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Spectral imaging applications: Remote sensing, environmental monitoring, medicine, military operations, factory automation and manufacturing

This paper reviews the activities at OKSI related to imaging spectroscopy presenting current and future applications of the technology. The authors discuss the development of several systems including hardware, signal processing, data classification algorithms and benchmarking techniques to determine algorithm performance. Signal processing for each application is tailored by incorporating the phenomenology appropriate to the process, into the algorithms. Pixel signatures are classified using techniques such as principal component analyses, generalized eigenvalue analysis and novel very fast neural network methods. The major hyperspectral imaging systems developed at OKSI include the Intelligent Missile Seeker (IMS) demonstration project for real-time target/decoy discrimination, and the Thermal InfraRed Imaging Spectrometer (TIRIS) for detection and tracking of toxic plumes and gases. In addition, systems for applications in medical photodiagnosis, manufacturing technology, and for crop monitoring are also under development.

National Defense

On the convergence of the fixed point method for solving neutron transport alpha eigenvalue problems

It was shown that the Fixed Point Method (also known as the Rayleigh Quotient Method) is several times faster than the Critical Search Method for solving neutron transport alpha eigenvalue problems. It was also shown that the Fixed Point Method is able to determine the alpha eigenvalues of sub-critical systems that are beyond the reach of the Critical Search Method. Despite these significant advances, the Fixed Point Method remains an unproven algorithm. Here, this report provides a proof.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS

Fast Solution in Sparse LDA for Binary Classification

An algorithm that performs sparse linear discriminant analysis (Sparse-LDA) finds near-optimal solutions in far less time than the prior art when specialized to binary classification (of 2 classes). Sparse-LDA is a type of feature- or variable- selection problem with numerous applications in statistics, machine learning, computer vision, computational finance, operations research, and bio-informatics. Because of its combinatorial nature, feature- or variable-selection problems are NP-hard or computationally intractable in cases involving more than 30 variables or features. Therefore, one typically seeks approximate solutions by means of greedy search algorithms. The prior Sparse-LDA algorithm was a greedy algorithm that considered the best variable or feature to add/ delete to/ from its subsets in order to maximally discriminate between multiple classes of data. The present algorithm is designed for the special but prevalent case of 2-class or binary classification (e.g. 1 vs. 0, functioning vs. malfunctioning, or change versus no change). The present algorithm provides near-optimal solutions on large real-world datasets having hundreds or even thousands of variables or features (e.g. selecting the fewest wavelength bands in a hyperspectral sensor to do terrain classification) and does so in typical computation times of minutes as compared to days or weeks as taken by the prior art. Sparse LDA requires solving generalized eigenvalue problems for a large number of variable subsets (represented by the submatrices of the input within-class and between-class covariance matrices). In the general (fullrank) case, the amount of computation scales at least cubically with the number of variables and thus the size of the problems that can be solved is limited accordingly. However, in binary classification, the principal eigenvalues can be found using a special analytic formula, without resorting to costly iterative techniques. The present algorithm exploits this analytic form along with the inherent sequential nature of greedy search itself. Together this enables the use of highly-efficient partitioned-matrix-inverse techniques that result in large speedups of computation in both the forward-selection and backward-elimination stages of greedy algorithms in general.

Moghaddam, Baback

Lanczos Algorithm, the Transfer Matrix, and the Signal-to-Noise Problem

This Letter introduces a method for determining the energy spectrum of lattice quantum chromodynamics by applying the Lanczos algorithm to the transfer matrix and using a bootstrap generalization of the Cullum-Willoughby method to filter out spurious eigenvalues. Proof-of-principle analyses of the simple harmonic oscillator and the lattice quantum chromodynamics proton mass demonstrate that this method provides faster ground-state convergence than the “effective mass,” which is related to the power-iteration algorithm. Lanczos provides more accurate energy estimates than multistate fits to correlation functions with small imaginary times while achieving comparable statistical precision. Two-sided error bounds are computed for Lanczos results and guarantee that excited-state effects cannot shift Lanczos results far outside their statistical uncertainties.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS

A discrete analog of the extended Bass algorithm for stabilizing constant linear systems

Two methods for stabilizing constant linear systems, namely, the extended Bass algorithm for continuous systems and a discrete system analog, are discussed. For the continuous algorithm, a new result on the degree of stability of the closed-loop eigenvalues is presented, and for both methods, typical results and asymptotic trends in the data are illustrated through an example computation.

Armstrong, E. S.

Free-Vibration Analysis of Structures

Improved numerical procedure more than twice as fast as previous methods. Unified numerical algorithm efficiently solves free-vibration problems of stationary or spinning structures with or without viscous or structural damping. Algorithm used to solve static problems involving multiple loads and to solve quadratic matrix eigenvalue problems associated with finite-dynamic-element structural discretization.

Gupta, K. K.

Computation of canonical correlation and best predictable aspect of future for time series

The canonical correlation between the (infinite) past and future of a stationary time series is shown to be the limit of the canonical correlation between the (infinite) past and (finite) future, and computation of the latter is reduced to a (generalized) eigenvalue problem involving (finite) matrices. This provides a convenient and essentially, finite-dimensional algorithm for computing canonical correlations and components of a time series. An upper bound is conjectured for the largest canonical correlation.

Pourahmadi, Mohsen

On development of a finite dynamic element and solution of associated eigenproblem by a block Lanczos procedure

The paper first presents the details of the development of a new six-noded plane triangular finite dynamic element. A block Lanczos algorithm is developed next for the accurate and efficient solution of the quadratic matrix eigenvalue problem associated with the finite dynamic element formulation. The resulting computer program fully exploits matrix sparsity inherent in such a discretization and proves to be most efficient for the extraction of the usually required first few roots and vectors, including repeated ones. Most importantly, the present eigenproblem solution is shown to be comparable to that of the corresponding finite element analysis, thereby rendering the associated dynamic element method rather attractive owing to superior convergence characteristics of such elements, presented herein.

Gupta, K. K.

Random Matrix Approach to Quantum Adiabatic Evolution Algorithms

We analyze the power of quantum adiabatic evolution algorithms (Q-QA) for solving random NP-hard optimization problems within a theoretical framework based on the random matrix theory (RMT). We present two types of the driven RMT models. In the first model, the driving Hamiltonian is represented by Brownian motion in the matrix space. We use the Brownian motion model to obtain a description of multiple avoided crossing phenomena. We show that the failure mechanism of the QAA is due to the interaction of the ground state with the "cloud" formed by all the excited states, confirming that in the driven RMT models. the Landau-Zener mechanism of dissipation is not important. We show that the QAEA has a finite probability of success in a certain range of parameters. implying the polynomial complexity of the algorithm. The second model corresponds to the standard QAEA with the problem Hamiltonian taken from the Gaussian Unitary RMT ensemble (GUE). We show that the level dynamics in this model can be mapped onto the dynamics in the Brownian motion model. However, the driven RMT model always leads to the exponential complexity of the algorithm due to the presence of the long-range intertemporal correlations of the eigenvalues. Our results indicate that the weakness of effective transitions is the leading effect that can make the Markovian type QAEA successful.

Boulatov, Alexei

Modified Chebyshev pseudospectral method with O(N exp -1) time step restriction

The extreme eigenvalues of the Chebyshev pseudospectral differentiation operator are O(N exp 2) where N is the number of grid points. As a result of this, the allowable time step in an explicit time marching algorithm is O(N exp -2) which, in many cases, is much below the time step dictated by the physics of the partial differential equation. A new set of interpolating points is introduced such that the eigenvalues of the differentiation operator are O(N) and the allowable time step is O(N exp -1). The properties of the new algorithm are similar to those of the Fourier method. The new algorithm also provides a highly accurate solution for non-periodic boundary value problems.

Kosloff, Dan

A modified Chebyshev pseudospectral method with an O(N exp -1) time step restriction

The extreme eigenvalues of the Chebyshev pseudospectral differentiation operator are O(N exp 2) where N is the number of grid points. As a result of this, the allowable time step in an explicit time marching algorithm is O(N exp -2) which, in many cases, is much below the time step dictated by the physics of the partial differential equation. A new set of interpolating points is introduced such that the eigenvalues of the differentiation operator are O(N) and the allowable time step is O(N exp -1). The properties of the new algorithm are similar to those of the Fourier method. The new algorithm also provides a highly accurate solution for non-periodic boundary value problems.

Kosloff, Dan

Aeroelastic optimization of a helicopter rotor

Structural optimization of a hingeless rotor is investigated to reduce oscillatory hub loads while maintaining aeroelastic stability in forward flight. Design variables include spanwise distribution of nonstructural mass, chordwise location of blade center of gravity and blade bending stiffnesses (flap, lag and torsion). A comprehensive aeroelastic analysis of rotors, based on a finite element method in space and time, is linked with optimization algorithms to perform optimization of rotor blades. Sensitivity derivatives of blade response, hub loads, and eigenvalues with respect to the design variables are derived using a direct analytical approach, and constitute an integral part of the basic blade response and stability analyses. This approach reduces the computation time substantially; an 80 percent reduction of CPU time to achieve an optimum solution, as compared to the widely adopted finite difference approach. Through stiffness and nonstructural mass distributions, a 60-90 percent reduction in all six 4/rev hub loads is achieved for a four-bladed soft-inplane rotor.

Lim, Joon W.

Cluster Seeking Techniques in Pattern Recognition

A cluster seeking technique is defined as a method of dividing data into subsets, called clusters. These clusters contain data points that are similar to each other and different from the elements of other clusters. Various cluster seeking techniques were broken down into seven categories: (1) probabilistic, (2) signal detection, (3) clustering, (4) clumping, (5) eigenvalue, (6) minimal mode seeking, and (7) miscellaneous. Each category is described and one or more algorithms of that type are presented.

Barr, B. J.

Analysis techniques for multivariate root loci

Analysis and techniques are developed for the multivariable root locus and the multivariable optimal root locus. The generalized eigenvalue problem is used to compute angles and sensitivities for both types of loci, and an algorithm is presented that determines the asymptotic properties of the optimal root locus.

Thompson, P. M.

A variable multi-step method for transient heat conduction

A variable explicit time integration algorithm is developed for unsteady diffusion problems. The algorithm uses nodal partitioning and allows the nodal groups to be updated with different time steps. The stability of the algorithm is analyzed using energy methods and critical time steps are found in terms of element eigenvalues with no restrictions on element types. Several numerical examples are given to illustrate the accuracy of the method.

Smolinski, Patrick

Eigenproblem solution by a combined Sturm sequence and inverse iteration technique.

Description of an efficient and numerically stable algorithm, along with a complete listing of the associated computer program, developed for the accurate computation of specified roots and associated vectors of the eigenvalue problem Aq = lambda Bq with band symmetric A and B, B being also positive-definite. The desired roots are first isolated by the Sturm sequence procedure; then a special variant of the inverse iteration technique is applied for the individual determination of each root along with its vector. The algorithm fully exploits the banded form of relevant matrices, and the associated program written in FORTRAN V for the JPL UNIVAC 1108 computer proves to be most significantly economical in comparison to similar existing procedures. The program may be conveniently utilized for the efficient solution of practical engineering problems, involving free vibration and buckling analysis of structures. Results of such analyses are presented for representative structures.

Gupta, K. K.

Free vibration analysis of coupled fluid-structure systems

An efficient numerical technique for the eigenvalue solution in the free vibration analysis of compressible fluid-structure coupled systems is presented. The fluid is assumed to be compressible in nature and the incompressible problem is only a special case of the present generalized algorithm. A natural frequency analysis of the structure in the absence of any fluid is achieved by a combined Sturm sequence and inverse iteration technique that computes only the required eigenvalues and vectors. A special inverse iteration scheme is then developed for the coupled system that uses the computed eigenvalues as starting iteration values for convergence. Numerical results obtained by solving a number of standard test cases indicate the pattern of root convergence corresponding to various simplifying assumptions.

Gupta, K. K.

A reduced adaptive observer for multivariable systems

An adaptive observer for multivariable systems of order n having p output measurements is developed. The adaptive observer allows both the generation of the state of the system and - at least - the partial identification of the unknown parameters of the system. The order of this adaptive observer is n - p plus 1. The adaptive algorithm, based upon Liapunov synthesis, may be implemented in real time without the use of derivative operators. Eigenvalues of the observer may be arbitrarily or almost arbitrarily located. With some mild restriction upon the structure of the multivariable system, and upon the command system input, both generation of state and identification of parameters is guaranteed globally.

Carroll, R. L.