A Parametric Modal Decomposition for Fluid Mechanics Problems

Modal decomposition is widely used to simplify complex fluid mechanics problems by splitting the data set of the problem into different modes, which collect the main effects of the parameters involved in the problem. This data set is collected in a matrix form. Nevertheless, in case of the presence of more than two parameters affecting the system, a tensor multilinear modal decomposition should be applied. In this thesis, a brief development of matrix and tensor decomposition is addressed. In addition, multilinear modal decomposition is applied to perform a parametric study of an experimental flapping wing problem, where a large number of parameters can influence the system. Finally, it is obtained that the multilinear modal decomposition is a powerful method to simplify and extract the most significant features of a system. Since this method is only an experimental and mathematical method, it allows to extract the most relevant behaviors of each parameter without the necessity of entering into too much detail in the field of fluid mechanics.Ingeniería Aeroespacia

Tensor Decompositions for Signal Processing Applications From Two-way to Multiway Component Analysis

The widespread use of multi-sensor technology and the emergence of big datasets has highlighted the limitations of standard flat-view matrix models and the necessity to move towards more versatile data analysis tools. We show that higher-order tensors (i.e., multiway arrays) enable such a fundamental paradigm shift towards models that are essentially polynomial and whose uniqueness, unlike the matrix methods, is guaranteed under verymild and natural conditions. Benefiting fromthe power ofmultilinear algebra as theirmathematical backbone, data analysis techniques using tensor decompositions are shown to have great flexibility in the choice of constraints that match data properties, and to find more general latent components in the data than matrix-based methods. A comprehensive introduction to tensor decompositions is provided from a signal processing perspective, starting from the algebraic foundations, via basic Canonical Polyadic and Tucker models, through to advanced cause-effect and multi-view data analysis schemes. We show that tensor decompositions enable natural generalizations of some commonly used signal processing paradigms, such as canonical correlation and subspace techniques, signal separation, linear regression, feature extraction and classification. We also cover computational aspects, and point out how ideas from compressed sensing and scientific computing may be used for addressing the otherwise unmanageable storage and manipulation problems associated with big datasets. The concepts are supported by illustrative real world case studies illuminating the benefits of the tensor framework, as efficient and promising tools for modern signal processing, data analysis and machine learning applications; these benefits also extend to vector/matrix data through tensorization. Keywords: ICA, NMF, CPD, Tucker decomposition, HOSVD, tensor networks, Tensor Train

Quasioptimality of maximum-volume cross interpolation of tensors

We consider a cross interpolation of high-dimensional arrays in the tensor train format. We prove that the maximum-volume choice of the interpolation sets provides the quasioptimal interpolation accuracy, that differs from the best possible accuracy by the factor which does not grow exponentially with dimension. For nested interpolation sets we prove the interpolation property and propose greedy cross interpolation algorithms. We justify the theoretical results and measure speed and accuracy of the proposed algorithm with numerical experiments

Dynamic Control Flow in Large-Scale Machine Learning

Many recent machine learning models rely on fine-grained dynamic control flow for training and inference. In particular, models based on recurrent neural networks and on reinforcement learning depend on recurrence relations, data-dependent conditional execution, and other features that call for dynamic control flow. These applications benefit from the ability to make rapid control-flow decisions across a set of computing devices in a distributed system. For performance, scalability, and expressiveness, a machine learning system must support dynamic control flow in distributed and heterogeneous environments. This paper presents a programming model for distributed machine learning that supports dynamic control flow. We describe the design of the programming model, and its implementation in TensorFlow, a distributed machine learning system. Our approach extends the use of dataflow graphs to represent machine learning models, offering several distinctive features. First, the branches of conditionals and bodies of loops can be partitioned across many machines to run on a set of heterogeneous devices, including CPUs, GPUs, and custom ASICs. Second, programs written in our model support automatic differentiation and distributed gradient computations, which are necessary for training machine learning models that use control flow. Third, our choice of non-strict semantics enables multiple loop iterations to execute in parallel across machines, and to overlap compute and I/O operations. We have done our work in the context of TensorFlow, and it has been used extensively in research and production. We evaluate it using several real-world applications, and demonstrate its performance and scalability.Comment: Appeared in EuroSys 2018. 14 pages, 16 figure

The Tensor Networks Anthology: Simulation techniques for many-body quantum lattice systems

We present a compendium of numerical simulation techniques, based on tensor network methods, aiming to address problems of many-body quantum mechanics on a classical computer. The core setting of this anthology are lattice problems in low spatial dimension at finite size, a physical scenario where tensor network methods, both Density Matrix Renormalization Group and beyond, have long proven to be winning strategies. Here we explore in detail the numerical frameworks and methods employed to deal with low-dimension physical setups, from a computational physics perspective. We focus on symmetries and closed-system simulations in arbitrary boundary conditions, while discussing the numerical data structures and linear algebra manipulation routines involved, which form the core libraries of any tensor network code. At a higher level, we put the spotlight on loop-free network geometries, discussing their advantages, and presenting in detail algorithms to simulate low-energy equilibrium states. Accompanied by discussions of data structures, numerical techniques and performance, this anthology serves as a programmer's companion, as well as a self-contained introduction and review of the basic and selected advanced concepts in tensor networks, including examples of their applications.Comment: 115 pages, 56 figure

Computing Large-Scale Matrix and Tensor Decomposition with Structured Factors: A Unified Nonconvex Optimization Perspective

The proposed article aims at offering a comprehensive tutorial for the computational aspects of structured matrix and tensor factorization. Unlike existing tutorials that mainly focus on {\it algorithmic procedures} for a small set of problems, e.g., nonnegativity or sparsity-constrained factorization, we take a {\it top-down} approach: we start with general optimization theory (e.g., inexact and accelerated block coordinate descent, stochastic optimization, and Gauss-Newton methods) that covers a wide range of factorization problems with diverse constraints and regularization terms of engineering interest. Then, we go `under the hood' to showcase specific algorithm design under these introduced principles. We pay a particular attention to recent algorithmic developments in structured tensor and matrix factorization (e.g., random sketching and adaptive step size based stochastic optimization and structure-exploiting second-order algorithms), which are the state of the art---yet much less touched upon in the literature compared to {\it block coordinate descent} (BCD)-based methods. We expect that the article to have an educational values in the field of structured factorization and hope to stimulate more research in this important and exciting direction.Comment: Final Version; to appear in IEEE Signal Processing Magazine; title revised to comply with the journal's rul