Designing structured tight frames via an alternating projection method

Tight frames, also known as general Welch-bound- equality sequences, generalize orthonormal systems. Numerous applications - including communications, coding, and sparse approximation- require finite-dimensional tight frames that possess additional structural properties. This paper proposes an alternating projection method that is versatile enough to solve a huge class of inverse eigenvalue problems (IEPs), which includes the frame design problem. To apply this method, one needs only to solve a matrix nearness problem that arises naturally from the design specifications. Therefore, it is the fast and easy to develop versions of the algorithm that target new design problems. Alternating projection will often succeed even if algebraic constructions are unavailable. To demonstrate that alternating projection is an effective tool for frame design, the paper studies some important structural properties in detail. First, it addresses the most basic design problem: constructing tight frames with prescribed vector norms. Then, it discusses equiangular tight frames, which are natural dictionaries for sparse approximation. Finally, it examines tight frames whose individual vectors have low peak-to-average-power ratio (PAR), which is a valuable property for code-division multiple-access (CDMA) applications. Numerical experiments show that the proposed algorithm succeeds in each of these three cases. The appendices investigate the convergence properties of the algorithm

Some matrix nearness problems suggested by Tikhonov regularization

The numerical solution of linear discrete ill-posed problems typically requires regularization, i.e., replacement of the available ill-conditioned problem by a nearby better conditioned one. The most popular regularization methods for problems of small to moderate size are Tikhonov regularization and truncated singular value decomposition (TSVD). By considering matrix nearness problems related to Tikhonov regularization, several novel regularization methods are derived. These methods share properties with both Tikhonov regularization and TSVD, and can give approximate solutions of higher quality than either one of these methods

Least-Squares Covariance Matrix Adjustment

We consider the problem of finding the smallest adjustment to a given symmetric $n \times n$ matrix, as measured by the Euclidean or Frobenius norm, so that it satisfies some given linear equalities and inequalities, and in addition is positive semidefinite. This least-squares covariance adjustment problem is a convex optimization problem, and can be efficiently solved using standard methods when the number of variables (i.e., entries in the matrix) is modest, say, under $1000$. Since the number of variables is $n(n+1)/2$, this corresponds to a limit around $n=45$. Malick [{\it SIAM J. Matrix Anal.\ Appl.,} 26 (2005), pp. 272--284] studies a closely related problem and calls it the semidefinite least-squares problem. In this paper we formulate a dual problem that has no matrix inequality or matrix variables, and a number of (scalar) variables equal to the number of equality and inequality constraints in the original least-squares covariance adjustment problem. This dual problem allows us to solve far larger least-squares covariance adjustment problems than would be possible using standard methods. Assuming a modest number of constraints, problems with $n=1000$ are readily solved by the dual method. The dual method coincides with the dual method proposed by Malick when there are no inequality constraints and can be obtained as an extension of his dual method when there are inequality constraints. Using the dual problem, we show that in many cases the optimal solution is a low rank update of the original matrix. When the original matrix has structure, such as sparsity, this observation allows us to solve very large least-squares covariance adjustment problems

On choice of preconditioner for minimum residual methods for nonsymmetric matrices

Existing convergence bounds for Krylov subspace methods such as GMRES for nonsymmetric linear systems give little mathematical guidance for the choice of preconditioner. Here, we establish a desirable mathematical property of a preconditioner which guarantees that convergence of a minimum residual method will essentially depend only on the eigenvalues of the preconditioned system, as is true in the symmetric case. Our theory covers only a subset of nonsymmetric coefficient matrices but computations indicate that it might be more generally applicable

Human-Level Performance on Word Analogy Questions by Latent Relational Analysis

This paper introduces Latent Relational Analysis (LRA), a method for measuring relational similarity. LRA has potential applications in many areas, including information extraction, word sense disambiguation, machine translation, and information retrieval. Relational similarity is correspondence between relations, in contrast with attributional similarity, which is correspondence between attributes. When two words have a high degree of attributional similarity, we call them synonyms. When two pairs of words have a high degree of relational similarity, we say that their relations are analogous. For example, the word pair mason/stone is analogous to the pair carpenter/wood; the relations between mason and stone are highly similar to the relations between carpenter and wood. Past work on semantic similarity measures has mainly been concerned with attributional similarity. For instance, Latent Semantic Analysis (LSA) can measure the degree of similarity between two words, but not between two relations. Recently the Vector Space Model (VSM) of information retrieval has been adapted to the task of measuring relational similarity, achieving a score of 47% on a collection of 374 college-level multiple-choice word analogy questions. In the VSM approach, the relation between a pair of words is characterized by a vector of frequencies of predefined patterns in a large corpus. LRA extends the VSM approach in three ways: (1) the patterns are derived automatically from the corpus (they are not predefined), (2) the Singular Value Decomposition (SVD) is used to smooth the frequency data (it is also used this way in LSA), and (3) automatically generated synonyms are used to explore reformulations of the word pairs. LRA achieves 56% on the 374 analogy questions, statistically equivalent to the average human score of 57%. On the related problem of classifying noun-modifier relations, LRA achieves similar gains over the VSM, while using a smaller corpus

Local congruence of chain complexes

The object of this paper is to transform a set of local chain complexes to a single global complex using an equivalence relation of congruence of cells, solving topologically the numerical inaccuracies of floating-point arithmetics. While computing the space arrangement generated by a collection of cellular complexes, one may start from independently and efficiently computing the intersection of each single input 2-cell with the others. The topology of these intersections is codified within a set of (0-2)-dimensional chain complexes. The target of this paper is to merge the local chains by using the equivalence relations of {\epsilon}-congruence between 0-, 1-, and 2-cells (elementary chains). In particular, we reduce the block-diagonal coboundary matrices [\Delta_0] and [\Delta_1], used as matrix accumulators of the local coboundary chains, to the global matrices [\delta_0] and [\delta_1], representative of congruence topology, i.e., of congruence quotients between all 0-,1-,2-cells, via elementary algebraic operations on their columns. This algorithm is codified using the Julia porting of the SuiteSparse:GraphBLAS implementation of the GraphBLAS standard, conceived to efficiently compute algorithms on large graphs using linear algebra and sparse matrices [1, 2].Comment: to submi

Descent methods for Nonnegative Matrix Factorization

In this paper, we present several descent methods that can be applied to nonnegative matrix factorization and we analyze a recently developped fast block coordinate method called Rank-one Residue Iteration (RRI). We also give a comparison of these different methods and show that the new block coordinate method has better properties in terms of approximation error and complexity. By interpreting this method as a rank-one approximation of the residue matrix, we prove that it \emph{converges} and also extend it to the nonnegative tensor factorization and introduce some variants of the method by imposing some additional controllable constraints such as: sparsity, discreteness and smoothness.Comment: 47 pages. New convergence proof using damped version of RRI. To appear in Numerical Linear Algebra in Signals, Systems and Control. Accepted. Illustrating Matlab code is included in the source bundl