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DOE OSTI2024

CORRLA-RS

The CORRLA-RS package provides a suite of statistical methods for sampling multidimensional distributions and to conduct sensitivity and correlation analysis of large scale data in the Rust programming language. The software provides a unique solution to multidimensional constrained sampling problems utilizing a combination of parallelized Markov Chain Monte Carlo methods and traditional rejection sampling. The sensitivity and correlation analysis methods are backed by a high performance randomized singular value decomposition implementation which enables datasets larger than the random access memory (RAM) size to be analyzed. Additionally, CORRLA-RS implements the active subspace identification method using a KD-Tree and the randomized singular value decomposition acting in concert.

Gurecky, William [Oak Ridge National Laboratory (O↗

NASA NTRS1996

Design of Multi-Parameter Steerable Functions Using Cascade Basis Reduction

A new cascade basis reduction method of computing the optimal least-squares set of basis functions steering a given function is presented. The method combines the Lie group-theoretic and the singular value decomposition approaches in such a way that their respective strengths complement each other. Since the Lie group-theoretic approach is used, the set of basis and steering functions computed can be expressed analytically. Because the singular value decomposition method is used, this set of basis and steering functions is optimal in the least-squares sense. Furthermore, the computational complexity in designing basis functions for transformation groups with large numbers of parameters is significantly reduced. The efficiency of the cascade basis reduction method is demonstrated by designing a set of basis functions that steers a Gabor function under the four-parameter linear transformation group.

Teo, P.↗

NASA NTRSDate not supplied

Active Thermography Based on Tensor Rank Decomposition

Principal Component Thermography applies Singular Value Decomposition (SVD) to post-process data that are derived from active thermographic inspections. SVD provides useful compression of the data and allows for better understanding of substructure and indications of potential damage. In the standard approach, SVD is applied to a certain reshaping of a three-dimensional data stack into a two-dimensional array. This work applies the CANDECOMP-PARAFAC (CP) tensor rank decomposition directly to the three-dimensional data to avoid the initial reshaping step in order to begin to develop an inspection method that can more accurately detect defects in non-homogeneous and anisotropic materials. Tests against simulated data that compare the CP decomposition method with traditional Principal Component Thermography based on SVD are described. Finally, the method of Proper Generalized Decomposition (PGD) is used to derive the CP decomposition, and its performance against other algorithms is also discussed.

Thermography↗

DOE OSTI2026

Accelerating multigrid with streaming chiral SVD for Wilson fermions in lattice QCD

A modification to the setup algorithm for the multigrid preconditioner of Wilson fermions in lattice QCD is presented. A larger basis of test vectors than that used in regular multigrid is calculated by the smoother and truncated by singular value decomposition on the chiral components of the test vectors. The truncated basis is used to form the prolongation and restriction matrices of the multigrid hierarchy. This modification of the setup method is demonstrated to increase the convergence of linear solvers on an anisotropic lattice with m π ≈ 239 MeV from the Hadron Spectrum Collaboration and an isotropic lattice with m π ≈ 220 MeV from the MILC Collaboration. The lattice volume dependence of the method is also examined. Increasing the number of test vectors improves speedup up to a point, but storing these vectors becomes impossible in limited memory resources such as GPUs. To address storage cost, we implement a streaming singular value decomposition of the basis of test vectors on the chiral components and demonstrate a decrease in the number of fine level iterations by a factor of 1.7 for m q ≈ m crit

Iterative methods↗

NASA NTRSDate not supplied

Use of Spectral Analysis of Singular Values as a Test Metric for IMMAT Trials

One of many challenges in the implementation of multiple exciter testing is establishing a reasonable set of test metrics to measure the quality of testing. This is especially true in the application of Impedance Matched Multi-Axis Testing; in that it is possible to have very large spectral density matrices that serve as reference criteria. While there exist plotting schemes to view a spectral density matrix, it is often necessary to break the overlay of reference and test results into subsections of the matrices to get sufficient resolution to interpret the data. In addition, as one attempts to control multiple locations on a structure, implementation of classical single degree-of freedom test tolerances across all channels and associated cross spectra is simply not feasible. Hence it is challenging to evaluate overall test quality. The use of spectral views of the dominant singular values from the singular value decomposition of the spectral density matrices and metrics based upon them is proposed for establishing a set of compact metrics for evaluating test quality. A laboratory experiment will be included to demonstrate this proposed technique.

Impedance Matched Multi-Axis Testing↗

NASA NTRSDate not supplied

Use of Spectral Analysis of Singular Values as a Test Metric for Impedance Matched Multi-Axis Test Trials

Vibration Testing↗

NASA NTRS2003

Development of an Efficient Binaural Simulation for the Analysis of Structural Acoustic Data

Applying binaural simulation techniques to structural acoustic data can be very computationally intensive as the number of discrete noise sources can be very large. Typically, Head Related Transfer Functions (HRTFs) are used to individually filter the signals from each of the sources in the acoustic field. Therefore, creating a binaural simulation implies the use of potentially hundreds of real time filters. This paper details two methods of reducing the number of real-time computations required by: (i) using the singular value decomposition (SVD) to reduce the complexity of the HRTFs by breaking them into dominant singular values and vectors and (ii) by using equivalent source reduction (ESR) to reduce the number of sources to be analyzed in real-time by replacing sources on the scale of a structural wavelength with sources on the scale of an acoustic wavelength. The ESR and SVD reduction methods can be combined to provide an estimated computation time reduction of 99.4% for the structural acoustic data tested. In addition, preliminary tests have shown that there is a 97% correlation between the results of the combined reduction methods and the results found with the current binaural simulation techniques

Johnson, Marty E.↗

DOE OSTI2024

A flexible class of priors for orthonormal matrices with basis function-specific structure

Statistical modeling of high-dimensional matrix-valued data motivates the use of a low-rank representation that simultaneously summarizes key characteristics of the data and enables dimension reduction. Low-rank representations commonly factor the original data into the product of orthonormal basis functions and weights, where each basis function represents an independent feature of the data. However, the basis functions in these factorizations are typically computed using algorithmic methods that cannot quantify uncertainty or account for basis function correlation structure a priori. While there exist Bayesian methods that allow for a common correlation structure across basis functions, empirical examples motivate the need for basis function-specific dependence structure. We propose a prior distribution for orthonormal matrices that can explicitly model basis function-specific structure. The prior is used within a general probabilistic model for singular value decomposition to conduct posterior inference on the basis functions while accounting for measurement error and fixed effects. We discuss how the prior specification can be used for various scenarios and demonstrate favorable model properties through synthetic data examples. Finally, we apply our method to two-meter air temperature data from the Pacific Northwest, enhancing our understanding of the Earth system’s internal variability.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1993

Ionospheric Imaging From a Low Earth Orbiter Tracking GPS

Tomographic imaging of the ionosphere is examined using singular value decomposition analysis. The interdependency of the obtainable resolution, the accuracy of the solution and the noise data is explained. A simulation is illustrated where a true 2-D ionospheric structure is generated, and a tomographic inversion of the structure is carried out. Inclusion of data taken in an occultation geometry reveals the strength that is added by these data. The effect of the ionosphere on a GPS signal as viewed by a user in space is examined. Under somewhat strong solar conditions, the absolute bending of the signal is of the order of 0.01 degrees for the L1 signal; the phase advance can be as large as 90 meters.

ionosphere↗

DOE OSTI2025

hdsullivan/ResSR

This is the official implementation of ResSR [1]. ResSR is a computationally efficient MSI-SR method that achieves high-quality reconstructions by using a closed-form spectral decomposition along with a spatial residual correction. ResSR applies singular value decomposition to identify correlations across spectral bands, uses pixel-wise computation to upsample the MSI, and then applies a residual correction process to correct the high-spatial frequency components of the upsampled bands. While ResSR is formulated as the solution to a spatially-coupled optimization problem, we use pixel-wise regularization and derive an approximate closed-form solution, resulting in a pixel-wise algorithm with a dramatic reduction in computation that achieves state-of-the-art reconstructions. [1] Duba-Sullivan, H., Reid, E. J., Voisin, S., Bouman, C. A., & Buzzard, G. T. (2024). ResSR: A Computationally Efficient Residual Approach to Super-Resolving Multispectral Images. arXiv preprint arXiv:2408.13225.

Duba-Sullivan, Haley [Oak Ridge National Laborator↗

DOE OSTI2024

Extended dynamic mode decomposition for model reduction in fluid dynamics simulations

High computational cost and storage/memory requirements of fluid dynamics simulations constrain their usefulness as a predictive tool. Reduced-order models (ROMs) provide a viable solution to this challenge by extracting the key underlying dynamics of a complex system directly from data. We investigate the efficacy and robustness of an extended dynamic mode decomposition (xDMD) algorithm in constructing ROMs of three-dimensional cardiovascular computations. Focusing on the ROMs' accuracy in representation and interpolation, we relate these metrics to the truncation rank of singular value decomposition, which underpins xDMD and other approaches to ROM construction. Our key innovation is to relate the truncation rank to the singular values of the original flow problem. This result establishes a priori guidelines for the xDMD deployment and its likely success as a means of data compression and reconstruction of the system's dynamics from dominant spatiotemporal structures present in the data.

Mechanics↗

NASA NTRS1988

Statistical analysis of effective singular values in matrix rank determination

A major problem in using SVD (singular-value decomposition) as a tool in determining the effective rank of a perturbed matrix is that of distinguishing between significantly small and significantly large singular values to the end, conference regions are derived for the perturbed singular values of matrices with noisy observation data. The analysis is based on the theories of perturbations of singular values and statistical significance test. Threshold bounds for perturbation due to finite-precision and i.i.d. random models are evaluated. In random models, the threshold bounds depend on the dimension of the matrix, the noisy variance, and predefined statistical level of significance. Results applied to the problem of determining the effective order of a linear autoregressive system from the approximate rank of a sample autocorrelation matrix are considered. Various numerical examples illustrating the usefulness of these bounds and comparisons to other previously known approaches are given.

Konstantinides, Konstantinos↗

NASA NTRS2002

Development of an Efficient Binaural Simulation for the Analysis of Structural Acoustic Data

Binaural or "virtual acoustic" representation has been proposed as a method of analyzing acoustic and vibroacoustic data. Unfortunately, this binaural representation can require extensive computer power to apply the Head Related Transfer Functions (HRTFs) to a large number of sources, as with a vibrating structure. This work focuses on reducing the number of real-time computations required in this binaural analysis through the use of Singular Value Decomposition (SVD) and Equivalent Source Reduction (ESR). The SVD method reduces the complexity of the HRTF computations by breaking the HRTFs into dominant singular values (and vectors). The ESR method reduces the number of sources to be analyzed in real-time computation by replacing sources on the scale of a structural wavelength with sources on the scale of an acoustic wavelength. It is shown that the effectiveness of the SVD and ESR methods improves as the complexity of the source increases. In addition, preliminary auralization tests have shown that the results from both the SVD and ESR methods are indistinguishable from the results found with the exhaustive method.

Lalime, Aimee L.↗

NASA NTRS1990

Improved solution for system identification equations by Epsilon-Decomposition

Matrix eigenvalue theory is used to examine the source of ill-conditioning in linear algebraic equations. This approach highlights the crucial role played by the zero and near-zero eigenvalues and corresponding eigenvectors of poorly conditioned systems. Insight gained from this approach is used to significantly improve a recently developed solution procedure called Epsilon-Decomposition (E-D). E-D is an efficient alternative to Singular Value Decomposition (SVD) for ill-conditioned systems arising in parameter estimation and system identification studies. The efficiency of the improved E-D over SVD resides in the need to only obtain the zero and near-zero eigenvalues of the coefficient matrix as opposed to all of its eigenvalues and vectors (as required by SVD). Thus, the efficiency of E-D is significant for large matrices with small rank deficiency.

Ojalvo, Irving U.↗

NASA NTRS2009

Regression Model Optimization for the Analysis of Experimental Data

A candidate math model search algorithm was developed at Ames Research Center that determines a recommended math model for the multivariate regression analysis of experimental data. The search algorithm is applicable to classical regression analysis problems as well as wind tunnel strain gage balance calibration analysis applications. The algorithm compares the predictive capability of different regression models using the standard deviation of the PRESS residuals of the responses as a search metric. This search metric is minimized during the search. Singular value decomposition is used during the search to reject math models that lead to a singular solution of the regression analysis problem. Two threshold dependent constraints are also applied. The first constraint rejects math models with insignificant terms. The second constraint rejects math models with near-linear dependencies between terms. The math term hierarchy rule may also be applied as an optional constraint during or after the candidate math model search. The final term selection of the recommended math model depends on the regressor and response values of the data set, the user s function class combination choice, the user s constraint selections, and the result of the search metric minimization. A frequently used regression analysis example from the literature is used to illustrate the application of the search algorithm to experimental data.

Ulbrich, N.↗

NASA NTRS1992

Large-scale sparse singular value computations

Four numerical methods for computing the singular value decomposition (SVD) of large sparse matrices on a multiprocessor architecture are presented. Lanczos and subspace iteration-based methods for determining several of the largest singular triplets (singular values and corresponding left and right-singular vectors) for sparse matrices arising from two practical applications: information retrieval and seismic reflection tomography are emphasized. The target architectures for implementations are the CRAY-2S/4-128 and Alliant FX/80. The sparse SVD problem is well motivated by recent information-retrieval techniques in which dominant singular values and their corresponding singular vectors of large sparse term-document matrices are desired, and by nonlinear inverse problems from seismic tomography applications which require approximate pseudo-inverses of large sparse Jacobian matrices.

Berry, Michael W.↗

NASA NTRS2003

An Efficient and Robust Singular Value Method for Star Pattern Recognition and Attitude Determination

A new star pattern recognition method is developed using singular value decomposition of a measured unit column vector matrix in a measurement frame and the corresponding cataloged vector matrix in a reference frame. It is shown that singular values and right singular vectors are invariant with respect to coordinate transformation and robust under uncertainty. One advantage of singular value comparison is that a pairing process for individual measured and cataloged stars is not necessary, and the attitude estimation and pattern recognition process are not separated. An associated method for mission catalog design is introduced and simulation results are presented.

Juang, Jer-Nan↗

NASA NTRS1983

Accuracy of earth albedo estimates from wide-angle radiation measurements

The instantaneous resolution and accuracy that can be expected from two inversion techniques to be used in the Earth Radiation Budget Experiment (ERBE) are examined. It is shown that measurement errors are magnified by the numerical filter and that this magnification is a function of the magnitude of the inversion factor. By using singular value decomposition, these magnitudes can be reduced to improve the estimates. A simulation of the estimation process using an albedo field derived from scanning radiometer data shows that retaining 6 of the 13 singular values gives the best results. If there are no bidirectional model errors the medium-field-of-view data give the best estimates. However, when bidirectional model errors are considered, the wide-field-of-view measurements give better estimates since they are less sensitive to these errors.

Green, R. N.↗