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Results for “generalized singular value decomposition”

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At least 19 records

Randomized algorithms for generalized singular value decomposition with application to sensitivity analysis

The generalized singular value decomposition (GSVD) is a valuable tool that has many applications in computational science. However, computing the GSVD for large-scale problems is challenging. Motivated by applications in hyper-differential sensitivity analysis (HDSA), in this work we propose new randomized algorithms for computing the GSVD which use randomized subspace iteration and weighted QR factorization. Detailed error analysis is given which provides insight into the accuracy of the algorithms and the choice of the algorithmic parameters. We demonstrate the performance of our algorithms on test matrices and a large-scale model problem where HDSA is used to study subsurface flow.

97 MATHEMATICS AND COMPUTING↗

Classification of gaseous UF 6 assay by femtosecond LIBS in the 424.4 nm spectral region using numerical HOGSVD-DTW features

This technical note presents experimental results using numerical features of fs-LIBS data to classify the assay value of a gaseous UF 6 material. Here, the data-driven feature vectors are computed by Higher Order Generalized Singular Value Decomposition (HOGSVD) and Dynamic Time Warp (DTW). The method achieves 96.97% accuracy in spectral classification testing with fs-LIBS samples obtained from a UF 6 material with five known assay values ranging from 0.287% to 61.740%, with 100% accuracy for the four largest assay values ranging from 4.615% to 61.740%.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

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↗

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↗

Optical systolic solutions of linear algebraic equations

The philosophy and data encoding possible in systolic array optical processor (SAOP) were reviewed. The multitude of linear algebraic operations achievable on this architecture is examined. These operations include such linear algebraic algorithms as: matrix-decomposition, direct and indirect solutions, implicit and explicit methods for partial differential equations, eigenvalue and eigenvector calculations, and singular value decomposition. This architecture can be utilized to realize general techniques for solving matrix linear and nonlinear algebraic equations, least mean square error solutions, FIR filters, and nested-loop algorithms for control engineering applications. The data flow and pipelining of operations, design of parallel algorithms and flexible architectures, application of these architectures to computationally intensive physical problems, error source modeling of optical processors, and matching of the computational needs of practical engineering problems to the capabilities of optical processors are emphasized.

Neuman, C. P.↗

On the eigenvalue and eigenvector derivatives of a general matrix

The existence of differentiable eigenvalues and eigenvectors for a general matrix is addressed. The eigenspace which contains differentiable eigenvectors is determined and computed by using the concept of subspace intersection in conjunction with the singular value decomposition algorithm. The differentiable eigenvectors associated with repeated eigenvalues should be simultaneously the eigenvectors of the general matrix and its corresponding sensitivity matrix. Furthermore, the derivatives for differentiable eigenvectors associated with repeated eigenvalues can be computed using higher order derivatives of the matrix, whereas the corresponding eigenvalue derivatives are the eigenvalues of the sensitivity matrix.

Juang, Jer-Nan↗

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↗

Space–time reduced order model for large-scale linear dynamical systems with application to Boltzmann transport problems

A classical reduced order model for dynamical problems involves spatial reduction of the problem size. However, temporal reduction accompanied by the spatial reduction can further reduce the problem size without losing much accuracy, which results in a considerably more speed-up than the spatial reduction only. Recently, a novel space–time reduced order model for dynamical problems has been developed [17], where the space–time reduced order model shows an order of a hundred speed-up with a relative error of 10 –4 for small academic problems. However, in order for the method to be applicable to a large-scale problem, an efficient space–time reduced basis construction algorithm needs to be developed. Here we present the incremental space–time reduced basis construction algorithm. The incremental algorithm is fully parallel and scalable. Additionally, the block structure in the space–time reduced basis is exploited, which enables the avoidance of constructing the reduced space–time basis. These novel techniques are applied to a large-scale particle transport simulation with million and billion degrees of freedom. The numerical example shows that the algorithm is scalable and practical. Also, it achieves a tremendous speed-up, maintaining a good accuracy. Finally, error bounds for space-only and space–time reduced order models are derived.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Evaluation of data driven low-rank matrix factorization for accelerated solutions of the Vlasov equation

Low-rank methods have shown success in accelerating simulations of a collisionless plasma described by the Vlasov equation, but still rely on computationally costly linear algebra every time step. We propose a data-driven factorization method using artificial neural networks, specifically with convolutional layer architecture, that trains on existing simulation data. At inference time, the model outputs a low-rank decomposition of the distribution field of the charged particles, and we demonstrate that this step is faster than the standard linear algebra technique. Numerical experiments show that the method achieves comparable reconstruction accuracy for interpolation tasks, generalizing to unseen test data in a manner beyond just memorizing training data; patterns in factorization also inherently followed the same numerical trend as those within algebraic methods (e.g., truncated singular-value decomposition). However, when training on the first 70% of a time-series data and testing on the remaining 30%, the method fails to meaningfully extrapolate. Despite this limiting result, the technique may have benefits for simulations in a statistical steady-state or otherwise showing temporal stability. These results suggest that while the model offers a computationally efficient alternative for datasets with temporal stability, its current formulation is best suited for interpolation rather than for predicting future states in time-evolving systems. This study thus lays the groundwork for further refinement of neural network-based approaches to low-rank matrix factorization in high-dimensional plasma simulations.

97 MATHEMATICS AND COMPUTING↗

A new technique for deconvolution of data from instruments that make integral measurements, e.g. RIMS on DE-1

A general method for deconvolving an unknown function from integral measurements is described and applied to data from the instrument Retarding Ion Mass Spectrometer (RIMS) aboard the spacecraft Dynamics Explorer 1 (DE-1). The principal features of the method are: (1) it uses objective criteria based upon fundamental statistical principles, i.e. Bayesian statistics; (2) it provides for insertion of prior knowledge in a non-prejudicial, explicit manner through the choice of breakpoints that determine the bicubic spline expansion functions; (3) it prevents random fluctuations from controlling the fit to the data through the use of singular value decomposition and the elimination of small singular values; and (4) it guards agianst the introduction of spurious features into the result by including a penalty function and using the principle of generalized cross validation. Illustrative examples from RIMS data for H(+) and O(+) show that the method provides enhanced accuracy and detail in deconvolving the ion phase space density.

Perez, J. D.↗

Attitude determination and parameter estimation using vector observations

Procedures for attitude determination based on Wahba's loss function are generalized to include the estimation of parameters other than the attitude, such as sensor biases. Optimization with respect to the attitude requires either the singular value decomposition of a 3x3 matrix or finding the maximum eigenvalue and corresponding eigenvector of a 4x4 symmetric matrix, but does not require an a priori estimate of the attitude. Optimization with respect to the other parameters employs an iterative approach, which does require an a priori estimate of these parameters. Conventional state estimation methods require a priori estimates of both the parameters and the attitude, while the algorithms presented in this paper always compute the exact optimal attitude for given values of the parameters. The proposed method is shown to give the correct solution of an example problem. An expression for the covariance of the attitude and parameter estimates is derived.

Markley, F. Landis↗

Exploring Hilbert space on a budget: Novel benchmark set and performance metric for testing electronic structure methods in the regime of strong correlation

This work explores the ability of classical electronic structure methods to efficiently represent (compress) the information content of full configuration interaction (FCI) wave functions. We introduce a benchmark set of four hydrogen model systems of different dimensionalities and distinctive electronic structures: a 1D chain, a 1D ring, a 2D triangular lattice, and a 3D close-packed pyramid. To assess the ability of a computational method to produce accurate and compact wave functions, we introduce the accuracy volume, a metric that measures the number of variational parameters necessary to achieve a target energy error. Using this metric and the hydrogen models, we examine the performance of three classical deterministic methods: (i) selected configuration interaction (sCI) realized both via an a posteriori (ap-sCI) and variational selection of the most important determinants, (ii) an a posteriori singular value decomposition (SVD) of the FCI tensor (SVD-FCI), and (iii) the matrix product state representation obtained via the density matrix renormalization group (DMRG). We find that the DMRG generally gives the most efficient wave function representation for all systems, particularly in the 1D chain with a localized basis. For the 2D and 3D systems, all methods (except DMRG) perform best with a delocalized basis, and the efficiency of sCI and SVD-FCI is closer to that of DMRG. For larger analogs of the models, the DMRG consistently requires the fewest parameters but still scales exponentially in 2D and 3D systems, and the performance of SVD-FCI is essentially equivalent to that of ap-sCI.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Permutation-adapted complete and independent basis for atomic cluster expansion descriptors

Atomic cluster expansion (ACE) methods provide a systematic way to describe particle local environments of arbitrary body order. For practical applications it is often required that the basis of cluster functions be symmetrized with respect to rotations and permutations. Existing methodologies yield sets of symmetrized functions that are over-complete. These methodologies thus require an additional numerical procedure, such as singular value decomposition (SVD), to eliminate redundant functions. In this work, it is shown that analytical linear relationships for subsets of cluster functions may be derived using recursion and permutation properties of generalized Wigner symbols. From these relationships, subsets (blocks) of cluster functions can be selected such that, within each block, functions are guaranteed to be linearly independent. It is conjectured that this block-wise independent set of permutation-adapted rotation and permutation invariant (PA-RPI) functions forms a complete, independent basis for ACE. Along with the first analytical proofs of block-wise linear dependence of ACE cluster functions and other theoretical arguments, numerical results are offered to demonstrate this. The utility of the method is demonstrated in the development of an ACE interatomic potential for tantalum. Using the new basis functions in combination with Bayesian compressive sensing sparse regression, some high degree descriptors are observed to persist and help achieve high-accuracy models.

Angular momentum↗

General quantum algorithms for Hamiltonian simulation with applications to a non-Abelian lattice gauge theory

With a focus on universal quantum computing for quantum simulation, and through the example of lattice gauge theories, we introduce rather general quantum algorithms that can efficiently simulate certain classes of interactions consisting of correlated changes in multiple (bosonic and fermionic) quantum numbers with non-trivial functional coefficients. In particular, we analyze diagonalization of Hamiltonian terms using a singular-value decomposition technique, and discuss how the achieved diagonal unitaries in the digitized time-evolution operator can be implemented. The lattice gauge theory studied is the SU(2) gauge theory in 1+1 dimensions coupled to one flavor of staggered fermions, for which a complete quantum-resource analysis within different computational models is presented. The algorithms are shown to be applicable to higher-dimensional theories as well as to other Abelian and non-Abelian gauge theories. The example chosen further demonstrates the importance of adopting efficient theoretical formulations: it is shown that an explicitly gauge-invariant formulation using loop, string, and hadron degrees of freedom simplifies the algorithms and lowers the cost compared with the standard formulations based on angular-momentum as well as the Schwinger-boson degrees of freedom. The loop-string-hadron formulation further retains the non-Abelian gauge symmetry despite the inexactness of the digitized simulation, without the need for costly controlled operations. Such theoretical and algorithmic considerations are likely to be essential in quantumly simulating other complex theories of relevance to nature.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Thermal Inspection of a Composite Fuselage Section Using theMethod of Proper Generalized Decomposition

Proper Generalized Decomposition (PGD) is a reduced order modeling technique for the simulation of physical systems whose governing equations depend on boundary conditions, initial conditions, material properties, and geometric parameters. It uses separated representations of system covariates combined with an iterative approximation method known as successive enrichment in order to compute an accurate parameter-dependent approximation to the full governing equations. PGD can also be used as an alternative to the Singular Value Decomposition (SVD) of a matrix and therefore as an alternative to PCA thermography. In this paper PGD was used to analyze data derived from the inspection of a composite fuselage forward section using flash thermography, and the results were compared against the standard PCA approach.

Nondestructive Evaluation↗

Tensor decompositions for count data that leverage stochastic and deterministic optimization

There is growing interest to extend low-rank matrix decompositions to multi-way arrays, or tensors. One fundamental low-rank tensor decomposition is the canonical polyadic decomposition (CPD). The challenge of fitting a low-rank, nonnegative CPD model to Poisson-distributed count data is of particular interest. Several popular algorithms use local search methods to approximate the maximum likelihood estimator (MLE) of the Poisson CPD model. Here, this work presents two new algorithms that extend state-of-the-art local methods for Poisson CPD. Hybrid GCP-CPAPR combines Generalized Canonical Decomposition (GCP) with stochastic optimization and CP Alternating Poisson Regression (CPAPR), a deterministic algorithm, to increase the probability of converging to the MLE over either method used alone. Restarted CPAPR with SVDrop uses a heuristic based on the singular values of the CPD model unfoldings to identify convergence toward optimizers that are not the MLE and restarts within the feasible domain of the optimization problem, thus reducing overall computational cost when using a multi-start strategy. We provide empirical evidence that indicates our approaches outperform existing methods with respect to converging to the Poisson CPD MLE.

CPAPR↗

Input/output system identification - Learning from repeated experiments

The paper describes three approaches and possible variations for the determination of the Markov parameters for forced response data using general inputs. It is shown that, when the parameters in the solution procedure are bootstrapped, the results can be obtained very efficiently, but the errors propagate throughout all parameters. By arranging the data in a different form and using singular value decomposition, the resulting identified parameters are more accurate, in the least number of successive experiments, at the expense of a large matrix singular value decomposition. When a recursive procedure is employed, the calculations can be performed very efficiently, but the number of repetitions of the experiments is much greater for a given accuracy than for any of the previous approaches. An alternative formulation is proposed to combine the advantages of each of the approaches.

Juang, Jer-Nan↗

Construction and Use of Resting 12-Lead High Fidelity ECG "SuperScores" in Screening for Heart Disease

We investigated the accuracy of several conventional and advanced resting ECG parameters for identifying obstructive coronary artery disease (CAD) and cardiomyopathy (CM). Advanced high-fidelity 12-lead ECG tests (approx. 5-min supine) were first performed on a "training set" of 99 individuals: 33 with ischemic or dilated CM and low ejection fraction (EF less than 40%); 33 with catheterization-proven obstructive CAD but normal EF; and 33 age-/gender-matched healthy controls. Multiple conventional and advanced ECG parameters were studied for their individual and combined retrospective accuracies in detecting underlying disease, the advanced parameters falling within the following categories: 1) Signal averaged ECG, including 12-lead high frequency QRS (150-250 Hz) plus multiple filtered and unfiltered parameters from the derived Frank leads; 2) 12-lead P, QRS and T-wave morphology via singular value decomposition (SVD) plus signal averaging; 3) Multichannel (12-lead, derived Frank lead, SVD lead) beat-to-beat QT interval variability; 4) Spatial ventricular gradient (and gradient component) variability; and 5) Heart rate variability. Several multiparameter ECG SuperScores were derivable, using stepwise and then generalized additive logistic modeling, that each had 100% retrospective accuracy in detecting underlying CM or CAD. The performance of these same SuperScores was then prospectively evaluated using a test set of another 120 individuals (40 new individuals in each of the CM, CAD and control groups, respectively). All 12-lead ECG SuperScores retrospectively generated for CM continued to perform well in prospectively identifying CM (i.e., areas under the ROC curve greater than 0.95), with one such score (containing just 4 components) maintaining 100% prospective accuracy. SuperScores retrospectively generated for CAD performed somewhat less accurately, with prospective areas under the ROC curve typically in the 0.90-0.95 range. We conclude that resting 12-lead high-fidelity ECG employing and combining the results of several advanced ECG software techniques shows great promise as a rapid and inexpensive tool for screening of heart disease.

Schlegel, T. T.↗