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Results for “randomized singular value decomposition”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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25 records · Page 2
All sourcesNASA NTRSDOE OSTI
DOE OSTI2023

Computing rank‐revealing factorizations of matrices stored out‐of‐core

This paper describes efficient algorithms for computing rank-revealing factorizations of matrices that are too large to fit in main memory (RAM), and must instead be stored on slow external memory devices such as disks (out-of-core or out-of-memory). Traditional algorithms for computing rank-revealing factorizations (such as the column pivoted QR factorization and the singular value decomposition) are very communication intensive as they require many vector-vector and matrix-vector operations, which become prohibitively expensive when data is not in RAM. Randomization allows to reformulate new methods so that large contiguous blocks of the matrix are processed in bulk. The paper describes two distinct methods. The first is a blocked version of column pivoted Householder QR, organized as a “left-looking” method to minimize the number of the expensive write operations. The second method results employs a UTV factorization. It is organized as an algorithm-by-blocks to overlap computations and I/O operations. As it incorporates power iterations, it is much better at revealing the numerical rank. Numerical experiments on several computers demonstrate that the new algorithms are almost as fast when processing data stored on slow memory devices as traditional algorithms are for data stored in RAM.

97 MATHEMATICS AND COMPUTING↗
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↗
DOE OSTI2026

Toward memory-efficient melt pool monitoring: a classification framework using event-based imaging and sparse sensing technique

Vision sensors like CMOS and CCD cameras are often used for in-process monitoring of melt pools in laser-based additive and welding processes, but they require transferring large amounts of data and computational processing resources. Event-based neuromorphic imagery, on the other hand, detects only the change in pixel intensity, thus potentially reducing the data amount and latency. With an event imager, this study develops a framework for melt pool condition classification, including image construction, time scale selection, optimal pixel selection, and sparse classification, to achieve a highly memory-efficient scheme. These are based on sparse sensing techniques with singular value decomposition (SVD) and QR pivoting, the two fundamental matrix transformations for linear dimensionality reduction. The framework is then validated by classifying a controlled experiment by exciting various mode shapes of liquid gallium pools of varying depths (3, 6, and 8 mm). At 200 pixels, the classifier can reach overall accuracy of 75%, while at 2000 pixels (0.013% of the total possible pixels), the accuracy is nearly 90% (89.86%). At the same number of pixels, random selection can only achieve 46% and 67%, respectively. The memory savings of the sparsely sampled event data compared to a conventional imager is about 500 times. In addition to performance, implementation and limitations of the framework are also discussed.

42 ENGINEERING↗
DOE OSTI2022

DESPERATE: A Python Library for Processing and Denoising NMR Spectra

NMR spectroscopy is an inherently insensitive technique with respect to the amount of observable signal. A common element in all NMR spectra is random thermal noise that is often characterized by a signal-to-noise ratio (SNR). SNR can be generically improved experimentally with repetitive signal averaging or during post-processing with apodization; the former of which often results in long experimental times and the latter results in the loss of spectral resolution. Denoising techniques can instead be used during post-processing to enhance SNR without compromising resolution. The most common approach relies on the singular-value decomposition (SVD) to discard noisy components of NMR data. SVD-based approaches work well, such as Cadzow and PCA, but are computationally expensive when used for large datasets that are often encountered in NMR (e.g., Carr-Purcell/Meiboom-Gill and nD datasets). Herein, we describe the implementation of a new wavelet transform (WT) routine for the fast and robust denoising of 1D and 2D NMR spectra. Several simulated and experimental datasets are denoised with both SVD-based Cadzow or PCA and WT’s, and the resulting SNR enhancements and spectral uniformity are compared. WT denoising offers similar and improved denoising compared with SVD and operates faster by several orders-of-magnitude in some cases. Further, all denoising and processing routines used in this work are included in a free and open-source Python library called DESPERATE.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2022

Quantum state preparation and nonunitary evolution with diagonal operators

Realizing nonunitary transformations on unitary-gate-based quantum devices is critically important for simulating a variety of physical problems, including open quantum systems and subnormalized quantum states. Here, we present a dilation-based algorithm to simulate nonunitary operations using probabilistic quantum computing with only one ancilla qubit. We utilize the singular-value decomposition (SVD) to decompose any general quantum operator into a product of two unitary operators and a diagonal nonunitary operator, which we show can be implemented by a diagonal unitary operator in a one-qubit dilated space. While dilation techniques increase the number of qubits in the calculation, and thus the gate complexity, our algorithm limits the operations required in the dilated space to a diagonal unitary operator, which has known circuit decompositions. We use this algorithm to prepare random subnormalized two-level states on a quantum device with high fidelity. Furthermore, we present the accurate nonunitary dynamics of two-level open quantum systems in a dephasing channel and an amplitude-damping channel computed on a quantum device. The algorithm presented will be most useful for implementing general nonunitary operations when the SVD can be readily computed, which is the case for most operators in the noisy intermediate-scale quantum computing era.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Dynamic mode decomposition with core sketch

With the increase in collected data volumes, either from experimental measurements or high fidelity simulations, there is an ever-growing need to develop computationally efficient tools to process, analyze, and interpret these datasets. Modal analysis techniques have gained great interest due to their ability to identify patterns in the data and extract valuable information about the system being considered. Dynamic mode decomposition (DMD) relies on elements of the Koopman approximation theory to compute a set of modes, each associated with a fixed oscillation frequency and a decay/growth rate. Extracting these details from large datasets can be computationally expensive due to the need to implement singular value decomposition of the input data matrix. Sketching algorithms have become popular in numerical linear algebra where statistical theoretic approaches are utilized to reduce the cost of major operations. A sketch of a matrix is another matrix, which is significantly smaller, but still sufficiently approximates the original system. We put forth an efficient DMD framework, SketchyDMD, based on a core sketching algorithm that captures information about the range and corange (their mutual relationship) of input data. The proposed sketching-based framework can accelerate various portions of the DMD routines, compared to classical methods that operate directly on the raw input data. We conduct numerical experiments using the spherical shallow water equations as a prototypical model in the context of geophysical flows. In conclusion, we show that the proposed SketchyDMD is superior to existing randomized DMD methods that are based on capturing only the range of the input data.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2023

Compression of tokamak boundary plasma simulation data using a maximum volume algorithm for matrix skeleton decomposition

This report demonstrates satisfactory data compression of SOLPS-ITER simulation output ranging from 2D fields, 1D profiles, and 0D scalar variables with a novel matrix decomposition approach. The singular value decomposition (SVD) scales poorly for large matrix sizes and is unsuited to the application on high dimensional data common to fusion plasma physics simulation. In this work, we employ the columns-submatrix-rows (CUR) matrix factorization technique in order to compute a low-rank approximation up to two orders of magnitude faster than the SVD, but within a nominal L2-norm relative error of ε = 10 –2 . In addition, the CUR approach maintains the original format of the data, in its extracted columns and rows, allowing for interpretable data storage at the original resolution of the simulation. We utilize an iterative algorithm to compute the CUR decomposition of simulation output by maximizing the volume, or linearly independent information content, of a low-rank submatrix contained within the data. Experiments over $\textit{n} × \textit{n}$ randomized test matrices with embedded rank-deficient features show that this maximum volume implementation of CUR matrix approximation has reduced asymptotic computational complexity on the order of n compared to the SVD, which scales approximately as $n^3$. These results show that the CUR technique can be used to effectively select time step snapshots (columns) of over 140 SOLPS-ITER output variables and the associated discretized coordinate timeseries (rows) allowing for reconstruction of the complete simulation dynamics.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗