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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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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.↗

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↗