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Skew-Symmetric adjacency matrices for clustering directed graphs

Graph clustering methods often critically rely on the symmetry of graph matrices. Developing analogous methods for digraphs often proves more challenging, because digraph matrices are typically asymmetric and not orthogonally diagonalizable. However, researchers have recently proposed several complex-valued Hermitian digraph matrices. In particular, one such representation has been utilized as an input to an algorithm for finding imbalanced cuts. In this work, we establish an algebraic relationship between this matrix and an associated real-valued matrix. We show using this real-valued matrix for imbalanced cut-finding algorithms is not only sufficient but advantageous. Our algorithm uses less memory and asymptotically less computation while provably preserving solution quality. We also show our method can be easily implemented using standing computational building blocks, possesses better numerical properties, and loans itself to a natural interpretation via an objective function relaxation argument. We empirically demonstrate these advantages on real world data sets and show how our algorithm can uncover meaningful cluster structure.

Hayashi, Koby↗

Identifiability of linear systems in physical coordinates

Identifiability of linear, time-invariant systems in physical coordinates is discussed. It is shown that identification of the system matrix in physical coordinates can be accomplished by determining a transformation matrix that relates the physical locations of actuators and sensors to the test-data-derived input and output matrices. For systems with symmetric matrices, the solution of a constrained optimization problem is used to characterize all the possible solutions of the transformation matrix. Conditions for the existence of a unique transformation matrix are established easily from the explicit form of the solutions. For systems with limited inputs and outputs, the question about which part of the system can be uniquely identified is also answered. A simple mass-spring system is used to verify the conclusions of this study.

Su, Tzu-Jeng↗

On the Derivation of Quasi-Newton Formulas for Optimization in Function Spaces

Newton’s method is usually preferred when solving optimization problems due to its superior convergence properties compared to gradient-based or derivative-free optimization algorithms. However, deriving and computing second-order derivatives needed by Newton’s method often is not trivial and, in some cases, not possible. In such cases quasi-Newton algorithms are a great alternative. In this paper, we provide a new derivation of well-known quasi-Newton formulas in an infinite-dimensional Hilbert space setting. Furthermore, it is known that quasi-Newton update formulas are solutions to certain variational problems over the space of symmetric matrices. In this paper, we formulate similar variational problems over the space of bounded symmetric operators in Hilbert spaces. By changing the constraints of the variational problem we obtain updates (for the Hessian and Hessian inverse) not only for the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method but also for Davidon–Fletcher–Powell (DFP), Symmetric Rank One (SR1), and Powell-Symmetric-Broyden (PSB). In addition, for an inverse problem governed by a partial differential equation (PDE), we derive DFP and BFGS “structured” secant formulas that explicitly use the derivative of the regularization and only approximates the second derivative of the misfit term. We show numerical results that demonstrate the desired mesh-independence property and superior performance of the resulting quasi-Newton methods.

97 MATHEMATICS AND COMPUTING↗

Partitioning sparse matrices with eigenvectors of graphs

The problem of computing a small vertex separator in a graph arises in the context of computing a good ordering for the parallel factorization of sparse, symmetric matrices. An algebraic approach for computing vertex separators is considered in this paper. It is shown that lower bounds on separator sizes can be obtained in terms of the eigenvalues of the Laplacian matrix associated with a graph. The Laplacian eigenvectors of grid graphs can be computed from Kronecker products involving the eigenvectors of path graphs, and these eigenvectors can be used to compute good separators in grid graphs. A heuristic algorithm is designed to compute a vertex separator in a general graph by first computing an edge separator in the graph from an eigenvector of the Laplacian matrix, and then using a maximum matching in a subgraph to compute the vertex separator. Results on the quality of the separators computed by the spectral algorithm are presented, and these are compared with separators obtained from other algorithms for computing separators. Finally, the time required to compute the Laplacian eigenvector is reported, and the accuracy with which the eigenvector must be computed to obtain good separators is considered. The spectral algorithm has the advantage that it can be implemented on a medium-size multiprocessor in a straightforward manner.

Pothen, Alex↗

What is the gradient of a scalar function defined on a subspace of square matrices?

We illustrate a technique to calculate the gradient of scalar functions that are defined on any arbitrary matrix subspace. It generalizes our earlier work titled “What is the gradient of a scalar function of a symmetric matrix ?”(Indian Journal of Pure and Applied Mathematics (2022), https://doi.org/10.1007/s13226-022-00313-x), in which we considered the special case of the subspace of symmetric matrices. Extant methods to calculate the gradient in such cases have an inherent flaw which leads to spurious results that populate several publications, as well as respected textbooks and handbooks on matrix calculus. Here, we examine these sources and results in a rigorous and concrete mathematical setting of a finite-dimensional inner-product space and discover the inherent flaw and also a remedy. We demonstrate two ways to calculate the derivative/gradient and second derivative for scalar functions of matrices defined over an arbitrary matrix subspace; the first method is by considering any (differentiable) extension to the space of square matrices and projection of its gradient onto the given subspace. The second method utilizes an ordered basis and computes each component of the gradient through evaluation of the directional derivative. All the ideas presented are illustrated by non-trivial examples, namely, considering the subspace of 3 x 3 circulant and Toeplitz matrices and presenting the results of gradient-descent with both the spurious and correct gradients. Moreover, our bibliography makes it clear that a rigorous approach to matrix calculus is not common in practice, and our presentation of matrix calculus in the language of inner-product spaces will be significant and meaningful for applied mathematicians, engineers and researchers working in inter-disciplinary fields to avoid the conceptual pitfalls that exist.

97 MATHEMATICS AND COMPUTING↗

What is the gradient of a scalar function defined on a subspace of square matrices?

We illustrate a technique to calculate the gradient of scalar functions that are defined on any arbitrary matrix subspace. It generalizes our earlier work titled “What is the gradient of a scalar function of a symmetric matrix ?”(Indian Journal of Pure and Applied Mathematics (2022), doi:10.1007/s13226-022-00313-x), in which we considered the special case of the subspace of symmetric matrices. Extant methods to calculate the gradient in such cases have an inherent flaw which leads to spurious results that populate several publications, as well as respected textbooks and handbooks on matrix calculus. We examine these sources and results in a rigorous and concrete mathematical setting of a finite-dimensional inner-product space and discover the inherent flaw and also a remedy. We demonstrate two ways to calculate the derivative/gradient and second derivative for scalar functions of matrices defined over an arbitrary matrix subspace; the first method is by considering any (differentiable) extension to the space of square matrices and projection of its gradient onto the given subspace. The second method utilizes an ordered basis and computes each component of the gradient through evaluation of the directional derivative. All the ideas presented are illustrated by non-trivial examples, namely, considering the subspace of 3 × 3 circulant and Toeplitz matrices and presenting the results of gradient-descent with both the spurious and correct gradients. Moreover, our bibliography makes it clear that a rigorous approach to matrix calculus is not common in practice, and our presentation of matrix calculus in the language of inner-product spaces will be significant and meaningful for applied mathematicians, engineers and researchers working in inter-disciplinary fields to avoid the conceptual pitfalls that exist.

97 MATHEMATICS AND COMPUTING↗

Observations on the Computation of Eigenvalue and Eigenvector Jacobians

Many scientific and engineering problems benefit from analytic expressions for eigenvalue and eigenvector derivatives with respect to the elements of the parent matrix. While there exists extensive literature on the calculation of these derivatives, which take the form of Jacobian matrices, there are a variety of deficiencies that have yet to be addressed — including the need for both left and right eigenvectors, limitations on the matrix structure, and issues with complex eigenvalues and eigenvectors. This work addresses these deficiencies by proposing a new analytic solution for the eigenvalue and eigenvector derivatives. The resulting analytic Jacobian matrices are numerically efficient to compute and are valid for the general complex case. It is further shown that this new general result collapses to previously known relations for the special cases of real symmetric matrices and real diagonal matrices. Finally, the new Jacobian expressions are validated using forward finite differencing and performance is compared with another technique.

Jacobian↗

Robustness of linear quadratic state feedback designs in the presence of system uncertainty

The paper deals with the problem of expressing the robustness (stability) property of a linear quadratic state feedback (LQSF) design quantitatively in terms of bounds on the perturbations (modeling errors or parameter variations) in the system matrices so that the closed-loop system remains stable. Nonlinear time-varying and linear time-invariant perturbations are considered. The only computation required in obtaining a measure of the robustness of an LQSF design is to determine the eigenvalues of two symmetric matrices determined when solving the algebraic Riccati equation corresponding to the LQSF design problem. Results are applied to a complex dynamic system consisting of the flare control of a STOL aircraft. The design of the flare control is formulated as an LQSF tracking problem.

Patel, R. V.↗

Communication Lower Bounds and Optimal Algorithms for Symmetric Matrix Computations

In this article, we focus on the communication costs of three symmetric matrix computations: (i) multiplying a matrix with its transpose, known as a symmetric rank-k update (SYRK) (ii) adding the result of the multiplication of a matrix with the transpose of another matrix and the transpose of that result, known as a symmetric rank-2k update (SYR2K) (iii) performing matrix multiplication with a symmetric input matrix (SYMM). All three computations appear in the Level 3 Basic Linear Algebra Subroutines (BLAS) and have wide use in applications involving symmetric matrices. We establish communication lower bounds for these kernels using sequential and distributed-memory parallel computational models, and we show that our bounds are tight by presenting communication-optimal algorithms for each setting. Our lower bound proofs rely on applying a geometric inequality for symmetric computations and analytically solving constrained nonlinear optimization problems. As a result, the symmetric matrix and its corresponding computations are accessed and performed according to a triangular block partitioning scheme in the optimal algorithms.

Al Daas, Hussam [Rutherford Appleton Laboratory, D↗

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↗

Matrix bandwidth and profile reduction

This program, REDUCE, reduces the bandwidth and profile of sparse symmetric matrices, using row and corresponding column permutations. It is a realization of the algorithm described by the authors elsewhere. It was extensively tested and compared with several other programs and was found to be considerably faster than the others, superior for bandwidth reduction and as satisfactory as any other for profile reduction.

Crane, H. L., Jr.↗

ALARM: A highly efficient eigenvalue extraction routine for very large matrixes

A highly efficient computer program, called ALARM, for the determination of eigenvalues and eigenvectors of large symmetric matrices (over 10,000 degrees of freedom), was described. As such, it is highly useful for analyzing complex finite element and finite difference idealizations encountered in structural dynamics and acoustic probelms. The program is based upon a scheme which reduces a large matrix to an equivalent tridiagonal one of much smaller size. The main strength of the algorithm lies in its ability to retain all the information required to obtain the eigenvalues at either end of the original matrix spectrum.

Ojalvo, I. U.↗

The ERODYN and QRPIG computer programs

The role of the ERODYN computer program in providing error analyses involving orbital, geodetic, and geophysical parameters is discussed. It was designed to operate as a companion program to the GEODYN orbit determination and parameter estimating program. The Q R Partitioned Eigenvalue/Eigenvector analysis program (QRPIG) is designed to process symmetric matrices with an out-of-core partitioning algorithm for the eigenvectors and eigenvalues of the matrices.

Felsentreger, T. L.↗

Solving large sparse eigenvalue problems on supercomputers

An important problem in scientific computing consists in finding a few eigenvalues and corresponding eigenvectors of a very large and sparse matrix. The most popular methods to solve these problems are based on projection techniques on appropriate subspaces. The main attraction of these methods is that they only require the use of the matrix in the form of matrix by vector multiplications. The implementations on supercomputers of two such methods for symmetric matrices, namely Lanczos' method and Davidson's method are compared. Since one of the most important operations in these two methods is the multiplication of vectors by the sparse matrix, methods of performing this operation efficiently are discussed. The advantages and the disadvantages of each method are compared and implementation aspects are discussed. Numerical experiments on a one processor CRAY 2 and CRAY X-MP are reported. Possible parallel implementations are also discussed.

Philippe, Bernard↗

Massively parallel computation of RCS with finite elements

One of the promising combinations of finite element approaches for scattering problems uses Whitney edge elements, spherical vector wave-absorbing boundary conditions, and bi-conjugate gradient solution for the frequency-domain near field. Each of these approaches may be criticized. Low-order elements require high mesh density, but also result in fast, reliable iterative convergence. Spherical wave-absorbing boundary conditions require additional space to be meshed beyond the most minimal near-space region, but result in fully sparse, symmetric matrices which keep storage and solution times low. Iterative solution is somewhat unpredictable and unfriendly to multiple right-hand sides, yet we find it to be uniformly fast on large problems to date, given the other two approaches. Implementation of these approaches on a distributed memory, message passing machine yields huge dividends, as full scalability to the largest machines appears assured and iterative solution times are well-behaved for large problems. We present times and solutions for computed RCS for a conducting cube and composite permeability/conducting sphere on the Intel ipsc860 with up to 16 processors solving over 200,000 unknowns. We estimate problems of approximately 10 million unknowns, encompassing 1000 cubic wavelengths, may be attempted on a currently available 512 processor machine, but would be exceedingly tedious to prepare. The most severe bottlenecks are due to the slow rate of mesh generation on non-parallel machines and the large transfer time from such a machine to the parallel processor. One solution, in progress, is to create and then distribute a coarse mesh among the processors, followed by systematic refinement within each processor. Elimination of redundant node definitions at the mesh-partition surfaces, snap-to-surface post processing of the resulting mesh for good modelling of curved surfaces, and load-balancing redistribution of new elements after the refinement are auxiliary steps expected to result in a robust low i/o system for very large finite element problems.

Parker, Jay↗

Towards a fast implementation of spectral nested dissection

We describe the spectral nested dissection (SND) algorithm, a new algorithm for computing orderings appropriate for parallel factorization of sparse, symmetric matrices. The algorithm makes use of spectral properties of the Laplacian matrix associated with the given matrix to compute separators. We evaluate the quality of the spectral orderings with respect to several measures: fill, elimination tree height, height and weight balances of elimination trees, and clique tree heights. We use some very large structural analysis problems as test cases and demonstrate on these real applications (such as the Space Shuttle Solid Rocket Booster) that spectral orderings compare quite favorably with commonly used orderings, outperforming them by a wide margin for some of these measures. The only disadvantage of SND is its relatively long execution time. We will present some recent efforts to improve the execution time using both a multilevel and a hybrid approach. We use SND in computing a multifrontal numerical factorization with the different orderings on an eight processor Cray Y-MP and show its effectiveness. We believe that spectral nested dissection is a major breakthrough in terms of generating efficient sparse orderings for parallel machines.

Pothen, Alex↗