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DOE OSTI2020

Gauges, loops, and polynomials for partition functions of graphical models

Graphical models represent multivariate and generally not normalized probability distributions. Computing the normalization factor, called the partition function, is the main inference challenge relevant to multiple statistical and optimization applications. The problem is #P-hard that is of an exponential complexity with respect to the number of variables. Here, aimed at approximating the partition function, we consider multi-graph models where binary variables and multivariable factors are associated with edges and nodes, respectively, of an undirected multi-graph. We suggest a new methodology for analysis and computations that combines the Gauge function technique from Chertkov and Chernyak with the technique developed in Anari and Oveis Gharan 2017 arXiv:1702.02937; Gurvits 2011 arXiv:1106.2844; Straszak and Vishnoi 2017 55th Annual Allerton Conf. on Communication, Control, and Computing, based on the recent progress in the field of real stable polynomials. We show that the Gauge function, representing a single-out term in a finite sum expression for the partition function which achieves extremum at the so-called belief-propagation gauge, has a natural polynomial representation in terms of gauges/variables associated with edges of the multi-graph. Moreover, Gauge function can be used to recover the partition function through a sequence of transformations allowing appealing algebraic and graphical interpretations. Algebraically, one step in the sequence consists of the application of a differential operator over gauges associated with an edge. Graphically, the sequence is interpreted as a repetitive elimination/contraction of edges resulting in multi-graph models on decreasing in size (number of edges) graphs with the same partition function as in the original multi-graph model. Even though the complexity of computing factors in the sequence of the derived multi-graph models and respective Gauge functions grow exponentially with the number of eliminated edges, polynomials associated with the new factors remain bi-stable if the original factors have this property. Moreover, we show that BP estimations in the sequence do not decrease, each low-bounding the partition function.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1998

A Polynomial Time, Numerically Stable Integer Relation Algorithm

Let x = (x1, x2...,xn be a vector of real numbers. X is said to possess an integer relation if there exist integers a(sub i) not all zero such that a1x1 + a2x2 + ... a(sub n)Xn = 0. Beginning in 1977 several algorithms (with proofs) have been discovered to recover the a(sub i) given x. The most efficient of these existing integer relation algorithms (in terms of run time and the precision required of the input) has the drawback of being very unstable numerically. It often requires a numeric precision level in the thousands of digits to reliably recover relations in modest-sized test problems. We present here a new algorithm for finding integer relations, which we have named the "PSLQ" algorithm. It is proved in this paper that the PSLQ algorithm terminates with a relation in a number of iterations that is bounded by a polynomial in it. Because this algorithm employs a numerically stable matrix reduction procedure, it is free from the numerical difficulties, that plague other integer relation algorithms. Furthermore, its stability admits an efficient implementation with lower run times oil average than other algorithms currently in Use. Finally, this stability can be used to prove that relation bounds obtained from computer runs using this algorithm are numerically accurate.

Ferguson, Helaman R. P.↗

NASA NTRS1988

On conjugate gradient type methods and polynomial preconditioners for a class of complex non-Hermitian matrices

Conjugate gradient type methods are considered for the solution of large linear systems Ax = b with complex coefficient matrices of the type A = T + i(sigma)I where T is Hermitian and sigma, a real scalar. Three different conjugate gradient type approaches with iterates defined by a minimal residual property, a Galerkin type condition, and an Euclidian error minimization, respectively, are investigated. In particular, numerically stable implementations based on the ideas behind Paige and Saunder's SYMMLQ and MINRES for real symmetric matrices are proposed. Error bounds for all three methods are derived. It is shown how the special shift structure of A can be preserved by using polynomial preconditioning. Results on the optimal choice of the polynomial preconditioner are given. Also, some numerical experiments for matrices arising from finite difference approximations to the complex Helmholtz equation are reported.

Freund, Roland↗

NASA NTRS1988

High degree interpolation polynomial in Newton form

Polynomial interpolation is an essential subject in numerical analysis. Dealing with a real interval, it is well known that even if f(x) is an analytic function, interpolating at equally spaced points can diverge. On the other hand, interpolating at the zeroes of the corresponding Chebyshev polynomial will converge. Using the Newton formula, this result of convergence is true only on the theoretical level. It is shown that the algorithm which computes the divided differences is numerically stable only if: (1) the interpolating points are arranged in a different order, and (2) the size of the interval is 4.

Tal-Ezer, Hillel↗

DOE OSTI2024

Infinite quantum signal processing

Quantum signal processing (QSP) represents a real scalar polynomial of degree d using a product of unitary matrices of size 2 × 2 , parameterized by ( d + 1 ) real numbers called the phase factors. This innovative representation of polynomials has a wide range of applications in quantum computation. When the polynomial of interest is obtained by truncating an infinite polynomial series, a natural question is whether the phase factors have a well defined limit as the degree d → ∞ . While the phase factors are generally not unique, we find that there exists a consistent choice of parameterization so that the limit is well defined in the ℓ 1 space. This generalization of QSP, called the infinite quantum signal processing, can be used to represent a large class of non-polynomial functions. Our analysis reveals a surprising connection between the regularity of the target function and the decay properties of the phase factors. Our analysis also inspires a very simple and efficient algorithm to approximately compute the phase factors in the ℓ 1 space. The algorithm uses only double precision arithmetic operations, and provably converges when the ℓ 1 norm of the Chebyshev coefficients of the target function is upper bounded by a constant that is independent of d . This is also the first numerically stable algorithm for finding phase factors with provable performance guarantees in the limit d → ∞ .

Dong, Yulong [Department of Mathematics, Universit↗

NASA NTRS2000

High Order Discontinuous Gelerkin Methods for Convection Dominated Problems with Application to Aeroacoustics

This project is about the investigation of the development of the discontinuous Galerkin finite element methods, for general geometry and triangulations, for solving convection dominated problems, with applications to aeroacoustics. On the analysis side, we have studied the efficient and stable discontinuous Galerkin framework for small second derivative terms, for example in Navier-Stokes equations, and also for related equations such as the Hamilton-Jacobi equations. This is a truly local discontinuous formulation where derivatives are considered as new variables. On the applied side, we have implemented and tested the efficiency of different approaches numerically. Related issues in high order ENO and WENO finite difference methods and spectral methods have also been investigated. Jointly with Hu, we have presented a discontinuous Galerkin finite element method for solving the nonlinear Hamilton-Jacobi equations. This method is based on the RungeKutta discontinuous Galerkin finite element method for solving conservation laws. The method has the flexibility of treating complicated geometry by using arbitrary triangulation, can achieve high order accuracy with a local, compact stencil, and are suited for efficient parallel implementation. One and two dimensional numerical examples are given to illustrate the capability of the method. Jointly with Hu, we have constructed third and fourth order WENO schemes on two dimensional unstructured meshes (triangles) in the finite volume formulation. The third order schemes are based on a combination of linear polynomials with nonlinear weights, and the fourth order schemes are based on combination of quadratic polynomials with nonlinear weights. We have addressed several difficult issues associated with high order WENO schemes on unstructured mesh, including the choice of linear and nonlinear weights, what to do with negative weights, etc. Numerical examples are shown to demonstrate the accuracies and robustness of the methods for shock calculations. Jointly with P. Montarnal, we have used a recently developed energy relaxation theory by Coquel and Perthame and high order weighted essentially non-oscillatory (WENO) schemes to simulate the Euler equations of real gas. The main idea is an energy decomposition under the form epsilon = epsilon(sub 1) + epsilon(sub 2), where epsilon(sub 1) is associated with a simpler pressure law (gamma)-law in this paper) and the nonlinear deviation epsilon(sub 2) is convected with the flow. A relaxation process is performed for each time step to ensure that the original pressure law is satisfied. The necessary characteristic decomposition for the high order WENO schemes is performed on the characteristic fields based on the epsilon(sub l) gamma-law. The algorithm only calls for the original pressure law once per grid point per time step, without the need to compute its derivatives or any Riemann solvers. Both one and two dimensional numerical examples are shown to illustrate the effectiveness of this approach.

Shu, Chi-Wang↗