Peng

2014-01-01

A key step for Alzheimer's disease (AD) study is to identify associations between genetic variations and intermediate phenotypes (e.g., brain structures). At the same time, it is crucial to develop a noninvasive means for AD diagnosis. Although these two tasks-association discovery and disease diagnosis-have been treated separately by a variety of approaches, they are tightly coupled due to their common biological basis. We hypothesize that the two tasks can potentially benefit each other by a joint analysis, because (i) the association study discovers correlated biomarkers from different data sources, which may help improve diagnosis accuracy, and (ii) the disease status may help identify disease-sensitive associations between genetic variations and MRI features. Based on this hypothesis, we present a new sparse Bayesian approach for joint association study and disease diagnosis. In this approach, common latent features are extracted from different data sources based on sparse projection matrices and used to predict multiple disease severity levels based on Gaussian process ordinal regression; in return, the disease status is used to guide the discovery of relationships between the data sources. The sparse projection matrices not only reveal the associations but also select groups of biomarkers related to AD. To learn the model from data, we develop an efficient variational expectation maximization algorithm. Simulation results demonstrate that our approach achieves higher accuracy in both predicting ordinal labels and discovering associations between data sources than alternative methods. We apply our approach to an imaging genetics dataset of AD. Our joint analysis approach not only identifies meaningful and interesting associations between genetic variations, brain structures, and AD status, but also achieves significantly higher accuracy for predicting ordinal AD stages than the competing methods.

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.

Universality for 1d Random Band Matrices: Sigma-Model Approximation

NASA Astrophysics Data System (ADS)

Shcherbina, Mariya; Shcherbina, Tatyana

2018-02-01

The paper continues the development of the rigorous supersymmetric transfer matrix approach to the random band matrices started in (J Stat Phys 164:1233-1260, 2016; Commun Math Phys 351:1009-1044, 2017). We consider random Hermitian block band matrices consisting of W× W random Gaussian blocks (parametrized by j,k \\in Λ =[1,n]^d\\cap Z^d ) with a fixed entry's variance J_{jk}=δ _{j,k}W^{-1}+β Δ _{j,k}W^{-2} , β >0 in each block. Taking the limit W→ ∞ with fixed n and β , we derive the sigma-model approximation of the second correlation function similar to Efetov's one. Then, considering the limit β , n→ ∞, we prove that in the dimension d=1 the behaviour of the sigma-model approximation in the bulk of the spectrum, as β ≫ n , is determined by the classical Wigner-Dyson statistics.

On efficient randomized algorithms for finding the PageRank vector

NASA Astrophysics Data System (ADS)

Gasnikov, A. V.; Dmitriev, D. Yu.

2015-03-01

Two randomized methods are considered for finding the PageRank vector; in other words, the solution of the system p T = p T P with a stochastic n × n matrix P, where n ˜ 107-109, is sought (in the class of probability distributions) with accuracy ɛ: ɛ ≫ n -1. Thus, the possibility of brute-force multiplication of P by the column is ruled out in the case of dense objects. The first method is based on the idea of Markov chain Monte Carlo algorithms. This approach is efficient when the iterative process p {/t+1 T} = p {/t T} P quickly reaches a steady state. Additionally, it takes into account another specific feature of P, namely, the nonzero off-diagonal elements of P are equal in rows (this property is used to organize a random walk over the graph with the matrix P). Based on modern concentration-of-measure inequalities, new bounds for the running time of this method are presented that take into account the specific features of P. In the second method, the search for a ranking vector is reduced to finding the equilibrium in the antagonistic matrix game where S n (1) is a unit simplex in ℝ n and I is the identity matrix. The arising problem is solved by applying a slightly modified Grigoriadis-Khachiyan algorithm (1995). This technique, like the Nazin-Polyak method (2009), is a randomized version of Nemirovski's mirror descent method. The difference is that randomization in the Grigoriadis-Khachiyan algorithm is used when the gradient is projected onto the simplex rather than when the stochastic gradient is computed. For sparse matrices P, the method proposed yields noticeably better results.

Target detection in GPR data using joint low-rank and sparsity constraints

NASA Astrophysics Data System (ADS)

Bouzerdoum, Abdesselam; Tivive, Fok Hing Chi; Abeynayake, Canicious

2016-05-01

In ground penetrating radars, background clutter, which comprises the signals backscattered from the rough, uneven ground surface and the background noise, impairs the visualization of buried objects and subsurface inspections. In this paper, a clutter mitigation method is proposed for target detection. The removal of background clutter is formulated as a constrained optimization problem to obtain a low-rank matrix and a sparse matrix. The low-rank matrix captures the ground surface reflections and the background noise, whereas the sparse matrix contains the target reflections. An optimization method based on split-Bregman algorithm is developed to estimate these two matrices from the input GPR data. Evaluated on real radar data, the proposed method achieves promising results in removing the background clutter and enhancing the target signature.

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.

Deflation as a method of variance reduction for estimating the trace of a matrix inverse

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

Gambhir, Arjun Singh; Stathopoulos, Andreas; Orginos, Kostas

Many fields require computing the trace of the inverse of a large, sparse matrix. The typical method used for such computations is the Hutchinson method which is a Monte Carlo (MC) averaging over matrix quadratures. To improve its convergence, several variance reductions techniques have been proposed. In this paper, we study the effects of deflating the near null singular value space. We make two main contributions. First, we analyze the variance of the Hutchinson method as a function of the deflated singular values and vectors. Although this provides good intuition in general, by assuming additionally that the singular vectors aremore » random unitary matrices, we arrive at concise formulas for the deflated variance that include only the variance and mean of the singular values. We make the remarkable observation that deflation may increase variance for Hermitian matrices but not for non-Hermitian ones. This is a rare, if not unique, property where non-Hermitian matrices outperform Hermitian ones. The theory can be used as a model for predicting the benefits of deflation. Second, we use deflation in the context of a large scale application of "disconnected diagrams" in Lattice QCD. On lattices, Hierarchical Probing (HP) has previously provided an order of magnitude of variance reduction over MC by removing "error" from neighboring nodes of increasing distance in the lattice. Although deflation used directly on MC yields a limited improvement of 30% in our problem, when combined with HP they reduce variance by a factor of over 150 compared to MC. For this, we pre-computated 1000 smallest singular values of an ill-conditioned matrix of size 25 million. Furthermore, using PRIMME and a domain-specific Algebraic Multigrid preconditioner, we perform one of the largest eigenvalue computations in Lattice QCD at a fraction of the cost of our trace computation.« less

Deflation as a method of variance reduction for estimating the trace of a matrix inverse

DOE PAGES

Gambhir, Arjun Singh; Stathopoulos, Andreas; Orginos, Kostas

2017-04-06

Many fields require computing the trace of the inverse of a large, sparse matrix. The typical method used for such computations is the Hutchinson method which is a Monte Carlo (MC) averaging over matrix quadratures. To improve its convergence, several variance reductions techniques have been proposed. In this paper, we study the effects of deflating the near null singular value space. We make two main contributions. First, we analyze the variance of the Hutchinson method as a function of the deflated singular values and vectors. Although this provides good intuition in general, by assuming additionally that the singular vectors aremore » random unitary matrices, we arrive at concise formulas for the deflated variance that include only the variance and mean of the singular values. We make the remarkable observation that deflation may increase variance for Hermitian matrices but not for non-Hermitian ones. This is a rare, if not unique, property where non-Hermitian matrices outperform Hermitian ones. The theory can be used as a model for predicting the benefits of deflation. Second, we use deflation in the context of a large scale application of "disconnected diagrams" in Lattice QCD. On lattices, Hierarchical Probing (HP) has previously provided an order of magnitude of variance reduction over MC by removing "error" from neighboring nodes of increasing distance in the lattice. Although deflation used directly on MC yields a limited improvement of 30% in our problem, when combined with HP they reduce variance by a factor of over 150 compared to MC. For this, we pre-computated 1000 smallest singular values of an ill-conditioned matrix of size 25 million. Furthermore, using PRIMME and a domain-specific Algebraic Multigrid preconditioner, we perform one of the largest eigenvalue computations in Lattice QCD at a fraction of the cost of our trace computation.« less

Randomized subspace-based robust principal component analysis for hyperspectral anomaly detection

NASA Astrophysics Data System (ADS)

Sun, Weiwei; Yang, Gang; Li, Jialin; Zhang, Dianfa

2018-01-01

A randomized subspace-based robust principal component analysis (RSRPCA) method for anomaly detection in hyperspectral imagery (HSI) is proposed. The RSRPCA combines advantages of randomized column subspace and robust principal component analysis (RPCA). It assumes that the background has low-rank properties, and the anomalies are sparse and do not lie in the column subspace of the background. First, RSRPCA implements random sampling to sketch the original HSI dataset from columns and to construct a randomized column subspace of the background. Structured random projections are also adopted to sketch the HSI dataset from rows. Sketching from columns and rows could greatly reduce the computational requirements of RSRPCA. Second, the RSRPCA adopts the columnwise RPCA (CWRPCA) to eliminate negative effects of sampled anomaly pixels and that purifies the previous randomized column subspace by removing sampled anomaly columns. The CWRPCA decomposes the submatrix of the HSI data into a low-rank matrix (i.e., background component), a noisy matrix (i.e., noise component), and a sparse anomaly matrix (i.e., anomaly component) with only a small proportion of nonzero columns. The algorithm of inexact augmented Lagrange multiplier is utilized to optimize the CWRPCA problem and estimate the sparse matrix. Nonzero columns of the sparse anomaly matrix point to sampled anomaly columns in the submatrix. Third, all the pixels are projected onto the complemental subspace of the purified randomized column subspace of the background and the anomaly pixels in the original HSI data are finally exactly located. Several experiments on three real hyperspectral images are carefully designed to investigate the detection performance of RSRPCA, and the results are compared with four state-of-the-art methods. Experimental results show that the proposed RSRPCA outperforms four comparison methods both in detection performance and in computational time.

Fungible Correlation Matrices: A Method for Generating Nonsingular, Singular, and Improper Correlation Matrices for Monte Carlo Research.

PubMed

Waller, Niels G

2016-01-01

For a fixed set of standardized regression coefficients and a fixed coefficient of determination (R-squared), an infinite number of predictor correlation matrices will satisfy the implied quadratic form. I call such matrices fungible correlation matrices. In this article, I describe an algorithm for generating positive definite (PD), positive semidefinite (PSD), or indefinite (ID) fungible correlation matrices that have a random or fixed smallest eigenvalue. The underlying equations of this algorithm are reviewed from both algebraic and geometric perspectives. Two simulation studies illustrate that fungible correlation matrices can be profitably used in Monte Carlo research. The first study uses PD fungible correlation matrices to compare penalized regression algorithms. The second study uses ID fungible correlation matrices to compare matrix-smoothing algorithms. R code for generating fungible correlation matrices is presented in the supplemental materials.

Encrypted data stream identification using randomness sparse representation and fuzzy Gaussian mixture model

NASA Astrophysics Data System (ADS)

Zhang, Hong; Hou, Rui; Yi, Lei; Meng, Juan; Pan, Zhisong; Zhou, Yuhuan

2016-07-01

The accurate identification of encrypted data stream helps to regulate illegal data, detect network attacks and protect users' information. In this paper, a novel encrypted data stream identification algorithm is introduced. The proposed method is based on randomness characteristics of encrypted data stream. We use a l1-norm regularized logistic regression to improve sparse representation of randomness features and Fuzzy Gaussian Mixture Model (FGMM) to improve identification accuracy. Experimental results demonstrate that the method can be adopted as an effective technique for encrypted data stream identification.

Kanerva's sparse distributed memory: An associative memory algorithm well-suited to the Connection Machine

NASA Technical Reports Server (NTRS)

Rogers, David

1988-01-01

The advent of the Connection Machine profoundly changes the world of supercomputers. The highly nontraditional architecture makes possible the exploration of algorithms that were impractical for standard Von Neumann architectures. Sparse distributed memory (SDM) is an example of such an algorithm. Sparse distributed memory is a particularly simple and elegant formulation for an associative memory. The foundations for sparse distributed memory are described, and some simple examples of using the memory are presented. The relationship of sparse distributed memory to three important computational systems is shown: random-access memory, neural networks, and the cerebellum of the brain. Finally, the implementation of the algorithm for sparse distributed memory on the Connection Machine is discussed.

Two-stage sparse coding of region covariance via Log-Euclidean kernels to detect saliency.

PubMed

Zhang, Ying-Ying; Yang, Cai; Zhang, Ping

2017-05-01

In this paper, we present a novel bottom-up saliency detection algorithm from the perspective of covariance matrices on a Riemannian manifold. Each superpixel is described by a region covariance matrix on Riemannian Manifolds. We carry out a two-stage sparse coding scheme via Log-Euclidean kernels to extract salient objects efficiently. In the first stage, given background dictionary on image borders, sparse coding of each region covariance via Log-Euclidean kernels is performed. The reconstruction error on the background dictionary is regarded as the initial saliency of each superpixel. In the second stage, an improvement of the initial result is achieved by calculating reconstruction errors of the superpixels on foreground dictionary, which is extracted from the first stage saliency map. The sparse coding in the second stage is similar to the first stage, but is able to effectively highlight the salient objects uniformly from the background. Finally, three post-processing methods-highlight-inhibition function, context-based saliency weighting, and the graph cut-are adopted to further refine the saliency map. Experiments on four public benchmark datasets show that the proposed algorithm outperforms the state-of-the-art methods in terms of precision, recall and mean absolute error, and demonstrate the robustness and efficiency of the proposed method. Copyright © 2017 Elsevier Ltd. All rights reserved.

Assessing Effects of Prenatal Alcohol Exposure Using Group-wise Sparse Representation of FMRI Data

PubMed Central

Lv, Jinglei; Jiang, Xi; Li, Xiang; Zhu, Dajiang; Zhao, Shijie; Zhang, Tuo; Hu, Xintao; Han, Junwei; Guo, Lei; Li, Zhihao; Coles, Claire; Hu, Xiaoping; Liu, Tianming

2015-01-01

Task-based fMRI activation mapping has been widely used in clinical neuroscience in order to assess different functional activity patterns in conditions such as prenatal alcohol exposure (PAE) affected brains and healthy controls. In this paper, we propose a novel, alternative approach of group-wise sparse representation of the fMRI data of multiple groups of subjects (healthy control, exposed non-dysmorphic PAE and exposed dysmorphic PAE) and assess the systematic functional activity differences among these three populations. Specifically, a common time series signal dictionary is learned from the aggregated fMRI signals of all three groups of subjects, and then the weight coefficient matrices (named statistical coefficient map (SCM)) associated with each common dictionary were statistically assessed for each group separately. Through inter-group comparisons based on the correspondence established by the common dictionary, our experimental results have demonstrated that the group-wise sparse coding strategy and the SCM can effectively reveal a collection of brain networks/regions that were affected by different levels of severity of PAE. PMID:26195294

Parallel Finite Element Domain Decomposition for Structural/Acoustic Analysis

NASA Technical Reports Server (NTRS)

Nguyen, Duc T.; Tungkahotara, Siroj; Watson, Willie R.; Rajan, Subramaniam D.

2005-01-01

A domain decomposition (DD) formulation for solving sparse linear systems of equations resulting from finite element analysis is presented. The formulation incorporates mixed direct and iterative equation solving strategics and other novel algorithmic ideas that are optimized to take advantage of sparsity and exploit modern computer architecture, such as memory and parallel computing. The most time consuming part of the formulation is identified and the critical roles of direct sparse and iterative solvers within the framework of the formulation are discussed. Experiments on several computer platforms using several complex test matrices are conducted using software based on the formulation. Small-scale structural examples are used to validate thc steps in the formulation and large-scale (l,000,000+ unknowns) duct acoustic examples are used to evaluate the ORIGIN 2000 processors, and a duster of 6 PCs (running under the Windows environment). Statistics show that the formulation is efficient in both sequential and parallel computing environmental and that the formulation is significantly faster and consumes less memory than that based on one of the best available commercialized parallel sparse solvers.

Sparse subspace clustering for data with missing entries and high-rank matrix completion.

PubMed

Fan, Jicong; Chow, Tommy W S

2017-09-01

Many methods have recently been proposed for subspace clustering, but they are often unable to handle incomplete data because of missing entries. Using matrix completion methods to recover missing entries is a common way to solve the problem. Conventional matrix completion methods require that the matrix should be of low-rank intrinsically, but most matrices are of high-rank or even full-rank in practice, especially when the number of subspaces is large. In this paper, a new method called Sparse Representation with Missing Entries and Matrix Completion is proposed to solve the problems of incomplete-data subspace clustering and high-rank matrix completion. The proposed algorithm alternately computes the matrix of sparse representation coefficients and recovers the missing entries of a data matrix. The proposed algorithm recovers missing entries through minimizing the representation coefficients, representation errors, and matrix rank. Thorough experimental study and comparative analysis based on synthetic data and natural images were conducted. The presented results demonstrate that the proposed algorithm is more effective in subspace clustering and matrix completion compared with other existing methods. Copyright © 2017 Elsevier Ltd. All rights reserved.

Efficient, massively parallel eigenvalue computation

NASA Technical Reports Server (NTRS)

Huo, Yan; Schreiber, Robert

1993-01-01

In numerical simulations of disordered electronic systems, one of the most common approaches is to diagonalize random Hamiltonian matrices and to study the eigenvalues and eigenfunctions of a single electron in the presence of a random potential. An effort to implement a matrix diagonalization routine for real symmetric dense matrices on massively parallel SIMD computers, the Maspar MP-1 and MP-2 systems, is described. Results of numerical tests and timings are also presented.

A density matrix-based method for the linear-scaling calculation of dynamic second- and third-order properties at the Hartree-Fock and Kohn-Sham density functional theory levels.

PubMed

Kussmann, Jörg; Ochsenfeld, Christian

2007-11-28

A density matrix-based time-dependent self-consistent field (D-TDSCF) method for the calculation of dynamic polarizabilities and first hyperpolarizabilities using the Hartree-Fock and Kohn-Sham density functional theory approaches is presented. The D-TDSCF method allows us to reduce the asymptotic scaling behavior of the computational effort from cubic to linear for systems with a nonvanishing band gap. The linear scaling is achieved by combining a density matrix-based reformulation of the TDSCF equations with linear-scaling schemes for the formation of Fock- or Kohn-Sham-type matrices. In our reformulation only potentially linear-scaling matrices enter the formulation and efficient sparse algebra routines can be employed. Furthermore, the corresponding formulas for the first hyperpolarizabilities are given in terms of zeroth- and first-order one-particle reduced density matrices according to Wigner's (2n+1) rule. The scaling behavior of our method is illustrated for first exemplary calculations with systems of up to 1011 atoms and 8899 basis functions.

Aztec user`s guide. Version 1

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

Hutchinson, S.A.; Shadid, J.N.; Tuminaro, R.S.

1995-10-01

Aztec is an iterative library that greatly simplifies the parallelization process when solving the linear systems of equations Ax = b where A is a user supplied n x n sparse matrix, b is a user supplied vector of length n and x is a vector of length n to be computed. Aztec is intended as a software tool for users who want to avoid cumbersome parallel programming details but who have large sparse linear systems which require an efficiently utilized parallel processing system. A collection of data transformation tools are provided that allow for easy creation of distributed sparsemore » unstructured matrices for parallel solution. Once the distributed matrix is created, computation can be performed on any of the parallel machines running Aztec: nCUBE 2, IBM SP2 and Intel Paragon, MPI platforms as well as standard serial and vector platforms. Aztec includes a number of Krylov iterative methods such as conjugate gradient (CG), generalized minimum residual (GMRES) and stabilized biconjugate gradient (BICGSTAB) to solve systems of equations. These Krylov methods are used in conjunction with various preconditioners such as polynomial or domain decomposition methods using LU or incomplete LU factorizations within subdomains. Although the matrix A can be general, the package has been designed for matrices arising from the approximation of partial differential equations (PDEs). In particular, the Aztec package is oriented toward systems arising from PDE applications.« less

Symmetrized density matrix renormalization group algorithm for low-lying excited states of conjugated carbon systems: Application to 1,12-benzoperylene and polychrysene

NASA Astrophysics Data System (ADS)

Prodhan, Suryoday; Ramasesha, S.

2018-05-01

The symmetry adapted density matrix renormalization group (SDMRG) technique has been an efficient method for studying low-lying eigenstates in one- and quasi-one-dimensional electronic systems. However, the SDMRG method had bottlenecks involving the construction of linearly independent symmetry adapted basis states as the symmetry matrices in the DMRG basis were not sparse. We have developed a modified algorithm to overcome this bottleneck. The new method incorporates end-to-end interchange symmetry (C2) , electron-hole symmetry (J ) , and parity or spin-flip symmetry (P ) in these calculations. The one-to-one correspondence between direct-product basis states in the DMRG Hilbert space for these symmetry operations renders the symmetry matrices in the new basis with maximum sparseness, just one nonzero matrix element per row. Using methods similar to those employed in the exact diagonalization technique for Pariser-Parr-Pople (PPP) models, developed in the 1980s, it is possible to construct orthogonal SDMRG basis states while bypassing the slow step of the Gram-Schmidt orthonormalization procedure. The method together with the PPP model which incorporates long-range electronic correlations is employed to study the correlated excited-state spectra of 1,12-benzoperylene and a narrow mixed graphene nanoribbon with a chrysene molecule as the building unit, comprising both zigzag and cove-edge structures.

beachmat: A Bioconductor C++ API for accessing high-throughput biological data from a variety of R matrix types

PubMed Central

Pagès, Hervé

2018-01-01

Biological experiments involving genomics or other high-throughput assays typically yield a data matrix that can be explored and analyzed using the R programming language with packages from the Bioconductor project. Improvements in the throughput of these assays have resulted in an explosion of data even from routine experiments, which poses a challenge to the existing computational infrastructure for statistical data analysis. For example, single-cell RNA sequencing (scRNA-seq) experiments frequently generate large matrices containing expression values for each gene in each cell, requiring sparse or file-backed representations for memory-efficient manipulation in R. These alternative representations are not easily compatible with high-performance C++ code used for computationally intensive tasks in existing R/Bioconductor packages. Here, we describe a C++ interface named beachmat, which enables agnostic data access from various matrix representations. This allows package developers to write efficient C++ code that is interoperable with dense, sparse and file-backed matrices, amongst others. We evaluated the performance of beachmat for accessing data from each matrix representation using both simulated and real scRNA-seq data, and defined a clear memory/speed trade-off to motivate the choice of an appropriate representation. We also demonstrate how beachmat can be incorporated into the code of other packages to drive analyses of a very large scRNA-seq data set. PMID:29723188

beachmat: A Bioconductor C++ API for accessing high-throughput biological data from a variety of R matrix types.

PubMed

Lun, Aaron T L; Pagès, Hervé; Smith, Mike L

2018-05-01

Biological experiments involving genomics or other high-throughput assays typically yield a data matrix that can be explored and analyzed using the R programming language with packages from the Bioconductor project. Improvements in the throughput of these assays have resulted in an explosion of data even from routine experiments, which poses a challenge to the existing computational infrastructure for statistical data analysis. For example, single-cell RNA sequencing (scRNA-seq) experiments frequently generate large matrices containing expression values for each gene in each cell, requiring sparse or file-backed representations for memory-efficient manipulation in R. These alternative representations are not easily compatible with high-performance C++ code used for computationally intensive tasks in existing R/Bioconductor packages. Here, we describe a C++ interface named beachmat, which enables agnostic data access from various matrix representations. This allows package developers to write efficient C++ code that is interoperable with dense, sparse and file-backed matrices, amongst others. We evaluated the performance of beachmat for accessing data from each matrix representation using both simulated and real scRNA-seq data, and defined a clear memory/speed trade-off to motivate the choice of an appropriate representation. We also demonstrate how beachmat can be incorporated into the code of other packages to drive analyses of a very large scRNA-seq data set.

Magnus integrators on multicore CPUs and GPUs

NASA Astrophysics Data System (ADS)

Auer, N.; Einkemmer, L.; Kandolf, P.; Ostermann, A.

2018-07-01

In the present paper we consider numerical methods to solve the discrete Schrödinger equation with a time dependent Hamiltonian (motivated by problems encountered in the study of spin systems). We will consider both short-range interactions, which lead to evolution equations involving sparse matrices, and long-range interactions, which lead to dense matrices. Both of these settings show very different computational characteristics. We use Magnus integrators for time integration and employ a framework based on Leja interpolation to compute the resulting action of the matrix exponential. We consider both traditional Magnus integrators (which are extensively used for these types of problems in the literature) as well as the recently developed commutator-free Magnus integrators and implement them on modern CPU and GPU (graphics processing unit) based systems. We find that GPUs can yield a significant speed-up (up to a factor of 10 in the dense case) for these types of problems. In the sparse case GPUs are only advantageous for large problem sizes and the achieved speed-ups are more modest. In most cases the commutator-free variant is superior but especially on the GPU this advantage is rather small. In fact, none of the advantage of commutator-free methods on GPUs (and on multi-core CPUs) is due to the elimination of commutators. This has important consequences for the design of more efficient numerical methods.

HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS.

PubMed

Fan, Jianqing; Liao, Yuan; Mincheva, Martina

2011-01-01

The variance covariance matrix plays a central role in the inferential theories of high dimensional factor models in finance and economics. Popular regularization methods of directly exploiting sparsity are not directly applicable to many financial problems. Classical methods of estimating the covariance matrices are based on the strict factor models, assuming independent idiosyncratic components. This assumption, however, is restrictive in practical applications. By assuming sparse error covariance matrix, we allow the presence of the cross-sectional correlation even after taking out common factors, and it enables us to combine the merits of both methods. We estimate the sparse covariance using the adaptive thresholding technique as in Cai and Liu (2011), taking into account the fact that direct observations of the idiosyncratic components are unavailable. The impact of high dimensionality on the covariance matrix estimation based on the factor structure is then studied.

Supercomputing on massively parallel bit-serial architectures

NASA Technical Reports Server (NTRS)

Iobst, Ken

1985-01-01

Research on the Goodyear Massively Parallel Processor (MPP) suggests that high-level parallel languages are practical and can be designed with powerful new semantics that allow algorithms to be efficiently mapped to the real machines. For the MPP these semantics include parallel/associative array selection for both dense and sparse matrices, variable precision arithmetic to trade accuracy for speed, micro-pipelined train broadcast, and conditional branching at the processing element (PE) control unit level. The preliminary design of a FORTRAN-like parallel language for the MPP has been completed and is being used to write programs to perform sparse matrix array selection, min/max search, matrix multiplication, Gaussian elimination on single bit arrays and other generic algorithms. A description is given of the MPP design. Features of the system and its operation are illustrated in the form of charts and diagrams.

Random matrix approach to cross correlations in financial data

NASA Astrophysics Data System (ADS)

Plerou, Vasiliki; Gopikrishnan, Parameswaran; Rosenow, Bernd; Amaral, Luís A.; Guhr, Thomas; Stanley, H. Eugene

2002-06-01

We analyze cross correlations between price fluctuations of different stocks using methods of random matrix theory (RMT). Using two large databases, we calculate cross-correlation matrices C of returns constructed from (i) 30-min returns of 1000 US stocks for the 2-yr period 1994-1995, (ii) 30-min returns of 881 US stocks for the 2-yr period 1996-1997, and (iii) 1-day returns of 422 US stocks for the 35-yr period 1962-1996. We test the statistics of the eigenvalues λi of C against a ``null hypothesis'' - a random correlation matrix constructed from mutually uncorrelated time series. We find that a majority of the eigenvalues of C fall within the RMT bounds [λ-,λ+] for the eigenvalues of random correlation matrices. We test the eigenvalues of C within the RMT bound for universal properties of random matrices and find good agreement with the results for the Gaussian orthogonal ensemble of random matrices-implying a large degree of randomness in the measured cross-correlation coefficients. Further, we find that the distribution of eigenvector components for the eigenvectors corresponding to the eigenvalues outside the RMT bound display systematic deviations from the RMT prediction. In addition, we find that these ``deviating eigenvectors'' are stable in time. We analyze the components of the deviating eigenvectors and find that the largest eigenvalue corresponds to an influence common to all stocks. Our analysis of the remaining deviating eigenvectors shows distinct groups, whose identities correspond to conventionally identified business sectors. Finally, we discuss applications to the construction of portfolios of stocks that have a stable ratio of risk to return.

High Angular Resolution Microwave Sensing with Large, Sparse, Random Arrays

DTIC Science & Technology

1983-11-01

RESEARCH AFOSR 82-0012 DTIC s" A6 19M UNIVERSITY of PENNSYLVANIA VALLEY FORGE RESEARCH CENTER THE MOORE SCHOOL OF ELECTRICAL ENGINEERING PHILADELPHIA...MICROWAVE SENSING WITH LARGE, SPARSE, RANDOM ARRAYS Final Scientific Report AIR FORCE OFFICE OF SCIENTIFIC RESEARCH AFOSR 82-0012 Valley Forge Research ...CONTROLLING OFFICE NAME AND ADDRESS 12. REPORT DATE Air Force Office of Scientific Research /NE Nov 1983 - . Bildin 41073. NUMBER Or PAG ES BOllinZ AFB, DIC

Quantum-inspired algorithm for estimating the permanent of positive semidefinite matrices

NASA Astrophysics Data System (ADS)

Chakhmakhchyan, L.; Cerf, N. J.; Garcia-Patron, R.

2017-08-01

We construct a quantum-inspired classical algorithm for computing the permanent of Hermitian positive semidefinite matrices by exploiting a connection between these mathematical structures and the boson sampling model. Specifically, the permanent of a Hermitian positive semidefinite matrix can be expressed in terms of the expected value of a random variable, which stands for a specific photon-counting probability when measuring a linear-optically evolved random multimode coherent state. Our algorithm then approximates the matrix permanent from the corresponding sample mean and is shown to run in polynomial time for various sets of Hermitian positive semidefinite matrices, achieving a precision that improves over known techniques. This work illustrates how quantum optics may benefit algorithm development.

A matrix contraction process

NASA Astrophysics Data System (ADS)

Wilkinson, Michael; Grant, John

2018-03-01

We consider a stochastic process in which independent identically distributed random matrices are multiplied and where the Lyapunov exponent of the product is positive. We continue multiplying the random matrices as long as the norm, ɛ, of the product is less than unity. If the norm is greater than unity we reset the matrix to a multiple of the identity and then continue the multiplication. We address the problem of determining the probability density function of the norm, \

Derivatives of random matrix characteristic polynomials with applications to elliptic curves

NASA Astrophysics Data System (ADS)

Snaith, N. C.

2005-12-01

The value distribution of derivatives of characteristic polynomials of matrices from SO(N) is calculated at the point 1, the symmetry point on the unit circle of the eigenvalues of these matrices. We consider subsets of matrices from SO(N) that are constrained to have at least n eigenvalues equal to 1 and investigate the first non-zero derivative of the characteristic polynomial at that point. The connection between the values of random matrix characteristic polynomials and values of L-functions in families has been well established. The motivation for this work is the expectation that through this connection with L-functions derived from families of elliptic curves, and using the Birch and Swinnerton-Dyer conjecture to relate values of the L-functions to the rank of elliptic curves, random matrix theory will be useful in probing important questions concerning these ranks.

Three-dimensional image authentication scheme using sparse phase information in double random phase encoded integral imaging.

PubMed

Yi, Faliu; Jeoung, Yousun; Moon, Inkyu

2017-05-20

In recent years, many studies have focused on authentication of two-dimensional (2D) images using double random phase encryption techniques. However, there has been little research on three-dimensional (3D) imaging systems, such as integral imaging, for 3D image authentication. We propose a 3D image authentication scheme based on a double random phase integral imaging method. All of the 2D elemental images captured through integral imaging are encrypted with a double random phase encoding algorithm and only partial phase information is reserved. All the amplitude and other miscellaneous phase information in the encrypted elemental images is discarded. Nevertheless, we demonstrate that 3D images from integral imaging can be authenticated at different depths using a nonlinear correlation method. The proposed 3D image authentication algorithm can provide enhanced information security because the decrypted 2D elemental images from the sparse phase cannot be easily observed by the naked eye. Additionally, using sparse phase images without any amplitude information can greatly reduce data storage costs and aid in image compression and data transmission.

Fast generation of sparse random kernel graphs

DOE PAGES

Hagberg, Aric; Lemons, Nathan; Du, Wen -Bo

2015-09-10

The development of kernel-based inhomogeneous random graphs has provided models that are flexible enough to capture many observed characteristics of real networks, and that are also mathematically tractable. We specify a class of inhomogeneous random graph models, called random kernel graphs, that produces sparse graphs with tunable graph properties, and we develop an efficient generation algorithm to sample random instances from this model. As real-world networks are usually large, it is essential that the run-time of generation algorithms scales better than quadratically in the number of vertices n. We show that for many practical kernels our algorithm runs in timemore » at most ο(n(logn)²). As an example, we show how to generate samples of power-law degree distribution graphs with tunable assortativity.« less

Computation of transform domain covariance matrices

NASA Technical Reports Server (NTRS)

Fino, B. J.; Algazi, V. R.

1975-01-01

It is often of interest in applications to compute the covariance matrix of a random process transformed by a fast unitary transform. Here, the recursive definition of fast unitary transforms is used to derive recursive relations for the covariance matrices of the transformed process. These relations lead to fast methods of computation of covariance matrices and to substantial reductions of the number of arithmetic operations required.

Intermittency and random matrices

NASA Astrophysics Data System (ADS)

Sokoloff, Dmitry; Illarionov, E. A.

2015-08-01

A spectacular phenomenon of intermittency, i.e. a progressive growth of higher statistical moments of a physical field excited by an instability in a random medium, attracted the attention of Zeldovich in the last years of his life. At that time, the mathematical aspects underlying the physical description of this phenomenon were still under development and relations between various findings in the field remained obscure. Contemporary results from the theory of the product of independent random matrices (the Furstenberg theory) allowed the elaboration of the phenomenon of intermittency in a systematic way. We consider applications of the Furstenberg theory to some problems in cosmology and dynamo theory.

Enhancing adaptive sparse grid approximations and improving refinement strategies using adjoint-based a posteriori error estimates

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

Jakeman, J.D., E-mail: jdjakem@sandia.gov; Wildey, T.

2015-01-01

In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the physical discretization error and the interpolation error in the sparse grid to enhance the sparse grid approximation and to drive adaptivity of the sparse grid. Utilizing these error estimates provides significantly more accurate functional values for random samples of the sparse grid approximation. We also demonstrate that alternative refinement strategies based upon a posteriori error estimates can lead to further increases in accuracy in the approximation over traditional hierarchicalmore » surplus based strategies. Throughout this paper we also provide and test a framework for balancing the physical discretization error with the stochastic interpolation error of the enhanced sparse grid approximation.« less

Reprint of "Two-stage sparse coding of region covariance via Log-Euclidean kernels to detect saliency".

PubMed

Zhang, Ying-Ying; Yang, Cai; Zhang, Ping

2017-08-01

In this paper, we present a novel bottom-up saliency detection algorithm from the perspective of covariance matrices on a Riemannian manifold. Each superpixel is described by a region covariance matrix on Riemannian Manifolds. We carry out a two-stage sparse coding scheme via Log-Euclidean kernels to extract salient objects efficiently. In the first stage, given background dictionary on image borders, sparse coding of each region covariance via Log-Euclidean kernels is performed. The reconstruction error on the background dictionary is regarded as the initial saliency of each superpixel. In the second stage, an improvement of the initial result is achieved by calculating reconstruction errors of the superpixels on foreground dictionary, which is extracted from the first stage saliency map. The sparse coding in the second stage is similar to the first stage, but is able to effectively highlight the salient objects uniformly from the background. Finally, three post-processing methods-highlight-inhibition function, context-based saliency weighting, and the graph cut-are adopted to further refine the saliency map. Experiments on four public benchmark datasets show that the proposed algorithm outperforms the state-of-the-art methods in terms of precision, recall and mean absolute error, and demonstrate the robustness and efficiency of the proposed method. Copyright © 2017 Elsevier Ltd. All rights reserved.

FPGA architecture and implementation of sparse matrix vector multiplication for the finite element method

NASA Astrophysics Data System (ADS)

Elkurdi, Yousef; Fernández, David; Souleimanov, Evgueni; Giannacopoulos, Dennis; Gross, Warren J.

2008-04-01

The Finite Element Method (FEM) is a computationally intensive scientific and engineering analysis tool that has diverse applications ranging from structural engineering to electromagnetic simulation. The trends in floating-point performance are moving in favor of Field-Programmable Gate Arrays (FPGAs), hence increasing interest has grown in the scientific community to exploit this technology. We present an architecture and implementation of an FPGA-based sparse matrix-vector multiplier (SMVM) for use in the iterative solution of large, sparse systems of equations arising from FEM applications. FEM matrices display specific sparsity patterns that can be exploited to improve the efficiency of hardware designs. Our architecture exploits FEM matrix sparsity structure to achieve a balance between performance and hardware resource requirements by relying on external SDRAM for data storage while utilizing the FPGAs computational resources in a stream-through systolic approach. The architecture is based on a pipelined linear array of processing elements (PEs) coupled with a hardware-oriented matrix striping algorithm and a partitioning scheme which enables it to process arbitrarily big matrices without changing the number of PEs in the architecture. Therefore, this architecture is only limited by the amount of external RAM available to the FPGA. The implemented SMVM-pipeline prototype contains 8 PEs and is clocked at 110 MHz obtaining a peak performance of 1.76 GFLOPS. For 8 GB/s of memory bandwidth typical of recent FPGA systems, this architecture can achieve 1.5 GFLOPS sustained performance. Using multiple instances of the pipeline, linear scaling of the peak and sustained performance can be achieved. Our stream-through architecture provides the added advantage of enabling an iterative implementation of the SMVM computation required by iterative solution techniques such as the conjugate gradient method, avoiding initialization time due to data loading and setup inside the FPGA internal memory.

Exploiting Multiple Levels of Parallelism in Sparse Matrix-Matrix Multiplication

DOE PAGES

Azad, Ariful; Ballard, Grey; Buluc, Aydin; ...

2016-11-08

Sparse matrix-matrix multiplication (or SpGEMM) is a key primitive for many high-performance graph algorithms as well as for some linear solvers, such as algebraic multigrid. The scaling of existing parallel implementations of SpGEMM is heavily bound by communication. Even though 3D (or 2.5D) algorithms have been proposed and theoretically analyzed in the flat MPI model on Erdös-Rényi matrices, those algorithms had not been implemented in practice and their complexities had not been analyzed for the general case. In this work, we present the first implementation of the 3D SpGEMM formulation that exploits multiple (intranode and internode) levels of parallelism, achievingmore » significant speedups over the state-of-the-art publicly available codes at all levels of concurrencies. We extensively evaluate our implementation and identify bottlenecks that should be subject to further research.« less

HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS

PubMed Central

Fan, Jianqing; Liao, Yuan; Mincheva, Martina

2012-01-01

The variance covariance matrix plays a central role in the inferential theories of high dimensional factor models in finance and economics. Popular regularization methods of directly exploiting sparsity are not directly applicable to many financial problems. Classical methods of estimating the covariance matrices are based on the strict factor models, assuming independent idiosyncratic components. This assumption, however, is restrictive in practical applications. By assuming sparse error covariance matrix, we allow the presence of the cross-sectional correlation even after taking out common factors, and it enables us to combine the merits of both methods. We estimate the sparse covariance using the adaptive thresholding technique as in Cai and Liu (2011), taking into account the fact that direct observations of the idiosyncratic components are unavailable. The impact of high dimensionality on the covariance matrix estimation based on the factor structure is then studied. PMID:22661790

Sequential Designs Based on Bayesian Uncertainty Quantification in Sparse Representation Surrogate Modeling

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

Chen, Ray -Bing; Wang, Weichung; Jeff Wu, C. F.

A numerical method, called OBSM, was recently proposed which employs overcomplete basis functions to achieve sparse representations. While the method can handle non-stationary response without the need of inverting large covariance matrices, it lacks the capability to quantify uncertainty in predictions. We address this issue by proposing a Bayesian approach which first imposes a normal prior on the large space of linear coefficients, then applies the MCMC algorithm to generate posterior samples for predictions. From these samples, Bayesian credible intervals can then be obtained to assess prediction uncertainty. A key application for the proposed method is the efficient construction ofmore » sequential designs. Several sequential design procedures with different infill criteria are proposed based on the generated posterior samples. As a result, numerical studies show that the proposed schemes are capable of solving problems of positive point identification, optimization, and surrogate fitting.« less

Multivariable frequency domain identification via 2-norm minimization

NASA Technical Reports Server (NTRS)

Bayard, David S.

1992-01-01

The author develops a computational approach to multivariable frequency domain identification, based on 2-norm minimization. In particular, a Gauss-Newton (GN) iteration is developed to minimize the 2-norm of the error between frequency domain data and a matrix fraction transfer function estimate. To improve the global performance of the optimization algorithm, the GN iteration is initialized using the solution to a particular sequentially reweighted least squares problem, denoted as the SK iteration. The least squares problems which arise from both the SK and GN iterations are shown to involve sparse matrices with identical block structure. A sparse matrix QR factorization method is developed to exploit the special block structure, and to efficiently compute the least squares solution. A numerical example involving the identification of a multiple-input multiple-output (MIMO) plant having 286 unknown parameters is given to illustrate the effectiveness of the algorithm.

Sequential Designs Based on Bayesian Uncertainty Quantification in Sparse Representation Surrogate Modeling

DOE PAGES

Chen, Ray -Bing; Wang, Weichung; Jeff Wu, C. F.

2017-04-12

A numerical method, called OBSM, was recently proposed which employs overcomplete basis functions to achieve sparse representations. While the method can handle non-stationary response without the need of inverting large covariance matrices, it lacks the capability to quantify uncertainty in predictions. We address this issue by proposing a Bayesian approach which first imposes a normal prior on the large space of linear coefficients, then applies the MCMC algorithm to generate posterior samples for predictions. From these samples, Bayesian credible intervals can then be obtained to assess prediction uncertainty. A key application for the proposed method is the efficient construction ofmore » sequential designs. Several sequential design procedures with different infill criteria are proposed based on the generated posterior samples. As a result, numerical studies show that the proposed schemes are capable of solving problems of positive point identification, optimization, and surrogate fitting.« less

Newmark-Beta-FDTD method for super-resolution analysis of time reversal waves

NASA Astrophysics Data System (ADS)

Shi, Sheng-Bing; Shao, Wei; Ma, Jing; Jin, Congjun; Wang, Xiao-Hua

2017-09-01

In this work, a new unconditionally stable finite-difference time-domain (FDTD) method with the split-field perfectly matched layer (PML) is proposed for the analysis of time reversal (TR) waves. The proposed method is very suitable for multiscale problems involving microstructures. The spatial and temporal derivatives in this method are discretized by the central difference technique and Newmark-Beta algorithm, respectively, and the derivation results in the calculation of a banded-sparse matrix equation. Since the coefficient matrix keeps unchanged during the whole simulation process, the lower-upper (LU) decomposition of the matrix needs to be performed only once at the beginning of the calculation. Moreover, the reverse Cuthill-Mckee (RCM) technique, an effective preprocessing technique in bandwidth compression of sparse matrices, is used to improve computational efficiency. The super-resolution focusing of TR wave propagation in two- and three-dimensional spaces is included to validate the accuracy and efficiency of the proposed method.

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

Carpenter, J.A.

This report is a sequel to ORNL/CSD-106 in the ongoing supplements to Professor A.S. Householder's KWIC Index for Numerical Algebra. Beginning with the previous supplement, the subject has been restricted to Numerical Linear Algebra, roughly characterized by the American Mathematical Society's classification sections 15 and 65F but with little coverage of infinite matrices, matrices over fields of characteristics other than zero, operator theory, optimization and those parts of matrix theory primarily combinatorial in nature. Some consideration is given to the uses of graph theory in Numerical Linear Algebra, particularly with respect to algorithms for sparse matrix computations. The period coveredmore » by this report is roughly the calendar year 1982 as measured by the appearance of the articles in the American Mathematical Society's Contents of Mathematical Publications lagging actual appearance dates by up to nearly half a year. The review citations are limited to the Mathematical Reviews (MR).« less

A progress report on estuary modeling by the finite-element method

USGS Publications Warehouse

Gray, William G.

1978-01-01

Various schemes are investigated for finite-element modeling of two-dimensional surface-water flows. The first schemes investigated combine finite-element spatial discretization with split-step time stepping schemes that have been found useful in finite-difference computations. Because of the large number of numerical integrations performed in space and the large sparse matrices solved, these finite-element schemes were found to be economically uncompetitive with finite-difference schemes. A very promising leapfrog scheme is proposed which, when combined with a novel very fast spatial integration procedure, eliminates the need to solve any matrices at all. Additional problems attacked included proper propagation of waves and proper specification of the normal flow-boundary condition. This report indicates work in progress and does not come to a definitive conclusion as to the best approach for finite-element modeling of surface-water problems. The results presented represent findings obtained between September 1973 and July 1976. (Woodard-USGS)

Locality preserving non-negative basis learning with graph embedding.

PubMed

Ghanbari, Yasser; Herrington, John; Gur, Ruben C; Schultz, Robert T; Verma, Ragini

2013-01-01

The high dimensionality of connectivity networks necessitates the development of methods identifying the connectivity building blocks that not only characterize the patterns of brain pathology but also reveal representative population patterns. In this paper, we present a non-negative component analysis framework for learning localized and sparse sub-network patterns of connectivity matrices by decomposing them into two sets of discriminative and reconstructive bases. In order to obtain components that are designed towards extracting population differences, we exploit the geometry of the population by using a graphtheoretical scheme that imposes locality-preserving properties as well as maintaining the underlying distance between distant nodes in the original and the projected space. The effectiveness of the proposed framework is demonstrated by applying it to two clinical studies using connectivity matrices derived from DTI to study a population of subjects with ASD, as well as a developmental study of structural brain connectivity that extracts gender differences.

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

Enhancing adaptive sparse grid approximations and improving refinement strategies using adjoint-based a posteriori error estimates

DOE PAGES

Jakeman, J. D.; Wildey, T.

2015-01-01

In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the interpolation error in the sparse grid to enhance the sparse grid approximation and to drive adaptivity. We show that utilizing these error estimates provides significantly more accurate functional values for random samples of the sparse grid approximation. We also demonstrate that alternative refinement strategies based upon a posteriori error estimates can lead to further increases in accuracy in the approximation over traditional hierarchical surplus based strategies. Throughout this papermore » we also provide and test a framework for balancing the physical discretization error with the stochastic interpolation error of the enhanced sparse grid approximation.« less

Multi-Source Cooperative Data Collection with a Mobile Sink for the Wireless Sensor Network.

PubMed

Han, Changcai; Yang, Jinsheng

2017-10-30

The multi-source cooperation integrating distributed low-density parity-check codes is investigated to jointly collect data from multiple sensor nodes to the mobile sink in the wireless sensor network. The one-round and two-round cooperative data collection schemes are proposed according to the moving trajectories of the sink node. Specifically, two sparse cooperation models are firstly formed based on geographical locations of sensor source nodes, the impairment of inter-node wireless channels and moving trajectories of the mobile sink. Then, distributed low-density parity-check codes are devised to match the directed graphs and cooperation matrices related with the cooperation models. In the proposed schemes, each source node has quite low complexity attributed to the sparse cooperation and the distributed processing. Simulation results reveal that the proposed cooperative data collection schemes obtain significant bit error rate performance and the two-round cooperation exhibits better performance compared with the one-round scheme. The performance can be further improved when more source nodes participate in the sparse cooperation. For the two-round data collection schemes, the performance is evaluated for the wireless sensor networks with different moving trajectories and the variant data sizes.

Multi-Source Cooperative Data Collection with a Mobile Sink for the Wireless Sensor Network

PubMed Central

Han, Changcai; Yang, Jinsheng

2017-01-01

The multi-source cooperation integrating distributed low-density parity-check codes is investigated to jointly collect data from multiple sensor nodes to the mobile sink in the wireless sensor network. The one-round and two-round cooperative data collection schemes are proposed according to the moving trajectories of the sink node. Specifically, two sparse cooperation models are firstly formed based on geographical locations of sensor source nodes, the impairment of inter-node wireless channels and moving trajectories of the mobile sink. Then, distributed low-density parity-check codes are devised to match the directed graphs and cooperation matrices related with the cooperation models. In the proposed schemes, each source node has quite low complexity attributed to the sparse cooperation and the distributed processing. Simulation results reveal that the proposed cooperative data collection schemes obtain significant bit error rate performance and the two-round cooperation exhibits better performance compared with the one-round scheme. The performance can be further improved when more source nodes participate in the sparse cooperation. For the two-round data collection schemes, the performance is evaluated for the wireless sensor networks with different moving trajectories and the variant data sizes. PMID:29084155

Finite-range Coulomb gas models of banded random matrices and quantum kicked rotors

NASA Astrophysics Data System (ADS)

Pandey, Akhilesh; Kumar, Avanish; Puri, Sanjay

2017-11-01

Dyson demonstrated an equivalence between infinite-range Coulomb gas models and classical random matrix ensembles for the study of eigenvalue statistics. We introduce finite-range Coulomb gas (FRCG) models via a Brownian matrix process, and study them analytically and by Monte Carlo simulations. These models yield new universality classes, and provide a theoretical framework for the study of banded random matrices (BRMs) and quantum kicked rotors (QKRs). We demonstrate that, for a BRM of bandwidth b and a QKR of chaos parameter α , the appropriate FRCG model has the effective range d =b2/N =α2/N , for large N matrix dimensionality. As d increases, there is a transition from Poisson to classical random matrix statistics.

Finite-range Coulomb gas models of banded random matrices and quantum kicked rotors.

PubMed

Pandey, Akhilesh; Kumar, Avanish; Puri, Sanjay

2017-11-01

Dyson demonstrated an equivalence between infinite-range Coulomb gas models and classical random matrix ensembles for the study of eigenvalue statistics. We introduce finite-range Coulomb gas (FRCG) models via a Brownian matrix process, and study them analytically and by Monte Carlo simulations. These models yield new universality classes, and provide a theoretical framework for the study of banded random matrices (BRMs) and quantum kicked rotors (QKRs). We demonstrate that, for a BRM of bandwidth b and a QKR of chaos parameter α, the appropriate FRCG model has the effective range d=b^{2}/N=α^{2}/N, for large N matrix dimensionality. As d increases, there is a transition from Poisson to classical random matrix statistics.

Computer-Access-Code Matrices

NASA Technical Reports Server (NTRS)

Collins, Earl R., Jr.

1990-01-01

Authorized users respond to changing challenges with changing passwords. Scheme for controlling access to computers defeats eavesdroppers and "hackers". Based on password system of challenge and password or sign, challenge, and countersign correlated with random alphanumeric codes in matrices of two or more dimensions. Codes stored on floppy disk or plug-in card and changed frequently. For even higher security, matrices of four or more dimensions used, just as cubes compounded into hypercubes in concurrent processing.

Exploiting sparsity and low-rank structure for the recovery of multi-slice breast MRIs with reduced sampling error.

PubMed

Yin, X X; Ng, B W-H; Ramamohanarao, K; Baghai-Wadji, A; Abbott, D

2012-09-01

It has been shown that, magnetic resonance images (MRIs) with sparsity representation in a transformed domain, e.g. spatial finite-differences (FD), or discrete cosine transform (DCT), can be restored from undersampled k-space via applying current compressive sampling theory. The paper presents a model-based method for the restoration of MRIs. The reduced-order model, in which a full-system-response is projected onto a subspace of lower dimensionality, has been used to accelerate image reconstruction by reducing the size of the involved linear system. In this paper, the singular value threshold (SVT) technique is applied as a denoising scheme to reduce and select the model order of the inverse Fourier transform image, and to restore multi-slice breast MRIs that have been compressively sampled in k-space. The restored MRIs with SVT for denoising show reduced sampling errors compared to the direct MRI restoration methods via spatial FD, or DCT. Compressive sampling is a technique for finding sparse solutions to underdetermined linear systems. The sparsity that is implicit in MRIs is to explore the solution to MRI reconstruction after transformation from significantly undersampled k-space. The challenge, however, is that, since some incoherent artifacts result from the random undersampling, noise-like interference is added to the image with sparse representation. These recovery algorithms in the literature are not capable of fully removing the artifacts. It is necessary to introduce a denoising procedure to improve the quality of image recovery. This paper applies a singular value threshold algorithm to reduce the model order of image basis functions, which allows further improvement of the quality of image reconstruction with removal of noise artifacts. The principle of the denoising scheme is to reconstruct the sparse MRI matrices optimally with a lower rank via selecting smaller number of dominant singular values. The singular value threshold algorithm is performed by minimizing the nuclear norm of difference between the sampled image and the recovered image. It has been illustrated that this algorithm improves the ability of previous image reconstruction algorithms to remove noise artifacts while significantly improving the quality of MRI recovery.

Development of an EMC3-EIRENE Synthetic Imaging Diagnostic

NASA Astrophysics Data System (ADS)

Meyer, William; Allen, Steve; Samuell, Cameron; Lore, Jeremy

2017-10-01

2D and 3D flow measurements are critical for validating numerical codes such as EMC3-EIRENE. Toroidal symmetry assumptions preclude tomographic reconstruction of 3D flows from single camera views. In addition, the resolution of the grids utilized in numerical code models can easily surpass the resolution of physical camera diagnostic geometries. For these reasons we have developed a Synthetic Imaging Diagnostic capability for forward projection comparisons of EMC3-EIRENE model solutions with the line integrated images from the Doppler Coherence Imaging diagnostic on DIII-D. The forward projection matrix is 2.8 Mpixel by 6.4 Mcells for the non-axisymmetric case we present. For flow comparisons, both simple line integral, and field aligned component matrices must be calculated. The calculation of these matrices is a massive embarrassingly parallel problem and performed with a custom dispatcher that allows processing platforms to join mid-problem as they become available, or drop out if resources are needed for higher priority tasks. The matrices are handled using standard sparse matrix techniques. Prepared by LLNL under Contract DE-AC52-07NA27344. This material is based upon work supported by the U.S. DOE, Office of Science, Office of Fusion Energy Sciences. LLNL-ABS-734800.

A weighted ℓ{sub 1}-minimization approach for sparse polynomial chaos expansions

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

Peng, Ji; Hampton, Jerrad; Doostan, Alireza, E-mail: alireza.doostan@colorado.edu

2014-06-15

This work proposes a method for sparse polynomial chaos (PC) approximation of high-dimensional stochastic functions based on non-adapted random sampling. We modify the standard ℓ{sub 1}-minimization algorithm, originally proposed in the context of compressive sampling, using a priori information about the decay of the PC coefficients, when available, and refer to the resulting algorithm as weightedℓ{sub 1}-minimization. We provide conditions under which we may guarantee recovery using this weighted scheme. Numerical tests are used to compare the weighted and non-weighted methods for the recovery of solutions to two differential equations with high-dimensional random inputs: a boundary value problem with amore » random elliptic operator and a 2-D thermally driven cavity flow with random boundary condition.« less

Simple techniques for improving deep neural network outcomes on commodity hardware

NASA Astrophysics Data System (ADS)

Colina, Nicholas Christopher A.; Perez, Carlos E.; Paraan, Francis N. C.

2017-08-01

We benchmark improvements in the performance of deep neural networks (DNN) on the MNIST data test upon imple-menting two simple modifications to the algorithm that have little overhead computational cost. First is GPU parallelization on a commodity graphics card, and second is initializing the DNN with random orthogonal weight matrices prior to optimization. Eigenspectra analysis of the weight matrices reveal that the initially orthogonal matrices remain nearly orthogonal after training. The probability distributions from which these orthogonal matrices are drawn are also shown to significantly affect the performance of these deep neural networks.

New distributed fusion filtering algorithm based on covariances over sensor networks with random packet dropouts

NASA Astrophysics Data System (ADS)

Caballero-Águila, R.; Hermoso-Carazo, A.; Linares-Pérez, J.

2017-07-01

This paper studies the distributed fusion estimation problem from multisensor measured outputs perturbed by correlated noises and uncertainties modelled by random parameter matrices. Each sensor transmits its outputs to a local processor over a packet-erasure channel and, consequently, random losses may occur during transmission. Different white sequences of Bernoulli variables are introduced to model the transmission losses. For the estimation, each lost output is replaced by its estimator based on the information received previously, and only the covariances of the processes involved are used, without requiring the signal evolution model. First, a recursive algorithm for the local least-squares filters is derived by using an innovation approach. Then, the cross-correlation matrices between any two local filters is obtained. Finally, the distributed fusion filter weighted by matrices is obtained from the local filters by applying the least-squares criterion. The performance of the estimators and the influence of both sensor uncertainties and transmission losses on the estimation accuracy are analysed in a numerical example.

Allowing for Correlations between Correlations in Random-Effects Meta-Analysis of Correlation Matrices

ERIC Educational Resources Information Center

Prevost, A. Toby; Mason, Dan; Griffin, Simon; Kinmonth, Ann-Louise; Sutton, Stephen; Spiegelhalter, David

2007-01-01

Practical meta-analysis of correlation matrices generally ignores covariances (and hence correlations) between correlation estimates. The authors consider various methods for allowing for covariances, including generalized least squares, maximum marginal likelihood, and Bayesian approaches, illustrated using a 6-dimensional response in a series of…

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

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.

Robustness-Based Design Optimization Under Data Uncertainty

NASA Technical Reports Server (NTRS)

Zaman, Kais; McDonald, Mark; Mahadevan, Sankaran; Green, Lawrence

2010-01-01

This paper proposes formulations and algorithms for design optimization under both aleatory (i.e., natural or physical variability) and epistemic uncertainty (i.e., imprecise probabilistic information), from the perspective of system robustness. The proposed formulations deal with epistemic uncertainty arising from both sparse and interval data without any assumption about the probability distributions of the random variables. A decoupled approach is proposed in this paper to un-nest the robustness-based design from the analysis of non-design epistemic variables to achieve computational efficiency. The proposed methods are illustrated for the upper stage design problem of a two-stage-to-orbit (TSTO) vehicle, where the information on the random design inputs are only available as sparse point and/or interval data. As collecting more data reduces uncertainty but increases cost, the effect of sample size on the optimality and robustness of the solution is also studied. A method is developed to determine the optimal sample size for sparse point data that leads to the solutions of the design problem that are least sensitive to variations in the input random variables.

Dimension from covariance matrices.

PubMed

Carroll, T L; Byers, J M

2017-02-01

We describe a method to estimate embedding dimension from a time series. This method includes an estimate of the probability that the dimension estimate is valid. Such validity estimates are not common in algorithms for calculating the properties of dynamical systems. The algorithm described here compares the eigenvalues of covariance matrices created from an embedded signal to the eigenvalues for a covariance matrix of a Gaussian random process with the same dimension and number of points. A statistical test gives the probability that the eigenvalues for the embedded signal did not come from the Gaussian random process.

Emergence of a spectral gap in a class of random matrices associated with split graphs

NASA Astrophysics Data System (ADS)

Bassler, Kevin E.; Zia, R. K. P.

2018-01-01

Motivated by the intriguing behavior displayed in a dynamic network that models a population of extreme introverts and extroverts (XIE), we consider the spectral properties of ensembles of random split graph adjacency matrices. We discover that, in general, a gap emerges in the bulk spectrum between -1 and 0 that contains a single eigenvalue. An analytic expression for the bulk distribution is derived and verified with numerical analysis. We also examine their relation to chiral ensembles, which are associated with bipartite graphs.

Characterizing and differentiating task-based and resting state fMRI signals via two-stage sparse representations.

PubMed

Zhang, Shu; Li, Xiang; Lv, Jinglei; Jiang, Xi; Guo, Lei; Liu, Tianming

2016-03-01

A relatively underexplored question in fMRI is whether there are intrinsic differences in terms of signal composition patterns that can effectively characterize and differentiate task-based or resting state fMRI (tfMRI or rsfMRI) signals. In this paper, we propose a novel two-stage sparse representation framework to examine the fundamental difference between tfMRI and rsfMRI signals. Specifically, in the first stage, the whole-brain tfMRI or rsfMRI signals of each subject were composed into a big data matrix, which was then factorized into a subject-specific dictionary matrix and a weight coefficient matrix for sparse representation. In the second stage, all of the dictionary matrices from both tfMRI/rsfMRI data across multiple subjects were composed into another big data-matrix, which was further sparsely represented by a cross-subjects common dictionary and a weight matrix. This framework has been applied on the recently publicly released Human Connectome Project (HCP) fMRI data and experimental results revealed that there are distinctive and descriptive atoms in the cross-subjects common dictionary that can effectively characterize and differentiate tfMRI and rsfMRI signals, achieving 100% classification accuracy. Moreover, our methods and results can be meaningfully interpreted, e.g., the well-known default mode network (DMN) activities can be recovered from the very noisy and heterogeneous aggregated big-data of tfMRI and rsfMRI signals across all subjects in HCP Q1 release.

Partial transpose of random quantum states: Exact formulas and meanders

NASA Astrophysics Data System (ADS)

Fukuda, Motohisa; Śniady, Piotr

2013-04-01

We investigate the asymptotic behavior of the empirical eigenvalues distribution of the partial transpose of a random quantum state. The limiting distribution was previously investigated via Wishart random matrices indirectly (by approximating the matrix of trace 1 by the Wishart matrix of random trace) and shown to be the semicircular distribution or the free difference of two free Poisson distributions, depending on how dimensions of the concerned spaces grow. Our use of Wishart matrices gives exact combinatorial formulas for the moments of the partial transpose of the random state. We find three natural asymptotic regimes in terms of geodesics on the permutation groups. Two of them correspond to the above two cases; the third one turns out to be a new matrix model for the meander polynomials. Moreover, we prove the convergence to the semicircular distribution together with its extreme eigenvalues under weaker assumptions, and show large deviation bound for the latter.

RANDOM MATRIX DIAGONALIZATION--A COMPUTER PROGRAM

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

Fuchel, K.; Greibach, R.J.; Porter, C.E.

A computer prograra is described which generates random matrices, diagonalizes them and sorts appropriately the resulting eigenvalues and eigenvector components. FAP and FORTRAN listings for the IBM 7090 computer are included. (auth)

Fine structure of spectral properties for random correlation matrices: An application to financial markets

NASA Astrophysics Data System (ADS)

Livan, Giacomo; Alfarano, Simone; Scalas, Enrico

2011-07-01

We study some properties of eigenvalue spectra of financial correlation matrices. In particular, we investigate the nature of the large eigenvalue bulks which are observed empirically, and which have often been regarded as a consequence of the supposedly large amount of noise contained in financial data. We challenge this common knowledge by acting on the empirical correlation matrices of two data sets with a filtering procedure which highlights some of the cluster structure they contain, and we analyze the consequences of such filtering on eigenvalue spectra. We show that empirically observed eigenvalue bulks emerge as superpositions of smaller structures, which in turn emerge as a consequence of cross correlations between stocks. We interpret and corroborate these findings in terms of factor models, and we compare empirical spectra to those predicted by random matrix theory for such models.

Evaluating the Flipped Classroom: A Randomized Controlled Trial

ERIC Educational Resources Information Center

Wozny, Nathan; Balser, Cary; Ives, Drew

2018-01-01

Despite recent interest in flipped classrooms, rigorous research evaluating their effectiveness is sparse. In this study, the authors implement a randomized controlled trial to evaluate the effect of a flipped classroom technique relative to a traditional lecture in an introductory undergraduate econometrics course. Random assignment enables the…

Salient Object Detection via Structured Matrix Decomposition.

PubMed

Peng, Houwen; Li, Bing; Ling, Haibin; Hu, Weiming; Xiong, Weihua; Maybank, Stephen J

2016-05-04

Low-rank recovery models have shown potential for salient object detection, where a matrix is decomposed into a low-rank matrix representing image background and a sparse matrix identifying salient objects. Two deficiencies, however, still exist. First, previous work typically assumes the elements in the sparse matrix are mutually independent, ignoring the spatial and pattern relations of image regions. Second, when the low-rank and sparse matrices are relatively coherent, e.g., when there are similarities between the salient objects and background or when the background is complicated, it is difficult for previous models to disentangle them. To address these problems, we propose a novel structured matrix decomposition model with two structural regularizations: (1) a tree-structured sparsity-inducing regularization that captures the image structure and enforces patches from the same object to have similar saliency values, and (2) a Laplacian regularization that enlarges the gaps between salient objects and the background in feature space. Furthermore, high-level priors are integrated to guide the matrix decomposition and boost the detection. We evaluate our model for salient object detection on five challenging datasets including single object, multiple objects and complex scene images, and show competitive results as compared with 24 state-of-the-art methods in terms of seven performance metrics.

A highly efficient approach to protein interactome mapping based on collaborative filtering framework.

PubMed

Luo, Xin; You, Zhuhong; Zhou, Mengchu; Li, Shuai; Leung, Hareton; Xia, Yunni; Zhu, Qingsheng

2015-01-09

The comprehensive mapping of protein-protein interactions (PPIs) is highly desired for one to gain deep insights into both fundamental cell biology processes and the pathology of diseases. Finely-set small-scale experiments are not only very expensive but also inefficient to identify numerous interactomes despite their high accuracy. High-throughput screening techniques enable efficient identification of PPIs; yet the desire to further extract useful knowledge from these data leads to the problem of binary interactome mapping. Network topology-based approaches prove to be highly efficient in addressing this problem; however, their performance deteriorates significantly on sparse putative PPI networks. Motivated by the success of collaborative filtering (CF)-based approaches to the problem of personalized-recommendation on large, sparse rating matrices, this work aims at implementing a highly efficient CF-based approach to binary interactome mapping. To achieve this, we first propose a CF framework for it. Under this framework, we model the given data into an interactome weight matrix, where the feature-vectors of involved proteins are extracted. With them, we design the rescaled cosine coefficient to model the inter-neighborhood similarity among involved proteins, for taking the mapping process. Experimental results on three large, sparse datasets demonstrate that the proposed approach outperforms several sophisticated topology-based approaches significantly.

A Highly Efficient Approach to Protein Interactome Mapping Based on Collaborative Filtering Framework

PubMed Central

Luo, Xin; You, Zhuhong; Zhou, Mengchu; Li, Shuai; Leung, Hareton; Xia, Yunni; Zhu, Qingsheng

2015-01-01

The comprehensive mapping of protein-protein interactions (PPIs) is highly desired for one to gain deep insights into both fundamental cell biology processes and the pathology of diseases. Finely-set small-scale experiments are not only very expensive but also inefficient to identify numerous interactomes despite their high accuracy. High-throughput screening techniques enable efficient identification of PPIs; yet the desire to further extract useful knowledge from these data leads to the problem of binary interactome mapping. Network topology-based approaches prove to be highly efficient in addressing this problem; however, their performance deteriorates significantly on sparse putative PPI networks. Motivated by the success of collaborative filtering (CF)-based approaches to the problem of personalized-recommendation on large, sparse rating matrices, this work aims at implementing a highly efficient CF-based approach to binary interactome mapping. To achieve this, we first propose a CF framework for it. Under this framework, we model the given data into an interactome weight matrix, where the feature-vectors of involved proteins are extracted. With them, we design the rescaled cosine coefficient to model the inter-neighborhood similarity among involved proteins, for taking the mapping process. Experimental results on three large, sparse datasets demonstrate that the proposed approach outperforms several sophisticated topology-based approaches significantly. PMID:25572661

A Highly Efficient Approach to Protein Interactome Mapping Based on Collaborative Filtering Framework

NASA Astrophysics Data System (ADS)

Luo, Xin; You, Zhuhong; Zhou, Mengchu; Li, Shuai; Leung, Hareton; Xia, Yunni; Zhu, Qingsheng

2015-01-01

The comprehensive mapping of protein-protein interactions (PPIs) is highly desired for one to gain deep insights into both fundamental cell biology processes and the pathology of diseases. Finely-set small-scale experiments are not only very expensive but also inefficient to identify numerous interactomes despite their high accuracy. High-throughput screening techniques enable efficient identification of PPIs; yet the desire to further extract useful knowledge from these data leads to the problem of binary interactome mapping. Network topology-based approaches prove to be highly efficient in addressing this problem; however, their performance deteriorates significantly on sparse putative PPI networks. Motivated by the success of collaborative filtering (CF)-based approaches to the problem of personalized-recommendation on large, sparse rating matrices, this work aims at implementing a highly efficient CF-based approach to binary interactome mapping. To achieve this, we first propose a CF framework for it. Under this framework, we model the given data into an interactome weight matrix, where the feature-vectors of involved proteins are extracted. With them, we design the rescaled cosine coefficient to model the inter-neighborhood similarity among involved proteins, for taking the mapping process. Experimental results on three large, sparse datasets demonstrate that the proposed approach outperforms several sophisticated topology-based approaches significantly.

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

Harnessing data structure for recovery of randomly missing structural vibration responses time history: Sparse representation versus low-rank structure

NASA Astrophysics Data System (ADS)

Yang, Yongchao; Nagarajaiah, Satish

2016-06-01

Randomly missing data of structural vibration responses time history often occurs in structural dynamics and health monitoring. For example, structural vibration responses are often corrupted by outliers or erroneous measurements due to sensor malfunction; in wireless sensing platforms, data loss during wireless communication is a common issue. Besides, to alleviate the wireless data sampling or communication burden, certain accounts of data are often discarded during sampling or before transmission. In these and other applications, recovery of the randomly missing structural vibration responses from the available, incomplete data, is essential for system identification and structural health monitoring; it is an ill-posed inverse problem, however. This paper explicitly harnesses the data structure itself-of the structural vibration responses-to address this (inverse) problem. What is relevant is an empirical, but often practically true, observation, that is, typically there are only few modes active in the structural vibration responses; hence a sparse representation (in frequency domain) of the single-channel data vector, or, a low-rank structure (by singular value decomposition) of the multi-channel data matrix. Exploiting such prior knowledge of data structure (intra-channel sparse or inter-channel low-rank), the new theories of ℓ1-minimization sparse recovery and nuclear-norm-minimization low-rank matrix completion enable recovery of the randomly missing or corrupted structural vibration response data. The performance of these two alternatives, in terms of recovery accuracy and computational time under different data missing rates, is investigated on a few structural vibration response data sets-the seismic responses of the super high-rise Canton Tower and the structural health monitoring accelerations of a real large-scale cable-stayed bridge. Encouraging results are obtained and the applicability and limitation of the presented methods are discussed.

Canny edge-based deformable image registration

NASA Astrophysics Data System (ADS)

Kearney, Vasant; Huang, Yihui; Mao, Weihua; Yuan, Baohong; Tang, Liping

2017-02-01

This work focuses on developing a 2D Canny edge-based deformable image registration (Canny DIR) algorithm to register in vivo white light images taken at various time points. This method uses a sparse interpolation deformation algorithm to sparsely register regions of the image with strong edge information. A stability criterion is enforced which removes regions of edges that do not deform in a smooth uniform manner. Using a synthetic mouse surface ground truth model, the accuracy of the Canny DIR algorithm was evaluated under axial rotation in the presence of deformation. The accuracy was also tested using fluorescent dye injections, which were then used for gamma analysis to establish a second ground truth. The results indicate that the Canny DIR algorithm performs better than rigid registration, intensity corrected Demons, and distinctive features for all evaluation matrices and ground truth scenarios. In conclusion Canny DIR performs well in the presence of the unique lighting and shading variations associated with white-light-based image registration.

Multitasking the Davidson algorithm for the large, sparse eigenvalue problem

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

Umar, V.M.; Fischer, C.F.

1989-01-01

The authors report how the Davidson algorithm, developed for handling the eigenvalue problem for large and sparse matrices arising in quantum chemistry, was modified for use in atomic structure calculations. To date these calculations have used traditional eigenvalue methods, which limit the range of feasible calculations because of their excessive memory requirements and unsatisfactory performance attributed to time-consuming and costly processing of zero valued elements. The replacement of a traditional matrix eigenvalue method by the Davidson algorithm reduced these limitations. Significant speedup was found, which varied with the size of the underlying problem and its sparsity. Furthermore, the range ofmore » matrix sizes that can be manipulated efficiently was expended by more than one order or magnitude. On the CRAY X-MP the code was vectorized and the importance of gather/scatter analyzed. A parallelized version of the algorithm obtained an additional 35% reduction in execution time. Speedup due to vectorization and concurrency was also measured on the Alliant FX/8.« less

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.

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.

HPC-NMF: A High-Performance Parallel Algorithm for Nonnegative Matrix Factorization

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

Kannan, Ramakrishnan; Sukumar, Sreenivas R.; Ballard, Grey M.

NMF is a useful tool for many applications in different domains such as topic modeling in text mining, background separation in video analysis, and community detection in social networks. Despite its popularity in the data mining community, there is a lack of efficient distributed algorithms to solve the problem for big data sets. We propose a high-performance distributed-memory parallel algorithm that computes the factorization by iteratively solving alternating non-negative least squares (NLS) subproblems formore » $$\\WW$$ and $$\\HH$$. It maintains the data and factor matrices in memory (distributed across processors), uses MPI for interprocessor communication, and, in the dense case, provably minimizes communication costs (under mild assumptions). As opposed to previous implementation, our algorithm is also flexible: It performs well for both dense and sparse matrices, and allows the user to choose any one of the multiple algorithms for solving the updates to low rank factors $$\\WW$$ and $$\\HH$$ within the alternating iterations.« less

A Partitioning Algorithm for Block-Diagonal Matrices With Overlap

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

Guy Antoine Atenekeng Kahou; Laura Grigori; Masha Sosonkina

2008-02-02

We present a graph partitioning algorithm that aims at partitioning a sparse matrix into a block-diagonal form, such that any two consecutive blocks overlap. We denote this form of the matrix as the overlapped block-diagonal matrix. The partitioned matrix is suitable for applying the explicit formulation of Multiplicative Schwarz preconditioner (EFMS) described in [3]. The graph partitioning algorithm partitions the graph of the input matrix into K partitions, such that every partition {Omega}{sub i} has at most two neighbors {Omega}{sub i-1} and {Omega}{sub i+1}. First, an ordering algorithm, such as the reverse Cuthill-McKee algorithm, that reduces the matrix profile ismore » performed. An initial overlapped block-diagonal partition is obtained from the profile of the matrix. An iterative strategy is then used to further refine the partitioning by allowing nodes to be transferred between neighboring partitions. Experiments are performed on matrices arising from real-world applications to show the feasibility and usefulness of this approach.« less

Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geostatistical Datasets.

PubMed

Datta, Abhirup; Banerjee, Sudipto; Finley, Andrew O; Gelfand, Alan E

2016-01-01

Spatial process models for analyzing geostatistical data entail computations that become prohibitive as the number of spatial locations become large. This article develops a class of highly scalable nearest-neighbor Gaussian process (NNGP) models to provide fully model-based inference for large geostatistical datasets. We establish that the NNGP is a well-defined spatial process providing legitimate finite-dimensional Gaussian densities with sparse precision matrices. We embed the NNGP as a sparsity-inducing prior within a rich hierarchical modeling framework and outline how computationally efficient Markov chain Monte Carlo (MCMC) algorithms can be executed without storing or decomposing large matrices. The floating point operations (flops) per iteration of this algorithm is linear in the number of spatial locations, thereby rendering substantial scalability. We illustrate the computational and inferential benefits of the NNGP over competing methods using simulation studies and also analyze forest biomass from a massive U.S. Forest Inventory dataset at a scale that precludes alternative dimension-reducing methods. Supplementary materials for this article are available online.

Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geostatistical Datasets

PubMed Central

Datta, Abhirup; Banerjee, Sudipto; Finley, Andrew O.; Gelfand, Alan E.

2018-01-01

Spatial process models for analyzing geostatistical data entail computations that become prohibitive as the number of spatial locations become large. This article develops a class of highly scalable nearest-neighbor Gaussian process (NNGP) models to provide fully model-based inference for large geostatistical datasets. We establish that the NNGP is a well-defined spatial process providing legitimate finite-dimensional Gaussian densities with sparse precision matrices. We embed the NNGP as a sparsity-inducing prior within a rich hierarchical modeling framework and outline how computationally efficient Markov chain Monte Carlo (MCMC) algorithms can be executed without storing or decomposing large matrices. The floating point operations (flops) per iteration of this algorithm is linear in the number of spatial locations, thereby rendering substantial scalability. We illustrate the computational and inferential benefits of the NNGP over competing methods using simulation studies and also analyze forest biomass from a massive U.S. Forest Inventory dataset at a scale that precludes alternative dimension-reducing methods. Supplementary materials for this article are available online. PMID:29720777

Towards the low-dose characterization of beam sensitive nanostructures via implementation of sparse image acquisition in scanning transmission electron microscopy

NASA Astrophysics Data System (ADS)

Hwang, Sunghwan; Han, Chang Wan; Venkatakrishnan, Singanallur V.; Bouman, Charles A.; Ortalan, Volkan

2017-04-01

Scanning transmission electron microscopy (STEM) has been successfully utilized to investigate atomic structure and chemistry of materials with atomic resolution. However, STEM’s focused electron probe with a high current density causes the electron beam damages including radiolysis and knock-on damage when the focused probe is exposed onto the electron-beam sensitive materials. Therefore, it is highly desirable to decrease the electron dose used in STEM for the investigation of biological/organic molecules, soft materials and nanomaterials in general. With the recent emergence of novel sparse signal processing theories, such as compressive sensing and model-based iterative reconstruction, possibilities of operating STEM under a sparse acquisition scheme to reduce the electron dose have been opened up. In this paper, we report our recent approach to implement a sparse acquisition in STEM mode executed by a random sparse-scan and a signal processing algorithm called model-based iterative reconstruction (MBIR). In this method, a small portion, such as 5% of randomly chosen unit sampling areas (i.e. electron probe positions), which corresponds to pixels of a STEM image, within the region of interest (ROI) of the specimen are scanned with an electron probe to obtain a sparse image. Sparse images are then reconstructed using the MBIR inpainting algorithm to produce an image of the specimen at the original resolution that is consistent with an image obtained using conventional scanning methods. Experimental results for down to 5% sampling show consistency with the full STEM image acquired by the conventional scanning method. Although, practical limitations of the conventional STEM instruments, such as internal delays of the STEM control electronics and the continuous electron gun emission, currently hinder to achieve the full potential of the sparse acquisition STEM in realizing the low dose imaging condition required for the investigation of beam-sensitive materials, the results obtained in our experiments demonstrate the sparse acquisition STEM imaging is potentially capable of reducing the electron dose by at least 20 times expanding the frontiers of our characterization capabilities for investigation of biological/organic molecules, polymers, soft materials and nanostructures in general.

Interferometric synthetic aperture radar phase unwrapping based on sparse Markov random fields by graph cuts

NASA Astrophysics Data System (ADS)

Zhou, Lifan; Chai, Dengfeng; Xia, Yu; Ma, Peifeng; Lin, Hui

2018-01-01

Phase unwrapping (PU) is one of the key processes in reconstructing the digital elevation model of a scene from its interferometric synthetic aperture radar (InSAR) data. It is known that two-dimensional (2-D) PU problems can be formulated as maximum a posteriori estimation of Markov random fields (MRFs). However, considering that the traditional MRF algorithm is usually defined on a rectangular grid, it fails easily if large parts of the wrapped data are dominated by noise caused by large low-coherence area or rapid-topography variation. A PU solution based on sparse MRF is presented to extend the traditional MRF algorithm to deal with sparse data, which allows the unwrapping of InSAR data dominated by high phase noise. To speed up the graph cuts algorithm for sparse MRF, we designed dual elementary graphs and merged them to obtain the Delaunay triangle graph, which is used to minimize the energy function efficiently. The experiments on simulated and real data, compared with other existing algorithms, both confirm the effectiveness of the proposed MRF approach, which suffers less from decorrelation effects caused by large low-coherence area or rapid-topography variation.

Optical image encryption using triplet of functions

NASA Astrophysics Data System (ADS)

Yatish; Fatima, Areeba; Nishchal, Naveen Kumar

2018-03-01

We propose an image encryption scheme that brings into play a technique using a triplet of functions to manipulate complex-valued functions. Optical cryptosystems using this method are an easier approach toward the ciphertext generation that avoids the use of holographic setup to record phase. The features of this method were shown in the context of double random phase encoding and phase-truncated Fourier transform-based cryptosystems using gyrator transform. In the first step, the complex function is split into two matrices. These matrices are separated, so they contain the real and imaginary parts. In the next step, these two matrices and a random distribution function are acted upon by one of the functions in the triplet. During decryption, the other two functions in the triplet help us retrieve the complex-valued function. The simulation results demonstrate the effectiveness of the proposed idea. To check the robustness of the proposed scheme, attack analyses were carried out.

Fluctuations of Wigner-type random matrices associated with symmetric spaces of class DIII and CI

NASA Astrophysics Data System (ADS)

Stolz, Michael

2018-02-01

Wigner-type randomizations of the tangent spaces of classical symmetric spaces can be thought of as ordinary Wigner matrices on which additional symmetries have been imposed. In particular, they fall within the scope of a framework, due to Schenker and Schulz-Baldes, for the study of fluctuations of Wigner matrices with additional dependencies among their entries. In this contribution, we complement the results of these authors by explicit calculations of the asymptotic covariances for symmetry classes DIII and CI and thus obtain explicit CLTs for these classes. On the technical level, the present work is an exercise in controlling the cumulative effect of systematically occurring sign factors in an involved sum of products by setting up a suitable combinatorial model for the summands. This aspect may be of independent interest. Research supported by Deutsche Forschungsgemeinschaft (DFG) via SFB 878.

Random On-Board Pixel Sampling (ROPS) X-Ray Camera

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

Wang, Zhehui; Iaroshenko, O.; Li, S.

Recent advances in compressed sensing theory and algorithms offer new possibilities for high-speed X-ray camera design. In many CMOS cameras, each pixel has an independent on-board circuit that includes an amplifier, noise rejection, signal shaper, an analog-to-digital converter (ADC), and optional in-pixel storage. When X-ray images are sparse, i.e., when one of the following cases is true: (a.) The number of pixels with true X-ray hits is much smaller than the total number of pixels; (b.) The X-ray information is redundant; or (c.) Some prior knowledge about the X-ray images exists, sparse sampling may be allowed. Here we first illustratemore » the feasibility of random on-board pixel sampling (ROPS) using an existing set of X-ray images, followed by a discussion about signal to noise as a function of pixel size. Next, we describe a possible circuit architecture to achieve random pixel access and in-pixel storage. The combination of a multilayer architecture, sparse on-chip sampling, and computational image techniques, is expected to facilitate the development and applications of high-speed X-ray camera technology.« less

GPU-accelerated Modeling and Element-free Reverse-time Migration with Gauss Points Partition

NASA Astrophysics Data System (ADS)

Zhen, Z.; Jia, X.

2014-12-01

Element-free method (EFM) has been applied to seismic modeling and migration. Compared with finite element method (FEM) and finite difference method (FDM), it is much cheaper and more flexible because only the information of the nodes and the boundary of the study area are required in computation. In the EFM, the number of Gauss points should be consistent with the number of model nodes; otherwise the accuracy of the intermediate coefficient matrices would be harmed. Thus when we increase the nodes of velocity model in order to obtain higher resolution, we find that the size of the computer's memory will be a bottleneck. The original EFM can deal with at most 81×81 nodes in the case of 2G memory, as tested by Jia and Hu (2006). In order to solve the problem of storage and computation efficiency, we propose a concept of Gauss points partition (GPP), and utilize the GPUs to improve the computation efficiency. Considering the characteristics of the Gaussian points, the GPP method doesn't influence the propagation of seismic wave in the velocity model. To overcome the time-consuming computation of the stiffness matrix (K) and the mass matrix (M), we also use the GPUs in our computation program. We employ the compressed sparse row (CSR) format to compress the intermediate sparse matrices and try to simplify the operations by solving the linear equations with the CULA Sparse's Conjugate Gradient (CG) solver instead of the linear sparse solver 'PARDISO'. It is observed that our strategy can significantly reduce the computational time of K and Mcompared with the algorithm based on CPU. The model tested is Marmousi model. The length of the model is 7425m and the depth is 2990m. We discretize the model with 595x298 nodes, 300x300 Gauss cells and 3x3 Gauss points in each cell. In contrast to the computational time of the conventional EFM, the GPUs-GPP approach can substantially improve the efficiency. The speedup ratio of time consumption of computing K, M is 120 and the speedup ratio time consumption of RTM is 11.5. At the same time, the accuracy of imaging is not harmed. Another advantage of the GPUs-GPP method is its easy applications in other numerical methods such as the FEM. Finally, in the GPUs-GPP method, the arrays require quite limited memory storage, which makes the method promising in dealing with large-scale 3D problems.

BCH codes for large IC random-access memory systems

NASA Technical Reports Server (NTRS)

Lin, S.; Costello, D. J., Jr.

1983-01-01

In this report some shortened BCH codes for possible applications to large IC random-access memory systems are presented. These codes are given by their parity-check matrices. Encoding and decoding of these codes are discussed.

Large leptonic Dirac CP phase from broken democracy with random perturbations

NASA Astrophysics Data System (ADS)

Ge, Shao-Feng; Kusenko, Alexander; Yanagida, Tsutomu T.

2018-06-01

A large value of the leptonic Dirac CP phase can arise from broken democracy, where the mass matrices are democratic up to small random perturbations. Such perturbations are a natural consequence of broken residual S3 symmetries that dictate the democratic mass matrices at leading order. With random perturbations, the leptonic Dirac CP phase has a higher probability to attain a value around ± π / 2. Comparing with the anarchy model, broken democracy can benefit from residual S3 symmetries, and it can produce much better, realistic predictions for the mass hierarchy, mixing angles, and Dirac CP phase in both quark and lepton sectors. Our approach provides a general framework for a class of models in which a residual symmetry determines the general features at leading order, and where, in the absence of other fundamental principles, the symmetry breaking appears in the form of random perturbations.

Sparsistency and Rates of Convergence in Large Covariance Matrix Estimation.

PubMed

Lam, Clifford; Fan, Jianqing

2009-01-01

This paper studies the sparsistency and rates of convergence for estimating sparse covariance and precision matrices based on penalized likelihood with nonconvex penalty functions. Here, sparsistency refers to the property that all parameters that are zero are actually estimated as zero with probability tending to one. Depending on the case of applications, sparsity priori may occur on the covariance matrix, its inverse or its Cholesky decomposition. We study these three sparsity exploration problems under a unified framework with a general penalty function. We show that the rates of convergence for these problems under the Frobenius norm are of order (s(n) log p(n)/n)(1/2), where s(n) is the number of nonzero elements, p(n) is the size of the covariance matrix and n is the sample size. This explicitly spells out the contribution of high-dimensionality is merely of a logarithmic factor. The conditions on the rate with which the tuning parameter λ(n) goes to 0 have been made explicit and compared under different penalties. As a result, for the L(1)-penalty, to guarantee the sparsistency and optimal rate of convergence, the number of nonzero elements should be small: sn'=O(pn) at most, among O(pn2) parameters, for estimating sparse covariance or correlation matrix, sparse precision or inverse correlation matrix or sparse Cholesky factor, where sn' is the number of the nonzero elements on the off-diagonal entries. On the other hand, using the SCAD or hard-thresholding penalty functions, there is no such a restriction.

Sparse graph regularization for robust crop mapping using hyperspectral remotely sensed imagery with very few in situ data

NASA Astrophysics Data System (ADS)

Xue, Zhaohui; Du, Peijun; Li, Jun; Su, Hongjun

2017-02-01

The generally limited availability of training data relative to the usually high data dimension pose a great challenge to accurate classification of hyperspectral imagery, especially for identifying crops characterized with highly correlated spectra. However, traditional parametric classification models are problematic due to the need of non-singular class-specific covariance matrices. In this research, a novel sparse graph regularization (SGR) method is presented, aiming at robust crop mapping using hyperspectral imagery with very few in situ data. The core of SGR lies in propagating labels from known data to unknown, which is triggered by: (1) the fraction matrix generated for the large unknown data by using an effective sparse representation algorithm with respect to the few training data serving as the dictionary; (2) the prediction function estimated for the few training data by formulating a regularization model based on sparse graph. Then, the labels of large unknown data can be obtained by maximizing the posterior probability distribution based on the two ingredients. SGR is more discriminative, data-adaptive, robust to noise, and efficient, which is unique with regard to previously proposed approaches and has high potentials in discriminating crops, especially when facing insufficient training data and high-dimensional spectral space. The study area is located at Zhangye basin in the middle reaches of Heihe watershed, Gansu, China, where eight crop types were mapped with Compact Airborne Spectrographic Imager (CASI) and Shortwave Infrared Airborne Spectrogrpahic Imager (SASI) hyperspectral data. Experimental results demonstrate that the proposed method significantly outperforms other traditional and state-of-the-art methods.

FINAL REPORT (MILESTONE DATE 9/30/11) FOR SUBCONTRACT NO. B594099 NUMERICAL METHODS FOR LARGE-SCALE DATA FACTORIZATION

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

De Sterck, H

2011-10-18

The following work has been performed by PI Hans De Sterck and graduate student Manda Winlaw for the required tasks 1-5 (as listed in the Statement of Work). Graduate student Manda Winlaw has visited LLNL January 31-March 11, 2011 and May 23-August 19, 2010, working with Van Henson and Mike O'Hara on non-negative matrix factorizations (NMF). She has investigated the dense subgraph clustering algorithm from 'Finding Dense Subgraphs for Sparse Undirected, Directed, and Bipartite Graphs' by Chen and Saad, testing this method on several term-document matrices and adapting it to cluster based on the rank of the subgraphs instead ofmore » the density. Manda Winlaw was awarded a first prize in the annual LLNL summer student poster competition for a poster on her NMF research. PI Hans De Sterck has developed a new adaptive algebraic multigrid algorithm for computing a few dominant or minimal singular triplets of sparse rectangular matrices. This work builds on adaptive algebraic multigrid methods that were further developed by the PI and collaborators (including Sanders and Henson) for Markov chains. The method also combines and extends existing multigrid algorithms for the symmetric eigenproblem. The PI has visited LLNL February 22-25, 2011, and has given a CASC seminar 'Algebraic Multigrid for the Singular Value Problem' on this work on February 23, 2011. During his visit, he has discussed this work and related topics with Van Henson, Geoffrey Sanders, Panayot Vassilevski, and others. He has tested the algorithm on PDE matrices and on a term-document matrix, with promising initial results. Manda Winlaw has also started to work, with O'Hara, on estimating probability distributions over undirected graph edges. The goal is to estimate probabilistic models from sets of undirected graph edges for the purpose of prediction, anomaly detection and support to supervised learning. Graduate student Manda Winlaw is writing a paper on the results obtained with O'Hara which will be submitted some time later in 2011 to a data mining conference. PI Hans De Sterck has developed a new optimization algorithm for canonical tensor approximation, formulating an extension of the nonlinear GMRES method to optimization problems. Numerical results for tensors with up to 8 modes show that this new method is efficient for sparse and dense tensors. He has written a paper on this which has been submitted to the SIAM Journal on Scientific Computing. PI Hans De Sterck has further developed his new optimization algorithm for canonical tensor approximation, formulating an extension in terms of steepest-descent preconditioning, which makes the approach generally applicable for nonlinear optimization. He has written a paper on this extension which has been submitted to Numerical Linear Algebra with Applications.« less

Sparse Representation for Color Image Restoration (PREPRINT)

DTIC Science & Technology

2006-10-01

as a universal denoiser of images, which learns the posterior from the given image in a way inspired by the Lempel - Ziv universal compression ...such as images, admit a sparse decomposition over a redundant dictionary leads to efficient algorithms for handling such sources of data . In...describe the data source. Such a model becomes paramount when developing algorithms for processing these signals. In this context, Markov-Random-Field

Hurwitz numbers and products of random matrices

NASA Astrophysics Data System (ADS)

Orlov, A. Yu.

2017-09-01

We study multimatrix models, which may be viewed as integrals of products of tau functions depending on the eigenvalues of products of random matrices. We consider tau functions of the two-component Kadomtsev-Petviashvili (KP) hierarchy (semi-infinite relativistic Toda lattice) and of the B-type KP (BKP) hierarchy introduced by Kac and van de Leur. Such integrals are sometimes tau functions themselves. We consider models that generate Hurwitz numbers HE,F, where E is the Euler characteristic of the base surface and F is the number of branch points. We show that in the case where the integrands contain the product of n > 2 matrices, the integral generates Hurwitz numbers with E ≤ 2 and F ≤ n+2. Both the numbers E and F depend both on n and on the order of the factors in the matrix product. The Euler characteristic E can be either an even or an odd number, i.e., it can match both orientable and nonorientable (Klein) base surfaces depending on the presence of the tau function of the BKP hierarchy in the integrand. We study two cases, the products of complex and the products of unitary matrices.

High-Dimensional Bayesian Geostatistics

PubMed Central

Banerjee, Sudipto

2017-01-01

With the growing capabilities of Geographic Information Systems (GIS) and user-friendly software, statisticians today routinely encounter geographically referenced data containing observations from a large number of spatial locations and time points. Over the last decade, hierarchical spatiotemporal process models have become widely deployed statistical tools for researchers to better understand the complex nature of spatial and temporal variability. However, fitting hierarchical spatiotemporal models often involves expensive matrix computations with complexity increasing in cubic order for the number of spatial locations and temporal points. This renders such models unfeasible for large data sets. This article offers a focused review of two methods for constructing well-defined highly scalable spatiotemporal stochastic processes. Both these processes can be used as “priors” for spatiotemporal random fields. The first approach constructs a low-rank process operating on a lower-dimensional subspace. The second approach constructs a Nearest-Neighbor Gaussian Process (NNGP) that ensures sparse precision matrices for its finite realizations. Both processes can be exploited as a scalable prior embedded within a rich hierarchical modeling framework to deliver full Bayesian inference. These approaches can be described as model-based solutions for big spatiotemporal datasets. The models ensure that the algorithmic complexity has ~ n floating point operations (flops), where n the number of spatial locations (per iteration). We compare these methods and provide some insight into their methodological underpinnings. PMID:29391920

High-Dimensional Bayesian Geostatistics.

PubMed

Banerjee, Sudipto

2017-06-01

With the growing capabilities of Geographic Information Systems (GIS) and user-friendly software, statisticians today routinely encounter geographically referenced data containing observations from a large number of spatial locations and time points. Over the last decade, hierarchical spatiotemporal process models have become widely deployed statistical tools for researchers to better understand the complex nature of spatial and temporal variability. However, fitting hierarchical spatiotemporal models often involves expensive matrix computations with complexity increasing in cubic order for the number of spatial locations and temporal points. This renders such models unfeasible for large data sets. This article offers a focused review of two methods for constructing well-defined highly scalable spatiotemporal stochastic processes. Both these processes can be used as "priors" for spatiotemporal random fields. The first approach constructs a low-rank process operating on a lower-dimensional subspace. The second approach constructs a Nearest-Neighbor Gaussian Process (NNGP) that ensures sparse precision matrices for its finite realizations. Both processes can be exploited as a scalable prior embedded within a rich hierarchical modeling framework to deliver full Bayesian inference. These approaches can be described as model-based solutions for big spatiotemporal datasets. The models ensure that the algorithmic complexity has ~ n floating point operations (flops), where n the number of spatial locations (per iteration). We compare these methods and provide some insight into their methodological underpinnings.

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

Distributed fiber sparse-wideband vibration sensing by sub-Nyquist additive random sampling

NASA Astrophysics Data System (ADS)

Zhang, Jingdong; Zheng, Hua; Zhu, Tao; Yin, Guolu; Liu, Min; Bai, Yongzhong; Qu, Dingrong; Qiu, Feng; Huang, Xianbing

2018-05-01

The round trip time of the light pulse limits the maximum detectable vibration frequency response range of phase-sensitive optical time domain reflectometry ({\\phi}-OTDR). Unlike the uniform laser pulse interval in conventional {\\phi}-OTDR, we randomly modulate the pulse interval, so that an equivalent sub-Nyquist additive random sampling (sNARS) is realized for every sensing point of the long interrogation fiber. For an {\\phi}-OTDR system with 10 km sensing length, the sNARS method is optimized by theoretical analysis and Monte Carlo simulation, and the experimental results verify that a wide-band spars signal can be identified and reconstructed. Such a method can broaden the vibration frequency response range of {\\phi}-OTDR, which is of great significance in sparse-wideband-frequency vibration signal detection, such as rail track monitoring and metal defect detection.

A new phase of disordered phonons modelled by random matrices

NASA Astrophysics Data System (ADS)

Schmittner, Sebastian; Zirnbauer, Martin

2015-03-01

Starting from the clean harmonic crystal and not invoking two-level systems, we propose a model for phonons in a disordered solid. In this model the strength of mass and spring constant disorder can be increased separately. Both types of disorder are modelled by random matrices that couple the degrees of freedom locally. Treated in coherent potential approximation (CPA), the speed of sound decreases with increasing disorder until it reaches zero at finite disorder strength. There, a critical transition to a strong disorder phase occurs. In this novel phase, we find the density of states at zero energy in three dimensions to be finite, leading to a linear temperature dependence of the heat capacity, as observed experimentally for vitreous systems. For any disorder strength, our model is stable, i.e. masses and spring constants are positive, and there are no runaway dynamics. This is ensured by using appropriate probability distributions, inspired by Wishart ensembles, for the random matrices. The CPA self-consistency equations are derived in a very accessible way using planar diagrams. The talk focuses on the model and the results. The first author acknowledges financial support by the Deutsche Telekom Stiftung.

Random matrix theory of singular values of rectangular complex matrices I: Exact formula of one-body distribution function in fixed-trace ensemble

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

Adachi, Satoshi; Toda, Mikito; Kubotani, Hiroto

The fixed-trace ensemble of random complex matrices is the fundamental model that excellently describes the entanglement in the quantum states realized in a coupled system by its strongly chaotic dynamical evolution [see H. Kubotani, S. Adachi, M. Toda, Phys. Rev. Lett. 100 (2008) 240501]. The fixed-trace ensemble fully takes into account the conservation of probability for quantum states. The present paper derives for the first time the exact analytical formula of the one-body distribution function of singular values of random complex matrices in the fixed-trace ensemble. The distribution function of singular values (i.e. Schmidt eigenvalues) of a quantum state ismore » so important since it describes characteristics of the entanglement in the state. The derivation of the exact analytical formula utilizes two recent achievements in mathematics, which appeared in 1990s. The first is the Kaneko theory that extends the famous Selberg integral by inserting a hypergeometric type weight factor into the integrand to obtain an analytical formula for the extended integral. The second is the Petkovsek-Wilf-Zeilberger theory that calculates definite hypergeometric sums in a closed form.« less

A random sampling approach for robust estimation of tissue-to-plasma ratio from extremely sparse data.

PubMed

Chu, Hui-May; Ette, Ene I

2005-09-02

his study was performed to develop a new nonparametric approach for the estimation of robust tissue-to-plasma ratio from extremely sparsely sampled paired data (ie, one sample each from plasma and tissue per subject). Tissue-to-plasma ratio was estimated from paired/unpaired experimental data using independent time points approach, area under the curve (AUC) values calculated with the naïve data averaging approach, and AUC values calculated using sampling based approaches (eg, the pseudoprofile-based bootstrap [PpbB] approach and the random sampling approach [our proposed approach]). The random sampling approach involves the use of a 2-phase algorithm. The convergence of the sampling/resampling approaches was investigated, as well as the robustness of the estimates produced by different approaches. To evaluate the latter, new data sets were generated by introducing outlier(s) into the real data set. One to 2 concentration values were inflated by 10% to 40% from their original values to produce the outliers. Tissue-to-plasma ratios computed using the independent time points approach varied between 0 and 50 across time points. The ratio obtained from AUC values acquired using the naive data averaging approach was not associated with any measure of uncertainty or variability. Calculating the ratio without regard to pairing yielded poorer estimates. The random sampling and pseudoprofile-based bootstrap approaches yielded tissue-to-plasma ratios with uncertainty and variability. However, the random sampling approach, because of the 2-phase nature of its algorithm, yielded more robust estimates and required fewer replications. Therefore, a 2-phase random sampling approach is proposed for the robust estimation of tissue-to-plasma ratio from extremely sparsely sampled data.

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

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

Moving target detection for frequency agility radar by sparse reconstruction

NASA Astrophysics Data System (ADS)

Quan, Yinghui; Li, YaChao; Wu, Yaojun; Ran, Lei; Xing, Mengdao; Liu, Mengqi

2016-09-01

Frequency agility radar, with randomly varied carrier frequency from pulse to pulse, exhibits superior performance compared to the conventional fixed carrier frequency pulse-Doppler radar against the electromagnetic interference. A novel moving target detection (MTD) method is proposed for the estimation of the target's velocity of frequency agility radar based on pulses within a coherent processing interval by using sparse reconstruction. Hardware implementation of orthogonal matching pursuit algorithm is executed on Xilinx Virtex-7 Field Programmable Gata Array (FPGA) to perform sparse optimization. Finally, a series of experiments are performed to evaluate the performance of proposed MTD method for frequency agility radar systems.

Moving target detection for frequency agility radar by sparse reconstruction.

PubMed

Quan, Yinghui; Li, YaChao; Wu, Yaojun; Ran, Lei; Xing, Mengdao; Liu, Mengqi

2016-09-01

Frequency agility radar, with randomly varied carrier frequency from pulse to pulse, exhibits superior performance compared to the conventional fixed carrier frequency pulse-Doppler radar against the electromagnetic interference. A novel moving target detection (MTD) method is proposed for the estimation of the target's velocity of frequency agility radar based on pulses within a coherent processing interval by using sparse reconstruction. Hardware implementation of orthogonal matching pursuit algorithm is executed on Xilinx Virtex-7 Field Programmable Gata Array (FPGA) to perform sparse optimization. Finally, a series of experiments are performed to evaluate the performance of proposed MTD method for frequency agility radar systems.

Fast Solution in Sparse LDA for Binary Classification

NASA Technical Reports Server (NTRS)

Moghaddam, Baback

2010-01-01

An algorithm that performs sparse linear discriminant analysis (Sparse-LDA) finds near-optimal solutions in far less time than the prior art when specialized to binary classification (of 2 classes). Sparse-LDA is a type of feature- or variable- selection problem with numerous applications in statistics, machine learning, computer vision, computational finance, operations research, and bio-informatics. Because of its combinatorial nature, feature- or variable-selection problems are NP-hard or computationally intractable in cases involving more than 30 variables or features. Therefore, one typically seeks approximate solutions by means of greedy search algorithms. The prior Sparse-LDA algorithm was a greedy algorithm that considered the best variable or feature to add/ delete to/ from its subsets in order to maximally discriminate between multiple classes of data. The present algorithm is designed for the special but prevalent case of 2-class or binary classification (e.g. 1 vs. 0, functioning vs. malfunctioning, or change versus no change). The present algorithm provides near-optimal solutions on large real-world datasets having hundreds or even thousands of variables or features (e.g. selecting the fewest wavelength bands in a hyperspectral sensor to do terrain classification) and does so in typical computation times of minutes as compared to days or weeks as taken by the prior art. Sparse LDA requires solving generalized eigenvalue problems for a large number of variable subsets (represented by the submatrices of the input within-class and between-class covariance matrices). In the general (fullrank) case, the amount of computation scales at least cubically with the number of variables and thus the size of the problems that can be solved is limited accordingly. However, in binary classification, the principal eigenvalues can be found using a special analytic formula, without resorting to costly iterative techniques. The present algorithm exploits this analytic form along with the inherent sequential nature of greedy search itself. Together this enables the use of highly-efficient partitioned-matrix-inverse techniques that result in large speedups of computation in both the forward-selection and backward-elimination stages of greedy algorithms in general.

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.

Performance analysis of distributed symmetric sparse matrix vector multiplication algorithm for multi-core architectures

DOE PAGES

Oryspayev, Dossay; Aktulga, Hasan Metin; Sosonkina, Masha; ...

2015-07-14

In this article, sparse matrix vector multiply (SpMVM) is an important kernel that frequently arises in high performance computing applications. Due to its low arithmetic intensity, several approaches have been proposed in literature to improve its scalability and efficiency in large scale computations. In this paper, our target systems are high end multi-core architectures and we use messaging passing interface + open multiprocessing hybrid programming model for parallelism. We analyze the performance of recently proposed implementation of the distributed symmetric SpMVM, originally developed for large sparse symmetric matrices arising in ab initio nuclear structure calculations. We also study important featuresmore » of this implementation and compare with previously reported implementations that do not exploit underlying symmetry. Our SpMVM implementations leverage the hybrid paradigm to efficiently overlap expensive communications with computations. Our main comparison criterion is the "CPU core hours" metric, which is the main measure of resource usage on supercomputers. We analyze the effects of topology-aware mapping heuristic using simplified network load model. Furthermore, we have tested the different SpMVM implementations on two large clusters with 3D Torus and Dragonfly topology. Our results show that the distributed SpMVM implementation that exploits matrix symmetry and hides communication yields the best value for the "CPU core hours" metric and significantly reduces data movement overheads.« less

Structure-preserving and rank-revealing QR-factorizations

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

Bischof, C.H.; Hansen, P.C.

1991-11-01

The rank-revealing QR-factorization (RRQR-factorization) is a special QR-factorization that is guaranteed to reveal the numerical rank of the matrix under consideration. This makes the RRQR-factorization a useful tool in the numerical treatment of many rank-deficient problems in numerical linear algebra. In this paper, a framework is presented for the efficient implementation of RRQR algorithms, in particular, for sparse matrices. A sparse RRQR-algorithm should seek to preserve the structure and sparsity of the matrix as much as possible while retaining the ability to capture safely the numerical rank. To this end, the paper proposes to compute an initial QR-factorization using amore » restricted pivoting strategy guarded by incremental condition estimation (ICE), and then applies the algorithm suggested by Chan and Foster to this QR-factorization. The column exchange strategy used in the initial QR factorization will exploit the fact that certain column exchanges do not change the sparsity structure, and compute a sparse QR-factorization that is a good approximation of the sought-after RRQR-factorization. Due to quantities produced by ICE, the Chan/Foster RRQR algorithm can be implemented very cheaply, thus verifying that the sought-after RRQR-factorization has indeed been computed. Experimental results on a model problem show that the initial QR-factorization is indeed very likely to produce RRQR-factorization.« less

Application of validation data for assessing spatial interpolation methods for 8-h ozone or other sparsely monitored constituents.

PubMed

Joseph, John; Sharif, Hatim O; Sunil, Thankam; Alamgir, Hasanat

2013-07-01

The adverse health effects of high concentrations of ground-level ozone are well-known, but estimating exposure is difficult due to the sparseness of urban monitoring networks. This sparseness discourages the reservation of a portion of the monitoring stations for validation of interpolation techniques precisely when the risk of overfitting is greatest. In this study, we test a variety of simple spatial interpolation techniques for 8-h ozone with thousands of randomly selected subsets of data from two urban areas with monitoring stations sufficiently numerous to allow for true validation. Results indicate that ordinary kriging with only the range parameter calibrated in an exponential variogram is the generally superior method, and yields reliable confidence intervals. Sparse data sets may contain sufficient information for calibration of the range parameter even if the Moran I p-value is close to unity. R script is made available to apply the methodology to other sparsely monitored constituents. Copyright © 2013 Elsevier Ltd. All rights reserved.

Temporal evolution of financial-market correlations.

PubMed

Fenn, Daniel J; Porter, Mason A; Williams, Stacy; McDonald, Mark; Johnson, Neil F; Jones, Nick S

2011-08-01

We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes contain structure that is incompatible with uncorrelated random price changes. We then identify the principal components of these correlation matrices and demonstrate that a small number of components accounts for a large proportion of the variability of the markets that we consider. We characterize the time-evolving relationships between the different assets by investigating the correlations between the asset price time series and principal components. Using this approach, we uncover notable changes that occurred in financial markets and identify the assets that were significantly affected by these changes. We show in particular that there was an increase in the strength of the relationships between several different markets following the 2007-2008 credit and liquidity crisis.

Temporal evolution of financial-market correlations

NASA Astrophysics Data System (ADS)

Fenn, Daniel J.; Porter, Mason A.; Williams, Stacy; McDonald, Mark; Johnson, Neil F.; Jones, Nick S.

2011-08-01

We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes contain structure that is incompatible with uncorrelated random price changes. We then identify the principal components of these correlation matrices and demonstrate that a small number of components accounts for a large proportion of the variability of the markets that we consider. We characterize the time-evolving relationships between the different assets by investigating the correlations between the asset price time series and principal components. Using this approach, we uncover notable changes that occurred in financial markets and identify the assets that were significantly affected by these changes. We show in particular that there was an increase in the strength of the relationships between several different markets following the 2007-2008 credit and liquidity crisis.

The performance of the Congruence Among Distance Matrices (CADM) test in phylogenetic analysis

PubMed Central

2011-01-01

Background CADM is a statistical test used to estimate the level of Congruence Among Distance Matrices. It has been shown in previous studies to have a correct rate of type I error and good power when applied to dissimilarity matrices and to ultrametric distance matrices. Contrary to most other tests of incongruence used in phylogenetic analysis, the null hypothesis of the CADM test assumes complete incongruence of the phylogenetic trees instead of congruence. In this study, we performed computer simulations to assess the type I error rate and power of the test. It was applied to additive distance matrices representing phylogenies and to genetic distance matrices obtained from nucleotide sequences of different lengths that were simulated on randomly generated trees of varying sizes, and under different evolutionary conditions. Results Our results showed that the test has an accurate type I error rate and good power. As expected, power increased with the number of objects (i.e., taxa), the number of partially or completely congruent matrices and the level of congruence among distance matrices. Conclusions Based on our results, we suggest that CADM is an excellent candidate to test for congruence and, when present, to estimate its level in phylogenomic studies where numerous genes are analysed simultaneously. PMID:21388552

Products of random matrices from fixed trace and induced Ginibre ensembles

NASA Astrophysics Data System (ADS)

Akemann, Gernot; Cikovic, Milan

2018-05-01

We investigate the microcanonical version of the complex induced Ginibre ensemble, by introducing a fixed trace constraint for its second moment. Like for the canonical Ginibre ensemble, its complex eigenvalues can be interpreted as a two-dimensional Coulomb gas, which are now subject to a constraint and a modified, collective confining potential. Despite the lack of determinantal structure in this fixed trace ensemble, we compute all its density correlation functions at finite matrix size and compare to a fixed trace ensemble of normal matrices, representing a different Coulomb gas. Our main tool of investigation is the Laplace transform, that maps back the fixed trace to the induced Ginibre ensemble. Products of random matrices have been used to study the Lyapunov and stability exponents for chaotic dynamical systems, where the latter are based on the complex eigenvalues of the product matrix. Because little is known about the universality of the eigenvalue distribution of such product matrices, we then study the product of m induced Ginibre matrices with a fixed trace constraint—which are clearly non-Gaussian—and M  ‑  m such Ginibre matrices without constraint. Using an m-fold inverse Laplace transform, we obtain a concise result for the spectral density of such a mixed product matrix at finite matrix size, for arbitrary fixed m and M. Very recently local and global universality was proven by the authors and their coworker for a more general, single elliptic fixed trace ensemble in the bulk of the spectrum. Here, we argue that the spectral density of mixed products is in the same universality class as the product of M independent induced Ginibre ensembles.

Noisy covariance matrices and portfolio optimization

NASA Astrophysics Data System (ADS)

Pafka, S.; Kondor, I.

2002-05-01

According to recent findings [#!bouchaud!#,#!stanley!#], empirical covariance matrices deduced from financial return series contain such a high amount of noise that, apart from a few large eigenvalues and the corresponding eigenvectors, their structure can essentially be regarded as random. In [#!bouchaud!#], e.g., it is reported that about 94% of the spectrum of these matrices can be fitted by that of a random matrix drawn from an appropriately chosen ensemble. In view of the fundamental role of covariance matrices in the theory of portfolio optimization as well as in industry-wide risk management practices, we analyze the possible implications of this effect. Simulation experiments with matrices having a structure such as described in [#!bouchaud!#,#!stanley!#] lead us to the conclusion that in the context of the classical portfolio problem (minimizing the portfolio variance under linear constraints) noise has relatively little effect. To leading order the solutions are determined by the stable, large eigenvalues, and the displacement of the solution (measured in variance) due to noise is rather small: depending on the size of the portfolio and on the length of the time series, it is of the order of 5 to 15%. The picture is completely different, however, if we attempt to minimize the variance under non-linear constraints, like those that arise e.g. in the problem of margin accounts or in international capital adequacy regulation. In these problems the presence of noise leads to a serious instability and a high degree of degeneracy of the solutions.

Multi-color incomplete Cholesky conjugate gradient methods for vector computers. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Poole, E. L.

1986-01-01

In this research, we are concerned with the solution on vector computers of linear systems of equations, Ax = b, where A is a larger, sparse symmetric positive definite matrix. We solve the system using an iterative method, the incomplete Cholesky conjugate gradient method (ICCG). We apply a multi-color strategy to obtain p-color matrices for which a block-oriented ICCG method is implemented on the CYBER 205. (A p-colored matrix is a matrix which can be partitioned into a pXp block matrix where the diagonal blocks are diagonal matrices). This algorithm, which is based on a no-fill strategy, achieves O(N/p) length vector operations in both the decomposition of A and in the forward and back solves necessary at each iteration of the method. We discuss the natural ordering of the unknowns as an ordering that minimizes the number of diagonals in the matrix and define multi-color orderings in terms of disjoint sets of the unknowns. We give necessary and sufficient conditions to determine which multi-color orderings of the unknowns correpond to p-color matrices. A performance model is given which is used both to predict execution time for ICCG methods and also to compare an ICCG method to conjugate gradient without preconditioning or another ICCG method. Results are given from runs on the CYBER 205 at NASA's Langley Research Center for four model problems.

Visual saliency detection based on in-depth analysis of sparse representation

NASA Astrophysics Data System (ADS)

Wang, Xin; Shen, Siqiu; Ning, Chen

2018-03-01

Visual saliency detection has been receiving great attention in recent years since it can facilitate a wide range of applications in computer vision. A variety of saliency models have been proposed based on different assumptions within which saliency detection via sparse representation is one of the newly arisen approaches. However, most existing sparse representation-based saliency detection methods utilize partial characteristics of sparse representation, lacking of in-depth analysis. Thus, they may have limited detection performance. Motivated by this, this paper proposes an algorithm for detecting visual saliency based on in-depth analysis of sparse representation. A number of discriminative dictionaries are first learned with randomly sampled image patches by means of inner product-based dictionary atom classification. Then, the input image is partitioned into many image patches, and these patches are classified into salient and nonsalient ones based on the in-depth analysis of sparse coding coefficients. Afterward, sparse reconstruction errors are calculated for the salient and nonsalient patch sets. By investigating the sparse reconstruction errors, the most salient atoms, which tend to be from the most salient region, are screened out and taken away from the discriminative dictionaries. Finally, an effective method is exploited for saliency map generation with the reduced dictionaries. Comprehensive evaluations on publicly available datasets and comparisons with some state-of-the-art approaches demonstrate the effectiveness of the proposed algorithm.

Functional Principal Component Analysis and Randomized Sparse Clustering Algorithm for Medical Image Analysis

PubMed Central

Lin, Nan; Jiang, Junhai; Guo, Shicheng; Xiong, Momiao

2015-01-01

Due to the advancement in sensor technology, the growing large medical image data have the ability to visualize the anatomical changes in biological tissues. As a consequence, the medical images have the potential to enhance the diagnosis of disease, the prediction of clinical outcomes and the characterization of disease progression. But in the meantime, the growing data dimensions pose great methodological and computational challenges for the representation and selection of features in image cluster analysis. To address these challenges, we first extend the functional principal component analysis (FPCA) from one dimension to two dimensions to fully capture the space variation of image the signals. The image signals contain a large number of redundant features which provide no additional information for clustering analysis. The widely used methods for removing the irrelevant features are sparse clustering algorithms using a lasso-type penalty to select the features. However, the accuracy of clustering using a lasso-type penalty depends on the selection of the penalty parameters and the threshold value. In practice, they are difficult to determine. Recently, randomized algorithms have received a great deal of attentions in big data analysis. This paper presents a randomized algorithm for accurate feature selection in image clustering analysis. The proposed method is applied to both the liver and kidney cancer histology image data from the TCGA database. The results demonstrate that the randomized feature selection method coupled with functional principal component analysis substantially outperforms the current sparse clustering algorithms in image cluster analysis. PMID:26196383

Sequentially switching cell assemblies in random inhibitory networks of spiking neurons in the striatum.

PubMed

Ponzi, Adam; Wickens, Jeff

2010-04-28

The striatum is composed of GABAergic medium spiny neurons with inhibitory collaterals forming a sparse random asymmetric network and receiving an excitatory glutamatergic cortical projection. Because the inhibitory collaterals are sparse and weak, their role in striatal network dynamics is puzzling. However, here we show by simulation of a striatal inhibitory network model composed of spiking neurons that cells form assemblies that fire in sequential coherent episodes and display complex identity-temporal spiking patterns even when cortical excitation is simply constant or fluctuating noisily. Strongly correlated large-scale firing rate fluctuations on slow behaviorally relevant timescales of hundreds of milliseconds are shown by members of the same assembly whereas members of different assemblies show strong negative correlation, and we show how randomly connected spiking networks can generate this activity. Cells display highly irregular spiking with high coefficients of variation, broadly distributed low firing rates, and interspike interval distributions that are consistent with exponentially tailed power laws. Although firing rates vary coherently on slow timescales, precise spiking synchronization is absent in general. Our model only requires the minimal but striatally realistic assumptions of sparse to intermediate random connectivity, weak inhibitory synapses, and sufficient cortical excitation so that some cells are depolarized above the firing threshold during up states. Our results are in good qualitative agreement with experimental studies, consistent with recently determined striatal anatomy and physiology, and support a new view of endogenously generated metastable state switching dynamics of the striatal network underlying its information processing operations.

Application of a lower-upper implicit scheme and an interactive grid generation for turbomachinery flow field simulations

NASA Technical Reports Server (NTRS)

Choo, Yung K.; Soh, Woo-Yung; Yoon, Seokkwan

1989-01-01

A finite-volume lower-upper (LU) implicit scheme is used to simulate an inviscid flow in a tubine cascade. This approximate factorization scheme requires only the inversion of sparse lower and upper triangular matrices, which can be done efficiently without extensive storage. As an implicit scheme it allows a large time step to reach the steady state. An interactive grid generation program (TURBO), which is being developed, is used to generate grids. This program uses the control point form of algebraic grid generation which uses a sparse collection of control points from which the shape and position of coordinate curves can be adjusted. A distinct advantage of TURBO compared with other grid generation programs is that it allows the easy change of local mesh structure without affecting the grid outside the domain of independence. Sample grids are generated by TURBO for a compressor rotor blade and a turbine cascade. The turbine cascade flow is simulated by using the LU implicit scheme on the grid generated by TURBO.

Comparison of Penalty Functions for Sparse Canonical Correlation Analysis

PubMed Central

Chalise, Prabhakar; Fridley, Brooke L.

2011-01-01

Canonical correlation analysis (CCA) is a widely used multivariate method for assessing the association between two sets of variables. However, when the number of variables far exceeds the number of subjects, such in the case of large-scale genomic studies, the traditional CCA method is not appropriate. In addition, when the variables are highly correlated the sample covariance matrices become unstable or undefined. To overcome these two issues, sparse canonical correlation analysis (SCCA) for multiple data sets has been proposed using a Lasso type of penalty. However, these methods do not have direct control over sparsity of solution. An additional step that uses Bayesian Information Criterion (BIC) has also been suggested to further filter out unimportant features. In this paper, a comparison of four penalty functions (Lasso, Elastic-net, SCAD and Hard-threshold) for SCCA with and without the BIC filtering step have been carried out using both real and simulated genotypic and mRNA expression data. This study indicates that the SCAD penalty with BIC filter would be a preferable penalty function for application of SCCA to genomic data. PMID:21984855

Low-rank network decomposition reveals structural characteristics of small-world networks

NASA Astrophysics Data System (ADS)

Barranca, Victor J.; Zhou, Douglas; Cai, David

2015-12-01

Small-world networks occur naturally throughout biological, technological, and social systems. With their prevalence, it is particularly important to prudently identify small-world networks and further characterize their unique connection structure with respect to network function. In this work we develop a formalism for classifying networks and identifying small-world structure using a decomposition of network connectivity matrices into low-rank and sparse components, corresponding to connections within clusters of highly connected nodes and sparse interconnections between clusters, respectively. We show that the network decomposition is independent of node indexing and define associated bounded measures of connectivity structure, which provide insight into the clustering and regularity of network connections. While many existing network characterizations rely on constructing benchmark networks for comparison or fail to describe the structural properties of relatively densely connected networks, our classification relies only on the intrinsic network structure and is quite robust with respect to changes in connection density, producing stable results across network realizations. Using this framework, we analyze several real-world networks and reveal new structural properties, which are often indiscernible by previously established characterizations of network connectivity.

An efficient gridding reconstruction method for multishot non-Cartesian imaging with correction of off-resonance artifacts.

PubMed

Meng, Yuguang; Lei, Hao

2010-06-01

An efficient iterative gridding reconstruction method with correction of off-resonance artifacts was developed, which is especially tailored for multiple-shot non-Cartesian imaging. The novelty of the method lies in that the transformation matrix for gridding (T) was constructed as the convolution of two sparse matrices, among which the former is determined by the sampling interval and the spatial distribution of the off-resonance frequencies and the latter by the sampling trajectory and the target grid in the Cartesian space. The resulting T matrix is also sparse and can be solved efficiently with the iterative conjugate gradient algorithm. It was shown that, with the proposed method, the reconstruction speed in multiple-shot non-Cartesian imaging can be improved significantly while retaining high reconstruction fidelity. More important, the method proposed allows tradeoff between the accuracy and the computation time of reconstruction, making customization of the use of such a method in different applications possible. The performance of the proposed method was demonstrated by numerical simulation and multiple-shot spiral imaging on rat brain at 4.7 T. (c) 2010 Wiley-Liss, Inc.

An Object-Oriented Collection of Minimum Degree Algorithms: Design, Implementation, and Experiences

NASA Technical Reports Server (NTRS)

Kumfert, Gary; Pothen, Alex

1999-01-01

The multiple minimum degree (MMD) algorithm and its variants have enjoyed 20+ years of research and progress in generating fill-reducing orderings for sparse, symmetric positive definite matrices. Although conceptually simple, efficient implementations of these algorithms are deceptively complex and highly specialized. In this case study, we present an object-oriented library that implements several recent minimum degree-like algorithms. We discuss how object-oriented design forces us to decompose these algorithms in a different manner than earlier codes and demonstrate how this impacts the flexibility and efficiency of our C++ implementation. We compare the performance of our code against other implementations in C or Fortran.

Symmetrical group theory for mathematical complexity reduction of digital holograms

NASA Astrophysics Data System (ADS)

Perez-Ramirez, A.; Guerrero-Juk, J.; Sanchez-Lara, R.; Perez-Ramirez, M.; Rodriguez-Blanco, M. A.; May-Alarcon, M.

2017-10-01

This work presents the use of mathematical group theory through an algorithm to reduce the multiplicative computational complexity in the process of creating digital holograms. An object is considered as a set of point sources using mathematical symmetry properties of both the core in the Fresnel integral and the image, where the image is modeled using group theory. This algorithm has multiplicative complexity equal to zero and an additive complexity ( k - 1) × N for the case of sparse matrices and binary images, where k is the number of pixels other than zero and N is the total points in the image.

Stability and stabilisation of a class of networked dynamic systems

NASA Astrophysics Data System (ADS)

Liu, H. B.; Wang, D. Q.

2018-04-01

We investigate the stability and stabilisation of a linear time invariant networked heterogeneous system with arbitrarily connected subsystems. A new linear matrix inequality based sufficient and necessary condition for the stability is derived, based on which the stabilisation is provided. The obtained conditions efficiently utilise the block-diagonal characteristic of system parameter matrices and the sparseness of subsystem connection matrix. Moreover, a sufficient condition only dependent on each individual subsystem is also presented for the stabilisation of the networked systems with a large scale. Numerical simulations show that these conditions are computationally valid in the analysis and synthesis of a large-scale networked system.

Peculiar spectral statistics of ensembles of trees and star-like graphs

NASA Astrophysics Data System (ADS)

Kovaleva, V.; Maximov, Yu; Nechaev, S.; Valba, O.

2017-07-01

In this paper we investigate the eigenvalue statistics of exponentially weighted ensembles of full binary trees and p-branching star graphs. We show that spectral densities of corresponding adjacency matrices demonstrate peculiar ultrametric structure inherent to sparse systems. In particular, the tails of the distribution for binary trees share the ‘Lifshitz singularity’ emerging in the one-dimensional localization, while the spectral statistics of p-branching star-like graphs is less universal, being strongly dependent on p. The hierarchical structure of spectra of adjacency matrices is interpreted as sets of resonance frequencies, that emerge in ensembles of fully branched tree-like systems, known as dendrimers. However, the relaxational spectrum is not determined by the cluster topology, but has rather the number-theoretic origin, reflecting the peculiarities of the rare-event statistics typical for one-dimensional systems with a quenched structural disorder. The similarity of spectral densities of an individual dendrimer and of an ensemble of linear chains with exponential distribution in lengths, demonstrates that dendrimers could be served as simple disorder-less toy models of one-dimensional systems with quenched disorder.

Peculiar spectral statistics of ensembles of trees and star-like graphs

DOE PAGES

Kovaleva, V.; Maximov, Yu; Nechaev, S.; ...

2017-07-11

In this paper we investigate the eigenvalue statistics of exponentially weighted ensembles of full binary trees and p-branching star graphs. We show that spectral densities of corresponding adjacency matrices demonstrate peculiar ultrametric structure inherent to sparse systems. In particular, the tails of the distribution for binary trees share the \\Lifshitz singularity" emerging in the onedimensional localization, while the spectral statistics of p-branching star-like graphs is less universal, being strongly dependent on p. The hierarchical structure of spectra of adjacency matrices is interpreted as sets of resonance frequencies, that emerge in ensembles of fully branched tree-like systems, known as dendrimers. However,more » the relaxational spectrum is not determined by the cluster topology, but has rather the number-theoretic origin, re ecting the peculiarities of the rare-event statistics typical for one-dimensional systems with a quenched structural disorder. The similarity of spectral densities of an individual dendrimer and of ensemble of linear chains with exponential distribution in lengths, demonstrates that dendrimers could be served as simple disorder-less toy models of one-dimensional systems with quenched disorder.« less

High-performance implementation of Chebyshev filter diagonalization for interior eigenvalue computations

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

Pieper, Andreas; Kreutzer, Moritz; Alvermann, Andreas, E-mail: alvermann@physik.uni-greifswald.de

2016-11-15

We study Chebyshev filter diagonalization as a tool for the computation of many interior eigenvalues of very large sparse symmetric matrices. In this technique the subspace projection onto the target space of wanted eigenvectors is approximated with filter polynomials obtained from Chebyshev expansions of window functions. After the discussion of the conceptual foundations of Chebyshev filter diagonalization we analyze the impact of the choice of the damping kernel, search space size, and filter polynomial degree on the computational accuracy and effort, before we describe the necessary steps towards a parallel high-performance implementation. Because Chebyshev filter diagonalization avoids the need formore » matrix inversion it can deal with matrices and problem sizes that are presently not accessible with rational function methods based on direct or iterative linear solvers. To demonstrate the potential of Chebyshev filter diagonalization for large-scale problems of this kind we include as an example the computation of the 10{sup 2} innermost eigenpairs of a topological insulator matrix with dimension 10{sup 9} derived from quantum physics applications.« less

Wavelets in electronic structure calculations

NASA Astrophysics Data System (ADS)

Modisette, Jason Perry

1997-09-01

Ab initio calculations of the electronic structure of bulk materials and large clusters are not possible on today's computers using current techniques. The storage and diagonalization of the Hamiltonian matrix are the limiting factors in both memory and execution time. The scaling of both quantities with problem size can be reduced by using approximate diagonalization or direct minimization of the total energy with respect to the density matrix in conjunction with a localized basis. Wavelet basis members are much more localized than conventional bases such as Gaussians or numerical atomic orbitals. This localization leads to sparse matrices of the operators that arise in SCF multi-electron calculations. We have investigated the construction of the one-electron Hamiltonian, and also the effective one- electron Hamiltonians that appear in density-functional and Hartree-Fock theories. We develop efficient methods for the generation of the kinetic energy and potential matrices, the Hartree and exchange potentials, and the local exchange-correlation potential of the LDA. Test calculations are performed on one-electron problems with a variety of potentials in one and three dimensions.

Peculiar spectral statistics of ensembles of trees and star-like graphs

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

Kovaleva, V.; Maximov, Yu; Nechaev, S.

In this paper we investigate the eigenvalue statistics of exponentially weighted ensembles of full binary trees and p-branching star graphs. We show that spectral densities of corresponding adjacency matrices demonstrate peculiar ultrametric structure inherent to sparse systems. In particular, the tails of the distribution for binary trees share the \\Lifshitz singularity" emerging in the onedimensional localization, while the spectral statistics of p-branching star-like graphs is less universal, being strongly dependent on p. The hierarchical structure of spectra of adjacency matrices is interpreted as sets of resonance frequencies, that emerge in ensembles of fully branched tree-like systems, known as dendrimers. However,more » the relaxational spectrum is not determined by the cluster topology, but has rather the number-theoretic origin, re ecting the peculiarities of the rare-event statistics typical for one-dimensional systems with a quenched structural disorder. The similarity of spectral densities of an individual dendrimer and of ensemble of linear chains with exponential distribution in lengths, demonstrates that dendrimers could be served as simple disorder-less toy models of one-dimensional systems with quenched disorder.« less

LSRN: A PARALLEL ITERATIVE SOLVER FOR STRONGLY OVER- OR UNDERDETERMINED SYSTEMS*

PubMed Central

Meng, Xiangrui; Saunders, Michael A.; Mahoney, Michael W.

2014-01-01

We describe a parallel iterative least squares solver named LSRN that is based on random normal projection. LSRN computes the min-length solution to minx∈ℝn ‖Ax − b‖2, where A ∈ ℝm × n with m ≫ n or m ≪ n, and where A may be rank-deficient. Tikhonov regularization may also be included. Since A is involved only in matrix-matrix and matrix-vector multiplications, it can be a dense or sparse matrix or a linear operator, and LSRN automatically speeds up when A is sparse or a fast linear operator. The preconditioning phase consists of a random normal projection, which is embarrassingly parallel, and a singular value decomposition of size ⌈γ min(m, n)⌉ × min(m, n), where γ is moderately larger than 1, e.g., γ = 2. We prove that the preconditioned system is well-conditioned, with a strong concentration result on the extreme singular values, and hence that the number of iterations is fully predictable when we apply LSQR or the Chebyshev semi-iterative method. As we demonstrate, the Chebyshev method is particularly efficient for solving large problems on clusters with high communication cost. Numerical results show that on a shared-memory machine, LSRN is very competitive with LAPACK’s DGELSD and a fast randomized least squares solver called Blendenpik on large dense problems, and it outperforms the least squares solver from SuiteSparseQR on sparse problems without sparsity patterns that can be exploited to reduce fill-in. Further experiments show that LSRN scales well on an Amazon Elastic Compute Cloud cluster. PMID:25419094

SMERFS: Stochastic Markov Evaluation of Random Fields on the Sphere

NASA Astrophysics Data System (ADS)

Creasey, Peter; Lang, Annika

2018-04-01

SMERFS (Stochastic Markov Evaluation of Random Fields on the Sphere) creates large realizations of random fields on the sphere. It uses a fast algorithm based on Markov properties and fast Fourier Transforms in 1d that generates samples on an n X n grid in O(n2 log n) and efficiently derives the necessary conditional covariance matrices.

Random matrices and the New York City subway system

NASA Astrophysics Data System (ADS)

Jagannath, Aukosh; Trogdon, Thomas

2017-09-01

We analyze subway arrival times in the New York City subway system. We find regimes where the gaps between trains are well modeled by (unitarily invariant) random matrix statistics and Poisson statistics. The departure from random matrix statistics is captured by the value of the Coulomb potential along the subway route. This departure becomes more pronounced as trains make more stops.

Evaluation of a Class of Simple and Effective Uncertainty Methods for Sparse Samples of Random Variables and Functions

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

Romero, Vicente; Bonney, Matthew; Schroeder, Benjamin

When very few samples of a random quantity are available from a source distribution of unknown shape, it is usually not possible to accurately infer the exact distribution from which the data samples come. Under-estimation of important quantities such as response variance and failure probabilities can result. For many engineering purposes, including design and risk analysis, we attempt to avoid under-estimation with a strategy to conservatively estimate (bound) these types of quantities -- without being overly conservative -- when only a few samples of a random quantity are available from model predictions or replicate experiments. This report examines a classmore » of related sparse-data uncertainty representation and inference approaches that are relatively simple, inexpensive, and effective. Tradeoffs between the methods' conservatism, reliability, and risk versus number of data samples (cost) are quantified with multi-attribute metrics use d to assess method performance for conservative estimation of two representative quantities: central 95% of response; and 10 -4 probability of exceeding a response threshold in a tail of the distribution. Each method's performance is characterized with 10,000 random trials on a large number of diverse and challenging distributions. The best method and number of samples to use in a given circumstance depends on the uncertainty quantity to be estimated, the PDF character, and the desired reliability of bounding the true value. On the basis of this large data base and study, a strategy is proposed for selecting the method and number of samples for attaining reasonable credibility levels in bounding these types of quantities when sparse samples of random variables or functions are available from experiments or simulations.« less

A compressed sensing X-ray camera with a multilayer architecture

NASA Astrophysics Data System (ADS)

Wang, Zhehui; Iaroshenko, O.; Li, S.; Liu, T.; Parab, N.; Chen, W. W.; Chu, P.; Kenyon, G. T.; Lipton, R.; Sun, K.-X.

2018-01-01

Recent advances in compressed sensing theory and algorithms offer new possibilities for high-speed X-ray camera design. In many CMOS cameras, each pixel has an independent on-board circuit that includes an amplifier, noise rejection, signal shaper, an analog-to-digital converter (ADC), and optional in-pixel storage. When X-ray images are sparse, i.e., when one of the following cases is true: (a.) The number of pixels with true X-ray hits is much smaller than the total number of pixels; (b.) The X-ray information is redundant; or (c.) Some prior knowledge about the X-ray images exists, sparse sampling may be allowed. Here we first illustrate the feasibility of random on-board pixel sampling (ROPS) using an existing set of X-ray images, followed by a discussion about signal to noise as a function of pixel size. Next, we describe a possible circuit architecture to achieve random pixel access and in-pixel storage. The combination of a multilayer architecture, sparse on-chip sampling, and computational image techniques, is expected to facilitate the development and applications of high-speed X-ray camera technology.

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

Forrester, Peter J., E-mail: p.forrester@ms.unimelb.edu.au; Thompson, Colin J.

The Golden-Thompson inequality, Tr (e{sup A+B}) ⩽ Tr (e{sup A}e{sup B}) for A, B Hermitian matrices, appeared in independent works by Golden and Thompson published in 1965. Both of these were motivated by considerations in statistical mechanics. In recent years the Golden-Thompson inequality has found applications to random matrix theory. In this article, we detail some historical aspects relating to Thompson's work, giving in particular a hitherto unpublished proof due to Dyson, and correspondence with Pólya. We show too how the 2 × 2 case relates to hyperbolic geometry, and how the original inequality holds true with the trace operation replaced bymore » any unitarily invariant norm. In relation to the random matrix applications, we review its use in the derivation of concentration type lemmas for sums of random matrices due to Ahlswede-Winter, and Oliveira, generalizing various classical results.« less

Ridit Analysis for Cooper-Harper and Other Ordinal Ratings for Sparse Data - A Distance-based Approach

DTIC Science & Technology

2016-09-01

is to fit empirical Beta distributions to observed data, and then to use a randomization approach to make inferences on the difference between...a Ridit analysis on the often sparse data sets in many Flying Qualities applicationsi. The method of this paper is to fit empirical Beta ...One such measure is the discrete- probability-distribution version of the (squared) ‘Hellinger Distance’ (Yang & Le Cam , 2000) 2(, ) = 1

Accelerating Convolutional Sparse Coding for Curvilinear Structures Segmentation by Refining SCIRD-TS Filter Banks.

PubMed

Annunziata, Roberto; Trucco, Emanuele

2016-11-01

Deep learning has shown great potential for curvilinear structure (e.g., retinal blood vessels and neurites) segmentation as demonstrated by a recent auto-context regression architecture based on filter banks learned by convolutional sparse coding. However, learning such filter banks is very time-consuming, thus limiting the amount of filters employed and the adaptation to other data sets (i.e., slow re-training). We address this limitation by proposing a novel acceleration strategy to speed-up convolutional sparse coding filter learning for curvilinear structure segmentation. Our approach is based on a novel initialisation strategy (warm start), and therefore it is different from recent methods improving the optimisation itself. Our warm-start strategy is based on carefully designed hand-crafted filters (SCIRD-TS), modelling appearance properties of curvilinear structures which are then refined by convolutional sparse coding. Experiments on four diverse data sets, including retinal blood vessels and neurites, suggest that the proposed method reduces significantly the time taken to learn convolutional filter banks (i.e., up to -82%) compared to conventional initialisation strategies. Remarkably, this speed-up does not worsen performance; in fact, filters learned with the proposed strategy often achieve a much lower reconstruction error and match or exceed the segmentation performance of random and DCT-based initialisation, when used as input to a random forest classifier.

Multiple scattering in planetary regoliths using first-order incoherent interactions

NASA Astrophysics Data System (ADS)

Muinonen, Karri; Markkanen, Johannes; Väisänen, Timo; Penttilä, Antti

2017-10-01

We consider scattering of light by a planetary regolith modeled using discrete random media of spherical particles. The size of the random medium can range from microscopic sizes of a few wavelengths to macroscopic sizes approaching infinity. The size of the particles is assumed to be of the order of the wavelength. We extend the numerical Monte Carlo method of radiative transfer and coherent backscattering (RT-CB) to the case of dense packing of particles. We adopt the ensemble-averaged first-order incoherent extinction, scattering, and absorption characteristics of a volume element of particles as input for the RT-CB. The volume element must be larger than the wavelength but smaller than the mean free path length of incoherent extinction. In the radiative transfer part, at each absorption and scattering process, we account for absorption with the help of the single-scattering albedo and peel off the Stokes parameters of radiation emerging from the medium in predefined scattering angles. We then generate a new scattering direction using the joint probability density for the local polar and azimuthal scattering angles. In the coherent backscattering part, we utilize amplitude scattering matrices along the radiative-transfer path and the reciprocal path, and utilize the reciprocity of electromagnetic waves to verify the computation. We illustrate the incoherent volume-element scattering characteristics and compare the dense-medium RT-CB to asymptotically exact results computed using the Superposition T-matrix method (STMM). We show that the dense-medium RT-CB compares favorably to the STMM results for the current cases of sparse and dense discrete random media studied. The novel method can be applied in modeling light scattering by the surfaces of asteroids and other airless solar system objects, including UV-Vis-NIR spectroscopy, photometry, polarimetry, and radar scattering problems.Acknowledgments. Research supported by European Research Council with Advanced Grant No. 320773 SAEMPL, Scattering and Absorption of ElectroMagnetic waves in ParticuLate media. Computational resources provided by CSC - IT Centre for Science Ltd, Finland.

A Geometrical Framework for Covariance Matrices of Continuous and Categorical Variables

ERIC Educational Resources Information Center

Vernizzi, Graziano; Nakai, Miki

2015-01-01

It is well known that a categorical random variable can be represented geometrically by a simplex. Accordingly, several measures of association between categorical variables have been proposed and discussed in the literature. Moreover, the standard definitions of covariance and correlation coefficient for continuous random variables have been…

Cure fraction model with random effects for regional variation in cancer survival.

PubMed

Seppä, Karri; Hakulinen, Timo; Kim, Hyon-Jung; Läärä, Esa

2010-11-30

Assessing regional differences in the survival of cancer patients is important but difficult when separate regions are small or sparsely populated. In this paper, we apply a mixture cure fraction model with random effects to cause-specific survival data of female breast cancer patients collected by the population-based Finnish Cancer Registry. Two sets of random effects were used to capture the regional variation in the cure fraction and in the survival of the non-cured patients, respectively. This hierarchical model was implemented in a Bayesian framework using a Metropolis-within-Gibbs algorithm. To avoid poor mixing of the Markov chain, when the variance of either set of random effects was close to zero, posterior simulations were based on a parameter-expanded model with tailor-made proposal distributions in Metropolis steps. The random effects allowed the fitting of the cure fraction model to the sparse regional data and the estimation of the regional variation in 10-year cause-specific breast cancer survival with a parsimonious number of parameters. Before 1986, the capital of Finland clearly stood out from the rest, but since then all the 21 hospital districts have achieved approximately the same level of survival. Copyright © 2010 John Wiley & Sons, Ltd.

Practical recipes for the model order reduction, dynamical simulation and compressive sampling of large-scale open quantum systems

NASA Astrophysics Data System (ADS)

Sidles, John A.; Garbini, Joseph L.; Harrell, Lee E.; Hero, Alfred O.; Jacky, Jonathan P.; Malcomb, Joseph R.; Norman, Anthony G.; Williamson, Austin M.

2009-06-01

Practical recipes are presented for simulating high-temperature and nonequilibrium quantum spin systems that are continuously measured and controlled. The notion of a spin system is broadly conceived, in order to encompass macroscopic test masses as the limiting case of large-j spins. The simulation technique has three stages: first the deliberate introduction of noise into the simulation, then the conversion of that noise into an equivalent continuous measurement and control process, and finally, projection of the trajectory onto state-space manifolds having reduced dimensionality and possessing a Kähler potential of multilinear algebraic form. These state-spaces can be regarded as ruled algebraic varieties upon which a projective quantum model order reduction (MOR) is performed. The Riemannian sectional curvature of ruled Kählerian varieties is analyzed, and proved to be non-positive upon all sections that contain a rule. These manifolds are shown to contain Slater determinants as a special case and their identity with Grassmannian varieties is demonstrated. The resulting simulation formalism is used to construct a positive P-representation for the thermal density matrix. Single-spin detection by magnetic resonance force microscopy (MRFM) is simulated, and the data statistics are shown to be those of a random telegraph signal with additive white noise. Larger-scale spin-dust models are simulated, having no spatial symmetry and no spatial ordering; the high-fidelity projection of numerically computed quantum trajectories onto low dimensionality Kähler state-space manifolds is demonstrated. The reconstruction of quantum trajectories from sparse random projections is demonstrated, the onset of Donoho-Stodden breakdown at the Candès-Tao sparsity limit is observed, a deterministic construction for sampling matrices is given and methods for quantum state optimization by Dantzig selection are given.

Correlations of RMT characteristic polynomials and integrability: Hermitean matrices

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

Osipov, Vladimir Al., E-mail: Vladimir.Osipov@uni-due.d; Kanzieper, Eugene, E-mail: Eugene.Kanzieper@hit.ac.i; Department of Physics of Complex Systems, Weizmann Institute of Science, Rehovot 76100

Integrable theory is formulated for correlation functions of characteristic polynomials associated with invariant non-Gaussian ensembles of Hermitean random matrices. By embedding the correlation functions of interest into a more general theory of {tau} functions, we (i) identify a zoo of hierarchical relations satisfied by {tau} functions in an abstract infinite-dimensional space and (ii) present a technology to translate these relations into hierarchically structured nonlinear differential equations describing the correlation functions of characteristic polynomials in the physical, spectral space. Implications of this formalism for fermionic, bosonic, and supersymmetric variations of zero-dimensional replica field theories are discussed at length. A particular emphasismore » is placed on the phenomenon of fermionic-bosonic factorisation of random-matrix-theory correlation functions.« less

A Note on Parameters of Random Substitutions by γ-Diagonal Matrices

NASA Astrophysics Data System (ADS)

Kang, Ju-Sung

Random substitutions are very useful and practical method for privacy-preserving schemes. In this paper we obtain the exact relationship between the estimation errors and three parameters used in the random substitutions, namely the privacy assurance metric γ, the total number n of data records, and the size N of transition matrix. We also demonstrate some simulations concerning the theoretical result.

Key-Generation Algorithms for Linear Piece In Hand Matrix Method

NASA Astrophysics Data System (ADS)

Tadaki, Kohtaro; Tsujii, Shigeo

The linear Piece In Hand (PH, for short) matrix method with random variables was proposed in our former work. It is a general prescription which can be applicable to any type of multivariate public-key cryptosystems for the purpose of enhancing their security. Actually, we showed, in an experimental manner, that the linear PH matrix method with random variables can certainly enhance the security of HFE against the Gröbner basis attack, where HFE is one of the major variants of multivariate public-key cryptosystems. In 1998 Patarin, Goubin, and Courtois introduced the plus method as a general prescription which aims to enhance the security of any given MPKC, just like the linear PH matrix method with random variables. In this paper we prove the equivalence between the plus method and the primitive linear PH matrix method, which is introduced by our previous work to explain the notion of the PH matrix method in general in an illustrative manner and not for a practical use to enhance the security of any given MPKC. Based on this equivalence, we show that the linear PH matrix method with random variables has the substantial advantage over the plus method with respect to the security enhancement. In the linear PH matrix method with random variables, the three matrices, including the PH matrix, play a central role in the secret-key and public-key. In this paper, we clarify how to generate these matrices and thus present two probabilistic polynomial-time algorithms to generate these matrices. In particular, the second one has a concise form, and is obtained as a byproduct of the proof of the equivalence between the plus method and the primitive linear PH matrix method.

Bézier B¯ projection

NASA Astrophysics Data System (ADS)

Miao, Di; Borden, Michael J.; Scott, Michael A.; Thomas, Derek C.

2018-06-01

In this paper we demonstrate the use of B\\'{e}zier projection to alleviate locking phenomena in structural mechanics applications of isogeometric analysis. Interpreting the well-known $\\bar{B}$ projection in two different ways we develop two formulations for locking problems in beams and nearly incompressible elastic solids. One formulation leads to a sparse symmetric symmetric system and the other leads to a sparse non-symmetric system. To demonstrate the utility of B\\'{e}zier projection for both geometry and material locking phenomena we focus on transverse shear locking in Timoshenko beams and volumetric locking in nearly compressible linear elasticity although the approach can be applied generally to other types of locking phenemona as well. B\\'{e}zier projection is a local projection technique with optimal approximation properties, which in many cases produces solutions that are comparable to global $L^2$ projection. In the context of $\\bar{B}$ methods, the use of B\\'ezier projection produces sparse stiffness matrices with only a slight increase in bandwidth when compared to standard displacement-based methods. Of particular importance is that the approach is applicable to any spline representation that can be written in B\\'ezier form like NURBS, T-splines, LR-splines, etc. We discuss in detail how to integrate this approach into an existing finite element framework with minimal disruption through the use of B\\'ezier extraction operators and a newly introduced dual basis for the B\\'{e}zierprojection operator. We then demonstrate the behavior of the two proposed formulations through several challenging benchmark problems.

Not all that glitters is RMT in the forecasting of risk of portfolios in the Brazilian stock market

NASA Astrophysics Data System (ADS)

Sandoval, Leonidas; Bortoluzzo, Adriana Bruscato; Venezuela, Maria Kelly

2014-09-01

Using stocks of the Brazilian stock exchange (BM&F-Bovespa), we build portfolios of stocks based on Markowitz's theory and test the predicted and realized risks. This is done using the correlation matrices between stocks, and also using Random Matrix Theory in order to clean such correlation matrices from noise. We also calculate correlation matrices using a regression model in order to remove the effect of common market movements and their cleaned versions using Random Matrix Theory. This is done for years of both low and high volatility of the Brazilian stock market, from 2004 to 2012. The results show that the use of regression to subtract the market effect on returns greatly increases the accuracy of the prediction of risk, and that, although the cleaning of the correlation matrix often leads to portfolios that better predict risks, in periods of high volatility of the market this procedure may fail to do so. The results may be used in the assessment of the true risks when one builds a portfolio of stocks during periods of crisis.

Kanerva's sparse distributed memory with multiple hamming thresholds

NASA Technical Reports Server (NTRS)

Pohja, Seppo; Kaski, Kimmo

1992-01-01

If the stored input patterns of Kanerva's Sparse Distributed Memory (SDM) are highly correlated, utilization of the storage capacity is very low compared to the case of uniformly distributed random input patterns. We consider a variation of SDM that has a better storage capacity utilization for correlated input patterns. This approach uses a separate selection threshold for each physical storage address or hard location. The selection of the hard locations for reading or writing can be done in parallel of which SDM implementations can benefit.

Revealing the microstructure of the giant component in random graph ensembles

NASA Astrophysics Data System (ADS)

Tishby, Ido; Biham, Ofer; Katzav, Eytan; Kühn, Reimer

2018-04-01

The microstructure of the giant component of the Erdős-Rényi network and other configuration model networks is analyzed using generating function methods. While configuration model networks are uncorrelated, the giant component exhibits a degree distribution which is different from the overall degree distribution of the network and includes degree-degree correlations of all orders. We present exact analytical results for the degree distributions as well as higher-order degree-degree correlations on the giant components of configuration model networks. We show that the degree-degree correlations are essential for the integrity of the giant component, in the sense that the degree distribution alone cannot guarantee that it will consist of a single connected component. To demonstrate the importance and broad applicability of these results, we apply them to the study of the distribution of shortest path lengths on the giant component, percolation on the giant component, and spectra of sparse matrices defined on the giant component. We show that by using the degree distribution on the giant component one obtains high quality results for these properties, which can be further improved by taking the degree-degree correlations into account. This suggests that many existing methods, currently used for the analysis of the whole network, can be adapted in a straightforward fashion to yield results conditioned on the giant component.

Asymmetric correlation matrices: an analysis of financial data

NASA Astrophysics Data System (ADS)

Livan, G.; Rebecchi, L.

2012-06-01

We analyse the spectral properties of correlation matrices between distinct statistical systems. Such matrices are intrinsically non-symmetric, and lend themselves to extend the spectral analyses usually performed on standard Pearson correlation matrices to the realm of complex eigenvalues. We employ some recent random matrix theory results on the average eigenvalue density of this type of matrix to distinguish between noise and non-trivial correlation structures, and we focus on financial data as a case study. Namely, we employ daily prices of stocks belonging to the American and British stock exchanges, and look for the emergence of correlations between two such markets in the eigenvalue spectrum of their non-symmetric correlation matrix. We find several non trivial results when considering time-lagged correlations over short lags, and we corroborate our findings by additionally studying the asymmetric correlation matrix of the principal components of our datasets.

Improved analysis of SP and CoSaMP under total perturbations

NASA Astrophysics Data System (ADS)

Li, Haifeng

2016-12-01

Practically, in the underdetermined model y= A x, where x is a K sparse vector (i.e., it has no more than K nonzero entries), both y and A could be totally perturbed. A more relaxed condition means less number of measurements are needed to ensure the sparse recovery from theoretical aspect. In this paper, based on restricted isometry property (RIP), for subspace pursuit (SP) and compressed sampling matching pursuit (CoSaMP), two relaxed sufficient conditions are presented under total perturbations to guarantee that the sparse vector x is recovered. Taking random matrix as measurement matrix, we also discuss the advantage of our condition. Numerical experiments validate that SP and CoSaMP can provide oracle-order recovery performance.

Multi-color incomplete Cholesky conjugate gradient methods for vector computers

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

Poole, E.L.

1986-01-01

This research is concerned with the solution on vector computers of linear systems of equations. Ax = b, where A is a large, sparse symmetric positive definite matrix with non-zero elements lying only along a few diagonals of the matrix. The system is solved using the incomplete Cholesky conjugate gradient method (ICCG). Multi-color orderings are used of the unknowns in the linear system to obtain p-color matrices for which a no-fill block ICCG method is implemented on the CYBER 205 with O(N/p) length vector operations in both the decomposition of A and, more importantly, in the forward and back solvesmore » necessary at each iteration of the method. (N is the number of unknowns and p is a small constant). A p-colored matrix is a matrix that can be partitioned into a p x p block matrix where the diagonal blocks are diagonal matrices. The matrix is stored by diagonals and matrix multiplication by diagonals is used to carry out the decomposition of A and the forward and back solves. Additionally, if the vectors across adjacent blocks line up, then some of the overhead associated with vector startups can be eliminated in the matrix vector multiplication necessary at each conjugate gradient iteration. Necessary and sufficient conditions are given to determine which multi-color orderings of the unknowns correspond to p-color matrices, and a process is indicated for choosing multi-color orderings.« less

Securing image information using double random phase encoding and parallel compressive sensing with updated sampling processes

NASA Astrophysics Data System (ADS)

Hu, Guiqiang; Xiao, Di; Wang, Yong; Xiang, Tao; Zhou, Qing

2017-11-01

Recently, a new kind of image encryption approach using compressive sensing (CS) and double random phase encoding has received much attention due to the advantages such as compressibility and robustness. However, this approach is found to be vulnerable to chosen plaintext attack (CPA) if the CS measurement matrix is re-used. Therefore, designing an efficient measurement matrix updating mechanism that ensures resistance to CPA is of practical significance. In this paper, we provide a novel solution to update the CS measurement matrix by altering the secret sparse basis with the help of counter mode operation. Particularly, the secret sparse basis is implemented by a reality-preserving fractional cosine transform matrix. Compared with the conventional CS-based cryptosystem that totally generates all the random entries of measurement matrix, our scheme owns efficiency superiority while guaranteeing resistance to CPA. Experimental and analysis results show that the proposed scheme has a good security performance and has robustness against noise and occlusion.

Random-Effects Models for Meta-Analytic Structural Equation Modeling: Review, Issues, and Illustrations

ERIC Educational Resources Information Center

Cheung, Mike W.-L.; Cheung, Shu Fai

2016-01-01

Meta-analytic structural equation modeling (MASEM) combines the techniques of meta-analysis and structural equation modeling for the purpose of synthesizing correlation or covariance matrices and fitting structural equation models on the pooled correlation or covariance matrix. Both fixed-effects and random-effects models can be defined in MASEM.…

Progress on a generalized coordinates tensor product finite element 3DPNS algorithm for subsonic

NASA Technical Reports Server (NTRS)

Baker, A. J.; Orzechowski, J. A.

1983-01-01

A generalized coordinates form of the penalty finite element algorithm for the 3-dimensional parabolic Navier-Stokes equations for turbulent subsonic flows was derived. This algorithm formulation requires only three distinct hypermatrices and is applicable using any boundary fitted coordinate transformation procedure. The tensor matrix product approximation to the Jacobian of the Newton linear algebra matrix statement was also derived. Tne Newton algorithm was restructured to replace large sparse matrix solution procedures with grid sweeping using alpha-block tridiagonal matrices, where alpha equals the number of dependent variables. Numerical experiments were conducted and the resultant data gives guidance on potentially preferred tensor product constructions for the penalty finite element 3DPNS algorithm.

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.

A sparse matrix algorithm on the Boolean vector machine

NASA Technical Reports Server (NTRS)

Wagner, Robert A.; Patrick, Merrell L.

1988-01-01

VLSI technology is being used to implement a prototype Boolean Vector Machine (BVM), which is a large network of very small processors with equally small memories that operate in SIMD mode; these use bit-serial arithmetic, and communicate via cube-connected cycles network. The BVM's bit-serial arithmetic and the small memories of individual processors are noted to compromise the system's effectiveness in large numerical problem applications. Attention is presently given to the implementation of a basic matrix-vector iteration algorithm for space matrices of the BVM, in order to generate over 1 billion useful floating-point operations/sec for this iteration algorithm. The algorithm is expressed in a novel language designated 'BVM'.

Iterative-method performance evaluation for multiple vectors associated with a large-scale sparse matrix

NASA Astrophysics Data System (ADS)

Imamura, Seigo; Ono, Kenji; Yokokawa, Mitsuo

2016-07-01

Ensemble computing, which is an instance of capacity computing, is an effective computing scenario for exascale parallel supercomputers. In ensemble computing, there are multiple linear systems associated with a common coefficient matrix. We improve the performance of iterative solvers for multiple vectors by solving them at the same time, that is, by solving for the product of the matrices. We implemented several iterative methods and compared their performance. The maximum performance on Sparc VIIIfx was 7.6 times higher than that of a naïve implementation. Finally, to deal with the different convergence processes of linear systems, we introduced a control method to eliminate the calculation of already converged vectors.

Performance effects of irregular communications patterns on massively parallel multiprocessors

NASA Technical Reports Server (NTRS)

Saltz, Joel; Petiton, Serge; Berryman, Harry; Rifkin, Adam

1991-01-01

A detailed study of the performance effects of irregular communications patterns on the CM-2 was conducted. The communications capabilities of the CM-2 were characterized under a variety of controlled conditions. In the process of carrying out the performance evaluation, extensive use was made of a parameterized synthetic mesh. In addition, timings with unstructured meshes generated for aerodynamic codes and a set of sparse matrices with banded patterns on non-zeroes were performed. This benchmarking suite stresses the communications capabilities of the CM-2 in a range of different ways. Benchmark results demonstrate that it is possible to make effective use of much of the massive concurrency available in the communications network.

The Use of Compressive Sensing to Reconstruct Radiation Characteristics of Wide-Band Antennas from Sparse Measurements

DTIC Science & Technology

2015-06-01

of uniform- versus nonuniform -pattern reconstruction, of transform function used, and of minimum randomly distributed measurements needed to...the radiation-frequency pattern’s reconstruction using uniform and nonuniform randomly distributed samples even though the pattern error manifests...5 Fig. 3 The nonuniform compressive-sensing reconstruction of the radiation

A compressed sensing X-ray camera with a multilayer architecture

DOE PAGES

Wang, Zhehui; Laroshenko, O.; Li, S.; ...

2018-01-25

Recent advances in compressed sensing theory and algorithms offer new possibilities for high-speed X-ray camera design. In many CMOS cameras, each pixel has an independent on-board circuit that includes an amplifier, noise rejection, signal shaper, an analog-to-digital converter (ADC), and optional in-pixel storage. When X-ray images are sparse, i.e., when one of the following cases is true: (a.) The number of pixels with true X-ray hits is much smaller than the total number of pixels; (b.) The X-ray information is redundant; or (c.) Some prior knowledge about the X-ray images exists, sparse sampling may be allowed. In this work, wemore » first illustrate the feasibility of random on-board pixel sampling (ROPS) using an existing set of X-ray images, followed by a discussion about signal to noise as a function of pixel size. Next, we describe a possible circuit architecture to achieve random pixel access and in-pixel storage. The combination of a multilayer architecture, sparse on-chip sampling, and computational image techniques, is expected to facilitate the development and applications of high-speed X-ray camera technology.« less

Regression-based adaptive sparse polynomial dimensional decomposition for sensitivity analysis

NASA Astrophysics Data System (ADS)

Tang, Kunkun; Congedo, Pietro; Abgrall, Remi

2014-11-01

Polynomial dimensional decomposition (PDD) is employed in this work for global sensitivity analysis and uncertainty quantification of stochastic systems subject to a large number of random input variables. Due to the intimate structure between PDD and Analysis-of-Variance, PDD is able to provide simpler and more direct evaluation of the Sobol' sensitivity indices, when compared to polynomial chaos (PC). Unfortunately, the number of PDD terms grows exponentially with respect to the size of the input random vector, which makes the computational cost of the standard method unaffordable for real engineering applications. In order to address this problem of curse of dimensionality, this work proposes a variance-based adaptive strategy aiming to build a cheap meta-model by sparse-PDD with PDD coefficients computed by regression. During this adaptive procedure, the model representation by PDD only contains few terms, so that the cost to resolve repeatedly the linear system of the least-square regression problem is negligible. The size of the final sparse-PDD representation is much smaller than the full PDD, since only significant terms are eventually retained. Consequently, a much less number of calls to the deterministic model is required to compute the final PDD coefficients.

An embedded system for face classification in infrared video using sparse representation

NASA Astrophysics Data System (ADS)

Saavedra M., Antonio; Pezoa, Jorge E.; Zarkesh-Ha, Payman; Figueroa, Miguel

2017-09-01

We propose a platform for robust face recognition in Infrared (IR) images using Compressive Sensing (CS). In line with CS theory, the classification problem is solved using a sparse representation framework, where test images are modeled by means of a linear combination of the training set. Because the training set constitutes an over-complete dictionary, we identify new images by finding their sparsest representation based on the training set, using standard l1-minimization algorithms. Unlike conventional face-recognition algorithms, we feature extraction is performed using random projections with a precomputed binary matrix, as proposed in the CS literature. This random sampling reduces the effects of noise and occlusions such as facial hair, eyeglasses, and disguises, which are notoriously challenging in IR images. Thus, the performance of our framework is robust to these noise and occlusion factors, achieving an average accuracy of approximately 90% when the UCHThermalFace database is used for training and testing purposes. We implemented our framework on a high-performance embedded digital system, where the computation of the sparse representation of IR images was performed by a dedicated hardware using a deeply pipelined architecture on an Field-Programmable Gate Array (FPGA).

A compressed sensing X-ray camera with a multilayer architecture

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

Wang, Zhehui; Laroshenko, O.; Li, S.

Recent advances in compressed sensing theory and algorithms offer new possibilities for high-speed X-ray camera design. In many CMOS cameras, each pixel has an independent on-board circuit that includes an amplifier, noise rejection, signal shaper, an analog-to-digital converter (ADC), and optional in-pixel storage. When X-ray images are sparse, i.e., when one of the following cases is true: (a.) The number of pixels with true X-ray hits is much smaller than the total number of pixels; (b.) The X-ray information is redundant; or (c.) Some prior knowledge about the X-ray images exists, sparse sampling may be allowed. In this work, wemore » first illustrate the feasibility of random on-board pixel sampling (ROPS) using an existing set of X-ray images, followed by a discussion about signal to noise as a function of pixel size. Next, we describe a possible circuit architecture to achieve random pixel access and in-pixel storage. The combination of a multilayer architecture, sparse on-chip sampling, and computational image techniques, is expected to facilitate the development and applications of high-speed X-ray camera technology.« less

Weighted network analysis of high-frequency cross-correlation measures

NASA Astrophysics Data System (ADS)

Iori, Giulia; Precup, Ovidiu V.

2007-03-01

In this paper we implement a Fourier method to estimate high-frequency correlation matrices from small data sets. The Fourier estimates are shown to be considerably less noisy than the standard Pearson correlation measures and thus capable of detecting subtle changes in correlation matrices with just a month of data. The evolution of correlation at different time scales is analyzed from the full correlation matrix and its minimum spanning tree representation. The analysis is performed by implementing measures from the theory of random weighted networks.

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.

Scalable training of artificial neural networks with adaptive sparse connectivity inspired by network science.

PubMed

Mocanu, Decebal Constantin; Mocanu, Elena; Stone, Peter; Nguyen, Phuong H; Gibescu, Madeleine; Liotta, Antonio

2018-06-19

Through the success of deep learning in various domains, artificial neural networks are currently among the most used artificial intelligence methods. Taking inspiration from the network properties of biological neural networks (e.g. sparsity, scale-freeness), we argue that (contrary to general practice) artificial neural networks, too, should not have fully-connected layers. Here we propose sparse evolutionary training of artificial neural networks, an algorithm which evolves an initial sparse topology (Erdős-Rényi random graph) of two consecutive layers of neurons into a scale-free topology, during learning. Our method replaces artificial neural networks fully-connected layers with sparse ones before training, reducing quadratically the number of parameters, with no decrease in accuracy. We demonstrate our claims on restricted Boltzmann machines, multi-layer perceptrons, and convolutional neural networks for unsupervised and supervised learning on 15 datasets. Our approach has the potential to enable artificial neural networks to scale up beyond what is currently possible.

A joint sparse representation-based method for double-trial evoked potentials estimation.

PubMed

Yu, Nannan; Liu, Haikuan; Wang, Xiaoyan; Lu, Hanbing

2013-12-01

In this paper, we present a novel approach to solving an evoked potentials estimating problem. Generally, the evoked potentials in two consecutive trials obtained by repeated identical stimuli of the nerves are extremely similar. In order to trace evoked potentials, we propose a joint sparse representation-based double-trial evoked potentials estimation method, taking full advantage of this similarity. The estimation process is performed in three stages: first, according to the similarity of evoked potentials and the randomness of a spontaneous electroencephalogram, the two consecutive observations of evoked potentials are considered as superpositions of the common component and the unique components; second, making use of their characteristics, the two sparse dictionaries are constructed; and finally, we apply the joint sparse representation method in order to extract the common component of double-trial observations, instead of the evoked potential in each trial. A series of experiments carried out on simulated and human test responses confirmed the superior performance of our method. © 2013 Elsevier Ltd. Published by Elsevier Ltd. All rights reserved.

Efficient Sparse Signal Transmission over a Lossy Link Using Compressive Sensing

PubMed Central

Wu, Liantao; Yu, Kai; Cao, Dongyu; Hu, Yuhen; Wang, Zhi

2015-01-01

Reliable data transmission over lossy communication link is expensive due to overheads for error protection. For signals that have inherent sparse structures, compressive sensing (CS) is applied to facilitate efficient sparse signal transmissions over lossy communication links without data compression or error protection. The natural packet loss in the lossy link is modeled as a random sampling process of the transmitted data, and the original signal will be reconstructed from the lossy transmission results using the CS-based reconstruction method at the receiving end. The impacts of packet lengths on transmission efficiency under different channel conditions have been discussed, and interleaving is incorporated to mitigate the impact of burst data loss. Extensive simulations and experiments have been conducted and compared to the traditional automatic repeat request (ARQ) interpolation technique, and very favorable results have been observed in terms of both accuracy of the reconstructed signals and the transmission energy consumption. Furthermore, the packet length effect provides useful insights for using compressed sensing for efficient sparse signal transmission via lossy links. PMID:26287195

Evolutionary Games with Randomly Changing Payoff Matrices

NASA Astrophysics Data System (ADS)

Yakushkina, Tatiana; Saakian, David B.; Bratus, Alexander; Hu, Chin-Kun

2015-06-01

Evolutionary games are used in various fields stretching from economics to biology. In most of these games a constant payoff matrix is assumed, although some works also consider dynamic payoff matrices. In this article we assume a possibility of switching the system between two regimes with different sets of payoff matrices. Potentially such a model can qualitatively describe the development of bacterial or cancer cells with a mutator gene present. A finite population evolutionary game is studied. The model describes the simplest version of annealed disorder in the payoff matrix and is exactly solvable at the large population limit. We analyze the dynamics of the model, and derive the equations for both the maximum and the variance of the distribution using the Hamilton-Jacobi equation formalism.

Generating and using truly random quantum states in Mathematica

NASA Astrophysics Data System (ADS)

Miszczak, Jarosław Adam

2012-01-01

The problem of generating random quantum states is of a great interest from the quantum information theory point of view. In this paper we present a package for Mathematica computing system harnessing a specific piece of hardware, namely Quantis quantum random number generator (QRNG), for investigating statistical properties of quantum states. The described package implements a number of functions for generating random states, which use Quantis QRNG as a source of randomness. It also provides procedures which can be used in simulations not related directly to quantum information processing. Program summaryProgram title: TRQS Catalogue identifier: AEKA_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEKA_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.: 7924 No. of bytes in distributed program, including test data, etc.: 88 651 Distribution format: tar.gz Programming language: Mathematica, C Computer: Requires a Quantis quantum random number generator (QRNG, http://www.idquantique.com/true-random-number-generator/products-overview.html) and supporting a recent version of Mathematica Operating system: Any platform supporting Mathematica; tested with GNU/Linux (32 and 64 bit) RAM: Case dependent Classification: 4.15 Nature of problem: Generation of random density matrices. Solution method: Use of a physical quantum random number generator. Running time: Generating 100 random numbers takes about 1 second, generating 1000 random density matrices takes more than a minute.

Fidelity decay in interacting two-level boson systems: Freezing and revivals

NASA Astrophysics Data System (ADS)

Benet, Luis; Hernández-Quiroz, Saúl; Seligman, Thomas H.

2011-05-01

We study the fidelity decay in the k-body embedded ensembles of random matrices for bosons distributed in two single-particle states, considering the reference or unperturbed Hamiltonian as the one-body terms and the diagonal part of the k-body embedded ensemble of random matrices and the perturbation as the residual off-diagonal part of the interaction. We calculate the ensemble-averaged fidelity with respect to an initial random state within linear response theory to second order on the perturbation strength and demonstrate that it displays the freeze of the fidelity. During the freeze, the average fidelity exhibits periodic revivals at integer values of the Heisenberg time tH. By selecting specific k-body terms of the residual interaction, we find that the periodicity of the revivals during the freeze of fidelity is an integer fraction of tH, thus relating the period of the revivals with the range of the interaction k of the perturbing terms. Numerical calculations confirm the analytical results.

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.

Speckle noise reduction for optical coherence tomography based on adaptive 2D dictionary

NASA Astrophysics Data System (ADS)

Lv, Hongli; Fu, Shujun; Zhang, Caiming; Zhai, Lin

2018-05-01

As a high-resolution biomedical imaging modality, optical coherence tomography (OCT) is widely used in medical sciences. However, OCT images often suffer from speckle noise, which can mask some important image information, and thus reduce the accuracy of clinical diagnosis. Taking full advantage of nonlocal self-similarity and adaptive 2D-dictionary-based sparse representation, in this work, a speckle noise reduction algorithm is proposed for despeckling OCT images. To reduce speckle noise while preserving local image features, similar nonlocal patches are first extracted from the noisy image and put into groups using a gamma- distribution-based block matching method. An adaptive 2D dictionary is then learned for each patch group. Unlike traditional vector-based sparse coding, we express each image patch by the linear combination of a few matrices. This image-to-matrix method can exploit the local correlation between pixels. Since each image patch might belong to several groups, the despeckled OCT image is finally obtained by aggregating all filtered image patches. The experimental results demonstrate the superior performance of the proposed method over other state-of-the-art despeckling methods, in terms of objective metrics and visual inspection.

An Optimized Multicolor Point-Implicit Solver for Unstructured Grid Applications on Graphics Processing Units

NASA Technical Reports Server (NTRS)

Zubair, Mohammad; Nielsen, Eric; Luitjens, Justin; Hammond, Dana

2016-01-01

In the field of computational fluid dynamics, the Navier-Stokes equations are often solved using an unstructuredgrid approach to accommodate geometric complexity. Implicit solution methodologies for such spatial discretizations generally require frequent solution of large tightly-coupled systems of block-sparse linear equations. The multicolor point-implicit solver used in the current work typically requires a significant fraction of the overall application run time. In this work, an efficient implementation of the solver for graphics processing units is proposed. Several factors present unique challenges to achieving an efficient implementation in this environment. These include the variable amount of parallelism available in different kernel calls, indirect memory access patterns, low arithmetic intensity, and the requirement to support variable block sizes. In this work, the solver is reformulated to use standard sparse and dense Basic Linear Algebra Subprograms (BLAS) functions. However, numerical experiments show that the performance of the BLAS functions available in existing CUDA libraries is suboptimal for matrices representative of those encountered in actual simulations. Instead, optimized versions of these functions are developed. Depending on block size, the new implementations show performance gains of up to 7x over the existing CUDA library functions.

Multimodal sparse reconstruction in guided wave imaging of defects in plates

NASA Astrophysics Data System (ADS)

Golato, Andrew; Santhanam, Sridhar; Ahmad, Fauzia; Amin, Moeness G.

2016-07-01

A multimodal sparse reconstruction approach is proposed for localizing defects in thin plates in Lamb wave-based structural health monitoring. The proposed approach exploits both the sparsity of the defects and the multimodal nature of Lamb wave propagation in plates. It takes into account the variation of the defects' aspect angles across the various transducer pairs. At low operating frequencies, only the fundamental symmetric and antisymmetric Lamb modes emanate from a transmitting transducer. Asymmetric defects scatter these modes and spawn additional converted fundamental modes. Propagation models are developed for each of these scattered and spawned modes arriving at the various receiving transducers. This enables the construction of modal dictionary matrices spanning a two-dimensional array of pixels representing potential defect locations in the region of interest. Reconstruction of the region of interest is achieved by inverting the resulting linear model using the group sparsity constraint, where the groups extend across the various transducer pairs and the different modes. The effectiveness of the proposed approach is established with finite-element scattering simulations of the fundamental Lamb wave modes by crack-like defects in a plate. The approach is subsequently validated with experimental results obtained from an aluminum plate with asymmetric defects.

Convex Banding of the Covariance Matrix

PubMed Central

Bien, Jacob; Bunea, Florentina; Xiao, Luo

2016-01-01

We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded, data-adaptive matrix. As a result of this adaptivity, the convex banding estimator enjoys theoretical optimality properties not attained by previous banding or tapered estimators. In particular, our convex banding estimator is minimax rate adaptive in Frobenius and operator norms, up to log factors, over commonly-studied classes of covariance matrices, and over more general classes. Furthermore, it correctly recovers the bandwidth when the true covariance is exactly banded. Our convex formulation admits a simple and efficient algorithm. Empirical studies demonstrate its practical effectiveness and illustrate that our exactly-banded estimator works well even when the true covariance matrix is only close to a banded matrix, confirming our theoretical results. Our method compares favorably with all existing methods, in terms of accuracy and speed. We illustrate the practical merits of the convex banding estimator by showing that it can be used to improve the performance of discriminant analysis for classifying sound recordings. PMID:28042189

Convex Banding of the Covariance Matrix.

PubMed

Bien, Jacob; Bunea, Florentina; Xiao, Luo

2016-01-01

We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded, data-adaptive matrix. As a result of this adaptivity, the convex banding estimator enjoys theoretical optimality properties not attained by previous banding or tapered estimators. In particular, our convex banding estimator is minimax rate adaptive in Frobenius and operator norms, up to log factors, over commonly-studied classes of covariance matrices, and over more general classes. Furthermore, it correctly recovers the bandwidth when the true covariance is exactly banded. Our convex formulation admits a simple and efficient algorithm. Empirical studies demonstrate its practical effectiveness and illustrate that our exactly-banded estimator works well even when the true covariance matrix is only close to a banded matrix, confirming our theoretical results. Our method compares favorably with all existing methods, in terms of accuracy and speed. We illustrate the practical merits of the convex banding estimator by showing that it can be used to improve the performance of discriminant analysis for classifying sound recordings.

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

Chaos and random matrices in supersymmetric SYK

NASA Astrophysics Data System (ADS)

Hunter-Jones, Nicholas; Liu, Junyu

2018-05-01

We use random matrix theory to explore late-time chaos in supersymmetric quantum mechanical systems. Motivated by the recent study of supersymmetric SYK models and their random matrix classification, we consider the Wishart-Laguerre unitary ensemble and compute the spectral form factors and frame potentials to quantify chaos and randomness. Compared to the Gaussian ensembles, we observe the absence of a dip regime in the form factor and a slower approach to Haar-random dynamics. We find agreement between our random matrix analysis and predictions from the supersymmetric SYK model, and discuss the implications for supersymmetric chaotic systems.

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

Carpenter, J.A.

This report is a sequel to ORNL/CSD-96 in the ongoing supplements to Professor A.S. Householder's KWIC Index for Numerical Algebra. With this supplement, the coverage has been restricted to Numerical Linear Algebra and is now roughly characterized by the American Mathematical Society's classification section 15 and 65F but with little coverage of inifinite matrices, matrices over fields of characteristics other than zero, operator theory, optimization and those parts of matrix theory primarily combinatorial in nature. Some recognition is made of the uses of graph theory in Numerical Linear Algebra, particularly as regards their use in algorithms for sparse matrix computations.more » The period covered by this report is roughly the calendar year 1981 as measured by the appearance of the articles in the American Mathematical Society's Contents of Mathematical Publications. The review citations are limited to the Mathematical Reviews (MR) and Das Zentralblatt fur Mathematik und Ihre Grenzgebiete (ZBL). Future reports will be made more timely by closer ovservation of the few journals which supply the bulk of the listings rather than what appears to be too much reliance on secondary sources. Some thought is being given to the physical appearance of these reports and the author welcomes comments concerning both their appearance and contents.« less

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.

Hybrid reconstruction of quantum density matrix: when low-rank meets sparsity

NASA Astrophysics Data System (ADS)

Li, Kezhi; Zheng, Kai; Yang, Jingbei; Cong, Shuang; Liu, Xiaomei; Li, Zhaokai

2017-12-01

Both the mathematical theory and experiments have verified that the quantum state tomography based on compressive sensing is an efficient framework for the reconstruction of quantum density states. In recent physical experiments, we found that many unknown density matrices in which people are interested in are low-rank as well as sparse. Bearing this information in mind, in this paper we propose a reconstruction algorithm that combines the low-rank and the sparsity property of density matrices and further theoretically prove that the solution of the optimization function can be, and only be, the true density matrix satisfying the model with overwhelming probability, as long as a necessary number of measurements are allowed. The solver leverages the fixed-point equation technique in which a step-by-step strategy is developed by utilizing an extended soft threshold operator that copes with complex values. Numerical experiments of the density matrix estimation for real nuclear magnetic resonance devices reveal that the proposed method achieves a better accuracy compared to some existing methods. We believe that the proposed method could be leveraged as a generalized approach and widely implemented in the quantum state estimation.

Filling gaps in large ecological databases: consequences for the study of global-scale plant functional trait patterns

NASA Astrophysics Data System (ADS)

Schrodt, Franziska; Shan, Hanhuai; Fazayeli, Farideh; Karpatne, Anuj; Kattge, Jens; Banerjee, Arindam; Reichstein, Markus; Reich, Peter

2013-04-01

With the advent of remotely sensed data and coordinated efforts to create global databases, the ecological community has progressively become more data-intensive. However, in contrast to other disciplines, statistical ways of handling these large data sets, especially the gaps which are inherent to them, are lacking. Widely used theoretical approaches, for example model averaging based on Akaike's information criterion (AIC), are sensitive to missing values. Yet, the most common way of handling sparse matrices - the deletion of cases with missing data (complete case analysis) - is known to severely reduce statistical power as well as inducing biased parameter estimates. In order to address these issues, we present novel approaches to gap filling in large ecological data sets using matrix factorization techniques. Factorization based matrix completion was developed in a recommender system context and has since been widely used to impute missing data in fields outside the ecological community. Here, we evaluate the effectiveness of probabilistic matrix factorization techniques for imputing missing data in ecological matrices using two imputation techniques. Hierarchical Probabilistic Matrix Factorization (HPMF) effectively incorporates hierarchical phylogenetic information (phylogenetic group, family, genus, species and individual plant) into the trait imputation. Advanced Hierarchical Probabilistic Matrix Factorization (aHPMF) on the other hand includes climate and soil information into the matrix factorization by regressing the environmental variables against residuals of the HPMF. One unique opportunity opened up by aHPMF is out-of-sample prediction, where traits can be predicted for specific species at locations different to those sampled in the past. This has potentially far-reaching consequences for the study of global-scale plant functional trait patterns. We test the accuracy and effectiveness of HPMF and aHPMF in filling sparse matrices, using the TRY database of plant functional traits (http://www.try-db.org). TRY is one of the largest global compilations of plant trait databases (750 traits of 1 million plants), encompassing data on morphological, anatomical, biochemical, phenological and physiological features of plants. However, despite of unprecedented coverage, the TRY database is still very sparse, severely limiting joint trait analyses. Plant traits are the key to understanding how plants as primary producers adjust to changes in environmental conditions and in turn influence them. Forming the basis for Dynamic Global Vegetation Models (DGVMs), plant traits are also fundamental in global change studies for predicting future ecosystem changes. It is thus imperative that missing data is imputed in as accurate and precise a way as possible. In this study, we show the advantages and disadvantages of applying probabilistic matrix factorization techniques in incorporating hierarchical and environmental information for the prediction of missing plant traits as compared to conventional imputation techniques such as the complete case and mean approaches. We will discuss the implications of using gap-filled data for global-scale studies of plant functional trait - environment relationship as opposed to the above-mentioned conventional techniques, using examples of out-of-sample predictions of foliar Nitrogen across several species' ranges and biomes.

An efficient parallel-processing method for transposing large matrices in place.

PubMed

Portnoff, M R

1999-01-01

We have developed an efficient algorithm for transposing large matrices in place. The algorithm is efficient because data are accessed either sequentially in blocks or randomly within blocks small enough to fit in cache, and because the same indexing calculations are shared among identical procedures operating on independent subsets of the data. This inherent parallelism makes the method well suited for a multiprocessor computing environment. The algorithm is easy to implement because the same two procedures are applied to the data in various groupings to carry out the complete transpose operation. Using only a single processor, we have demonstrated nearly an order of magnitude increase in speed over the previously published algorithm by Gate and Twigg for transposing a large rectangular matrix in place. With multiple processors operating in parallel, the processing speed increases almost linearly with the number of processors. A simplified version of the algorithm for square matrices is presented as well as an extension for matrices large enough to require virtual memory.

The feasibility and stability of large complex biological networks: a random matrix approach.

PubMed

Stone, Lewi

2018-05-29

In the 70's, Robert May demonstrated that complexity creates instability in generic models of ecological networks having random interaction matrices A. Similar random matrix models have since been applied in many disciplines. Central to assessing stability is the "circular law" since it describes the eigenvalue distribution for an important class of random matrices A. However, despite widespread adoption, the "circular law" does not apply for ecological systems in which density-dependence operates (i.e., where a species growth is determined by its density). Instead one needs to study the far more complicated eigenvalue distribution of the community matrix S = DA, where D is a diagonal matrix of population equilibrium values. Here we obtain this eigenvalue distribution. We show that if the random matrix A is locally stable, the community matrix S = DA will also be locally stable, providing the system is feasible (i.e., all species have positive equilibria D > 0). This helps explain why, unusually, nearly all feasible systems studied here are locally stable. Large complex systems may thus be even more fragile than May predicted, given the difficulty of assembling a feasible system. It was also found that the degree of stability, or resilience of a system, depended on the minimum equilibrium population.

Random matrix theory analysis of cross-correlations in the US stock market: Evidence from Pearson’s correlation coefficient and detrended cross-correlation coefficient

NASA Astrophysics Data System (ADS)

Wang, Gang-Jin; Xie, Chi; Chen, Shou; Yang, Jiao-Jiao; Yang, Ming-Yan

2013-09-01

In this study, we first build two empirical cross-correlation matrices in the US stock market by two different methods, namely the Pearson’s correlation coefficient and the detrended cross-correlation coefficient (DCCA coefficient). Then, combining the two matrices with the method of random matrix theory (RMT), we mainly investigate the statistical properties of cross-correlations in the US stock market. We choose the daily closing prices of 462 constituent stocks of S&P 500 index as the research objects and select the sample data from January 3, 2005 to August 31, 2012. In the empirical analysis, we examine the statistical properties of cross-correlation coefficients, the distribution of eigenvalues, the distribution of eigenvector components, and the inverse participation ratio. From the two methods, we find some new results of the cross-correlations in the US stock market in our study, which are different from the conclusions reached by previous studies. The empirical cross-correlation matrices constructed by the DCCA coefficient show several interesting properties at different time scales in the US stock market, which are useful to the risk management and optimal portfolio selection, especially to the diversity of the asset portfolio. It will be an interesting and meaningful work to find the theoretical eigenvalue distribution of a completely random matrix R for the DCCA coefficient because it does not obey the Marčenko-Pastur distribution.

Multiscale Modeling of Thermal Conductivity of Polymer/Carbon Nanocomposites

NASA Technical Reports Server (NTRS)

Clancy, Thomas C.; Frankland, Sarah-Jane V.; Hinkley, Jeffrey A.; Gates, Thomas S.

2010-01-01

Molecular dynamics simulation was used to estimate the interfacial thermal (Kapitza) resistance between nanoparticles and amorphous and crystalline polymer matrices. Bulk thermal conductivities of the nanocomposites were then estimated using an established effective medium approach. To study functionalization, oligomeric ethylene-vinyl alcohol copolymers were chemically bonded to a single wall carbon nanotube. The results, in a poly(ethylene-vinyl acetate) matrix, are similar to those obtained previously for grafted linear hydrocarbon chains. To study the effect of noncovalent functionalization, two types of polyethylene matrices. -- aligned (extended-chain crystalline) vs. amorphous (random coils) were modeled. Both matrices produced the same interfacial thermal resistance values. Finally, functionalization of edges and faces of plate-like graphite nanoparticles was found to be only modestly effective in reducing the interfacial thermal resistance and improving the composite thermal conductivity

Classification of melanoma lesions using sparse coded features and random forests

NASA Astrophysics Data System (ADS)

Rastgoo, Mojdeh; Lemaître, Guillaume; Morel, Olivier; Massich, Joan; Garcia, Rafael; Meriaudeau, Fabrice; Marzani, Franck; Sidibé, Désiré

2016-03-01

Malignant melanoma is the most dangerous type of skin cancer, yet it is the most treatable kind of cancer, conditioned by its early diagnosis which is a challenging task for clinicians and dermatologists. In this regard, CAD systems based on machine learning and image processing techniques are developed to differentiate melanoma lesions from benign and dysplastic nevi using dermoscopic images. Generally, these frameworks are composed of sequential processes: pre-processing, segmentation, and classification. This architecture faces mainly two challenges: (i) each process is complex with the need to tune a set of parameters, and is specific to a given dataset; (ii) the performance of each process depends on the previous one, and the errors are accumulated throughout the framework. In this paper, we propose a framework for melanoma classification based on sparse coding which does not rely on any pre-processing or lesion segmentation. Our framework uses Random Forests classifier and sparse representation of three features: SIFT, Hue and Opponent angle histograms, and RGB intensities. The experiments are carried out on the public PH2 dataset using a 10-fold cross-validation. The results show that SIFT sparse-coded feature achieves the highest performance with sensitivity and specificity of 100% and 90.3% respectively, with a dictionary size of 800 atoms and a sparsity level of 2. Furthermore, the descriptor based on RGB intensities achieves similar results with sensitivity and specificity of 100% and 71.3%, respectively for a smaller dictionary size of 100 atoms. In conclusion, dictionary learning techniques encode strong structures of dermoscopic images and provide discriminant descriptors.

A sparse reconstruction method for the estimation of multiresolution emission fields via atmospheric inversion

DOE PAGES

Ray, J.; Lee, J.; Yadav, V.; ...

2014-08-20

We present a sparse reconstruction scheme that can also be used to ensure non-negativity when fitting wavelet-based random field models to limited observations in non-rectangular geometries. The method is relevant when multiresolution fields are estimated using linear inverse problems. Examples include the estimation of emission fields for many anthropogenic pollutants using atmospheric inversion or hydraulic conductivity in aquifers from flow measurements. The scheme is based on three new developments. Firstly, we extend an existing sparse reconstruction method, Stagewise Orthogonal Matching Pursuit (StOMP), to incorporate prior information on the target field. Secondly, we develop an iterative method that uses StOMP tomore » impose non-negativity on the estimated field. Finally, we devise a method, based on compressive sensing, to limit the estimated field within an irregularly shaped domain. We demonstrate the method on the estimation of fossil-fuel CO 2 (ffCO 2) emissions in the lower 48 states of the US. The application uses a recently developed multiresolution random field model and synthetic observations of ffCO 2 concentrations from a limited set of measurement sites. We find that our method for limiting the estimated field within an irregularly shaped region is about a factor of 10 faster than conventional approaches. It also reduces the overall computational cost by a factor of two. Further, the sparse reconstruction scheme imposes non-negativity without introducing strong nonlinearities, such as those introduced by employing log-transformed fields, and thus reaps the benefits of simplicity and computational speed that are characteristic of linear inverse problems.« less

Lyapunov exponents for one-dimensional aperiodic photonic bandgap structures

NASA Astrophysics Data System (ADS)

Kissel, Glen J.

2011-10-01

Existing in the "gray area" between perfectly periodic and purely randomized photonic bandgap structures are the socalled aperoidic structures whose layers are chosen according to some deterministic rule. We consider here a onedimensional photonic bandgap structure, a quarter-wave stack, with the layer thickness of one of the bilayers subject to being either thin or thick according to five deterministic sequence rules and binary random selection. To produce these aperiodic structures we examine the following sequences: Fibonacci, Thue-Morse, Period doubling, Rudin-Shapiro, as well as the triadic Cantor sequence. We model these structures numerically with a long chain (approximately 5,000,000) of transfer matrices, and then use the reliable algorithm of Wolf to calculate the (upper) Lyapunov exponent for the long product of matrices. The Lyapunov exponent is the statistically well-behaved variable used to characterize the Anderson localization effect (exponential confinement) when the layers are randomized, so its calculation allows us to more precisely compare the purely randomized structure with its aperiodic counterparts. It is found that the aperiodic photonic systems show much fine structure in their Lyapunov exponents as a function of frequency, and, in a number of cases, the exponents are quite obviously fractal.

Convergence in High Probability of the Quantum Diffusion in a Random Band Matrix Model

NASA Astrophysics Data System (ADS)

Margarint, Vlad

2018-06-01

We consider Hermitian random band matrices H in d ≥slant 1 dimensions. The matrix elements H_{xy}, indexed by x, y \\in Λ \\subset Z^d, are independent, uniformly distributed random variable if |x-y| is less than the band width W, and zero otherwise. We update the previous results of the converge of quantum diffusion in a random band matrix model from convergence of the expectation to convergence in high probability. The result is uniformly in the size |Λ| of the matrix.

Implicit Kalman filtering

NASA Technical Reports Server (NTRS)

Skliar, M.; Ramirez, W. F.

1997-01-01

For an implicitly defined discrete system, a new algorithm for Kalman filtering is developed and an efficient numerical implementation scheme is proposed. Unlike the traditional explicit approach, the implicit filter can be readily applied to ill-conditioned systems and allows for generalization to descriptor systems. The implementation of the implicit filter depends on the solution of the congruence matrix equation (A1)(Px)(AT1) = Py. We develop a general iterative method for the solution of this equation, and prove necessary and sufficient conditions for convergence. It is shown that when the system matrices of an implicit system are sparse, the implicit Kalman filter requires significantly less computer time and storage to implement as compared to the traditional explicit Kalman filter. Simulation results are presented to illustrate and substantiate the theoretical developments.

Real-Space x-ray tomographic reconstruction of randomly oriented objects with sparse data frames.

PubMed

Ayyer, Kartik; Philipp, Hugh T; Tate, Mark W; Elser, Veit; Gruner, Sol M

2014-02-10

Schemes for X-ray imaging single protein molecules using new x-ray sources, like x-ray free electron lasers (XFELs), require processing many frames of data that are obtained by taking temporally short snapshots of identical molecules, each with a random and unknown orientation. Due to the small size of the molecules and short exposure times, average signal levels of much less than 1 photon/pixel/frame are expected, much too low to be processed using standard methods. One approach to process the data is to use statistical methods developed in the EMC algorithm (Loh & Elser, Phys. Rev. E, 2009) which processes the data set as a whole. In this paper we apply this method to a real-space tomographic reconstruction using sparse frames of data (below 10(-2) photons/pixel/frame) obtained by performing x-ray transmission measurements of a low-contrast, randomly-oriented object. This extends the work by Philipp et al. (Optics Express, 2012) to three dimensions and is one step closer to the single molecule reconstruction problem.

Secure and Robust Iris Recognition Using Random Projections and Sparse Representations.

PubMed

Pillai, Jaishanker K; Patel, Vishal M; Chellappa, Rama; Ratha, Nalini K

2011-09-01

Noncontact biometrics such as face and iris have additional benefits over contact-based biometrics such as fingerprint and hand geometry. However, three important challenges need to be addressed in a noncontact biometrics-based authentication system: ability to handle unconstrained acquisition, robust and accurate matching, and privacy enhancement without compromising security. In this paper, we propose a unified framework based on random projections and sparse representations, that can simultaneously address all three issues mentioned above in relation to iris biometrics. Our proposed quality measure can handle segmentation errors and a wide variety of possible artifacts during iris acquisition. We demonstrate how the proposed approach can be easily extended to handle alignment variations and recognition from iris videos, resulting in a robust and accurate system. The proposed approach includes enhancements to privacy and security by providing ways to create cancelable iris templates. Results on public data sets show significant benefits of the proposed approach.

Infrared small target detection in heavy sky scene clutter based on sparse representation

NASA Astrophysics Data System (ADS)

Liu, Depeng; Li, Zhengzhou; Liu, Bing; Chen, Wenhao; Liu, Tianmei; Cao, Lei

2017-09-01

A novel infrared small target detection method based on sky clutter and target sparse representation is proposed in this paper to cope with the representing uncertainty of clutter and target. The sky scene background clutter is described by fractal random field, and it is perceived and eliminated via the sparse representation on fractal background over-complete dictionary (FBOD). The infrared small target signal is simulated by generalized Gaussian intensity model, and it is expressed by the generalized Gaussian target over-complete dictionary (GGTOD), which could describe small target more efficiently than traditional structured dictionaries. Infrared image is decomposed on the union of FBOD and GGTOD, and the sparse representation energy that target signal and background clutter decomposed on GGTOD differ so distinctly that it is adopted to distinguish target from clutter. Some experiments are induced and the experimental results show that the proposed approach could improve the small target detection performance especially under heavy clutter for background clutter could be efficiently perceived and suppressed by FBOD and the changing target could also be represented accurately by GGTOD.

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.

Note on coefficient matrices from stochastic Galerkin methods for random diffusion equations

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

Zhou Tao, E-mail: tzhou@lsec.cc.ac.c; Tang Tao, E-mail: ttang@hkbu.edu.h

2010-11-01

In a recent work by Xiu and Shen [D. Xiu, J. Shen, Efficient stochastic Galerkin methods for random diffusion equations, J. Comput. Phys. 228 (2009) 266-281], the Galerkin methods are used to solve stochastic diffusion equations in random media, where some properties for the coefficient matrix of the resulting system are provided. They also posed an open question on the properties of the coefficient matrix. In this work, we will provide some results related to the open question.

Singular Behavior of the Leading Lyapunov Exponent of a Product of Random {2 × 2} Matrices

NASA Astrophysics Data System (ADS)

Genovese, Giuseppe; Giacomin, Giambattista; Greenblatt, Rafael Leon

2017-05-01

We consider a certain infinite product of random {2 × 2} matrices appearing in the solution of some 1 and 1 + 1 dimensional disordered models in statistical mechanics, which depends on a parameter ɛ > 0 and on a real random variable with distribution {μ}. For a large class of {μ}, we prove the prediction by Derrida and Hilhorst (J Phys A 16:2641, 1983) that the Lyapunov exponent behaves like {C ɛ^{2 α}} in the limit {ɛ \\searrow 0}, where {α \\in (0,1)} and {C > 0} are determined by {μ}. Derrida and Hilhorst performed a two-scale analysis of the integral equation for the invariant distribution of the Markov chain associated to the matrix product and obtained a probability measure that is expected to be close to the invariant one for small {ɛ}. We introduce suitable norms and exploit contractivity properties to show that such a probability measure is indeed close to the invariant one in a sense that implies a suitable control of the Lyapunov exponent.

Sparse Forward-Backward for Fast Training of Conditional Random Fields

DTIC Science & Technology

2006-01-01

knowledge- based systems. Proceedings of the 6th Conference on Uncertainty in Artifcial Intelligence , 1990. Appears to be unavailable. [4] Michael I...response, including the time for reviewing instructions, searching existing data sources, gathering and maintaining the data needed, and completing and...task, the NetTalk text-to-speech data set [5], we can now train a conditional random field (CRF) in about 6 hours for which training previously

A time-series approach to dynamical systems from classical and quantum worlds

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

Fossion, Ruben

2014-01-08

This contribution discusses some recent applications of time-series analysis in Random Matrix Theory (RMT), and applications of RMT in the statistial analysis of eigenspectra of correlation matrices of multivariate time series.

Derivation of an eigenvalue probability density function relating to the Poincaré disk

NASA Astrophysics Data System (ADS)

Forrester, Peter J.; Krishnapur, Manjunath

2009-09-01

A result of Zyczkowski and Sommers (2000 J. Phys. A: Math. Gen. 33 2045-57) gives the eigenvalue probability density function for the top N × N sub-block of a Haar distributed matrix from U(N + n). In the case n >= N, we rederive this result, starting from knowledge of the distribution of the sub-blocks, introducing the Schur decomposition and integrating over all variables except the eigenvalues. The integration is done by identifying a recursive structure which reduces the dimension. This approach is inspired by an analogous approach which has been recently applied to determine the eigenvalue probability density function for random matrices A-1B, where A and B are random matrices with entries standard complex normals. We relate the eigenvalue distribution of the sub-blocks to a many-body quantum state, and to the one-component plasma, on the pseudosphere.

Randomized interpolative decomposition of separated representations

NASA Astrophysics Data System (ADS)

Biagioni, David J.; Beylkin, Daniel; Beylkin, Gregory

2015-01-01

We introduce an algorithm to compute tensor interpolative decomposition (dubbed CTD-ID) for the reduction of the separation rank of Canonical Tensor Decompositions (CTDs). Tensor ID selects, for a user-defined accuracy ɛ, a near optimal subset of terms of a CTD to represent the remaining terms via a linear combination of the selected terms. CTD-ID can be used as an alternative to or in combination with the Alternating Least Squares (ALS) algorithm. We present examples of its use within a convergent iteration to compute inverse operators in high dimensions. We also briefly discuss the spectral norm as a computational alternative to the Frobenius norm in estimating approximation errors of tensor ID. We reduce the problem of finding tensor IDs to that of constructing interpolative decompositions of certain matrices. These matrices are generated via randomized projection of the terms of the given tensor. We provide cost estimates and several examples of the new approach to the reduction of separation rank.

Asymptotic Linear Spectral Statistics for Spiked Hermitian Random Matrices

NASA Astrophysics Data System (ADS)

Passemier, Damien; McKay, Matthew R.; Chen, Yang

2015-07-01

Using the Coulomb Fluid method, this paper derives central limit theorems (CLTs) for linear spectral statistics of three "spiked" Hermitian random matrix ensembles. These include Johnstone's spiked model (i.e., central Wishart with spiked correlation), non-central Wishart with rank-one non-centrality, and a related class of non-central matrices. For a generic linear statistic, we derive simple and explicit CLT expressions as the matrix dimensions grow large. For all three ensembles under consideration, we find that the primary effect of the spike is to introduce an correction term to the asymptotic mean of the linear spectral statistic, which we characterize with simple formulas. The utility of our proposed framework is demonstrated through application to three different linear statistics problems: the classical likelihood ratio test for a population covariance, the capacity analysis of multi-antenna wireless communication systems with a line-of-sight transmission path, and a classical multiple sample significance testing problem.

A high-capacity model for one shot association learning in the brain

PubMed Central

Einarsson, Hafsteinn; Lengler, Johannes; Steger, Angelika

2014-01-01

We present a high-capacity model for one-shot association learning (hetero-associative memory) in sparse networks. We assume that basic patterns are pre-learned in networks and associations between two patterns are presented only once and have to be learned immediately. The model is a combination of an Amit-Fusi like network sparsely connected to a Willshaw type network. The learning procedure is palimpsest and comes from earlier work on one-shot pattern learning. However, in our setup we can enhance the capacity of the network by iterative retrieval. This yields a model for sparse brain-like networks in which populations of a few thousand neurons are capable of learning hundreds of associations even if they are presented only once. The analysis of the model is based on a novel result by Janson et al. on bootstrap percolation in random graphs. PMID:25426060

A high-capacity model for one shot association learning in the brain.

PubMed

Einarsson, Hafsteinn; Lengler, Johannes; Steger, Angelika

2014-01-01

We present a high-capacity model for one-shot association learning (hetero-associative memory) in sparse networks. We assume that basic patterns are pre-learned in networks and associations between two patterns are presented only once and have to be learned immediately. The model is a combination of an Amit-Fusi like network sparsely connected to a Willshaw type network. The learning procedure is palimpsest and comes from earlier work on one-shot pattern learning. However, in our setup we can enhance the capacity of the network by iterative retrieval. This yields a model for sparse brain-like networks in which populations of a few thousand neurons are capable of learning hundreds of associations even if they are presented only once. The analysis of the model is based on a novel result by Janson et al. on bootstrap percolation in random graphs.

Incoherent dictionary learning for reducing crosstalk noise in least-squares reverse time migration

NASA Astrophysics Data System (ADS)

Wu, Juan; Bai, Min

2018-05-01

We propose to apply a novel incoherent dictionary learning (IDL) algorithm for regularizing the least-squares inversion in seismic imaging. The IDL is proposed to overcome the drawback of traditional dictionary learning algorithm in losing partial texture information. Firstly, the noisy image is divided into overlapped image patches, and some random patches are extracted for dictionary learning. Then, we apply the IDL technology to minimize the coherency between atoms during dictionary learning. Finally, the sparse representation problem is solved by a sparse coding algorithm, and image is restored by those sparse coefficients. By reducing the correlation among atoms, it is possible to preserve most of the small-scale features in the image while removing much of the long-wavelength noise. The application of the IDL method to regularization of seismic images from least-squares reverse time migration shows successful performance.

Fast method to compute scattering by a buried object under a randomly rough surface: PILE combined with FB-SA.

PubMed

Bourlier, Christophe; Kubické, Gildas; Déchamps, Nicolas

2008-04-01

A fast, exact numerical method based on the method of moments (MM) is developed to calculate the scattering from an object below a randomly rough surface. Déchamps et al. [J. Opt. Soc. Am. A23, 359 (2006)] have recently developed the PILE (propagation-inside-layer expansion) method for a stack of two one-dimensional rough interfaces separating homogeneous media. From the inversion of the impedance matrix by block (in which two impedance matrices of each interface and two coupling matrices are involved), this method allows one to calculate separately and exactly the multiple-scattering contributions inside the layer in which the inverses of the impedance matrices of each interface are involved. Our purpose here is to apply this method for an object below a rough surface. In addition, to invert a matrix of large size, the forward-backward spectral acceleration (FB-SA) approach of complexity O(N) (N is the number of unknowns on the interface) proposed by Chou and Johnson [Radio Sci.33, 1277 (1998)] is applied. The new method, PILE combined with FB-SA, is tested on perfectly conducting circular and elliptic cylinders located below a dielectric rough interface obeying a Gaussian process with Gaussian and exponential height autocorrelation functions.

Nonnegative matrix factorization and sparse representation for the automated detection of periodic limb movements in sleep.

PubMed

Shokrollahi, Mehrnaz; Krishnan, Sridhar; Dopsa, Dustin D; Muir, Ryan T; Black, Sandra E; Swartz, Richard H; Murray, Brian J; Boulos, Mark I

2016-11-01

Stroke is a leading cause of death and disability in adults, and incurs a significant economic burden to society. Periodic limb movements (PLMs) in sleep are repetitive movements involving the great toe, ankle, and hip. Evolving evidence suggests that PLMs may be associated with high blood pressure and stroke, but this relationship remains underexplored. Several issues limit the study of PLMs including the need to manually score them, which is time-consuming and costly. For this reason, we developed a novel automated method for nocturnal PLM detection, which was shown to be correlated with (a) the manually scored PLM index on polysomnography, and (b) white matter hyperintensities on brain imaging, which have been demonstrated to be associated with PLMs. Our proposed algorithm consists of three main stages: (1) representing the signal in the time-frequency plane using time-frequency matrices (TFM), (2) applying K-nonnegative matrix factorization technique to decompose the TFM matrix into its significant components, and (3) applying kernel sparse representation for classification (KSRC) to the decomposed signal. Our approach was applied to a dataset that consisted of 65 subjects who underwent polysomnography. An overall classification of 97 % was achieved for discrimination of the aforementioned signals, demonstrating the potential of the presented method.

Exploratory graphical models of functional and structural connectivity patterns for Alzheimer's Disease diagnosis.

PubMed

Ortiz, Andrés; Munilla, Jorge; Álvarez-Illán, Ignacio; Górriz, Juan M; Ramírez, Javier

2015-01-01

Alzheimer's Disease (AD) is the most common neurodegenerative disease in elderly people. Its development has been shown to be closely related to changes in the brain connectivity network and in the brain activation patterns along with structural changes caused by the neurodegenerative process. Methods to infer dependence between brain regions are usually derived from the analysis of covariance between activation levels in the different areas. However, these covariance-based methods are not able to estimate conditional independence between variables to factor out the influence of other regions. Conversely, models based on the inverse covariance, or precision matrix, such as Sparse Gaussian Graphical Models allow revealing conditional independence between regions by estimating the covariance between two variables given the rest as constant. This paper uses Sparse Inverse Covariance Estimation (SICE) methods to learn undirected graphs in order to derive functional and structural connectivity patterns from Fludeoxyglucose (18F-FDG) Position Emission Tomography (PET) data and segmented Magnetic Resonance images (MRI), drawn from the ADNI database, for Control, MCI (Mild Cognitive Impairment Subjects), and AD subjects. Sparse computation fits perfectly here as brain regions usually only interact with a few other areas. The models clearly show different metabolic covariation patters between subject groups, revealing the loss of strong connections in AD and MCI subjects when compared to Controls. Similarly, the variance between GM (Gray Matter) densities of different regions reveals different structural covariation patterns between the different groups. Thus, the different connectivity patterns for controls and AD are used in this paper to select regions of interest in PET and GM images with discriminative power for early AD diagnosis. Finally, functional an structural models are combined to leverage the classification accuracy. The results obtained in this work show the usefulness of the Sparse Gaussian Graphical models to reveal functional and structural connectivity patterns. This information provided by the sparse inverse covariance matrices is not only used in an exploratory way but we also propose a method to use it in a discriminative way. Regression coefficients are used to compute reconstruction errors for the different classes that are then introduced in a SVM for classification. Classification experiments performed using 68 Controls, 70 AD, and 111 MCI images and assessed by cross-validation show the effectiveness of the proposed method.

Random matrix approach to plasmon resonances in the random impedance network model of disordered nanocomposites

NASA Astrophysics Data System (ADS)

Olekhno, N. A.; Beltukov, Y. M.

2018-05-01

Random impedance networks are widely used as a model to describe plasmon resonances in disordered metal-dielectric and other two-component nanocomposites. In the present work, the spectral properties of resonances in random networks are studied within the framework of the random matrix theory. We have shown that the appropriate ensemble of random matrices for the considered problem is the Jacobi ensemble (the MANOVA ensemble). The obtained analytical expressions for the density of states in such resonant networks show a good agreement with the results of numerical simulations in a wide range of metal filling fractions 0

Fast sparsely synchronized brain rhythms in a scale-free neural network

NASA Astrophysics Data System (ADS)

Kim, Sang-Yoon; Lim, Woochang

2015-08-01

We consider a directed version of the Barabási-Albert scale-free network model with symmetric preferential attachment with the same in- and out-degrees and study the emergence of sparsely synchronized rhythms for a fixed attachment degree in an inhibitory population of fast-spiking Izhikevich interneurons. Fast sparsely synchronized rhythms with stochastic and intermittent neuronal discharges are found to appear for large values of J (synaptic inhibition strength) and D (noise intensity). For an intensive study we fix J at a sufficiently large value and investigate the population states by increasing D . For small D , full synchronization with the same population-rhythm frequency fp and mean firing rate (MFR) fi of individual neurons occurs, while for large D partial synchronization with fp> ( : ensemble-averaged MFR) appears due to intermittent discharge of individual neurons; in particular, the case of fp>4 is referred to as sparse synchronization. For the case of partial and sparse synchronization, MFRs of individual neurons vary depending on their degrees. As D passes a critical value D* (which is determined by employing an order parameter), a transition to unsynchronization occurs due to the destructive role of noise to spoil the pacing between sparse spikes. For D

Fast global image smoothing based on weighted least squares.

PubMed

Min, Dongbo; Choi, Sunghwan; Lu, Jiangbo; Ham, Bumsub; Sohn, Kwanghoon; Do, Minh N

2014-12-01

This paper presents an efficient technique for performing a spatially inhomogeneous edge-preserving image smoothing, called fast global smoother. Focusing on sparse Laplacian matrices consisting of a data term and a prior term (typically defined using four or eight neighbors for 2D image), our approach efficiently solves such global objective functions. In particular, we approximate the solution of the memory-and computation-intensive large linear system, defined over a d-dimensional spatial domain, by solving a sequence of 1D subsystems. Our separable implementation enables applying a linear-time tridiagonal matrix algorithm to solve d three-point Laplacian matrices iteratively. Our approach combines the best of two paradigms, i.e., efficient edge-preserving filters and optimization-based smoothing. Our method has a comparable runtime to the fast edge-preserving filters, but its global optimization formulation overcomes many limitations of the local filtering approaches. Our method also achieves high-quality results as the state-of-the-art optimization-based techniques, but runs ∼10-30 times faster. Besides, considering the flexibility in defining an objective function, we further propose generalized fast algorithms that perform Lγ norm smoothing (0 < γ < 2) and support an aggregated (robust) data term for handling imprecise data constraints. We demonstrate the effectiveness and efficiency of our techniques in a range of image processing and computer graphics applications.

Compressed sensing with cyclic-S Hadamard matrix for terahertz imaging applications

NASA Astrophysics Data System (ADS)

Ermeydan, Esra Şengün; ćankaya, Ilyas

2018-01-01

Compressed Sensing (CS) with Cyclic-S Hadamard matrix is proposed for single pixel imaging applications in this study. In single pixel imaging scheme, N = r . c samples should be taken for r×c pixel image where . denotes multiplication. CS is a popular technique claiming that the sparse signals can be reconstructed with samples under Nyquist rate. Therefore to solve the slow data acquisition problem in Terahertz (THz) single pixel imaging, CS is a good candidate. However, changing mask for each measurement is a challenging problem since there is no commercial Spatial Light Modulators (SLM) for THz band yet, therefore circular masks are suggested so that for each measurement one or two column shifting will be enough to change the mask. The CS masks are designed using cyclic-S matrices based on Hadamard transform for 9 × 7 and 15 × 17 pixel images within the framework of this study. The %50 compressed images are reconstructed using total variation based TVAL3 algorithm. Matlab simulations demonstrates that cyclic-S matrices can be used for single pixel imaging based on CS. The circular masks have the advantage to reduce the mechanical SLMs to a single sliding strip, whereas the CS helps to reduce acquisition time and energy since it allows to reconstruct the image from fewer samples.

On the efficiency of a randomized mirror descent algorithm in online optimization problems

NASA Astrophysics Data System (ADS)

Gasnikov, A. V.; Nesterov, Yu. E.; Spokoiny, V. G.

2015-04-01

A randomized online version of the mirror descent method is proposed. It differs from the existing versions by the randomization method. Randomization is performed at the stage of the projection of a subgradient of the function being optimized onto the unit simplex rather than at the stage of the computation of a subgradient, which is common practice. As a result, a componentwise subgradient descent with a randomly chosen component is obtained, which admits an online interpretation. This observation, for example, has made it possible to uniformly interpret results on weighting expert decisions and propose the most efficient method for searching for an equilibrium in a zero-sum two-person matrix game with sparse matrix.

Regularized Embedded Multiple Kernel Dimensionality Reduction for Mine Signal Processing.

PubMed

Li, Shuang; Liu, Bing; Zhang, Chen

2016-01-01

Traditional multiple kernel dimensionality reduction models are generally based on graph embedding and manifold assumption. But such assumption might be invalid for some high-dimensional or sparse data due to the curse of dimensionality, which has a negative influence on the performance of multiple kernel learning. In addition, some models might be ill-posed if the rank of matrices in their objective functions was not high enough. To address these issues, we extend the traditional graph embedding framework and propose a novel regularized embedded multiple kernel dimensionality reduction method. Different from the conventional convex relaxation technique, the proposed algorithm directly takes advantage of a binary search and an alternative optimization scheme to obtain optimal solutions efficiently. The experimental results demonstrate the effectiveness of the proposed method for supervised, unsupervised, and semisupervised scenarios.

Optimal interpolation and the Kalman filter. [for analysis of numerical weather predictions

NASA Technical Reports Server (NTRS)

Cohn, S.; Isaacson, E.; Ghil, M.

1981-01-01

The estimation theory of stochastic-dynamic systems is described and used in a numerical study of optimal interpolation. The general form of data assimilation methods is reviewed. The Kalman-Bucy, KB filter, and optimal interpolation (OI) filters are examined for effectiveness in performance as gain matrices using a one-dimensional form of the shallow-water equations. Control runs in the numerical analyses were performed for a ten-day forecast in concert with the OI method. The effects of optimality, initialization, and assimilation were studied. It was found that correct initialization is necessary in order to localize errors, especially near boundary points. Also, the use of small forecast error growth rates over data-sparse areas was determined to offset inaccurate modeling of correlation functions near boundaries.

History of the Nuclei Important for Cosmochemistry

NASA Technical Reports Server (NTRS)

Meyer, Bradley S.

2004-01-01

An essential aspect of studying the nuclei important for cosmochemistry is their production in stars. Over the grant period, we have further developed the Clemson/American University of Beirut stellar evolution code. Through use of a biconjugate-gradient matrix solver, we now routinely solve l0(exp 6) x l0(exp 6) sparse matrices on our desktop computers. This has allowed us to couple nucleosynthesis and convection fully in the 1-D star, which, in turn, provides better estimates of nuclear yields when the mixing and nuclear burning timescales are comparable. We also have incorporated radiation transport into our 1-D supernova explosion code. We used the stellar evolution and explosion codes to compute iron abundances in a 25 Solar mass star and compared the results to data from RIMS.

Evaluating random search strategies in three mammals from distinct feeding guilds.

PubMed

Auger-Méthé, Marie; Derocher, Andrew E; DeMars, Craig A; Plank, Michael J; Codling, Edward A; Lewis, Mark A

2016-09-01

Searching allows animals to find food, mates, shelter and other resources essential for survival and reproduction and is thus among the most important activities performed by animals. Theory predicts that animals will use random search strategies in highly variable and unpredictable environments. Two prominent models have been suggested for animals searching in sparse and heterogeneous environments: (i) the Lévy walk and (ii) the composite correlated random walk (CCRW) and its associated area-restricted search behaviour. Until recently, it was difficult to differentiate between the movement patterns of these two strategies. Using a new method that assesses whether movement patterns are consistent with these two strategies and two other common random search strategies, we investigated the movement behaviour of three species inhabiting sparse northern environments: woodland caribou (Rangifer tarandus caribou), barren-ground grizzly bear (Ursus arctos) and polar bear (Ursus maritimus). These three species vary widely in their diets and thus allow us to contrast the movement patterns of animals from different feeding guilds. Our results showed that although more traditional methods would have found evidence for the Lévy walk for some individuals, a comparison of the Lévy walk to CCRWs showed stronger support for the latter. While a CCRW was the best model for most individuals, there was a range of support for its absolute fit. A CCRW was sufficient to explain the movement of nearly half of herbivorous caribou and a quarter of omnivorous grizzly bears, but was insufficient to explain the movement of all carnivorous polar bears. Strong evidence for CCRW movement patterns suggests that many individuals may use a multiphasic movement strategy rather than one-behaviour strategies such as the Lévy walk. The fact that the best model was insufficient to describe the movement paths of many individuals suggests that some animals living in sparse environments may use strategies that are more complicated than those described by the standard random search models. Thus, our results indicate a need to develop movement models that incorporate factors such as the perceptual and cognitive capacities of animals. © 2016 The Authors. Journal of Animal Ecology © 2016 British Ecological Society.

Kinematic state estimation and motion planning for stochastic nonholonomic systems using the exponential map.

PubMed

Park, Wooram; Liu, Yan; Zhou, Yu; Moses, Matthew; Chirikjian, Gregory S

2008-04-11

A nonholonomic system subjected to external noise from the environment, or internal noise in its own actuators, will evolve in a stochastic manner described by an ensemble of trajectories. This ensemble of trajectories is equivalent to the solution of a Fokker-Planck equation that typically evolves on a Lie group. If the most likely state of such a system is to be estimated, and plans for subsequent motions from the current state are to be made so as to move the system to a desired state with high probability, then modeling how the probability density of the system evolves is critical. Methods for solving Fokker-Planck equations that evolve on Lie groups then become important. Such equations can be solved using the operational properties of group Fourier transforms in which irreducible unitary representation (IUR) matrices play a critical role. Therefore, we develop a simple approach for the numerical approximation of all the IUR matrices for two of the groups of most interest in robotics: the rotation group in three-dimensional space, SO(3), and the Euclidean motion group of the plane, SE(2). This approach uses the exponential mapping from the Lie algebras of these groups, and takes advantage of the sparse nature of the Lie algebra representation matrices. Other techniques for density estimation on groups are also explored. The computed densities are applied in the context of probabilistic path planning for kinematic cart in the plane and flexible needle steering in three-dimensional space. In these examples the injection of artificial noise into the computational models (rather than noise in the actual physical systems) serves as a tool to search the configuration spaces and plan paths. Finally, we illustrate how density estimation problems arise in the characterization of physical noise in orientational sensors such as gyroscopes.

Lecture Notes on Multigrid Methods

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

Vassilevski, P S

The Lecture Notes are primarily based on a sequence of lectures given by the author while been a Fulbright scholar at 'St. Kliment Ohridski' University of Sofia, Sofia, Bulgaria during the winter semester of 2009-2010 academic year. The notes are somewhat expanded version of the actual one semester class he taught there. The material covered is slightly modified and adapted version of similar topics covered in the author's monograph 'Multilevel Block-Factorization Preconditioners' published in 2008 by Springer. The author tried to keep the notes as self-contained as possible. That is why the lecture notes begin with some basic introductory matrix-vectormore » linear algebra, numerical PDEs (finite element) facts emphasizing the relations between functions in finite dimensional spaces and their coefficient vectors and respective norms. Then, some additional facts on the implementation of finite elements based on relation tables using the popular compressed sparse row (CSR) format are given. Also, typical condition number estimates of stiffness and mass matrices, the global matrix assembly from local element matrices are given as well. Finally, some basic introductory facts about stationary iterative methods, such as Gauss-Seidel and its symmetrized version are presented. The introductory material ends up with the smoothing property of the classical iterative methods and the main definition of two-grid iterative methods. From here on, the second part of the notes begins which deals with the various aspects of the principal TG and the numerous versions of the MG cycles. At the end, in part III, we briefly introduce algebraic versions of MG referred to as AMG, focusing on classes of AMG specialized for finite element matrices.« less

Selection of Polynomial Chaos Bases via Bayesian Model Uncertainty Methods with Applications to Sparse Approximation of PDEs with Stochastic Inputs

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

Karagiannis, Georgios; Lin, Guang

2014-02-15

Generalized polynomial chaos (gPC) expansions allow the representation of the solution of a stochastic system as a series of polynomial terms. The number of gPC terms increases dramatically with the dimension of the random input variables. When the number of the gPC terms is larger than that of the available samples, a scenario that often occurs if the evaluations of the system are expensive, the evaluation of the gPC expansion can be inaccurate due to over-fitting. We propose a fully Bayesian approach that allows for global recovery of the stochastic solution, both in spacial and random domains, by coupling Bayesianmore » model uncertainty and regularization regression methods. It allows the evaluation of the PC coefficients on a grid of spacial points via (1) Bayesian model average or (2) medial probability model, and their construction as functions on the spacial domain via spline interpolation. The former accounts the model uncertainty and provides Bayes-optimal predictions; while the latter, additionally, provides a sparse representation of the solution by evaluating the expansion on a subset of dominating gPC bases when represented as a gPC expansion. Moreover, the method quantifies the importance of the gPC bases through inclusion probabilities. We design an MCMC sampler that evaluates all the unknown quantities without the need of ad-hoc techniques. The proposed method is suitable for, but not restricted to, problems whose stochastic solution is sparse at the stochastic level with respect to the gPC bases while the deterministic solver involved is expensive. We demonstrate the good performance of the proposed method and make comparisons with others on 1D, 14D and 40D in random space elliptic stochastic partial differential equations.« less

Bayesian ionospheric multi-instrument 3D tomography

NASA Astrophysics Data System (ADS)

Norberg, Johannes; Vierinen, Juha; Roininen, Lassi

2017-04-01

The tomographic reconstruction of ionospheric electron densities is an inverse problem that cannot be solved without relatively strong regularising additional information. % Especially the vertical electron density profile is determined predominantly by the regularisation. % %Often utilised regularisations in ionospheric tomography include smoothness constraints and iterative methods with initial ionospheric models. % Despite its crucial role, the regularisation is often hidden in the algorithm as a numerical procedure without physical understanding. % % The Bayesian methodology provides an interpretative approach for the problem, as the regularisation can be given in a physically meaningful and quantifiable prior probability distribution. % The prior distribution can be based on ionospheric physics, other available ionospheric measurements and their statistics. % Updating the prior with measurements results as the posterior distribution that carries all the available information combined. % From the posterior distribution, the most probable state of the ionosphere can then be solved with the corresponding probability intervals. % Altogether, the Bayesian methodology provides understanding on how strong the given regularisation is, what is the information gained with the measurements and how reliable the final result is. % In addition, the combination of different measurements and temporal development can be taken into account in a very intuitive way. However, a direct implementation of the Bayesian approach requires inversion of large covariance matrices resulting in computational infeasibility. % In the presented method, Gaussian Markov random fields are used to form a sparse matrix approximations for the covariances. % The approach makes the problem computationally feasible while retaining the probabilistic and physical interpretation. Here, the Bayesian method with Gaussian Markov random fields is applied for ionospheric 3D tomography over Northern Europe. % Multi-instrument measurements are utilised from TomoScand receiver network for Low Earth orbit beacon satellite signals, GNSS receiver networks, as well as from EISCAT ionosondes and incoherent scatter radars. % %The performance is demonstrated in three-dimensional spatial domain with temporal development also taken into account.

On the role of sparseness in the evolution of modularity in gene regulatory networks

PubMed Central

2018-01-01

Modularity is a widespread property in biological systems. It implies that interactions occur mainly within groups of system elements. A modular arrangement facilitates adjustment of one module without perturbing the rest of the system. Therefore, modularity of developmental mechanisms is a major factor for evolvability, the potential to produce beneficial variation from random genetic change. Understanding how modularity evolves in gene regulatory networks, that create the distinct gene activity patterns that characterize different parts of an organism, is key to developmental and evolutionary biology. One hypothesis for the evolution of modules suggests that interactions between some sets of genes become maladaptive when selection favours additional gene activity patterns. The removal of such interactions by selection would result in the formation of modules. A second hypothesis suggests that modularity evolves in response to sparseness, the scarcity of interactions within a system. Here I simulate the evolution of gene regulatory networks and analyse diverse experimentally sustained networks to study the relationship between sparseness and modularity. My results suggest that sparseness alone is neither sufficient nor necessary to explain modularity in gene regulatory networks. However, sparseness amplifies the effects of forms of selection that, like selection for additional gene activity patterns, already produce an increase in modularity. That evolution of new gene activity patterns is frequent across evolution also supports that it is a major factor in the evolution of modularity. That sparseness is widespread across gene regulatory networks indicates that it may have facilitated the evolution of modules in a wide variety of cases. PMID:29775459

On the role of sparseness in the evolution of modularity in gene regulatory networks.

PubMed

Espinosa-Soto, Carlos

2018-05-01

Modularity is a widespread property in biological systems. It implies that interactions occur mainly within groups of system elements. A modular arrangement facilitates adjustment of one module without perturbing the rest of the system. Therefore, modularity of developmental mechanisms is a major factor for evolvability, the potential to produce beneficial variation from random genetic change. Understanding how modularity evolves in gene regulatory networks, that create the distinct gene activity patterns that characterize different parts of an organism, is key to developmental and evolutionary biology. One hypothesis for the evolution of modules suggests that interactions between some sets of genes become maladaptive when selection favours additional gene activity patterns. The removal of such interactions by selection would result in the formation of modules. A second hypothesis suggests that modularity evolves in response to sparseness, the scarcity of interactions within a system. Here I simulate the evolution of gene regulatory networks and analyse diverse experimentally sustained networks to study the relationship between sparseness and modularity. My results suggest that sparseness alone is neither sufficient nor necessary to explain modularity in gene regulatory networks. However, sparseness amplifies the effects of forms of selection that, like selection for additional gene activity patterns, already produce an increase in modularity. That evolution of new gene activity patterns is frequent across evolution also supports that it is a major factor in the evolution of modularity. That sparseness is widespread across gene regulatory networks indicates that it may have facilitated the evolution of modules in a wide variety of cases.

IPR 1.0: an efficient method for calculating solar radiation absorbed by individual plants in sparse heterogeneous woody plant communities

NASA Astrophysics Data System (ADS)

Zhang, Y.; Chen, W.; Li, J.

2013-12-01

Climate change may alter the spatial distribution, composition, structure, and functions of plant communities. Transitional zones between biomes, or ecotones, are particularly sensitive to climate change. Ecotones are usually heterogeneous with sparse trees. The dynamics of ecotones are mainly determined by the growth and competition of individual plants in the communities. Therefore it is necessary to calculate solar radiation absorbed by individual plants for understanding and predicting their responses to climate change. In this study, we developed an individual plant radiation model, IPR (version 1.0), to calculate solar radiation absorbed by individual plants in sparse heterogeneous woody plant communities. The model is developed based on geometrical optical relationships assuming crowns of woody plants are rectangular boxes with uniform leaf area density. The model calculates the fractions of sunlit and shaded leaf classes and the solar radiation absorbed by each class, including direct radiation from the sun, diffuse radiation from the sky, and scattered radiation from the plant community. The solar radiation received on the ground is also calculated. We tested the model by comparing with the analytical solutions of random distributions of plants. The tests show that the model results are very close to the averages of the random distributions. This model is efficient in computation, and is suitable for ecological models to simulate long-term transient responses of plant communities to climate change.

A transfer matrix approach to vibration localization in mistuned blade assemblies

NASA Technical Reports Server (NTRS)

Ottarson, Gisli; Pierre, Chritophe

1993-01-01

A study of mode localization in mistuned bladed disks is performed using transfer matrices. The transfer matrix approach yields the free response of a general, mono-coupled, perfectly cyclic assembly in closed form. A mistuned structure is represented by random transfer matrices, and the expansion of these matrices in terms of the small mistuning parameter leads to the definition of a measure of sensitivity to mistuning. An approximation of the localization factor, the spatially averaged rate of exponential attenuation per blade-disk sector, is obtained through perturbation techniques in the limits of high and low sensitivity. The methodology is applied to a common model of a bladed disk and the results verified by Monte Carlo simulations. The easily calculated sensitivity measure may prove to be a valuable design tool due to its system-independent quantification of mistuning effects such as mode localization.

Medium-induced change of the optical response of metal clusters in rare-gas matrices

NASA Astrophysics Data System (ADS)

Xuan, Fengyuan; Guet, Claude

2017-10-01

Interaction with the surrounding medium modifies the optical response of embedded metal clusters. For clusters from about ten to a few hundreds of silver atoms, embedded in rare-gas matrices, we study the environment effect within the matrix random phase approximation with exact exchange (RPAE) quantum approach, which has proved successful for free silver clusters. The polarizable surrounding medium screens the residual two-body RPAE interaction, adds a polarization term to the one-body potential, and shifts the vacuum energy of the active delocalized valence electrons. Within this model, we calculate the dipole oscillator strength distribution for Ag clusters embedded in helium droplets, neon, argon, krypton, and xenon matrices. The main contribution to the dipole surface plasmon red shift originates from the rare-gas polarization screening of the two-body interaction. The large size limit of the dipole surface plasmon agrees well with the classical prediction.

A random matrix approach to credit risk.

PubMed

Münnix, Michael C; Schäfer, Rudi; Guhr, Thomas

2014-01-01

We estimate generic statistical properties of a structural credit risk model by considering an ensemble of correlation matrices. This ensemble is set up by Random Matrix Theory. We demonstrate analytically that the presence of correlations severely limits the effect of diversification in a credit portfolio if the correlations are not identically zero. The existence of correlations alters the tails of the loss distribution considerably, even if their average is zero. Under the assumption of randomly fluctuating correlations, a lower bound for the estimation of the loss distribution is provided.

A Random Matrix Approach to Credit Risk

PubMed Central

Guhr, Thomas

2014-01-01

We estimate generic statistical properties of a structural credit risk model by considering an ensemble of correlation matrices. This ensemble is set up by Random Matrix Theory. We demonstrate analytically that the presence of correlations severely limits the effect of diversification in a credit portfolio if the correlations are not identically zero. The existence of correlations alters the tails of the loss distribution considerably, even if their average is zero. Under the assumption of randomly fluctuating correlations, a lower bound for the estimation of the loss distribution is provided. PMID:24853864

Emotional textile image classification based on cross-domain convolutional sparse autoencoders with feature selection

NASA Astrophysics Data System (ADS)

Li, Zuhe; Fan, Yangyu; Liu, Weihua; Yu, Zeqi; Wang, Fengqin

2017-01-01

We aim to apply sparse autoencoder-based unsupervised feature learning to emotional semantic analysis for textile images. To tackle the problem of limited training data, we present a cross-domain feature learning scheme for emotional textile image classification using convolutional autoencoders. We further propose a correlation-analysis-based feature selection method for the weights learned by sparse autoencoders to reduce the number of features extracted from large size images. First, we randomly collect image patches on an unlabeled image dataset in the source domain and learn local features with a sparse autoencoder. We then conduct feature selection according to the correlation between different weight vectors corresponding to the autoencoder's hidden units. We finally adopt a convolutional neural network including a pooling layer to obtain global feature activations of textile images in the target domain and send these global feature vectors into logistic regression models for emotional image classification. The cross-domain unsupervised feature learning method achieves 65% to 78% average accuracy in the cross-validation experiments corresponding to eight emotional categories and performs better than conventional methods. Feature selection can reduce the computational cost of global feature extraction by about 50% while improving classification performance.

Multiscale Region-Level VHR Image Change Detection via Sparse Change Descriptor and Robust Discriminative Dictionary Learning

PubMed Central

Xu, Yuan; Ding, Kun; Huo, Chunlei; Zhong, Zisha; Li, Haichang; Pan, Chunhong

2015-01-01

Very high resolution (VHR) image change detection is challenging due to the low discriminative ability of change feature and the difficulty of change decision in utilizing the multilevel contextual information. Most change feature extraction techniques put emphasis on the change degree description (i.e., in what degree the changes have happened), while they ignore the change pattern description (i.e., how the changes changed), which is of equal importance in characterizing the change signatures. Moreover, the simultaneous consideration of the classification robust to the registration noise and the multiscale region-consistent fusion is often neglected in change decision. To overcome such drawbacks, in this paper, a novel VHR image change detection method is proposed based on sparse change descriptor and robust discriminative dictionary learning. Sparse change descriptor combines the change degree component and the change pattern component, which are encoded by the sparse representation error and the morphological profile feature, respectively. Robust change decision is conducted by multiscale region-consistent fusion, which is implemented by the superpixel-level cosparse representation with robust discriminative dictionary and the conditional random field model. Experimental results confirm the effectiveness of the proposed change detection technique. PMID:25918748

The impact of eszopiclone on sleep and cognition in patients with schizophrenia and insomnia: a double-blind, randomized, placebo-controlled trial.

PubMed

Tek, Cenk; Palmese, Laura B; Krystal, Andrew D; Srihari, Vinod H; DeGeorge, Pamela C; Reutenauer, Erin L; Guloksuz, Sinan

2014-12-01

Insomnia is frequent in schizophrenia and may contribute to cognitive impairment as well as overuse of weight inducing sedative antipsychotics. We investigated the effects of eszopiclone on sleep and cognition for patients with schizophrenia-related insomnia in a double-blind placebo controlled study, followed by a two-week, single-blind placebo phase. Thirty-nine clinically stable outpatients with schizophrenia or schizoaffective disorder and insomnia were randomized to either 3mg eszopiclone (n=20) or placebo (n=19). Primary outcome measure was change in Insomnia Severity Index (ISI) over 8 weeks. Secondary outcome measure was change in MATRICS Consensus Cognitive Battery (MATRICS). Sleep diaries, psychiatric symptoms, and quality of life were also monitored. ISI significantly improved more in eszopiclone (mean=-10.7, 95% CI=-13.2; -8.2) than in placebo (mean=-6.9, 95% CI=-9.5; -4.3) with a between-group difference of -3.8 (95% CI=-7.5; -0.2). MATRICS score change did not differ between groups. On further analysis there was a significant improvement in the working memory test, letter-number span component of MATRICS (mean=9.8±9.2, z=-2.00, p=0.045) only for subjects with schizophrenia on eszopiclone. There were improvements in sleep diary items in both groups with no between-group differences. Psychiatric symptoms remained stable. Discontinuation rates were similar. Sleep remained improved during single-blind placebo phase after eszopiclone was stopped, but the working memory improvement in patients with schizophrenia was not durable. Eszopiclone stands as a safe and effective alternative for the treatment of insomnia in patients with schizophrenia. Its effects on cognition require further study. Copyright © 2014 Elsevier B.V. All rights reserved.

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.

Super-resolution structured illumination in optically thick specimens without fluorescent tagging

NASA Astrophysics Data System (ADS)

Hoffman, Zachary R.; DiMarzio, Charles A.

2017-11-01

This research extends the work of Hoffman et al. to provide both sectioning and super-resolution using random patterns within thick specimens. Two methods of processing structured illumination in reflectance have been developed without the need for a priori knowledge of either the optical system or the modulation patterns. We explore the use of two deconvolution algorithms that assume either Gaussian or sparse priors. This paper will show that while both methods accomplish their intended objective, the sparse priors method provides superior resolution and contrast against all tested targets, providing anywhere from ˜1.6× to ˜2× resolution enhancement. The methods developed here can reasonably be implemented to work without a priori knowledge about the patterns or point spread function. Further, all experiments are run using an incoherent light source, unknown random modulation patterns, and without the use of fluorescent tagging. These additional modifications are challenging, but the generalization of these methods makes them prime candidates for clinical application, providing super-resolved noninvasive sectioning in vivo.

A system identification technique based on the random decrement signatures. Part 1: Theory and simulation

NASA Technical Reports Server (NTRS)

Bedewi, Nabih E.; Yang, Jackson C. S.

1987-01-01

Identification of the system parameters of a randomly excited structure may be treated using a variety of statistical techniques. Of all these techniques, the Random Decrement is unique in that it provides the homogeneous component of the system response. Using this quality, a system identification technique was developed based on a least-squares fit of the signatures to estimate the mass, damping, and stiffness matrices of a linear randomly excited system. The mathematics of the technique is presented in addition to the results of computer simulations conducted to demonstrate the prediction of the response of the system and the random forcing function initially introduced to excite the system.

The price of privately releasing contingency tables, and the spectra of random matrices with correlated rows

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

Kasiviswanathan, Shiva; Rudelson, Mark; Smith, Adam

2009-01-01

Contingency tables are the method of choice of government agencies for releasing statistical summaries of categorical data. In this paper, we consider lower bounds on how much distortion (noise) is necessary in these tables to provide privacy guarantees when the data being summarized is sensitive. We extend a line of recent work on lower bounds on noise for private data analysis [10, 13. 14, 15] to a natural and important class of functionalities. Our investigation also leads to new results on the spectra of random matrices with correlated rows. Consider a database D consisting of n rows (one per individual),more » each row comprising d binary attributes. For any subset of T attributes of size |T| = k, the marginal table for T has 2{sup k} entries; each entry counts how many times in the database a particular setting of these attributes occurs. Imagine an agency that wishes to release all (d/k) contingency tables for a given database. For constant k, previous work showed that distortion {tilde {Omicron}}(min{l_brace}n, (n{sup 2}d){sup 1/3}, {radical}d{sup k}{r_brace}) is sufficient for satisfying differential privacy, a rigorous definition of privacy that has received extensive recent study. Our main contributions are: (1) For {epsilon}- and ({epsilon}, {delta})-differential privacy (with {epsilon} constant and {delta} = 1/poly(n)), we give a lower bound of {tilde {Omega}}(min{l_brace}{radical}n, {radical}d{sup k}{r_brace}), which is tight for n = {tilde {Omega}}(d{sup k}). Moreover, for a natural and popular class of mechanisms based on additive noise, our bound can be strengthened to {Omega}({radical}d{sup k}), which is tight for all n. Our bounds extend even to non-constant k, losing roughly a factor of {radical}2{sup k} compared to the best known upper bounds for large n. (2) We give efficient polynomial time attacks which allow an adversary to reconstruct sensitive infonnation given insufficiently perturbed contingency table releases. For constant k, we obtain a lower bound of {tilde {Omega}}(min{l_brace}{radical}n, {radical}d{sup k}{r_brace}) that applies to a large class of privacy notions, including K-anonymity (along with its variants) and differential privacy. In contrast to our bounds for differential privacy, this bound (a) is shown only for constant k, but (b) is tight for all values of n when k is constant. (3) Our reconstruction-based attacks require a new lower bound on the least singular values of random matrices with correlated rows. For a constant k, consider a matrix M with (d/k) rows which are formed by taking all possible k-way entry-wise products of an underlying set of d random vectors. We show that even for nearly square matrices with d{sup k}/log d columns, the least singular value is {Omega}({radical}d{sup k}) with high probability - asymptotically, the same bound as one gets for a matrix with independent rows. The proof requires several new ideas for analyzing random matrices and could be of independent interest.« less

Average fidelity between random quantum states

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

Zyczkowski, Karol; Centrum Fizyki Teoretycznej, Polska Akademia Nauk, Aleja Lotnikow 32/44, 02-668 Warsaw; Perimeter Institute, Waterloo, Ontario, N2L 2Y5

2005-03-01

We analyze mean fidelity between random density matrices of size N, generated with respect to various probability measures in the space of mixed quantum states: the Hilbert-Schmidt measure, the Bures (statistical) measure, the measure induced by the partial trace, and the natural measure on the space of pure states. In certain cases explicit probability distributions for the fidelity are derived. The results obtained may be used to gauge the quality of quantum-information-processing schemes.

A system identification technique based on the random decrement signatures. Part 2: Experimental results

NASA Technical Reports Server (NTRS)

Bedewi, Nabih E.; Yang, Jackson C. S.

1987-01-01

Identification of the system parameters of a randomly excited structure may be treated using a variety of statistical techniques. Of all these techniques, the Random Decrement is unique in that it provides the homogeneous component of the system response. Using this quality, a system identification technique was developed based on a least-squares fit of the signatures to estimate the mass, damping, and stiffness matrices of a linear randomly excited system. The results of an experiment conducted on an offshore platform scale model to verify the validity of the technique and to demonstrate its application in damage detection are presented.

On the Concept of Random Orientation in Far-Field Electromagnetic Scattering by Nonspherical Particles

NASA Technical Reports Server (NTRS)

Mishchenko, Michael I.; Yurkin, Maxim A.

2017-01-01

Although the model of randomly oriented nonspherical particles has been used in a great variety of applications of far-field electromagnetic scattering, it has never been defined in strict mathematical terms. In this Letter we use the formalism of Euler rigid-body rotations to clarify the concept of statistically random particle orientations and derive its immediate corollaries in the form of most general mathematical properties of the orientation-averaged extinction and scattering matrices. Our results serve to provide a rigorous mathematical foundation for numerous publications in which the notion of randomly oriented particles and its light-scattering implications have been considered intuitively obvious.

On the number of Bose-selected modes in driven-dissipative ideal Bose gases

NASA Astrophysics Data System (ADS)

Schnell, Alexander; Ketzmerick, Roland; Eckardt, André

2018-03-01

In an ideal Bose gas that is driven into a steady state far from thermal equilibrium, a generalized form of Bose condensation can occur. Namely, the single-particle states unambiguously separate into two groups: the group of Bose-selected states, whose occupations increase linearly with the total particle number, and the group of all other states whose occupations saturate [Phys. Rev. Lett. 111, 240405 (2013), 10.1103/PhysRevLett.111.240405]. However, so far very little is known about how the number of Bose-selected states depends on the properties of the system and its coupling to the environment. The answer to this question is crucial since systems hosting a single, a few, or an extensive number of Bose-selected states will show rather different behavior. While in the former two scenarios each selected mode acquires a macroscopic occupation, corresponding to (fragmented) Bose condensation, the latter case rather bears resemblance to a high-temperature state of matter. In this paper, we systematically investigate the number of Bose-selected states, considering different classes of the rate matrices that characterize the driven-dissipative ideal Bose gases in the limit of weak system-bath coupling. These include rate matrices with continuum limit, rate matrices of chaotic driven systems, random rate matrices, and rate matrices resulting from thermal baths that couple to a few observables only.

On the number of Bose-selected modes in driven-dissipative ideal Bose gases.

PubMed

Schnell, Alexander; Ketzmerick, Roland; Eckardt, André

2018-03-01

In an ideal Bose gas that is driven into a steady state far from thermal equilibrium, a generalized form of Bose condensation can occur. Namely, the single-particle states unambiguously separate into two groups: the group of Bose-selected states, whose occupations increase linearly with the total particle number, and the group of all other states whose occupations saturate [Phys. Rev. Lett. 111, 240405 (2013)PRLTAO0031-900710.1103/PhysRevLett.111.240405]. However, so far very little is known about how the number of Bose-selected states depends on the properties of the system and its coupling to the environment. The answer to this question is crucial since systems hosting a single, a few, or an extensive number of Bose-selected states will show rather different behavior. While in the former two scenarios each selected mode acquires a macroscopic occupation, corresponding to (fragmented) Bose condensation, the latter case rather bears resemblance to a high-temperature state of matter. In this paper, we systematically investigate the number of Bose-selected states, considering different classes of the rate matrices that characterize the driven-dissipative ideal Bose gases in the limit of weak system-bath coupling. These include rate matrices with continuum limit, rate matrices of chaotic driven systems, random rate matrices, and rate matrices resulting from thermal baths that couple to a few observables only.

Fast sparsely synchronized brain rhythms in a scale-free neural network.

PubMed

Kim, Sang-Yoon; Lim, Woochang

2015-08-01

We consider a directed version of the Barabási-Albert scale-free network model with symmetric preferential attachment with the same in- and out-degrees and study the emergence of sparsely synchronized rhythms for a fixed attachment degree in an inhibitory population of fast-spiking Izhikevich interneurons. Fast sparsely synchronized rhythms with stochastic and intermittent neuronal discharges are found to appear for large values of J (synaptic inhibition strength) and D (noise intensity). For an intensive study we fix J at a sufficiently large value and investigate the population states by increasing D. For small D, full synchronization with the same population-rhythm frequency fp and mean firing rate (MFR) fi of individual neurons occurs, while for large D partial synchronization with fp>〈fi〉 (〈fi〉: ensemble-averaged MFR) appears due to intermittent discharge of individual neurons; in particular, the case of fp>4〈fi〉 is referred to as sparse synchronization. For the case of partial and sparse synchronization, MFRs of individual neurons vary depending on their degrees. As D passes a critical value D* (which is determined by employing an order parameter), a transition to unsynchronization occurs due to the destructive role of noise to spoil the pacing between sparse spikes. For D

MUTILS - a set of efficient modeling tools for multi-core CPUs implemented in MEX

NASA Astrophysics Data System (ADS)

Krotkiewski, Marcin; Dabrowski, Marcin

2013-04-01

The need for computational performance is common in scientific applications, and in particular in numerical simulations, where high resolution models require efficient processing of large amounts of data. Especially in the context of geological problems the need to increase the model resolution to resolve physical and geometrical complexities seems to have no limits. Alas, the performance of new generations of CPUs does not improve any longer by simply increasing clock speeds. Current industrial trends are to increase the number of computational cores. As a result, parallel implementations are required in order to fully utilize the potential of new processors, and to study more complex models. We target simulations on small to medium scale shared memory computers: laptops and desktop PCs with ~8 CPU cores and up to tens of GB of memory to high-end servers with ~50 CPU cores and hundereds of GB of memory. In this setting MATLAB is often the environment of choice for scientists that want to implement their own models with little effort. It is a useful general purpose mathematical software package, but due to its versatility some of its functionality is not as efficient as it could be. In particular, the challanges of modern multi-core architectures are not fully addressed. We have developed MILAMIN 2 - an efficient FEM modeling environment written in native MATLAB. Amongst others, MILAMIN provides functions to define model geometry, generate and convert structured and unstructured meshes (also through interfaces to external mesh generators), compute element and system matrices, apply boundary conditions, solve the system of linear equations, address non-linear and transient problems, and perform post-processing. MILAMIN strives to combine the ease of code development and the computational efficiency. Where possible, the code is optimized and/or parallelized within the MATLAB framework. Native MATLAB is augmented with the MUTILS library - a set of MEX functions that implement the computationally intensive, performance critical parts of the code, which we have identified to be bottlenecks. Here, we discuss the functionality and performance of the MUTILS library. Currently, it includes: 1. time and memory efficient assembly of sparse matrices for FEM simulations 2. parallel sparse matrix - vector product with optimizations speficic to symmetric matrices and multiple degrees of freedom per node 3. parallel point in triangle location and point in tetrahedron location for unstructured, adaptive 2D and 3D meshes (useful for 'marker in cell' type of methods) 4. parallel FEM interpolation for 2D and 3D meshes of elements of different types and orders, and for different number of degrees of freedom per node 5. a stand-alone, MEX implementation of the Conjugate Gradients iterative solver 6. interface to METIS graph partitioning and a fast implementation of RCM reordering

Towards rigorous analysis of the Levitov-Mirlin-Evers recursion

NASA Astrophysics Data System (ADS)

Fyodorov, Y. V.; Kupiainen, A.; Webb, C.

2016-12-01

This paper aims to develop a rigorous asymptotic analysis of an approximate renormalization group recursion for inverse participation ratios P q of critical powerlaw random band matrices. The recursion goes back to the work by Mirlin and Evers (2000 Phys. Rev. B 62 7920) and earlier works by Levitov (1990 Phys. Rev. Lett. 64 547, 1999 Ann. Phys. 8 697-706) and is aimed to describe the ensuing multifractality of the eigenvectors of such matrices. We point out both similarities and dissimilarities between the LME recursion and those appearing in the theory of multiplicative cascades and branching random walks and show that the methods developed in those fields can be adapted to the present case. In particular the LME recursion is shown to exhibit a phase transition, which we expect is a freezing transition, where the role of temperature is played by the exponent q. However, the LME recursion has features that make its rigorous analysis considerably harder and we point out several open problems for further study.

Kinetics of diffusion-controlled annihilation with sparse initial conditions

DOE PAGES

Ben-Naim, Eli; Krapivsky, Paul

2016-12-16

Here, we study diffusion-controlled single-species annihilation with sparse initial conditions. In this random process, particles undergo Brownian motion, and when two particles meet, both disappear. We also focus on sparse initial conditions where particles occupy a subspace of dimension δ that is embedded in a larger space of dimension d. Furthermore, we find that the co-dimension Δ = d - δ governs the behavior. All particles disappear when the co-dimension is sufficiently small, Δ ≤ 2; otherwise, a finite fraction of particles indefinitely survive. We establish the asymptotic behavior of the probability S(t) that a test particle survives until time t. When the subspace is a line, δ = 1, we find inverse logarithmic decay,more » $$S\\sim {(\\mathrm{ln}t)}^{-1}$$, in three dimensions, and a modified power-law decay, $$S\\sim (\\mathrm{ln}t){t}^{-1/2}$$, in two dimensions. In general, the survival probability decays algebraically when Δ < 2, and there is an inverse logarithmic decay at the critical co-dimension Δ = 2.« less

Objective sea level pressure analysis for sparse data areas

NASA Technical Reports Server (NTRS)

Druyan, L. M.

1972-01-01

A computer procedure was used to analyze the pressure distribution over the North Pacific Ocean for eleven synoptic times in February, 1967. Independent knowledge of the central pressures of lows is shown to reduce the analysis errors for very sparse data coverage. The application of planned remote sensing of sea-level wind speeds is shown to make a significant contribution to the quality of the analysis especially in the high gradient mid-latitudes and for sparse coverage of conventional observations (such as over Southern Hemisphere oceans). Uniform distribution of the available observations of sea-level pressure and wind velocity yields results far superior to those derived from a random distribution. A generalization of the results indicates that the average lower limit for analysis errors is between 2 and 2.5 mb based on the perfect specification of the magnitude of the sea-level pressure gradient from a known verification analysis. A less than perfect specification will derive from wind-pressure relationships applied to satellite observed wind speeds.

Discrete Sparse Coding.

PubMed

Exarchakis, Georgios; Lücke, Jörg

2017-11-01

Sparse coding algorithms with continuous latent variables have been the subject of a large number of studies. However, discrete latent spaces for sparse coding have been largely ignored. In this work, we study sparse coding with latents described by discrete instead of continuous prior distributions. We consider the general case in which the latents (while being sparse) can take on any value of a finite set of possible values and in which we learn the prior probability of any value from data. This approach can be applied to any data generated by discrete causes, and it can be applied as an approximation of continuous causes. As the prior probabilities are learned, the approach then allows for estimating the prior shape without assuming specific functional forms. To efficiently train the parameters of our probabilistic generative model, we apply a truncated expectation-maximization approach (expectation truncation) that we modify to work with a general discrete prior. We evaluate the performance of the algorithm by applying it to a variety of tasks: (1) we use artificial data to verify that the algorithm can recover the generating parameters from a random initialization, (2) use image patches of natural images and discuss the role of the prior for the extraction of image components, (3) use extracellular recordings of neurons to present a novel method of analysis for spiking neurons that includes an intuitive discretization strategy, and (4) apply the algorithm on the task of encoding audio waveforms of human speech. The diverse set of numerical experiments presented in this letter suggests that discrete sparse coding algorithms can scale efficiently to work with realistic data sets and provide novel statistical quantities to describe the structure of the data.

A Bayesian Missing Data Framework for Generalized Multiple Outcome Mixed Treatment Comparisons

ERIC Educational Resources Information Center

Hong, Hwanhee; Chu, Haitao; Zhang, Jing; Carlin, Bradley P.

2016-01-01

Bayesian statistical approaches to mixed treatment comparisons (MTCs) are becoming more popular because of their flexibility and interpretability. Many randomized clinical trials report multiple outcomes with possible inherent correlations. Moreover, MTC data are typically sparse (although richer than standard meta-analysis, comparing only two…

Implementing an Accurate and Rapid Sparse Sampling Approach for Low-Dose Atomic Resolution STEM Imaging

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

Kovarik, Libor; Stevens, Andrew J.; Liyu, Andrey V.

Aberration correction for scanning transmission electron microscopes (STEM) has dramatically increased spatial image resolution for beam-stable materials, but it is the sample stability rather than the microscope that often limits the practical resolution of STEM images. To extract physical information from images of beam sensitive materials it is becoming clear that there is a critical dose/dose-rate below which the images can be interpreted as representative of the pristine material, while above it the observation is dominated by beam effects. Here we describe an experimental approach for sparse sampling in the STEM and in-painting image reconstruction in order to reduce themore » electron dose/dose-rate to the sample during imaging. By characterizing the induction limited rise-time and hysteresis in scan coils, we show that sparse line-hopping approach to scan randomization can be implemented that optimizes both the speed of the scan and the amount of the sample that needs to be illuminated by the beam. The dose and acquisition time for the sparse sampling is shown to be effectively decreased by factor of 5x relative to conventional acquisition, permitting imaging of beam sensitive materials to be obtained without changing the microscope operating parameters. As a result, the use of sparse line-hopping scan to acquire STEM images is demonstrated with atomic resolution aberration corrected Z-contrast images of CaCO 3, a material that is traditionally difficult to image by TEM/STEM because of dose issues.« less

Implementing an Accurate and Rapid Sparse Sampling Approach for Low-Dose Atomic Resolution STEM Imaging

DOE PAGES

Kovarik, Libor; Stevens, Andrew J.; Liyu, Andrey V.; ...

2016-10-17

Aberration correction for scanning transmission electron microscopes (STEM) has dramatically increased spatial image resolution for beam-stable materials, but it is the sample stability rather than the microscope that often limits the practical resolution of STEM images. To extract physical information from images of beam sensitive materials it is becoming clear that there is a critical dose/dose-rate below which the images can be interpreted as representative of the pristine material, while above it the observation is dominated by beam effects. Here we describe an experimental approach for sparse sampling in the STEM and in-painting image reconstruction in order to reduce themore » electron dose/dose-rate to the sample during imaging. By characterizing the induction limited rise-time and hysteresis in scan coils, we show that sparse line-hopping approach to scan randomization can be implemented that optimizes both the speed of the scan and the amount of the sample that needs to be illuminated by the beam. The dose and acquisition time for the sparse sampling is shown to be effectively decreased by factor of 5x relative to conventional acquisition, permitting imaging of beam sensitive materials to be obtained without changing the microscope operating parameters. The use of sparse line-hopping scan to acquire STEM images is demonstrated with atomic resolution aberration corrected Z-contrast images of CaCO3, a material that is traditionally difficult to image by TEM/STEM because of dose issues.« less

ROPE: Recoverable Order-Preserving Embedding of Natural Language

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

Widemann, David P.; Wang, Eric X.; Thiagarajan, Jayaraman J.

We present a novel Recoverable Order-Preserving Embedding (ROPE) of natural language. ROPE maps natural language passages from sparse concatenated one-hot representations to distributed vector representations of predetermined fixed length. We use Euclidean distance to return search results that are both grammatically and semantically similar. ROPE is based on a series of random projections of distributed word embeddings. We show that our technique typically forms a dictionary with sufficient incoherence such that sparse recovery of the original text is possible. We then show how our embedding allows for efficient and meaningful natural search and retrieval on Microsoft’s COCO dataset and themore » IMDB Movie Review dataset.« less

Strategies for vectorizing the sparse matrix vector product on the CRAY XMP, CRAY 2, and CYBER 205

NASA Technical Reports Server (NTRS)

Bauschlicher, Charles W., Jr.; Partridge, Harry

1987-01-01

Large, randomly sparse matrix vector products are important in a number of applications in computational chemistry, such as matrix diagonalization and the solution of simultaneous equations. Vectorization of this process is considered for the CRAY XMP, CRAY 2, and CYBER 205, using a matrix of dimension of 20,000 with from 1 percent to 6 percent nonzeros. Efficient scatter/gather capabilities add coding flexibility and yield significant improvements in performance. For the CYBER 205, it is shown that minor changes in the IO can reduce the CPU time by a factor of 50. Similar changes in the CRAY codes make a far smaller improvement.

Random-access scanning microscopy for 3D imaging in awake behaving animals

PubMed Central

Nadella, K. M. Naga Srinivas; Roš, Hana; Baragli, Chiara; Griffiths, Victoria A.; Konstantinou, George; Koimtzis, Theo; Evans, Geoffrey J.; Kirkby, Paul A.; Silver, R. Angus

2018-01-01

Understanding how neural circuits process information requires rapid measurements from identified neurons distributed in 3D space. Here we describe an acousto-optic lens two-photon microscope that performs high-speed focussing and line-scanning within a volume spanning hundreds of micrometres. We demonstrate its random access functionality by selectively imaging cerebellar interneurons sparsely distributed in 3D and by simultaneously recording from the soma, proximal and distal dendrites of neocortical pyramidal cells in behaving mice. PMID:27749836

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.

Jacobi spectral Galerkin method for elliptic Neumann problems

NASA Astrophysics Data System (ADS)

Doha, E.; Bhrawy, A.; Abd-Elhameed, W.

2009-01-01

This paper is concerned with fast spectral-Galerkin Jacobi algorithms for solving one- and two-dimensional elliptic equations with homogeneous and nonhomogeneous Neumann boundary conditions. The paper extends the algorithms proposed by Shen (SIAM J Sci Comput 15:1489-1505, 1994) and Auteri et al. (J Comput Phys 185:427-444, 2003), based on Legendre polynomials, to Jacobi polynomials with arbitrary α and β. The key to the efficiency of our algorithms is to construct appropriate basis functions with zero slope at the endpoints, which lead to systems with sparse matrices for the discrete variational formulations. The direct solution algorithm developed for the homogeneous Neumann problem in two-dimensions relies upon a tensor product process. Nonhomogeneous Neumann data are accounted for by means of a lifting. Numerical results indicating the high accuracy and effectiveness of these algorithms are presented.

Fast RBF OGr for solving PDEs on arbitrary surfaces

NASA Astrophysics Data System (ADS)

Piret, Cécile; Dunn, Jarrett

2016-10-01

The Radial Basis Functions Orthogonal Gradients method (RBF-OGr) was introduced in [1] to discretize differential operators defined on arbitrary manifolds defined only by a point cloud. We take advantage of the meshfree character of RBFs, which give us a high accuracy and the flexibility to represent complex geometries in any spatial dimension. A large limitation of the RBF-OGr method was its large computational complexity, which greatly restricted the size of the point cloud. In this paper, we apply the RBF-Finite Difference (RBF-FD) technique to the RBF-OGr method for building sparse differentiation matrices discretizing continuous differential operators such as the Laplace-Beltrami operator. This method can be applied to solving PDEs on arbitrary surfaces embedded in ℛ3. We illustrate the accuracy of our new method by solving the heat equation on the unit sphere.

Scalability improvements to NRLMOL for DFT calculations of large molecules

NASA Astrophysics Data System (ADS)

Diaz, Carlos Manuel

Advances in high performance computing (HPC) have provided a way to treat large, computationally demanding tasks using thousands of processors. With the development of more powerful HPC architectures, the need to create efficient and scalable code has grown more important. Electronic structure calculations are valuable in understanding experimental observations and are routinely used for new materials predictions. For the electronic structure calculations, the memory and computation time are proportional to the number of atoms. Memory requirements for these calculations scale as N2, where N is the number of atoms. While the recent advances in HPC offer platforms with large numbers of cores, the limited amount of memory available on a given node and poor scalability of the electronic structure code hinder their efficient usage of these platforms. This thesis will present some developments to overcome these bottlenecks in order to study large systems. These developments, which are implemented in the NRLMOL electronic structure code, involve the use of sparse matrix storage formats and the use of linear algebra using sparse and distributed matrices. These developments along with other related development now allow ground state density functional calculations using up to 25,000 basis functions and the excited state calculations using up to 17,000 basis functions while utilizing all cores on a node. An example on a light-harvesting triad molecule is described. Finally, future plans to further improve the scalability will be presented.

Unsupervised Learning for Monaural Source Separation Using Maximization–Minimization Algorithm with Time–Frequency Deconvolution †

PubMed Central

Bouridane, Ahmed; Ling, Bingo Wing-Kuen

2018-01-01

This paper presents an unsupervised learning algorithm for sparse nonnegative matrix factor time–frequency deconvolution with optimized fractional β-divergence. The β-divergence is a group of cost functions parametrized by a single parameter β. The Itakura–Saito divergence, Kullback–Leibler divergence and Least Square distance are special cases that correspond to β=0, 1, 2, respectively. This paper presents a generalized algorithm that uses a flexible range of β that includes fractional values. It describes a maximization–minimization (MM) algorithm leading to the development of a fast convergence multiplicative update algorithm with guaranteed convergence. The proposed model operates in the time–frequency domain and decomposes an information-bearing matrix into two-dimensional deconvolution of factor matrices that represent the spectral dictionary and temporal codes. The deconvolution process has been optimized to yield sparse temporal codes through maximizing the likelihood of the observations. The paper also presents a method to estimate the fractional β value. The method is demonstrated on separating audio mixtures recorded from a single channel. The paper shows that the extraction of the spectral dictionary and temporal codes is significantly more efficient by using the proposed algorithm and subsequently leads to better source separation performance. Experimental tests and comparisons with other factorization methods have been conducted to verify its efficacy. PMID:29702629

IPR 1.0: an efficient method for calculating solar radiation absorbed by individual plants in sparse heterogeneous woody plant communities

NASA Astrophysics Data System (ADS)

Zhang, Y.; Chen, W.; Li, J.

2014-07-01

Climate change may alter the spatial distribution, composition, structure and functions of plant communities. Transitional zones between biomes, or ecotones, are particularly sensitive to climate change. Ecotones are usually heterogeneous with sparse trees. The dynamics of ecotones are mainly determined by the growth and competition of individual plants in the communities. Therefore it is necessary to calculate the solar radiation absorbed by individual plants in order to understand and predict their responses to climate change. In this study, we developed an individual plant radiation model, IPR (version 1.0), to calculate solar radiation absorbed by individual plants in sparse heterogeneous woody plant communities. The model is developed based on geometrical optical relationships assuming that crowns of woody plants are rectangular boxes with uniform leaf area density. The model calculates the fractions of sunlit and shaded leaf classes and the solar radiation absorbed by each class, including direct radiation from the sun, diffuse radiation from the sky, and scattered radiation from the plant community. The solar radiation received on the ground is also calculated. We tested the model by comparing with the results of random distribution of plants. The tests show that the model results are very close to the averages of the random distributions. This model is efficient in computation, and can be included in vegetation models to simulate long-term transient responses of plant communities to climate change. The code and a user's manual are provided as Supplement of the paper.

Local receptive field constrained stacked sparse autoencoder for classification of hyperspectral images.

PubMed

Wan, Xiaoqing; Zhao, Chunhui

2017-06-01

As a competitive machine learning algorithm, the stacked sparse autoencoder (SSA) has achieved outstanding popularity in exploiting high-level features for classification of hyperspectral images (HSIs). In general, in the SSA architecture, the nodes between adjacent layers are fully connected and need to be iteratively fine-tuned during the pretraining stage; however, the nodes of previous layers further away may be less likely to have a dense correlation to the given node of subsequent layers. Therefore, to reduce the classification error and increase the learning rate, this paper proposes the general framework of locally connected SSA; that is, the biologically inspired local receptive field (LRF) constrained SSA architecture is employed to simultaneously characterize the local correlations of spectral features and extract high-level feature representations of hyperspectral data. In addition, the appropriate receptive field constraint is concurrently updated by measuring the spatial distances from the neighbor nodes to the corresponding node. Finally, the efficient random forest classifier is cascaded to the last hidden layer of the SSA architecture as a benchmark classifier. Experimental results on two real HSI datasets demonstrate that the proposed hierarchical LRF constrained stacked sparse autoencoder and random forest (SSARF) provides encouraging results with respect to other contrastive methods, for instance, the improvements of overall accuracy in a range of 0.72%-10.87% for the Indian Pines dataset and 0.74%-7.90% for the Kennedy Space Center dataset; moreover, it generates lower running time compared with the result provided by similar SSARF based methodology.

Iteration and superposition encryption scheme for image sequences based on multi-dimensional keys

NASA Astrophysics Data System (ADS)

Han, Chao; Shen, Yuzhen; Ma, Wenlin

2017-12-01

An iteration and superposition encryption scheme for image sequences based on multi-dimensional keys is proposed for high security, big capacity and low noise information transmission. Multiple images to be encrypted are transformed into phase-only images with the iterative algorithm and then are encrypted by different random phase, respectively. The encrypted phase-only images are performed by inverse Fourier transform, respectively, thus new object functions are generated. The new functions are located in different blocks and padded zero for a sparse distribution, then they propagate to a specific region at different distances by angular spectrum diffraction, respectively and are superposed in order to form a single image. The single image is multiplied with a random phase in the frequency domain and then the phase part of the frequency spectrums is truncated and the amplitude information is reserved. The random phase, propagation distances, truncated phase information in frequency domain are employed as multiple dimensional keys. The iteration processing and sparse distribution greatly reduce the crosstalk among the multiple encryption images. The superposition of image sequences greatly improves the capacity of encrypted information. Several numerical experiments based on a designed optical system demonstrate that the proposed scheme can enhance encrypted information capacity and make image transmission at a highly desired security level.

MPI-FAUN: An MPI-Based Framework for Alternating-Updating Nonnegative Matrix Factorization

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

Kannan, Ramakrishnan; Ballard, Grey; Park, Haesun

Non-negative matrix factorization (NMF) is the problem of determining two non-negative low rank factors W and H, for the given input matrix A, such that A≈WH. NMF is a useful tool for many applications in different domains such as topic modeling in text mining, background separation in video analysis, and community detection in social networks. Despite its popularity in the data mining community, there is a lack of efficient parallel algorithms to solve the problem for big data sets. The main contribution of this work is a new, high-performance parallel computational framework for a broad class of NMF algorithms thatmore » iteratively solves alternating non-negative least squares (NLS) subproblems for W and H. It maintains the data and factor matrices in memory (distributed across processors), uses MPI for interprocessor communication, and, in the dense case, provably minimizes communication costs (under mild assumptions). The framework is flexible and able to leverage a variety of NMF and NLS algorithms, including Multiplicative Update, Hierarchical Alternating Least Squares, and Block Principal Pivoting. Our implementation allows us to benchmark and compare different algorithms on massive dense and sparse data matrices of size that spans from few hundreds of millions to billions. We demonstrate the scalability of our algorithm and compare it with baseline implementations, showing significant performance improvements. The code and the datasets used for conducting the experiments are available online.« less

A unified statistical approach to non-negative matrix factorization and probabilistic latent semantic indexing

PubMed Central

Wang, Guoli; Ebrahimi, Nader

2014-01-01

Non-negative matrix factorization (NMF) is a powerful machine learning method for decomposing a high-dimensional nonnegative matrix V into the product of two nonnegative matrices, W and H, such that V ∼ W H. It has been shown to have a parts-based, sparse representation of the data. NMF has been successfully applied in a variety of areas such as natural language processing, neuroscience, information retrieval, image processing, speech recognition and computational biology for the analysis and interpretation of large-scale data. There has also been simultaneous development of a related statistical latent class modeling approach, namely, probabilistic latent semantic indexing (PLSI), for analyzing and interpreting co-occurrence count data arising in natural language processing. In this paper, we present a generalized statistical approach to NMF and PLSI based on Renyi's divergence between two non-negative matrices, stemming from the Poisson likelihood. Our approach unifies various competing models and provides a unique theoretical framework for these methods. We propose a unified algorithm for NMF and provide a rigorous proof of monotonicity of multiplicative updates for W and H. In addition, we generalize the relationship between NMF and PLSI within this framework. We demonstrate the applicability and utility of our approach as well as its superior performance relative to existing methods using real-life and simulated document clustering data. PMID:25821345

A unified statistical approach to non-negative matrix factorization and probabilistic latent semantic indexing.

PubMed

Devarajan, Karthik; Wang, Guoli; Ebrahimi, Nader

2015-04-01

Non-negative matrix factorization (NMF) is a powerful machine learning method for decomposing a high-dimensional nonnegative matrix V into the product of two nonnegative matrices, W and H , such that V ∼ W H . It has been shown to have a parts-based, sparse representation of the data. NMF has been successfully applied in a variety of areas such as natural language processing, neuroscience, information retrieval, image processing, speech recognition and computational biology for the analysis and interpretation of large-scale data. There has also been simultaneous development of a related statistical latent class modeling approach, namely, probabilistic latent semantic indexing (PLSI), for analyzing and interpreting co-occurrence count data arising in natural language processing. In this paper, we present a generalized statistical approach to NMF and PLSI based on Renyi's divergence between two non-negative matrices, stemming from the Poisson likelihood. Our approach unifies various competing models and provides a unique theoretical framework for these methods. We propose a unified algorithm for NMF and provide a rigorous proof of monotonicity of multiplicative updates for W and H . In addition, we generalize the relationship between NMF and PLSI within this framework. We demonstrate the applicability and utility of our approach as well as its superior performance relative to existing methods using real-life and simulated document clustering data.

Self-consistent phonons revisited. I. The role of thermal versus quantum fluctuations on structural transitions in large Lennard-Jones clusters.

PubMed

Georgescu, Ionuţ; Mandelshtam, Vladimir A

2012-10-14

The theory of self-consistent phonons (SCP) was originally developed to address the anharmonic effects in condensed matter systems. The method seeks a harmonic, temperature-dependent Hamiltonian that provides the "best fit" for the physical Hamiltonian, the "best fit" being defined as the one that optimizes the Helmholtz free energy at a fixed temperature. The present developments provide a scalable O(N) unified framework that accounts for anharmonic effects in a many-body system, when it is probed by either thermal (ℏ → 0) or quantum fluctuations (T → 0). In these important limits, the solution of the nonlinear SCP equations can be reached in a manner that requires only the multiplication of 3N × 3N matrices, with no need of diagonalization. For short range potentials, such as Lennard-Jones, the Hessian, and other related matrices are highly sparse, so that the scaling of the matrix multiplications can be reduced from O(N(3)) to ~O(N). We investigate the role of quantum effects by continuously varying the de-Boer quantum delocalization parameter Λ and report the N-Λ (T = 0), and also the classical N-T (Λ = 0) phase diagrams for sizes up to N ~ 10(4). Our results demonstrate that the harmonic approximation becomes inadequate already for such weakly quantum systems as neon clusters, or for classical systems much below the melting temperatures.

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

Zhu, Xiaojun; Lei, Guangtsai; Pan, Guangwen

In this paper, the continuous operator is discretized into matrix forms by Galerkin`s procedure, using periodic Battle-Lemarie wavelets as basis/testing functions. The polynomial decomposition of wavelets is applied to the evaluation of matrix elements, which makes the computational effort of the matrix elements no more expensive than that of method of moments (MoM) with conventional piecewise basis/testing functions. A new algorithm is developed employing the fast wavelet transform (FWT). Owing to localization, cancellation, and orthogonal properties of wavelets, very sparse matrices have been obtained, which are then solved by the LSQR iterative method. This algorithm is also adaptive in thatmore » one can add at will finer wavelet bases in the regions where fields vary rapidly, without any damage to the system orthogonality of the wavelet basis functions. To demonstrate the effectiveness of the new algorithm, we applied it to the evaluation of frequency-dependent resistance and inductance matrices of multiple lossy transmission lines. Numerical results agree with previously published data and laboratory measurements. The valid frequency range of the boundary integral equation results has been extended two to three decades in comparison with the traditional MoM approach. The new algorithm has been integrated into the computer aided design tool, MagiCAD, which is used for the design and simulation of high-speed digital systems and multichip modules Pan et al. 29 refs., 7 figs., 6 tabs.« less

Resolution enhancement of tri-stereo remote sensing images by super resolution methods

NASA Astrophysics Data System (ADS)

Tuna, Caglayan; Akoguz, Alper; Unal, Gozde; Sertel, Elif

2016-10-01

Super resolution (SR) refers to generation of a High Resolution (HR) image from a decimated, blurred, low-resolution (LR) image set, which can be either a single frame or multi-frame that contains a collection of several images acquired from slightly different views of the same observation area. In this study, we propose a novel application of tri-stereo Remote Sensing (RS) satellite images to the super resolution problem. Since the tri-stereo RS images of the same observation area are acquired from three different viewing angles along the flight path of the satellite, these RS images are properly suited to a SR application. We first estimate registration between the chosen reference LR image and other LR images to calculate the sub pixel shifts among the LR images. Then, the warping, blurring and down sampling matrix operators are created as sparse matrices to avoid high memory and computational requirements, which would otherwise make the RS-SR solution impractical. Finally, the overall system matrix, which is constructed based on the obtained operator matrices is used to obtain the estimate HR image in one step in each iteration of the SR algorithm. Both the Laplacian and total variation regularizers are incorporated separately into our algorithm and the results are presented to demonstrate an improved quantitative performance against the standard interpolation method as well as improved qualitative results due expert evaluations.

MPI-FAUN: An MPI-Based Framework for Alternating-Updating Nonnegative Matrix Factorization

DOE PAGES

Kannan, Ramakrishnan; Ballard, Grey; Park, Haesun

2017-10-30

Non-negative matrix factorization (NMF) is the problem of determining two non-negative low rank factors W and H, for the given input matrix A, such that A≈WH. NMF is a useful tool for many applications in different domains such as topic modeling in text mining, background separation in video analysis, and community detection in social networks. Despite its popularity in the data mining community, there is a lack of efficient parallel algorithms to solve the problem for big data sets. The main contribution of this work is a new, high-performance parallel computational framework for a broad class of NMF algorithms thatmore » iteratively solves alternating non-negative least squares (NLS) subproblems for W and H. It maintains the data and factor matrices in memory (distributed across processors), uses MPI for interprocessor communication, and, in the dense case, provably minimizes communication costs (under mild assumptions). The framework is flexible and able to leverage a variety of NMF and NLS algorithms, including Multiplicative Update, Hierarchical Alternating Least Squares, and Block Principal Pivoting. Our implementation allows us to benchmark and compare different algorithms on massive dense and sparse data matrices of size that spans from few hundreds of millions to billions. We demonstrate the scalability of our algorithm and compare it with baseline implementations, showing significant performance improvements. The code and the datasets used for conducting the experiments are available online.« less

Extreme Sparse Multinomial Logistic Regression: A Fast and Robust Framework for Hyperspectral Image Classification

NASA Astrophysics Data System (ADS)

Cao, Faxian; Yang, Zhijing; Ren, Jinchang; Ling, Wing-Kuen; Zhao, Huimin; Marshall, Stephen

2017-12-01

Although the sparse multinomial logistic regression (SMLR) has provided a useful tool for sparse classification, it suffers from inefficacy in dealing with high dimensional features and manually set initial regressor values. This has significantly constrained its applications for hyperspectral image (HSI) classification. In order to tackle these two drawbacks, an extreme sparse multinomial logistic regression (ESMLR) is proposed for effective classification of HSI. First, the HSI dataset is projected to a new feature space with randomly generated weight and bias. Second, an optimization model is established by the Lagrange multiplier method and the dual principle to automatically determine a good initial regressor for SMLR via minimizing the training error and the regressor value. Furthermore, the extended multi-attribute profiles (EMAPs) are utilized for extracting both the spectral and spatial features. A combinational linear multiple features learning (MFL) method is proposed to further enhance the features extracted by ESMLR and EMAPs. Finally, the logistic regression via the variable splitting and the augmented Lagrangian (LORSAL) is adopted in the proposed framework for reducing the computational time. Experiments are conducted on two well-known HSI datasets, namely the Indian Pines dataset and the Pavia University dataset, which have shown the fast and robust performance of the proposed ESMLR framework.

Effect of Polydispersity on Diffusion in Random Obstacle Matrices

NASA Astrophysics Data System (ADS)

Cho, Hyun Woo; Kwon, Gyemin; Sung, Bong June; Yethiraj, Arun

2012-10-01

The dynamics of tracers in disordered matrices is of interest in a number of diverse areas of physics such as the biophysics of crowding in cells and cell membranes, and the diffusion of fluids in porous media. To a good approximation the matrices can be modeled as a collection of spatially frozen particles. In this Letter, we consider the effect of polydispersity (in size) of the matrix particles on the dynamics of tracers. We study a two dimensional system of hard disks diffusing in a sea of hard disk obstacles, for different values of the polydispersity of the matrix. We find that for a given average size and area fraction, the diffusion of tracers is very sensitive to the polydispersity. We calculate the pore percolation threshold using Apollonius diagrams. The diffusion constant, D, follows a scaling relation D˜(ϕc-ϕm)μ-β for all values of the polydispersity, where ϕm is the area fraction and ϕc is the value of ϕm at the percolation threshold.

Effect of polydispersity on diffusion in random obstacle matrices.

PubMed

Cho, Hyun Woo; Kwon, Gyemin; Sung, Bong June; Yethiraj, Arun

2012-10-12

The dynamics of tracers in disordered matrices is of interest in a number of diverse areas of physics such as the biophysics of crowding in cells and cell membranes, and the diffusion of fluids in porous media. To a good approximation the matrices can be modeled as a collection of spatially frozen particles. In this Letter, we consider the effect of polydispersity (in size) of the matrix particles on the dynamics of tracers. We study a two dimensional system of hard disks diffusing in a sea of hard disk obstacles, for different values of the polydispersity of the matrix. We find that for a given average size and area fraction, the diffusion of tracers is very sensitive to the polydispersity. We calculate the pore percolation threshold using Apollonius diagrams. The diffusion constant, D, follows a scaling relation D~(φ(c)-φ(m))(μ-β) for all values of the polydispersity, where φ(m) is the area fraction and φ(c) is the value of φ(m) at the percolation threshold.

Random harmonic analysis program, L221 (TEV156). Volume 1: Engineering and usage

NASA Technical Reports Server (NTRS)

Miller, R. D.; Graham, M. L.

1979-01-01

A digital computer program capable of calculating steady state solutions for linear second order differential equations due to sinusoidal forcing functions is described. The field of application of the program, the analysis of airplane response and loads due to continuous random air turbulence, is discussed. Optional capabilities including frequency dependent input matrices, feedback damping, gradual gust penetration, multiple excitation forcing functions, and a static elastic solution are described. Program usage and a description of the analysis used are presented.

Wigner surmises and the two-dimensional homogeneous Poisson point process.

PubMed

Sakhr, Jamal; Nieminen, John M

2006-04-01

We derive a set of identities that relate the higher-order interpoint spacing statistics of the two-dimensional homogeneous Poisson point process to the Wigner surmises for the higher-order spacing distributions of eigenvalues from the three classical random matrix ensembles. We also report a remarkable identity that equates the second-nearest-neighbor spacing statistics of the points of the Poisson process and the nearest-neighbor spacing statistics of complex eigenvalues from Ginibre's ensemble of 2 x 2 complex non-Hermitian random matrices.

Rational decisions, random matrices and spin glasses

NASA Astrophysics Data System (ADS)

Galluccio, Stefano; Bouchaud, Jean-Philippe; Potters, Marc

We consider the problem of rational decision making in the presence of nonlinear constraints. By using tools borrowed from spin glass and random matrix theory, we focus on the portfolio optimisation problem. We show that the number of optimal solutions is generally exponentially large, and each of them is fragile: rationality is in this case of limited use. In addition, this problem is related to spin glasses with Lévy-like (long-ranged) couplings, for which we show that the ground state is not exponentially degenerate.

Vast Portfolio Selection with Gross-exposure Constraints*

PubMed Central

Fan, Jianqing; Zhang, Jingjin; Yu, Ke

2012-01-01

We introduce the large portfolio selection using gross-exposure constraints. We show that with gross-exposure constraint the empirically selected optimal portfolios based on estimated covariance matrices have similar performance to the theoretical optimal ones and there is no error accumulation effect from estimation of vast covariance matrices. This gives theoretical justification to the empirical results in Jagannathan and Ma (2003). We also show that the no-short-sale portfolio can be improved by allowing some short positions. The applications to portfolio selection, tracking, and improvements are also addressed. The utility of our new approach is illustrated by simulation and empirical studies on the 100 Fama-French industrial portfolios and the 600 stocks randomly selected from Russell 3000. PMID:23293404

Coverage maximization under resource constraints using a nonuniform proliferating random walk.

PubMed

Saha, Sudipta; Ganguly, Niloy

2013-02-01

Information management services on networks, such as search and dissemination, play a key role in any large-scale distributed system. One of the most desirable features of these services is the maximization of the coverage, i.e., the number of distinctly visited nodes under constraints of network resources as well as time. However, redundant visits of nodes by different message packets (modeled, e.g., as walkers) initiated by the underlying algorithms for these services cause wastage of network resources. In this work, using results from analytical studies done in the past on a K-random-walk-based algorithm, we identify that redundancy quickly increases with an increase in the density of the walkers. Based on this postulate, we design a very simple distributed algorithm which dynamically estimates the density of the walkers and thereby carefully proliferates walkers in sparse regions. We use extensive computer simulations to test our algorithm in various kinds of network topologies whereby we find it to be performing particularly well in networks that are highly clustered as well as sparse.

Breaking through the bandwidth barrier in distributed fiber vibration sensing by sub-Nyquist randomized sampling

NASA Astrophysics Data System (ADS)

Zhang, Jingdong; Zhu, Tao; Zheng, Hua; Kuang, Yang; Liu, Min; Huang, Wei

2017-04-01

The round trip time of the light pulse limits the maximum detectable frequency response range of vibration in phase-sensitive optical time domain reflectometry (φ-OTDR). We propose a method to break the frequency response range restriction of φ-OTDR system by modulating the light pulse interval randomly which enables a random sampling for every vibration point in a long sensing fiber. This sub-Nyquist randomized sampling method is suits for detecting sparse-wideband- frequency vibration signals. Up to MHz resonance vibration signal with over dozens of frequency components and 1.153MHz single frequency vibration signal are clearly identified for a sensing range of 9.6km with 10kHz maximum sampling rate.

What Randomized Benchmarking Actually Measures

DOE PAGES

Proctor, Timothy; Rudinger, Kenneth; Young, Kevin; ...

2017-09-28

Randomized benchmarking (RB) is widely used to measure an error rate of a set of quantum gates, by performing random circuits that would do nothing if the gates were perfect. In the limit of no finite-sampling error, the exponential decay rate of the observable survival probabilities, versus circuit length, yields a single error metric r. For Clifford gates with arbitrary small errors described by process matrices, r was believed to reliably correspond to the mean, over all Clifford gates, of the average gate infidelity between the imperfect gates and their ideal counterparts. We show that this quantity is not amore » well-defined property of a physical gate set. It depends on the representations used for the imperfect and ideal gates, and the variant typically computed in the literature can differ from r by orders of magnitude. We present new theories of the RB decay that are accurate for all small errors describable by process matrices, and show that the RB decay curve is a simple exponential for all such errors. Here, these theories allow explicit computation of the error rate that RB measures (r), but as far as we can tell it does not correspond to the infidelity of a physically allowed (completely positive) representation of the imperfect gates.« less

Fidelity decay of the two-level bosonic embedded ensembles of random matrices

NASA Astrophysics Data System (ADS)

Benet, Luis; Hernández-Quiroz, Saúl; Seligman, Thomas H.

2010-12-01

We study the fidelity decay of the k-body embedded ensembles of random matrices for bosons distributed over two single-particle states. Fidelity is defined in terms of a reference Hamiltonian, which is a purely diagonal matrix consisting of a fixed one-body term and includes the diagonal of the perturbing k-body embedded ensemble matrix, and the perturbed Hamiltonian which includes the residual off-diagonal elements of the k-body interaction. This choice mimics the typical mean-field basis used in many calculations. We study separately the cases k = 2 and 3. We compute the ensemble-averaged fidelity decay as well as the fidelity of typical members with respect to an initial random state. Average fidelity displays a revival at the Heisenberg time, t = tH = 1, and a freeze in the fidelity decay, during which periodic revivals of period tH are observed. We obtain the relevant scaling properties with respect to the number of bosons and the strength of the perturbation. For certain members of the ensemble, we find that the period of the revivals during the freeze of fidelity occurs at fractional times of tH. These fractional periodic revivals are related to the dominance of specific k-body terms in the perturbation.

Low photon count based digital holography for quadratic phase cryptography.

PubMed

Muniraj, Inbarasan; Guo, Changliang; Malallah, Ra'ed; Ryle, James P; Healy, John J; Lee, Byung-Geun; Sheridan, John T

2017-07-15

Recently, the vulnerability of the linear canonical transform-based double random phase encryption system to attack has been demonstrated. To alleviate this, we present for the first time, to the best of our knowledge, a method for securing a two-dimensional scene using a quadratic phase encoding system operating in the photon-counted imaging (PCI) regime. Position-phase-shifting digital holography is applied to record the photon-limited encrypted complex samples. The reconstruction of the complex wavefront involves four sparse (undersampled) dataset intensity measurements (interferograms) at two different positions. Computer simulations validate that the photon-limited sparse-encrypted data has adequate information to authenticate the original data set. Finally, security analysis, employing iterative phase retrieval attacks, has been performed.

Infrared and visible image fusion based on robust principal component analysis and compressed sensing

NASA Astrophysics Data System (ADS)

Li, Jun; Song, Minghui; Peng, Yuanxi

2018-03-01

Current infrared and visible image fusion methods do not achieve adequate information extraction, i.e., they cannot extract the target information from infrared images while retaining the background information from visible images. Moreover, most of them have high complexity and are time-consuming. This paper proposes an efficient image fusion framework for infrared and visible images on the basis of robust principal component analysis (RPCA) and compressed sensing (CS). The novel framework consists of three phases. First, RPCA decomposition is applied to the infrared and visible images to obtain their sparse and low-rank components, which represent the salient features and background information of the images, respectively. Second, the sparse and low-rank coefficients are fused by different strategies. On the one hand, the measurements of the sparse coefficients are obtained by the random Gaussian matrix, and they are then fused by the standard deviation (SD) based fusion rule. Next, the fused sparse component is obtained by reconstructing the result of the fused measurement using the fast continuous linearized augmented Lagrangian algorithm (FCLALM). On the other hand, the low-rank coefficients are fused using the max-absolute rule. Subsequently, the fused image is superposed by the fused sparse and low-rank components. For comparison, several popular fusion algorithms are tested experimentally. By comparing the fused results subjectively and objectively, we find that the proposed framework can extract the infrared targets while retaining the background information in the visible images. Thus, it exhibits state-of-the-art performance in terms of both fusion effects and timeliness.

Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs

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

Karagiannis, Georgios, E-mail: georgios.karagiannis@pnnl.gov; Lin, Guang, E-mail: guang.lin@pnnl.gov

2014-02-15

Generalized polynomial chaos (gPC) expansions allow us to represent the solution of a stochastic system using a series of polynomial chaos basis functions. The number of gPC terms increases dramatically as the dimension of the random input variables increases. When the number of the gPC terms is larger than that of the available samples, a scenario that often occurs when the corresponding deterministic solver is computationally expensive, evaluation of the gPC expansion can be inaccurate due to over-fitting. We propose a fully Bayesian approach that allows for global recovery of the stochastic solutions, in both spatial and random domains, bymore » coupling Bayesian model uncertainty and regularization regression methods. It allows the evaluation of the PC coefficients on a grid of spatial points, via (1) the Bayesian model average (BMA) or (2) the median probability model, and their construction as spatial functions on the spatial domain via spline interpolation. The former accounts for the model uncertainty and provides Bayes-optimal predictions; while the latter provides a sparse representation of the stochastic solutions by evaluating the expansion on a subset of dominating gPC bases. Moreover, the proposed methods quantify the importance of the gPC bases in the probabilistic sense through inclusion probabilities. We design a Markov chain Monte Carlo (MCMC) sampler that evaluates all the unknown quantities without the need of ad-hoc techniques. The proposed methods are suitable for, but not restricted to, problems whose stochastic solutions are sparse in the stochastic space with respect to the gPC bases while the deterministic solver involved is expensive. We demonstrate the accuracy and performance of the proposed methods and make comparisons with other approaches on solving elliptic SPDEs with 1-, 14- and 40-random dimensions.« less

Properties of networks with partially structured and partially random connectivity

NASA Astrophysics Data System (ADS)

Ahmadian, Yashar; Fumarola, Francesco; Miller, Kenneth D.

2015-01-01

Networks studied in many disciplines, including neuroscience and mathematical biology, have connectivity that may be stochastic about some underlying mean connectivity represented by a non-normal matrix. Furthermore, the stochasticity may not be independent and identically distributed (iid) across elements of the connectivity matrix. More generally, the problem of understanding the behavior of stochastic matrices with nontrivial mean structure and correlations arises in many settings. We address this by characterizing large random N ×N matrices of the form A =M +L J R , where M ,L , and R are arbitrary deterministic matrices and J is a random matrix of zero-mean iid elements. M can be non-normal, and L and R allow correlations that have separable dependence on row and column indices. We first provide a general formula for the eigenvalue density of A . For A non-normal, the eigenvalues do not suffice to specify the dynamics induced by A , so we also provide general formulas for the transient evolution of the magnitude of activity and frequency power spectrum in an N -dimensional linear dynamical system with a coupling matrix given by A . These quantities can also be thought of as characterizing the stability and the magnitude of the linear response of a nonlinear network to small perturbations about a fixed point. We derive these formulas and work them out analytically for some examples of M ,L , and R motivated by neurobiological models. We also argue that the persistence as N →∞ of a finite number of randomly distributed outlying eigenvalues outside the support of the eigenvalue density of A , as previously observed, arises in regions of the complex plane Ω where there are nonzero singular values of L-1(z 1 -M ) R-1 (for z ∈Ω ) that vanish as N →∞ . When such singular values do not exist and L and R are equal to the identity, there is a correspondence in the normalized Frobenius norm (but not in the operator norm) between the support of the spectrum of A for J of norm σ and the σ pseudospectrum of M .

On Connected Diagrams and Cumulants of Erdős-Rényi Matrix Models

NASA Astrophysics Data System (ADS)

Khorunzhiy, O.

2008-08-01

Regarding the adjacency matrices of n-vertex graphs and related graph Laplacian we introduce two families of discrete matrix models constructed both with the help of the Erdős-Rényi ensemble of random graphs. Corresponding matrix sums represent the characteristic functions of the average number of walks and closed walks over the random graph. These sums can be considered as discrete analogues of the matrix integrals of random matrix theory. We study the diagram structure of the cumulant expansions of logarithms of these matrix sums and analyze the limiting expressions as n → ∞ in the cases of constant and vanishing edge probabilities.

Universality in chaos: Lyapunov spectrum and random matrix theory.

PubMed

Hanada, Masanori; Shimada, Hidehiko; Tezuka, Masaki

2018-02-01

We propose the existence of a new universality in classical chaotic systems when the number of degrees of freedom is large: the statistical property of the Lyapunov spectrum is described by random matrix theory. We demonstrate it by studying the finite-time Lyapunov exponents of the matrix model of a stringy black hole and the mass-deformed models. The massless limit, which has a dual string theory interpretation, is special in that the universal behavior can be seen already at t=0, while in other cases it sets in at late time. The same pattern is demonstrated also in the product of random matrices.

Universality in chaos: Lyapunov spectrum and random matrix theory

NASA Astrophysics Data System (ADS)

Hanada, Masanori; Shimada, Hidehiko; Tezuka, Masaki

2018-02-01

We propose the existence of a new universality in classical chaotic systems when the number of degrees of freedom is large: the statistical property of the Lyapunov spectrum is described by random matrix theory. We demonstrate it by studying the finite-time Lyapunov exponents of the matrix model of a stringy black hole and the mass-deformed models. The massless limit, which has a dual string theory interpretation, is special in that the universal behavior can be seen already at t =0 , while in other cases it sets in at late time. The same pattern is demonstrated also in the product of random matrices.

Dose reduction of risperidone and olanzapine can improve cognitive function and negative symptoms in stable schizophrenic patients: A single-blinded, 52-week, randomized controlled study.

PubMed

Zhou, Yanling; Li, Guannan; Li, Dan; Cui, Hongmei; Ning, Yuping

2018-05-01

The long-term effects of dose reduction of atypical antipsychotics on cognitive function and symptomatology in stable patients with schizophrenia remain unclear. We sought to determine the change in cognitive function and symptomatology after reducing risperidone or olanzapine dosage in stable schizophrenic patients. Seventy-five stabilized schizophrenic patients prescribed risperidone (≥4 mg/day) or olanzapine (≥10 mg/day) were randomly divided into a dose-reduction group ( n=37) and a maintenance group ( n=38). For the dose-reduction group, the dose of antipsychotics was reduced by 50%; for the maintenance group, the dose remained unchanged throughout the whole study. The Positive and Negative Syndrome Scale, Negative Symptom Assessment-16, Rating Scale for Extrapyramidal Side Effects, and Measurement and Treatment Research to Improve Cognition in Schizophrenia (MATRICS) Consensus Cognitive Battery were measured at baseline, 12, 28, and 52 weeks. Linear mixed models were performed to compare the Positive and Negative Syndrome Scale, Negative Symptom Assessment-16, Rating Scale for Extrapyramidal Side Effects and MATRICS Consensus Cognitive Battery scores between groups. The linear mixed model showed significant time by group interactions on the Positive and Negative Syndrome Scale negative symptoms, Negative Symptom Assessment-16, Rating Scale for Extrapyramidal Side Effects, speed of processing, attention/vigilance, working memory and total score of MATRICS Consensus Cognitive Battery (all p<0.05). Post hoc analyses showed significant improvement in Positive and Negative Syndrome Scale negative subscale, Negative Symptom Assessment-16, Rating Scale for Extrapyramidal Side Effects, speed of processing, working memory and total score of MATRICS Consensus Cognitive Battery for the dose reduction group compared with those for the maintenance group (all p<0.05). This study indicated that a risperidone or olanzapine dose reduction of 50% may not lead to more severe symptomatology but can improve speed of processing, working memory and negative symptoms in patients with stabilized schizophrenia.

Random sampling and validation of covariance matrices of resonance parameters

NASA Astrophysics Data System (ADS)

Plevnik, Lucijan; Zerovnik, Gašper

2017-09-01

Analytically exact methods for random sampling of arbitrary correlated parameters are presented. Emphasis is given on one hand on the possible inconsistencies in the covariance data, concentrating on the positive semi-definiteness and consistent sampling of correlated inherently positive parameters, and on the other hand on optimization of the implementation of the methods itself. The methods have been applied in the program ENDSAM, written in the Fortran language, which from a file from a nuclear data library of a chosen isotope in ENDF-6 format produces an arbitrary number of new files in ENDF-6 format which contain values of random samples of resonance parameters (in accordance with corresponding covariance matrices) in places of original values. The source code for the program ENDSAM is available from the OECD/NEA Data Bank. The program works in the following steps: reads resonance parameters and their covariance data from nuclear data library, checks whether the covariance data is consistent, and produces random samples of resonance parameters. The code has been validated with both realistic and artificial data to show that the produced samples are statistically consistent. Additionally, the code was used to validate covariance data in existing nuclear data libraries. A list of inconsistencies, observed in covariance data of resonance parameters in ENDF-VII.1, JEFF-3.2 and JENDL-4.0 is presented. For now, the work has been limited to resonance parameters, however the methods presented are general and can in principle be extended to sampling and validation of any nuclear data.

Crossover ensembles of random matrices and skew-orthogonal polynomials

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

Kumar, Santosh, E-mail: skumar.physics@gmail.com; Pandey, Akhilesh, E-mail: ap0700@mail.jnu.ac.in

2011-08-15

Highlights: > We study crossover ensembles of Jacobi family of random matrices. > We consider correlations for orthogonal-unitary and symplectic-unitary crossovers. > We use the method of skew-orthogonal polynomials and quaternion determinants. > We prove universality of spectral correlations in crossover ensembles. > We discuss applications to quantum conductance and communication theory problems. - Abstract: In a recent paper (S. Kumar, A. Pandey, Phys. Rev. E, 79, 2009, p. 026211) we considered Jacobi family (including Laguerre and Gaussian cases) of random matrix ensembles and reported exact solutions of crossover problems involving time-reversal symmetry breaking. In the present paper we givemore » details of the work. We start with Dyson's Brownian motion description of random matrix ensembles and obtain universal hierarchic relations among the unfolded correlation functions. For arbitrary dimensions we derive the joint probability density (jpd) of eigenvalues for all transitions leading to unitary ensembles as equilibrium ensembles. We focus on the orthogonal-unitary and symplectic-unitary crossovers and give generic expressions for jpd of eigenvalues, two-point kernels and n-level correlation functions. This involves generalization of the theory of skew-orthogonal polynomials to crossover ensembles. We also consider crossovers in the circular ensembles to show the generality of our method. In the large dimensionality limit, correlations in spectra with arbitrary initial density are shown to be universal when expressed in terms of a rescaled symmetry breaking parameter. Applications of our crossover results to communication theory and quantum conductance problems are also briefly discussed.« less

Typed Linear Chain Conditional Random Fields and Their Application to Intrusion Detection

NASA Astrophysics Data System (ADS)

Elfers, Carsten; Horstmann, Mirko; Sohr, Karsten; Herzog, Otthein

Intrusion detection in computer networks faces the problem of a large number of both false alarms and unrecognized attacks. To improve the precision of detection, various machine learning techniques have been proposed. However, one critical issue is that the amount of reference data that contains serious intrusions is very sparse. In this paper we present an inference process with linear chain conditional random fields that aims to solve this problem by using domain knowledge about the alerts of different intrusion sensors represented in an ontology.

Effective channel estimation and efficient symbol detection for multi-input multi-output underwater acoustic communications

NASA Astrophysics Data System (ADS)

Ling, Jun

Achieving reliable underwater acoustic communications (UAC) has long been recognized as a challenging problem owing to the scarce bandwidth available and the reverberant spread in both time and frequency domains. To pursue high data rates, we consider a multi-input multi-output (MIMO) UAC system, and our focus is placed on two main issues regarding a MIMO UAC system: (1) channel estimation, which involves the design of the training sequences and the development of a reliable channel estimation algorithm, and (2) symbol detection, which requires interference cancelation schemes due to simultaneous transmission from multiple transducers. To enhance channel estimation performance, we present a cyclic approach for designing training sequences with good auto- and cross-correlation properties, and a channel estimation algorithm called the iterative adaptive approach (IAA). Sparse channel estimates can be obtained by combining IAA with the Bayesian information criterion (BIC). Moreover, we present sparse learning via iterative minimization (SLIM) and demonstrate that SLIM gives similar performance to IAA but at a much lower computational cost. Furthermore, an extension of the SLIM algorithm is introduced to estimate the sparse and frequency modulated acoustic channels. The extended algorithm is referred to as generalization of SLIM (GoSLIM). Regarding symbol detection, a linear minimum mean-squared error based detection scheme, called RELAX-BLAST, which is a combination of vertical Bell Labs layered space-time (V-BLAST) algorithm and the cyclic principle of the RELAX algorithm, is presented and it is shown that RELAX-BLAST outperforms V-BLAST. We show that RELAX-BLAST can be implemented efficiently by making use of the conjugate gradient method and diagonalization properties of circulant matrices. This fast implementation approach requires only simple fast Fourier transform operations and facilitates parallel implementations. The effectiveness of the proposed MIMO schemes is verified by both computer simulations and experimental results obtained by analyzing the measurements acquired in multiple in-water experiments.

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.

Dictionary learning-based CT detection of pulmonary nodules

NASA Astrophysics Data System (ADS)

Wu, Panpan; Xia, Kewen; Zhang, Yanbo; Qian, Xiaohua; Wang, Ge; Yu, Hengyong

2016-10-01

Segmentation of lung features is one of the most important steps for computer-aided detection (CAD) of pulmonary nodules with computed tomography (CT). However, irregular shapes, complicated anatomical background and poor pulmonary nodule contrast make CAD a very challenging problem. Here, we propose a novel scheme for feature extraction and classification of pulmonary nodules through dictionary learning from training CT images, which does not require accurately segmented pulmonary nodules. Specifically, two classification-oriented dictionaries and one background dictionary are learnt to solve a two-category problem. In terms of the classification-oriented dictionaries, we calculate sparse coefficient matrices to extract intrinsic features for pulmonary nodule classification. The support vector machine (SVM) classifier is then designed to optimize the performance. Our proposed methodology is evaluated with the lung image database consortium and image database resource initiative (LIDC-IDRI) database, and the results demonstrate that the proposed strategy is promising.

A new Python library to analyse skeleton images confirms malaria parasite remodelling of the red blood cell membrane skeleton.

PubMed

Nunez-Iglesias, Juan; Blanch, Adam J; Looker, Oliver; Dixon, Matthew W; Tilley, Leann

2018-01-01

We present Skan (Skeleton analysis), a Python library for the analysis of the skeleton structures of objects. It was inspired by the "analyse skeletons" plugin for the Fiji image analysis software, but its extensive Application Programming Interface (API) allows users to examine and manipulate any intermediate data structures produced during the analysis. Further, its use of common Python data structures such as SciPy sparse matrices and pandas data frames opens the results to analysis within the extensive ecosystem of scientific libraries available in Python. We demonstrate the validity of Skan's measurements by comparing its output to the established Analyze Skeletons Fiji plugin, and, with a new scanning electron microscopy (SEM)-based method, we confirm that the malaria parasite Plasmodium falciparum remodels the host red blood cell cytoskeleton, increasing the average distance between spectrin-actin junctions.

Three-dimensional modeling, estimation, and fault diagnosis of spacecraft air contaminants.

PubMed

Narayan, A P; Ramirez, W F

1998-01-01

A description is given of the design and implementation of a method to track the presence of air contaminants aboard a spacecraft using an accurate physical model and of a procedure that would raise alarms when certain tolerance levels are exceeded. Because our objective is to monitor the contaminants in real time, we make use of a state estimation procedure that filters measurements from a sensor system and arrives at an optimal estimate of the state of the system. The model essentially consists of a convection-diffusion equation in three dimensions, solved implicitly using the principle of operator splitting, and uses a flowfield obtained by the solution of the Navier-Stokes equations for the cabin geometry, assuming steady-state conditions. A novel implicit Kalman filter has been used for fault detection, a procedure that is an efficient way to track the state of the system and that uses the sparse nature of the state transition matrices.

Exponential convergence through linear finite element discretization of stratified subdomains

NASA Astrophysics Data System (ADS)

Guddati, Murthy N.; Druskin, Vladimir; Vaziri Astaneh, Ali

2016-10-01

Motivated by problems where the response is needed at select localized regions in a large computational domain, we devise a novel finite element discretization that results in exponential convergence at pre-selected points. The key features of the discretization are (a) use of midpoint integration to evaluate the contribution matrices, and (b) an unconventional mapping of the mesh into complex space. Named complex-length finite element method (CFEM), the technique is linked to Padé approximants that provide exponential convergence of the Dirichlet-to-Neumann maps and thus the solution at specified points in the domain. Exponential convergence facilitates drastic reduction in the number of elements. This, combined with sparse computation associated with linear finite elements, results in significant reduction in the computational cost. The paper presents the basic ideas of the method as well as illustration of its effectiveness for a variety of problems involving Laplace, Helmholtz and elastodynamics equations.

A 3D finite-difference BiCG iterative solver with the Fourier-Jacobi preconditioner for the anisotropic EIT/EEG forward problem.

PubMed

Turovets, Sergei; Volkov, Vasily; Zherdetsky, Aleksej; Prakonina, Alena; Malony, Allen D

2014-01-01

The Electrical Impedance Tomography (EIT) and electroencephalography (EEG) forward problems in anisotropic inhomogeneous media like the human head belongs to the class of the three-dimensional boundary value problems for elliptic equations with mixed derivatives. We introduce and explore the performance of several new promising numerical techniques, which seem to be more suitable for solving these problems. The proposed numerical schemes combine the fictitious domain approach together with the finite-difference method and the optimally preconditioned Conjugate Gradient- (CG-) type iterative method for treatment of the discrete model. The numerical scheme includes the standard operations of summation and multiplication of sparse matrices and vector, as well as FFT, making it easy to implement and eligible for the effective parallel implementation. Some typical use cases for the EIT/EEG problems are considered demonstrating high efficiency of the proposed numerical technique.

High-resolution wavefront reconstruction using the frozen flow hypothesis

NASA Astrophysics Data System (ADS)

Liu, Xuewen; Liang, Yonghui; Liu, Jin; Xu, Jieping

2017-10-01

This paper describes an approach to reconstructing wavefronts on finer grid using the frozen flow hypothesis (FFH), which exploits spatial and temporal correlations between consecutive wavefront sensor (WFS) frames. Under the assumption of FFH, slope data from WFS can be connected to a finer, composite slope grid using translation and down sampling, and elements in transformation matrices are determined by wind information. Frames of slopes are then combined and slopes on finer grid are reconstructed by solving a sparse, large-scale, ill-posed least squares problem. By using reconstructed finer slope data and adopting Fried geometry of WFS, high-resolution wavefronts are then reconstructed. The results show that this method is robust even with detector noise and wind information inaccuracy, and under bad seeing conditions, high-frequency information in wavefronts can be recovered more accurately compared with when correlations in WFS frames are ignored.

Selected inversion as key to a stable Langevin evolution across the QCD phase boundary

NASA Astrophysics Data System (ADS)

Bloch, Jacques; Schenk, Olaf

2018-03-01

We present new results of full QCD at nonzero chemical potential. In PRD 92, 094516 (2015) the complex Langevin method was shown to break down when the inverse coupling decreases and enters the transition region from the deconfined to the confined phase. We found that the stochastic technique used to estimate the drift term can be very unstable for indefinite matrices. This may be avoided by using the full inverse of the Dirac operator, which is, however, too costly for four-dimensional lattices. The major breakthrough in this work was achieved by realizing that the inverse elements necessary for the drift term can be computed efficiently using the selected inversion technique provided by the parallel sparse direct solver package PARDISO. In our new study we show that no breakdown of the complex Langevin method is encountered and that simulations can be performed across the phase boundary.

A new Python library to analyse skeleton images confirms malaria parasite remodelling of the red blood cell membrane skeleton

PubMed Central

Looker, Oliver; Dixon, Matthew W.; Tilley, Leann

2018-01-01

We present Skan (Skeleton analysis), a Python library for the analysis of the skeleton structures of objects. It was inspired by the “analyse skeletons” plugin for the Fiji image analysis software, but its extensive Application Programming Interface (API) allows users to examine and manipulate any intermediate data structures produced during the analysis. Further, its use of common Python data structures such as SciPy sparse matrices and pandas data frames opens the results to analysis within the extensive ecosystem of scientific libraries available in Python. We demonstrate the validity of Skan’s measurements by comparing its output to the established Analyze Skeletons Fiji plugin, and, with a new scanning electron microscopy (SEM)-based method, we confirm that the malaria parasite Plasmodium falciparum remodels the host red blood cell cytoskeleton, increasing the average distance between spectrin-actin junctions. PMID:29472997

Low-rank factorization of electron integral tensors and its application in electronic structure theory

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

Peng, Bo; Kowalski, Karol

In this letter, we introduce the reverse Cuthill-McKee (RCM) algorithm, which is often used for the bandwidth reduction of sparse tensors, to transform the two-electron integral tensors to their block diagonal forms. By further applying the pivoted Cholesky decomposition (CD) on each of the diagonal blocks, we are able to represent the high-dimensional two-electron integral tensors in terms of permutation matrices and low-rank Cholesky vectors. This representation facilitates the low-rank factorization of the high-dimensional tensor contractions that are usually encountered in post-Hartree-Fock calculations. In this letter, we discuss the second-order Møller-Plesset (MP2) method and linear coupled- cluster model with doublesmore » (L-CCD) as two simple examples to demonstrate the efficiency of the RCM-CD technique in representing two-electron integrals in a compact form.« less

New imaging algorithm in diffusion tomography

NASA Astrophysics Data System (ADS)

Klibanov, Michael V.; Lucas, Thomas R.; Frank, Robert M.

1997-08-01

A novel imaging algorithm for diffusion/optical tomography is presented for the case of the time dependent diffusion equation. Numerical tests are conducted for ranges of parameters realistic for applications to an early breast cancer diagnosis using ultrafast laser pulses. This is a perturbation-like method which works for both homogeneous a heterogeneous background media. Its main innovation lies in a new approach for a novel linearized problem (LP). Such an LP is derived and reduced to a boundary value problem for a coupled system of elliptic partial differential equations. As is well known, the solution of such a system amounts to the factorization of well conditioned, sparse matrices with few non-zero entries clustered along the diagonal, which can be done very rapidly. Thus, the main advantages of this technique are that it is fast and accurate. The authors call this approach the elliptic systems method (ESM). The ESM can be extended for other data collection schemes.

Concurrent Tumor Segmentation and Registration with Uncertainty-based Sparse non-Uniform Graphs

PubMed Central

Parisot, Sarah; Wells, William; Chemouny, Stéphane; Duffau, Hugues; Paragios, Nikos

2014-01-01

In this paper, we present a graph-based concurrent brain tumor segmentation and atlas to diseased patient registration framework. Both segmentation and registration problems are modeled using a unified pairwise discrete Markov Random Field model on a sparse grid superimposed to the image domain. Segmentation is addressed based on pattern classification techniques, while registration is performed by maximizing the similarity between volumes and is modular with respect to the matching criterion. The two problems are coupled by relaxing the registration term in the tumor area, corresponding to areas of high classification score and high dissimilarity between volumes. In order to overcome the main shortcomings of discrete approaches regarding appropriate sampling of the solution space as well as important memory requirements, content driven samplings of the discrete displacement set and the sparse grid are considered, based on the local segmentation and registration uncertainties recovered by the min marginal energies. State of the art results on a substantial low-grade glioma database demonstrate the potential of our method, while our proposed approach shows maintained performance and strongly reduced complexity of the model. PMID:24717540

Sparse imaging for fast electron microscopy

NASA Astrophysics Data System (ADS)

Anderson, Hyrum S.; Ilic-Helms, Jovana; Rohrer, Brandon; Wheeler, Jason; Larson, Kurt

2013-02-01

Scanning electron microscopes (SEMs) are used in neuroscience and materials science to image centimeters of sample area at nanometer scales. Since imaging rates are in large part SNR-limited, large collections can lead to weeks of around-the-clock imaging time. To increase data collection speed, we propose and demonstrate on an operational SEM a fast method to sparsely sample and reconstruct smooth images. To accurately localize the electron probe position at fast scan rates, we model the dynamics of the scan coils, and use the model to rapidly and accurately visit a randomly selected subset of pixel locations. Images are reconstructed from the undersampled data by compressed sensing inversion using image smoothness as a prior. We report image fidelity as a function of acquisition speed by comparing traditional raster to sparse imaging modes. Our approach is equally applicable to other domains of nanometer microscopy in which the time to position a probe is a limiting factor (e.g., atomic force microscopy), or in which excessive electron doses might otherwise alter the sample being observed (e.g., scanning transmission electron microscopy).

Population coding in sparsely connected networks of noisy neurons.

PubMed

Tripp, Bryan P; Orchard, Jeff

2012-01-01

This study examines the relationship between population coding and spatial connection statistics in networks of noisy neurons. Encoding of sensory information in the neocortex is thought to require coordinated neural populations, because individual cortical neurons respond to a wide range of stimuli, and exhibit highly variable spiking in response to repeated stimuli. Population coding is rooted in network structure, because cortical neurons receive information only from other neurons, and because the information they encode must be decoded by other neurons, if it is to affect behavior. However, population coding theory has often ignored network structure, or assumed discrete, fully connected populations (in contrast with the sparsely connected, continuous sheet of the cortex). In this study, we modeled a sheet of cortical neurons with sparse, primarily local connections, and found that a network with this structure could encode multiple internal state variables with high signal-to-noise ratio. However, we were unable to create high-fidelity networks by instantiating connections at random according to spatial connection probabilities. In our models, high-fidelity networks required additional structure, with higher cluster factors and correlations between the inputs to nearby neurons.

Short-Term Memory in Orthogonal Neural Networks

NASA Astrophysics Data System (ADS)

White, Olivia L.; Lee, Daniel D.; Sompolinsky, Haim

2004-04-01

We study the ability of linear recurrent networks obeying discrete time dynamics to store long temporal sequences that are retrievable from the instantaneous state of the network. We calculate this temporal memory capacity for both distributed shift register and random orthogonal connectivity matrices. We show that the memory capacity of these networks scales with system size.

Accuracy of the Parallel Analysis Procedure with Polychoric Correlations

ERIC Educational Resources Information Center

Cho, Sun-Joo; Li, Feiming; Bandalos, Deborah

2009-01-01

The purpose of this study was to investigate the application of the parallel analysis (PA) method for choosing the number of factors in component analysis for situations in which data are dichotomous or ordinal. Although polychoric correlations are sometimes used as input for component analyses, the random data matrices generated for use in PA…

Computation of mean and variance of the radiotherapy dose for PCA-modeled random shape and position variations of the target.

PubMed

Budiarto, E; Keijzer, M; Storchi, P R M; Heemink, A W; Breedveld, S; Heijmen, B J M

2014-01-20

Radiotherapy dose delivery in the tumor and surrounding healthy tissues is affected by movements and deformations of the corresponding organs between fractions. The random variations may be characterized by non-rigid, anisotropic principal component analysis (PCA) modes. In this article new dynamic dose deposition matrices, based on established PCA modes, are introduced as a tool to evaluate the mean and the variance of the dose at each target point resulting from any given set of fluence profiles. The method is tested for a simple cubic geometry and for a prostate case. The movements spread out the distributions of the mean dose and cause the variance of the dose to be highest near the edges of the beams. The non-rigidity and anisotropy of the movements are reflected in both quantities. The dynamic dose deposition matrices facilitate the inclusion of the mean and the variance of the dose in the existing fluence-profile optimizer for radiotherapy planning, to ensure robust plans with respect to the movements.

Measurement Matrix Design for Phase Retrieval Based on Mutual Information

NASA Astrophysics Data System (ADS)

Shlezinger, Nir; Dabora, Ron; Eldar, Yonina C.

2018-01-01

In phase retrieval problems, a signal of interest (SOI) is reconstructed based on the magnitude of a linear transformation of the SOI observed with additive noise. The linear transform is typically referred to as a measurement matrix. Many works on phase retrieval assume that the measurement matrix is a random Gaussian matrix, which, in the noiseless scenario with sufficiently many measurements, guarantees invertability of the transformation between the SOI and the observations, up to an inherent phase ambiguity. However, in many practical applications, the measurement matrix corresponds to an underlying physical setup, and is therefore deterministic, possibly with structural constraints. In this work we study the design of deterministic measurement matrices, based on maximizing the mutual information between the SOI and the observations. We characterize necessary conditions for the optimality of a measurement matrix, and analytically obtain the optimal matrix in the low signal-to-noise ratio regime. Practical methods for designing general measurement matrices and masked Fourier measurements are proposed. Simulation tests demonstrate the performance gain achieved by the proposed techniques compared to random Gaussian measurements for various phase recovery algorithms.

Raney Distributions and Random Matrix Theory

NASA Astrophysics Data System (ADS)

Forrester, Peter J.; Liu, Dang-Zheng

2015-03-01

Recent works have shown that the family of probability distributions with moments given by the Fuss-Catalan numbers permit a simple parameterized form for their density. We extend this result to the Raney distribution which by definition has its moments given by a generalization of the Fuss-Catalan numbers. Such computations begin with an algebraic equation satisfied by the Stieltjes transform, which we show can be derived from the linear differential equation satisfied by the characteristic polynomial of random matrix realizations of the Raney distribution. For the Fuss-Catalan distribution, an equilibrium problem characterizing the density is identified. The Stieltjes transform for the limiting spectral density of the singular values squared of the matrix product formed from inverse standard Gaussian matrices, and standard Gaussian matrices, is shown to satisfy a variant of the algebraic equation relating to the Raney distribution. Supported on , we show that it too permits a simple functional form upon the introduction of an appropriate choice of parameterization. As an application, the leading asymptotic form of the density as the endpoints of the support are approached is computed, and is shown to have some universal features.

Non-continuum, anisotropic nanomechanics of random and aligned electrospun nanofiber matrices

NASA Astrophysics Data System (ADS)

Chery, Daphney; Han, Biao; Mauck, Robert; Shenoy, Vivek; Han, Lin

Polymer nanofiber assemblies are widely used in cell culture and tissue engineering, while their nanomechanical characteristics have received little attention. In this study, to understand their nanoscale structure-mechanics relations, nanofibers of polycaprolactone (PCL) and poly(vinyl alcohol) (PVA) were fabricated via electrospinning, and tested via AFM-nanoindentation with a microspherical tip (R ~10 μm) in PBS. For the hydrophobic, less-swollen PCL, a novel, non-continuum linear F-D dependence was observed, instead of the typical Hertzian F-D3/2 behavior, which is usually expected for continuum materials. This linear trend is likely resulted from the tensile stretch of a few individual nanofibers as they were indented in the normal plane. In contrast, for the hydrophilic, highly swollen PVA, the observed typical Hertzian response indicates the dominance of localized deformation within each nanofiber, which had swollen to become hydrogels. Furthermore, for both matrices, aligned fibers showed significantly higher stiffness than random fibers. These results provide a fundamental basis on the nanomechanics of biomaterials for specialized applications in cell phenotype and tissue repair.

Clustering by reordering of similarity and Laplacian matrices: Application to galaxy clusters

NASA Astrophysics Data System (ADS)

Mahmoud, E.; Shoukry, A.; Takey, A.

2018-04-01

Similarity metrics, kernels and similarity-based algorithms have gained much attention due to their increasing applications in information retrieval, data mining, pattern recognition and machine learning. Similarity Graphs are often adopted as the underlying representation of similarity matrices and are at the origin of known clustering algorithms such as spectral clustering. Similarity matrices offer the advantage of working in object-object (two-dimensional) space where visualization of clusters similarities is available instead of object-features (multi-dimensional) space. In this paper, sparse ɛ-similarity graphs are constructed and decomposed into strong components using appropriate methods such as Dulmage-Mendelsohn permutation (DMperm) and/or Reverse Cuthill-McKee (RCM) algorithms. The obtained strong components correspond to groups (clusters) in the input (feature) space. Parameter ɛi is estimated locally, at each data point i from a corresponding narrow range of the number of nearest neighbors. Although more advanced clustering techniques are available, our method has the advantages of simplicity, better complexity and direct visualization of the clusters similarities in a two-dimensional space. Also, no prior information about the number of clusters is needed. We conducted our experiments on two and three dimensional, low and high-sized synthetic datasets as well as on an astronomical real-dataset. The results are verified graphically and analyzed using gap statistics over a range of neighbors to verify the robustness of the algorithm and the stability of the results. Combining the proposed algorithm with gap statistics provides a promising tool for solving clustering problems. An astronomical application is conducted for confirming the existence of 45 galaxy clusters around the X-ray positions of galaxy clusters in the redshift range [0.1..0.8]. We re-estimate the photometric redshifts of the identified galaxy clusters and obtain acceptable values compared to published spectroscopic redshifts with a 0.029 standard deviation of their differences.

Kinematic state estimation and motion planning for stochastic nonholonomic systems using the exponential map

PubMed Central

Park, Wooram; Liu, Yan; Zhou, Yu; Moses, Matthew; Chirikjian, Gregory S.

2010-01-01

SUMMARY A nonholonomic system subjected to external noise from the environment, or internal noise in its own actuators, will evolve in a stochastic manner described by an ensemble of trajectories. This ensemble of trajectories is equivalent to the solution of a Fokker–Planck equation that typically evolves on a Lie group. If the most likely state of such a system is to be estimated, and plans for subsequent motions from the current state are to be made so as to move the system to a desired state with high probability, then modeling how the probability density of the system evolves is critical. Methods for solving Fokker-Planck equations that evolve on Lie groups then become important. Such equations can be solved using the operational properties of group Fourier transforms in which irreducible unitary representation (IUR) matrices play a critical role. Therefore, we develop a simple approach for the numerical approximation of all the IUR matrices for two of the groups of most interest in robotics: the rotation group in three-dimensional space, SO(3), and the Euclidean motion group of the plane, SE(2). This approach uses the exponential mapping from the Lie algebras of these groups, and takes advantage of the sparse nature of the Lie algebra representation matrices. Other techniques for density estimation on groups are also explored. The computed densities are applied in the context of probabilistic path planning for kinematic cart in the plane and flexible needle steering in three-dimensional space. In these examples the injection of artificial noise into the computational models (rather than noise in the actual physical systems) serves as a tool to search the configuration spaces and plan paths. Finally, we illustrate how density estimation problems arise in the characterization of physical noise in orientational sensors such as gyroscopes. PMID:20454468

Dynamic Textures Modeling via Joint Video Dictionary Learning.

PubMed

Wei, Xian; Li, Yuanxiang; Shen, Hao; Chen, Fang; Kleinsteuber, Martin; Wang, Zhongfeng

2017-04-06

Video representation is an important and challenging task in the computer vision community. In this paper, we consider the problem of modeling and classifying video sequences of dynamic scenes which could be modeled in a dynamic textures (DT) framework. At first, we assume that image frames of a moving scene can be modeled as a Markov random process. We propose a sparse coding framework, named joint video dictionary learning (JVDL), to model a video adaptively. By treating the sparse coefficients of image frames over a learned dictionary as the underlying "states", we learn an efficient and robust linear transition matrix between two adjacent frames of sparse events in time series. Hence, a dynamic scene sequence is represented by an appropriate transition matrix associated with a dictionary. In order to ensure the stability of JVDL, we impose several constraints on such transition matrix and dictionary. The developed framework is able to capture the dynamics of a moving scene by exploring both sparse properties and the temporal correlations of consecutive video frames. Moreover, such learned JVDL parameters can be used for various DT applications, such as DT synthesis and recognition. Experimental results demonstrate the strong competitiveness of the proposed JVDL approach in comparison with state-of-the-art video representation methods. Especially, it performs significantly better in dealing with DT synthesis and recognition on heavily corrupted data.

Sparse magnetic resonance imaging reconstruction using the bregman iteration

NASA Astrophysics Data System (ADS)

Lee, Dong-Hoon; Hong, Cheol-Pyo; Lee, Man-Woo

2013-01-01

Magnetic resonance imaging (MRI) reconstruction needs many samples that are sequentially sampled by using phase encoding gradients in a MRI system. It is directly connected to the scan time for the MRI system and takes a long time. Therefore, many researchers have studied ways to reduce the scan time, especially, compressed sensing (CS), which is used for sparse images and reconstruction for fewer sampling datasets when the k-space is not fully sampled. Recently, an iterative technique based on the bregman method was developed for denoising. The bregman iteration method improves on total variation (TV) regularization by gradually recovering the fine-scale structures that are usually lost in TV regularization. In this study, we studied sparse sampling image reconstruction using the bregman iteration for a low-field MRI system to improve its temporal resolution and to validate its usefulness. The image was obtained with a 0.32 T MRI scanner (Magfinder II, SCIMEDIX, Korea) with a phantom and an in-vivo human brain in a head coil. We applied random k-space sampling, and we determined the sampling ratios by using half the fully sampled k-space. The bregman iteration was used to generate the final images based on the reduced data. We also calculated the root-mean-square-error (RMSE) values from error images that were obtained using various numbers of bregman iterations. Our reconstructed images using the bregman iteration for sparse sampling images showed good results compared with the original images. Moreover, the RMSE values showed that the sparse reconstructed phantom and the human images converged to the original images. We confirmed the feasibility of sparse sampling image reconstruction methods using the bregman iteration with a low-field MRI system and obtained good results. Although our results used half the sampling ratio, this method will be helpful in increasing the temporal resolution at low-field MRI systems.

Non-equilibrium many-body dynamics following a quantum quench

NASA Astrophysics Data System (ADS)

Vyas, Manan

2017-12-01

We study analytically and numerically the non-equilibrium dynamics of an isolated interacting many-body quantum system following a random quench. We model the system Hamiltonian by Embedded Gaussian Orthogonal Ensemble (EGOE) of random matrices with one plus few-body interactions for fermions. EGOE are paradigmatic models to study the crossover from integrability to chaos in interacting many-body quantum systems. We obtain a generic formulation, based on spectral variances, for describing relaxation dynamics of survival probabilities as a function of rank of interactions. Our analytical results are in good agreement with numerics.

Optimal neighborhood indexing for protein similarity search.

PubMed

Peterlongo, Pierre; Noé, Laurent; Lavenier, Dominique; Nguyen, Van Hoa; Kucherov, Gregory; Giraud, Mathieu

2008-12-16

Similarity inference, one of the main bioinformatics tasks, has to face an exponential growth of the biological data. A classical approach used to cope with this data flow involves heuristics with large seed indexes. In order to speed up this technique, the index can be enhanced by storing additional information to limit the number of random memory accesses. However, this improvement leads to a larger index that may become a bottleneck. In the case of protein similarity search, we propose to decrease the index size by reducing the amino acid alphabet. The paper presents two main contributions. First, we show that an optimal neighborhood indexing combining an alphabet reduction and a longer neighborhood leads to a reduction of 35% of memory involved into the process, without sacrificing the quality of results nor the computational time. Second, our approach led us to develop a new kind of substitution score matrices and their associated e-value parameters. In contrast to usual matrices, these matrices are rectangular since they compare amino acid groups from different alphabets. We describe the method used for computing those matrices and we provide some typical examples that can be used in such comparisons. Supplementary data can be found on the website http://bioinfo.lifl.fr/reblosum. We propose a practical index size reduction of the neighborhood data, that does not negatively affect the performance of large-scale search in protein sequences. Such an index can be used in any study involving large protein data. Moreover, rectangular substitution score matrices and their associated statistical parameters can have applications in any study involving an alphabet reduction.

Optimal neighborhood indexing for protein similarity search

PubMed Central

Peterlongo, Pierre; Noé, Laurent; Lavenier, Dominique; Nguyen, Van Hoa; Kucherov, Gregory; Giraud, Mathieu

2008-01-01

Background Similarity inference, one of the main bioinformatics tasks, has to face an exponential growth of the biological data. A classical approach used to cope with this data flow involves heuristics with large seed indexes. In order to speed up this technique, the index can be enhanced by storing additional information to limit the number of random memory accesses. However, this improvement leads to a larger index that may become a bottleneck. In the case of protein similarity search, we propose to decrease the index size by reducing the amino acid alphabet. Results The paper presents two main contributions. First, we show that an optimal neighborhood indexing combining an alphabet reduction and a longer neighborhood leads to a reduction of 35% of memory involved into the process, without sacrificing the quality of results nor the computational time. Second, our approach led us to develop a new kind of substitution score matrices and their associated e-value parameters. In contrast to usual matrices, these matrices are rectangular since they compare amino acid groups from different alphabets. We describe the method used for computing those matrices and we provide some typical examples that can be used in such comparisons. Supplementary data can be found on the website . Conclusion We propose a practical index size reduction of the neighborhood data, that does not negatively affect the performance of large-scale search in protein sequences. Such an index can be used in any study involving large protein data. Moreover, rectangular substitution score matrices and their associated statistical parameters can have applications in any study involving an alphabet reduction. PMID:19087280

Work distributions for random sudden quantum quenches

NASA Astrophysics Data System (ADS)

Łobejko, Marcin; Łuczka, Jerzy; Talkner, Peter

2017-05-01

The statistics of work performed on a system by a sudden random quench is investigated. Considering systems with finite dimensional Hilbert spaces we model a sudden random quench by randomly choosing elements from a Gaussian unitary ensemble (GUE) consisting of Hermitian matrices with identically, Gaussian distributed matrix elements. A probability density function (pdf) of work in terms of initial and final energy distributions is derived and evaluated for a two-level system. Explicit results are obtained for quenches with a sharply given initial Hamiltonian, while the work pdfs for quenches between Hamiltonians from two independent GUEs can only be determined in explicit form in the limits of zero and infinite temperature. The same work distribution as for a sudden random quench is obtained for an adiabatic, i.e., infinitely slow, protocol connecting the same initial and final Hamiltonians.

High-performance sparse matrix-matrix products on Intel KNL and multicore architectures

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

Nagasaka, Y; Matsuoka, S; Azad, A

Sparse matrix-matrix multiplication (SpGEMM) is a computational primitive that is widely used in areas ranging from traditional numerical applications to recent big data analysis and machine learning. Although many SpGEMM algorithms have been proposed, hardware specific optimizations for multi- and many-core processors are lacking and a detailed analysis of their performance under various use cases and matrices is not available. We firstly identify and mitigate multiple bottlenecks with memory management and thread scheduling on Intel Xeon Phi (Knights Landing or KNL). Specifically targeting multi- and many-core processors, we develop a hash-table-based algorithm and optimize a heap-based shared-memory SpGEMM algorithm. Wemore » examine their performance together with other publicly available codes. Different from the literature, our evaluation also includes use cases that are representative of real graph algorithms, such as multi-source breadth-first search or triangle counting. Our hash-table and heap-based algorithms are showing significant speedups from libraries in the majority of the cases while different algorithms dominate the other scenarios with different matrix size, sparsity, compression factor and operation type. We wrap up in-depth evaluation results and make a recipe to give the best SpGEMM algorithm for target scenario. A critical finding is that hash-table-based SpGEMM gets a significant performance boost if the nonzeros are not required to be sorted within each row of the output matrix.« less

Joint sparsity based heterogeneous data-level fusion for target detection and estimation

NASA Astrophysics Data System (ADS)

Niu, Ruixin; Zulch, Peter; Distasio, Marcello; Blasch, Erik; Shen, Dan; Chen, Genshe

2017-05-01

Typical surveillance systems employ decision- or feature-level fusion approaches to integrate heterogeneous sensor data, which are sub-optimal and incur information loss. In this paper, we investigate data-level heterogeneous sensor fusion. Since the sensors monitor the common targets of interest, whose states can be determined by only a few parameters, it is reasonable to assume that the measurement domain has a low intrinsic dimensionality. For heterogeneous sensor data, we develop a joint-sparse data-level fusion (JSDLF) approach based on the emerging joint sparse signal recovery techniques by discretizing the target state space. This approach is applied to fuse signals from multiple distributed radio frequency (RF) signal sensors and a video camera for joint target detection and state estimation. The JSDLF approach is data-driven and requires minimum prior information, since there is no need to know the time-varying RF signal amplitudes, or the image intensity of the targets. It can handle non-linearity in the sensor data due to state space discretization and the use of frequency/pixel selection matrices. Furthermore, for a multi-target case with J targets, the JSDLF approach only requires discretization in a single-target state space, instead of discretization in a J-target state space, as in the case of the generalized likelihood ratio test (GLRT) or the maximum likelihood estimator (MLE). Numerical examples are provided to demonstrate that the proposed JSDLF approach achieves excellent performance with near real-time accurate target position and velocity estimates.

A new look at the simultaneous analysis and design of structures

NASA Technical Reports Server (NTRS)

Striz, Alfred G.

1994-01-01

The minimum weight optimization of structural systems, subject to strength and displacement constraints as well as size side constraints, was investigated by the Simultaneous ANalysis and Design (SAND) approach. As an optimizer, the code NPSOL was used which is based on a sequential quadratic programming (SQP) algorithm. The structures were modeled by the finite element method. The finite element related input to NPSOL was automatically generated from the input decks of such standard FEM/optimization codes as NASTRAN or ASTROS, with the stiffness matrices, at present, extracted from the FEM code ANALYZE. In order to avoid ill-conditioned matrices that can be encountered when the global stiffness equations are used as additional nonlinear equality constraints in the SAND approach (with the displacements as additional variables), the matrix displacement method was applied. In this approach, the element stiffness equations are used as constraints instead of the global stiffness equations, in conjunction with the nodal force equilibrium equations. This approach adds the element forces as variables to the system. Since, for complex structures and the associated large and very sparce matrices, the execution times of the optimization code became excessive due to the large number of required constraint gradient evaluations, the Kreisselmeier-Steinhauser function approach was used to decrease the computational effort by reducing the nonlinear equality constraint system to essentially a single combined constraint equation. As the linear equality and inequality constraints require much less computational effort to evaluate, they were kept in their previous form to limit the complexity of the KS function evaluation. To date, the standard three-bar, ten-bar, and 72-bar trusses have been tested. For the standard SAND approach, correct results were obtained for all three trusses although convergence became slower for the 72-bar truss. When the matrix displacement method was used, correct results were still obtained, but the execution times became excessive due to the large number of constraint gradient evaluations required. Using the KS function, the computational effort dropped, but the optimization seemed to become less robust. The investigation of this phenomenon is continuing. As an alternate approach, the code MINOS for the optimization of sparse matrices can be applied to the problem in lieu of the Kreisselmeier-Steinhauser function. This investigation is underway.

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.

Incremental Multi-view 3D Reconstruction Starting from Two Images Taken by a Stereo Pair of Cameras

NASA Astrophysics Data System (ADS)

El hazzat, Soulaiman; Saaidi, Abderrahim; Karam, Antoine; Satori, Khalid

2015-03-01

In this paper, we present a new method for multi-view 3D reconstruction based on the use of a binocular stereo vision system constituted of two unattached cameras to initialize the reconstruction process. Afterwards , the second camera of stereo vision system (characterized by varying parameters) moves to capture more images at different times which are used to obtain an almost complete 3D reconstruction. The first two projection matrices are estimated by using a 3D pattern with known properties. After that, 3D scene points are recovered by triangulation of the matched interest points between these two images. The proposed approach is incremental. At each insertion of a new image, the camera projection matrix is estimated using the 3D information already calculated and new 3D points are recovered by triangulation from the result of the matching of interest points between the inserted image and the previous image. For the refinement of the new projection matrix and the new 3D points, a local bundle adjustment is performed. At first, all projection matrices are estimated, the matches between consecutive images are detected and Euclidean sparse 3D reconstruction is obtained. So, to increase the number of matches and have a more dense reconstruction, the Match propagation algorithm, more suitable for interesting movement of the camera, was applied on the pairs of consecutive images. The experimental results show the power and robustness of the proposed approach.

An in vitro force measurement assay to study the early mechanical interaction between corneal fibroblasts and collagen matrix.

PubMed

Roy, P; Petroll, W M; Cavanagh, H D; Chuong, C J; Jester, J V

1997-04-10

An in vitro force measurement assay has been developed to quantify the forces exerted by single corneal fibroblasts during the early interaction with a collagen matrix. Corneal fibroblasts were sparsely seeded on top of collagen matrices whose stiffness was predetermined by micromanipulation with calibrated fine glass microneedles. The forces exerted by individual cells were calculated from time-lapse videomicroscopic recordings of the 2-D elastic distortion of the matrix. In additional experiments, the degree of permanent reorganization of the collagen matrices was assessed by lysing the cells with 1% Triton X-100 solution at the end of a 2-hour incubation and recording the subsequent relaxation. The data suggest that a cell can exert comparable centripetal force during either extension of a cell process or partial retraction of an extended pseudopodia. The rates of force associated with pseudopodial extension and partial retraction were 0.180 +/- 0.091 (x 10(-8)) N/min (n = 8 experiments) and 0.213 +/- 0.063 (x 10(-8)) N/min (n = 8 experiments), respectively. Rupture of pseudopodial adhesion associated with cell locomotion causes a release of force on the matrix and a complete recoil of the pseudopodia concerned; a simultaneous release of force on the matrix was also observed at the opposite end of the cell. Lysis of cells resulted in 84 +/- 18% relaxation of the matrix, suggesting that little permanent remodeling of matrix is produced by the actions of isolated migrating cells.

Compressive sampling by artificial neural networks for video

NASA Astrophysics Data System (ADS)

Szu, Harold; Hsu, Charles; Jenkins, Jeffrey; Reinhardt, Kitt

2011-06-01

We describe a smart surveillance strategy for handling novelty changes. Current sensors seem to keep all, redundant or not. The Human Visual System's Hubel-Wiesel (wavelet) edge detection mechanism pays attention to changes in movement, which naturally produce organized sparseness because a stagnant edge is not reported to the brain's visual cortex by retinal neurons. Sparseness is defined as an ordered set of ones (movement or not) relative to zeros that could be pseudo-orthogonal among themselves; then suited for fault tolerant storage and retrieval by means of Associative Memory (AM). The firing is sparse at the change locations. Unlike purely random sparse masks adopted in medical Compressive Sensing, these organized ones have an additional benefit of using the image changes to make retrievable graphical indexes. We coined this organized sparseness as Compressive Sampling; sensing but skipping over redundancy without altering the original image. Thus, we turn illustrate with video the survival tactics which animals that roam the Earth use daily. They acquire nothing but the space-time changes that are important to satisfy specific prey-predator relationships. We have noticed a similarity between the mathematical Compressive Sensing and this biological mechanism used for survival. We have designed a hardware implementation of the Human Visual System's Compressive Sampling scheme. To speed up further, our mixedsignal circuit design of frame differencing is built in on-chip processing hardware. A CMOS trans-conductance amplifier is designed here to generate a linear current output using a pair of differential input voltages from 2 photon detectors for change detection---one for the previous value and the other the subsequent value, ("write" synaptic weight by Hebbian outer products; "read" by inner product & pt. NL threshold) to localize and track the threat targets.

Number statistics for β-ensembles of random matrices: Applications to trapped fermions at zero temperature.

PubMed

Marino, Ricardo; Majumdar, Satya N; Schehr, Grégory; Vivo, Pierpaolo

2016-09-01

Let P_{β}^{(V)}(N_{I}) be the probability that a N×Nβ-ensemble of random matrices with confining potential V(x) has N_{I} eigenvalues inside an interval I=[a,b] on the real line. We introduce a general formalism, based on the Coulomb gas technique and the resolvent method, to compute analytically P_{β}^{(V)}(N_{I}) for large N. We show that this probability scales for large N as P_{β}^{(V)}(N_{I})≈exp[-βN^{2}ψ^{(V)}(N_{I}/N)], where β is the Dyson index of the ensemble. The rate function ψ^{(V)}(k_{I}), independent of β, is computed in terms of single integrals that can be easily evaluated numerically. The general formalism is then applied to the classical β-Gaussian (I=[-L,L]), β-Wishart (I=[1,L]), and β-Cauchy (I=[-L,L]) ensembles. Expanding the rate function around its minimum, we find that generically the number variance var(N_{I}) exhibits a nonmonotonic behavior as a function of the size of the interval, with a maximum that can be precisely characterized. These analytical results, corroborated by numerical simulations, provide the full counting statistics of many systems where random matrix models apply. In particular, we present results for the full counting statistics of zero-temperature one-dimensional spinless fermions in a harmonic trap.

Green electrospun pantothenic acid/silk fibroin composite nanofibers: fabrication, characterization and biological activity.

PubMed

Fan, Linpeng; Cai, Zengxiao; Zhang, Kuihua; Han, Feng; Li, Jingliang; He, Chuanglong; Mo, Xiumei; Wang, Xungai; Wang, Hongsheng

2014-05-01

Silk fibroin (SF) from Bombyx mori has many established excellent properties and has found various applications in the biomedical field. However, some abilities or capacities of SF still need improving to meet the need for using practically. Indeed, diverse SF-based composite biomaterials have been developed. Here we report the feasibility of fabricating pantothenic acid (vitamin B5, VB5)-reinforcing SF nanofibrous matrices for biomedical applications through green electrospinning. Results demonstrated the successful loading of D-pantothenic acid hemicalcium salt (VB5-hs) into resulting composite nanofibers. The introduction of VB5-hs did not alter the smooth ribbon-like morphology and the silk I structure of SF, but significantly decreased the mean width of SF fibers. SF conformation transformed into β-sheet from random coil when composite nanofibrous matrices were exposed to 75% (v/v) ethanol vapor. Furthermore, nanofibers still remained good morphology after being soaked in water environment for five days. Interestingly, as-prepared composite nanofibrous matrices supported a higher level of cell viability, especially in a long culture period and significantly assisted skin cells to survive under oxidative stress compared with pure SF nanofibrous matrices. These findings provide a basis for further extending the application of SF in the biomedical field, especially in the personal skin-care field. Copyright © 2013 Elsevier B.V. All rights reserved.

Emergent Complexity in Conway's Game of Life

NASA Astrophysics Data System (ADS)

Gotts, Nick

It is shown that both small, finite patterns and random infinite very low density ("sparse") arrays of the Game of Life can produce emergent structures and processes of great complexity, through ramifying feedback networks and cross-scale interactions. The implications are discussed: it is proposed that analogous networks and interactions may have been precursors to natural selection in the real world.

Wireless Sensor Array Network DoA Estimation from Compressed Array Data via Joint Sparse Representation.

PubMed

Yu, Kai; Yin, Ming; Luo, Ji-An; Wang, Yingguan; Bao, Ming; Hu, Yu-Hen; Wang, Zhi

2016-05-23

A compressive sensing joint sparse representation direction of arrival estimation (CSJSR-DoA) approach is proposed for wireless sensor array networks (WSAN). By exploiting the joint spatial and spectral correlations of acoustic sensor array data, the CSJSR-DoA approach provides reliable DoA estimation using randomly-sampled acoustic sensor data. Since random sampling is performed at remote sensor arrays, less data need to be transmitted over lossy wireless channels to the fusion center (FC), and the expensive source coding operation at sensor nodes can be avoided. To investigate the spatial sparsity, an upper bound of the coherence of incoming sensor signals is derived assuming a linear sensor array configuration. This bound provides a theoretical constraint on the angular separation of acoustic sources to ensure the spatial sparsity of the received acoustic sensor array signals. The Cram e ´ r-Rao bound of the CSJSR-DoA estimator that quantifies the theoretical DoA estimation performance is also derived. The potential performance of the CSJSR-DoA approach is validated using both simulations and field experiments on a prototype WSAN platform. Compared to existing compressive sensing-based DoA estimation methods, the CSJSR-DoA approach shows significant performance improvement.

Enhancing sparsity of Hermite polynomial expansions by iterative rotations

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

Yang, Xiu; Lei, Huan; Baker, Nathan A.

2016-02-01

Compressive sensing has become a powerful addition to uncertainty quantification in recent years. This paper identifies new bases for random variables through linear mappings such that the representation of the quantity of interest is more sparse with new basis functions associated with the new random variables. This sparsity increases both the efficiency and accuracy of the compressive sensing-based uncertainty quantification method. Specifically, we consider rotation- based linear mappings which are determined iteratively for Hermite polynomial expansions. We demonstrate the effectiveness of the new method with applications in solving stochastic partial differential equations and high-dimensional (O(100)) problems.

Modeling of contact tracing in social networks

NASA Astrophysics Data System (ADS)

Tsimring, Lev S.; Huerta, Ramón

2003-07-01

Spreading of certain infections in complex networks is effectively suppressed by using intelligent strategies for epidemic control. One such standard epidemiological strategy consists in tracing contacts of infected individuals. In this paper, we use a recently introduced generalization of the standard susceptible-infectious-removed stochastic model for epidemics in sparse random networks which incorporates an additional (traced) state. We describe a deterministic mean-field description which yields quantitative agreement with stochastic simulations on random graphs. We also discuss the role of contact tracing in epidemics control in small-world and scale-free networks. Effectiveness of contact tracing grows as the rewiring probability is reduced.

Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation

NASA Astrophysics Data System (ADS)

Tang, Kunkun; Congedo, Pietro M.; Abgrall, Rémi

2016-06-01

The Polynomial Dimensional Decomposition (PDD) is employed in this work for the global sensitivity analysis and uncertainty quantification (UQ) of stochastic systems subject to a moderate to large number of input random variables. Due to the intimate connection between the PDD and the Analysis of Variance (ANOVA) approaches, PDD is able to provide a simpler and more direct evaluation of the Sobol' sensitivity indices, when compared to the Polynomial Chaos expansion (PC). Unfortunately, the number of PDD terms grows exponentially with respect to the size of the input random vector, which makes the computational cost of standard methods unaffordable for real engineering applications. In order to address the problem of the curse of dimensionality, this work proposes essentially variance-based adaptive strategies aiming to build a cheap meta-model (i.e. surrogate model) by employing the sparse PDD approach with its coefficients computed by regression. Three levels of adaptivity are carried out in this paper: 1) the truncated dimensionality for ANOVA component functions, 2) the active dimension technique especially for second- and higher-order parameter interactions, and 3) the stepwise regression approach designed to retain only the most influential polynomials in the PDD expansion. During this adaptive procedure featuring stepwise regressions, the surrogate model representation keeps containing few terms, so that the cost to resolve repeatedly the linear systems of the least-squares regression problem is negligible. The size of the finally obtained sparse PDD representation is much smaller than the one of the full expansion, since only significant terms are eventually retained. Consequently, a much smaller number of calls to the deterministic model is required to compute the final PDD coefficients.

Localization in covariance matrices of coupled heterogenous Ornstein-Uhlenbeck processes

NASA Astrophysics Data System (ADS)

Barucca, Paolo

2014-12-01

We define a random-matrix ensemble given by the infinite-time covariance matrices of Ornstein-Uhlenbeck processes at different temperatures coupled by a Gaussian symmetric matrix. The spectral properties of this ensemble are shown to be in qualitative agreement with some stylized facts of financial markets. Through the presented model formulas are given for the analysis of heterogeneous time series. Furthermore evidence for a localization transition in eigenvectors related to small and large eigenvalues in cross-correlations analysis of this model is found, and a simple explanation of localization phenomena in financial time series is provided. Finally we identify both in our model and in real financial data an inverted-bell effect in correlation between localized components and their local temperature: high- and low-temperature components are the most localized ones.

Eigenvalue distributions for a class of covariance matrices with application to Bienenstock-Cooper-Munro neurons under noisy conditions.

PubMed

Bazzani, Armando; Castellani, Gastone C; Cooper, Leon N

2010-05-01

We analyze the effects of noise correlations in the input to, or among, Bienenstock-Cooper-Munro neurons using the Wigner semicircular law to construct random, positive-definite symmetric correlation matrices and compute their eigenvalue distributions. In the finite dimensional case, we compare our analytic results with numerical simulations and show the effects of correlations on the lifetimes of synaptic strengths in various visual environments. These correlations can be due either to correlations in the noise from the input lateral geniculate nucleus neurons, or correlations in the variability of lateral connections in a network of neurons. In particular, we find that for fixed dimensionality, a large noise variance can give rise to long lifetimes of synaptic strengths. This may be of physiological significance.