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At least 73 records · Page 4

Randomized Projection for Rank-Revealing Matrix Factorizations and Low-Rank Approximations

Rank-revealing matrix decompositions provide an essential tool in spectral analysis of matrices, including the Singular Value Decomposition (SVD) and related low-rank approximation techniques. QR with Column Pivoting (QRCP) is usually suitable for these purposes, but it can be much slower than the unpivoted QR algorithm. For large matrices, the difference in performance is due to increased communication between the processor and slow memory, which QRCP needs in order to choose pivots during decomposition. Our main algorithm, Randomized QR with Column Pivoting (RQRCP), uses randomized projection to make pivot decisions from a much smaller sample matrix, which we can construct to reside in a faster level of memory than the original matrix. This technique may be understood as trading vastly reduced communication for a controlled increase in uncertainty during the decision process. Furthermore, for rank-revealing purposes, the selection mechanism in RQRCP produces results that are the same quality as the standard algorithm, but with performance near that of unpivoted QR (often an order of magnitude faster for large matrices). Additionally, we also propose two formulas that facilitate further performance improvements. The first efficiently updates sample matrices to avoid computing new randomized projections. The second avoids large trailing updates during the decomposition in truncated low-rank approximations. Our truncated version of RQRCP also provides a key initial step in our truncated SVD approximation, TUXV. These advances open up a new performance domain for large matrix factorizations that will support efficient problem-solving techniques for challenging applications in science, engineering, and data analysis.

97 MATHEMATICS AND COMPUTING↗

Improved solution for system identification equations by Epsilon-Decomposition

Matrix eigenvalue theory is used to examine the source of ill-conditioning in linear algebraic equations. This approach highlights the crucial role played by the zero and near-zero eigenvalues and corresponding eigenvectors of poorly conditioned systems. Insight gained from this approach is used to significantly improve a recently developed solution procedure called Epsilon-Decomposition (E-D). E-D is an efficient alternative to Singular Value Decomposition (SVD) for ill-conditioned systems arising in parameter estimation and system identification studies. The efficiency of the improved E-D over SVD resides in the need to only obtain the zero and near-zero eigenvalues of the coefficient matrix as opposed to all of its eigenvalues and vectors (as required by SVD). Thus, the efficiency of E-D is significant for large matrices with small rank deficiency.

Ojalvo, Irving U.↗

Regression Model Optimization for the Analysis of Experimental Data

A candidate math model search algorithm was developed at Ames Research Center that determines a recommended math model for the multivariate regression analysis of experimental data. The search algorithm is applicable to classical regression analysis problems as well as wind tunnel strain gage balance calibration analysis applications. The algorithm compares the predictive capability of different regression models using the standard deviation of the PRESS residuals of the responses as a search metric. This search metric is minimized during the search. Singular value decomposition is used during the search to reject math models that lead to a singular solution of the regression analysis problem. Two threshold dependent constraints are also applied. The first constraint rejects math models with insignificant terms. The second constraint rejects math models with near-linear dependencies between terms. The math term hierarchy rule may also be applied as an optional constraint during or after the candidate math model search. The final term selection of the recommended math model depends on the regressor and response values of the data set, the user s function class combination choice, the user s constraint selections, and the result of the search metric minimization. A frequently used regression analysis example from the literature is used to illustrate the application of the search algorithm to experimental data.

Ulbrich, N.↗

Large-scale sparse singular value computations

Four numerical methods for computing the singular value decomposition (SVD) of large sparse matrices on a multiprocessor architecture are presented. Lanczos and subspace iteration-based methods for determining several of the largest singular triplets (singular values and corresponding left and right-singular vectors) for sparse matrices arising from two practical applications: information retrieval and seismic reflection tomography are emphasized. The target architectures for implementations are the CRAY-2S/4-128 and Alliant FX/80. The sparse SVD problem is well motivated by recent information-retrieval techniques in which dominant singular values and their corresponding singular vectors of large sparse term-document matrices are desired, and by nonlinear inverse problems from seismic tomography applications which require approximate pseudo-inverses of large sparse Jacobian matrices.

Berry, Michael W.↗

An Efficient and Robust Singular Value Method for Star Pattern Recognition and Attitude Determination

A new star pattern recognition method is developed using singular value decomposition of a measured unit column vector matrix in a measurement frame and the corresponding cataloged vector matrix in a reference frame. It is shown that singular values and right singular vectors are invariant with respect to coordinate transformation and robust under uncertainty. One advantage of singular value comparison is that a pairing process for individual measured and cataloged stars is not necessary, and the attitude estimation and pattern recognition process are not separated. An associated method for mission catalog design is introduced and simulation results are presented.

Juang, Jer-Nan↗

Nonlinear Matrix Approximation with Radial Basis Function Components

We introduce and investigate matrix approximation by decomposition into a sum of radial basis function (RBF) components. An RBF component is a generalization of the outer product between a pair of vectors, where an RBF function replaces the scalar multiplication between individual vector elements. Even though the RBF functions are positive definite, the summation across components is not restricted to convex combinations and allows us to compute the decomposition for any real matrix that is not necessarily symmetric or positive definite. We formulate the problem of seeking such a decomposition as an optimization problem with a nonlinear and non-convex loss function. Several modern versions of the gradient descent method, including their scalable stochastic counterparts, are used to solve this problem. We provide extensive empirical evidence of the effectiveness of the RBF decomposition and that of the gradient-based fitting algorithm. While being conceptually motivated by singular value decomposition (SVD), our proposed nonlinear counterpart outperforms SVD by drastically reducing the memory required to approximate a data matrix with the same L2 error for a wide range of matrix types. For example, it leads to 2 to 6 times memory save for Gaussian noise, graph adjacency matrices, and kernel matrices. Moreover, this proximity-based decomposition can offer additional interpretability in applications that involve, e.g., capturing the inner low-dimensional structure of the data, retaining graph connectivity structure, and preserving the acutance of images.

Rebrova, Elizaveta↗

Accuracy of earth albedo estimates from wide-angle radiation measurements

The instantaneous resolution and accuracy that can be expected from two inversion techniques to be used in the Earth Radiation Budget Experiment (ERBE) are examined. It is shown that measurement errors are magnified by the numerical filter and that this magnification is a function of the magnitude of the inversion factor. By using singular value decomposition, these magnitudes can be reduced to improve the estimates. A simulation of the estimation process using an albedo field derived from scanning radiometer data shows that retaining 6 of the 13 singular values gives the best results. If there are no bidirectional model errors the medium-field-of-view data give the best estimates. However, when bidirectional model errors are considered, the wide-field-of-view measurements give better estimates since they are less sensitive to these errors.

Green, R. N.↗

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.↗

Learning compact physics‐aware delayed photocurrent models using dynamic mode decomposition

Abstract Radiation‐induced photocurrent in semiconductor devices can be simulated using complex physics‐based models, which are accurate, but computationally expensive. This presents a challenge for implementing device characteristics in high‐level circuit simulations where it is computationally infeasible to evaluate detailed models for multiple individual circuit elements. In this work we demonstrate a procedure for learning compact delayed photocurrent models that are efficient enough to implement in large‐scale circuit simulations, but remain faithful to the underlying physics. Our approach utilizes dynamic mode decomposition (DMD), a system identification technique for learning reduced‐order discrete‐time dynamical systems from time series data based on singular value decomposition. To obtain physics‐aware device models, we simulate the excess carrier density induced by radiation pulses by solving numerically the ambipolar diffusion equation, then use the simulated internal state as training data for the DMD algorithm. Our results show that the significantly reduced‐order delayed photocurrent models obtained via this method accurately approximate the dynamics of the internal excess carrier density—which can be used to calculate the induced current at the device boundaries—while remaining compact enough to incorporate into larger circuit simulations.

Hanson, Joshua↗

Structural response reconstruction using a system-equivalent singular vector basis

Here, this paper develops a novel method for reconstructing the full-field response of structural dynamic systems using sparse measurements. The singular value decomposition is applied to a frequency response matrix relating the structural response to physical loads, base motion, or modal loads. The left singular vectors form a non-physical reduced basis that can be used for response reconstruction with far fewer sensors than existing methods. The contributions of the singular vectors to measured response are termed singular-vector loads (SVLs) and are used in a regularized Bayesian framework to generate full-field response estimates and confidence intervals. The reconstruction framework is applicable to the estimation of single data records and power spectral densities from multiple records. Reconstruction is successfully performed in configurations where the number of SVLs to identify is less than, equal to, and greater than the number of sensors used for reconstruction. In a simulation featuring a seismically excited shear structure, SVL reconstruction significantly outperforms modal FRF-based reconstruction and successfully estimates full-field responses with as few as two uniaxial accelerometers. SVL reconstruction is further verified in a simulation featuring an acoustically excited cylinder. Finally, response reconstruction and uncertainty quantification are performed on an experimental structure with three shaker inputs and 27 triaxial accelerometer outputs.

42 ENGINEERING↗

Randomized Algorithms for Low-Rank Matrix and Tensor Decompositions

This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality reduction, such as the singular value decomposition (SVD) or interpolative (ID) and CUR decompositions. Recent advances in randomized dimensionality reduction are discussed, including new methods of fast matrix sketching and sampling techniques, which are incorporated into classical matrix algorithms for fast low-rank matrix approximations. The extension of randomized matrix algorithms to tensors is then explored for several low-rank tensor decompositions in the CP and Tucker formats, including the higher-order SVD, ID, and CUR decomposition.

Pearce, Katherine J. [The University of Texas at A↗

Parametric dynamic mode decomposition for reduced order modeling

Dynamic Mode Decomposition (DMD) is a model-order reduction approach, whereby spatial modes of fixed temporal frequencies are extracted from numerical or experimental data sets. The DMD low-rank or reduced operator is typically obtained by singular value decomposition of the temporal data sets. For parameter-dependent models, as found in many multi-query applications such as uncertainty quantification or design optimization, the only parametric DMD technique developed was a stacked approach, with data sets at multiple parameter values were aggregated together, increasing the computational work needed to devise low-rank dynamical reduced-order models. Here in this paper, we present two novel approach to carry out parametric DMD: one based on the interpolation of the reduced-order DMD eigen-pair and the other based on the interpolation of the reduced DMD (Koopman) operator. Numerical results are presented for diffusion-dominated nonlinear dynamical problems, including a multiphysics radiative transfer example. All three parametric DMD approaches are compared.

97 MATHEMATICS AND COMPUTING↗

Microwave Imaging on Metal Objects

This final report for the project discusses the attempts to model, using different methods, microwave image reconstruction. Maximum Entropy Method was not successful. Attempts to use Singular Value Decomposition (SVD) got some good results after initial failure. SVD is based upon a theory of linear algebra, to the effect that any M X N Matrix A whose number of rows M is greater than or equal to its number of columns, N can be written as the product of an M X N column-orthogonal matrix U, an N X N diagonal Matrix, W, with m positive or zero elements (the singular values) and the transposition of an N X N orthogonal matrix V. In microwave imaging, the scattered fields can be expressed by the induced current distribution. The SVD method required more contiguous computer memory than was available. Work was also done on the Conjugate Gradient Method (CGM), which didn't work well when tried earlier. It was found that separation of the imaginary part and the real part during calculation may work. This work was considered incomplete as of the end of the grant period.

Tolliver, C. L.↗

A Parametric, Data-Driven, Non-Intrusive Reduced-Order Model Framework for Crystal Plasticity Simulations of Voids

The influence of the internal structure at micrometer length scales on the deformation of polycrystalline materials can be effectively captured using crystal plasticity finite element methods (CPFEM). However, the complexity and nonlinearity of the deformation equations CPFEM solves demand significant computational power and resources to achieve accurate predictions, limiting its broader application. To address this challenge, we have identified a reduced-order representation of the complex data in order to establish a computationally efficient reduced-order models (ROM) and drastically reduce the computational expense of CPFEM. Specifically, in this work, we developed a parametric, data-driven, and non-intrusive ROM framework for CPFEM using proper orthogonal decomposition (POD) and sparse variational Gaussian process (SVGP) regression for single-crystal microstructures under tensile loading conditions. The developed protocol enables one to compress field into a latent/low-dimensional space described by principal component analysis (PCA) via the singular value decomposition (SVD) algorithm. As a result, the high-dimensional data are reduced to a significantly smaller amount of dimensions with POD bases and POD coefficients. Furthermore, we deployed an ensemble of SVGPs—extended from the classical Gaussian process (GP) regression for scalability and handling big data—in a massively parallel manner to train and predict latent POD coefficients using known POD bases from a set of previously obtained simulations results. Lastly, using the predicted POD coefficients, we reconstructed the full-field results and showed reasonable agreement compared with the true values obtained from running CPFEM. The developed framework is validated with a set of CPFEM simulations of a single embedded void in single-crystal aluminum alloy. While the framework is broadly applicable, this work specifically focuses on single-crystal microstructures, a single load case (e.g., tensile), and a specific void geometry (spherical).

Anisotropy↗

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↗

A study of the control problem of the shoot side environment delivery system of a closed crop growth research chamber

The details of our initial study of the control problem of the crop shoot environment of a hypothetical closed crop growth research chamber (CGRC) are presented in this report. The configuration of the CGRC is hypothetical because neither a physical subject nor a design existed at the time the study began, a circumstance which is typical of large scale systems control studies. The basis of the control study is a mathematical model which was judged to adequately mimic the relevant dynamics of the system components considered necessary to provide acceptable realism in the representation. Control of pressure, temperature, and flow rate of the crop shoot environment, along with its oxygen, carbon dioxide, and water concentration is addressed. To account for mass exchange, the group of plants is represented in the model by a source of oxygen, a source of water vapor, and a sink for carbon dioxide. In terms of the thermal energy exchange, the group of plants is represented by a surface with an appropriate temperature. Most of the primitive equations about an experimental operating condition and a state variable representation which was extracted from the linearized equations are presented. Next, we present the results of a real Jordan decomposition and the repositioning of an undesirable eigenvalue via full state feedback. The state variable representation of the modeling system is of the nineteenth order and reflects the eleven control variables and eight system disturbances. Five real eigenvalues are very near zero, with one at zero, three having small magnitude positive values, and one having a small magnitude negative value. A Singular Value Decomposition analysis indicates that these non-zero eigenvalues are not results of numerical error.

Blackwell, C. C.↗

Three dimensional empirical mode decomposition analysis apparatus, method and article manufacture

An apparatus and method of analysis for three-dimensional (3D) physical phenomena. The physical phenomena may include any varying 3D phenomena such as time varying polar ice flows. A repesentation of the 3D phenomena is passed through a Hilbert transform to convert the data into complex form. A spatial variable is separated from the complex representation by producing a time based covariance matrix. The temporal parts of the principal components are produced by applying Singular Value Decomposition (SVD). Based on the rapidity with which the eigenvalues decay, the first 3-10 complex principal components (CPC) are selected for Empirical Mode Decomposition into intrinsic modes. The intrinsic modes produced are filtered in order to reconstruct the spatial part of the CPC. Finally, a filtered time series may be reconstructed from the first 3-10 filtered complex principal components.

Gloersen, Per↗

Modeling Aerial Gamma-Ray Backgrounds Using Non-negative Matrix Factorization

Airborne gamma-ray surveys are useful for many applications, ranging from geology and mining to public health and nuclear security. In all these contexts, the ability to decompose a measured spectrum into a linear combination of background source terms can provide useful insights into the data and lead to improvements in the techniques that use spectral energy windows. Multiple methods for the linear decomposition of spectra exist but are subject to various drawbacks, such as allowing negative photon fluxes or requiring detailed Monte Carlo modeling. In this work, we propose using non-negative matrix factorization (NMF) as a data-driven approach to spectral decomposition. Using aerial surveys that include flights over water, we demonstrate that the mathematical approach of NMF finds physically relevant structure in the aerial gamma-ray background, namely, that measured spectra can be expressed as the sum of nearby terrestrial emission, distant terrestrial emission, and radon and cosmic emission. Furthermore, these NMF background components are compared with the background components obtained by noise-adjusted singular value decomposition (NASVD), which contain negative photon fluxes and, thus, do not represent the emission spectra in as straightforward a way. Finally, we comment on the potential areas of research that are enabled by NMF decompositions, such as new approaches to spectral anomaly detection and data fusion.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗