Finding Structure with Randomness: Probabilistic Algorithms for Constructing Approximate Matrix Decompositions

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which demonstrates that randomization offers a powerful tool for performing low-rank matrix approximation. These techniques exploit modern computational architectures more fully than classical methods and open the possibility of dealing with truly massive data sets. This paper presents a modular framework for constructing randomized algorithms that compute partial matrix decompositions. These methods use random sampling to identify a subspace that captures most of the action of a matrix. The input matrix is then compressed—either explicitly or implicitly—to this subspace, and the reduced matrix is manipulated deterministically to obtain the desired low-rank factorization. In many cases, this approach beats its classical competitors in terms of accuracy, robustness, and/or speed. These claims are supported by extensive numerical experiments and a detailed error analysis. The specific benefits of randomized techniques depend on the computational environment. Consider the model problem of finding the k dominant components of the singular value decomposition of an m × n matrix. (i) For a dense input matrix, randomized algorithms require O(mn log(k)) floating-point operations (flops) in contrast to O(mnk) for classical algorithms. (ii) For a sparse input matrix, the flop count matches classical Krylov subspace methods, but the randomized approach is more robust and can easily be reorganized to exploit multiprocessor architectures. (iii) For a matrix that is too large to fit in fast memory, the randomized techniques require only a constant number of passes over the data, as opposed to O(k) passes for classical algorithms. In fact, it is sometimes possible to perform matrix approximation with a single pass over the data

Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions

Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which demonstrates that randomization offers a powerful tool for performing low-rank matrix approximation. These techniques exploit modern computational architectures more fully than classical methods and open the possibility of dealing with truly massive data sets. This paper presents a modular framework for constructing randomized algorithms that compute partial matrix decompositions. These methods use random sampling to identify a subspace that captures most of the action of a matrix. The input matrix is then compressed---either explicitly or implicitly---to this subspace, and the reduced matrix is manipulated deterministically to obtain the desired low-rank factorization. In many cases, this approach beats its classical competitors in terms of accuracy, speed, and robustness. These claims are supported by extensive numerical experiments and a detailed error analysis

The Acceleration of Polynomial Methods for Blind Image Deconvolution Using Graphical Processing Units (GPUs)

Image processing has become an integral part of many areas of study. Unfortunately, the process of capturing images can often result in undesirable blurring and noise, and thus can make processing the resulting images problematic. Methods are therefore required that attempt to remove blurring. The main body of work in this field is in Bayesian methods for image deblurring, with many algorithms aimed at solving this problem relying on the Fourier transform. The Fourier transform results in the amplification of noise in the image, which can lead to many of the same problems as blurring. Winkler presented a method of blind image deconvolution (BID) without the Fourier transform, which treated the rows and columns of the blurred image as the coefficients of univariate polynomials. By treating the rows and columns of the image in this way, the problem of computing the blurring function becomes a problem of computing the greatest common divisor (GCD) of these polynomials. The computation of the GCD of two polynomials is ill posed, as any noise in the polynomials causes them to be coprime. Thus an approximate GCD (AGCD) must be computed instead. The computation of an AGCD is a computationally expensive process, resulting in the BID algorithm being expensive. The research presented in this thesis investigates the fundamental mathematical processes underpinning such an algorithm, and presents multiple methods through which this algorithm can be accelerated using a GPU. This acceleration results in an implementation that is 30 times faster than a CPU parallel approach. The process of accelerating the BID algorithm in this way required a first of its kind GPU accelerated algorithm for the computation of an AGCD, with multiple novel techniques utilised to achieve this acceleration

Modal analysis of a computer disk drive

The normal (real) modes of a Winchester type hard disk drive were determined in the frequency range 0-2200hz. Two methods of analysis were used in order to allow cross-correlation of the results. Experimental modal analysis was performed using Structural Measurement Systems\u27 (SMS) Modal 3.0 analysis system and the requisite experimental hardware. A finite element analysis was also performed using MSC/NASTRAN; the NASTRAN model was created using the PATRAN pre-processing program. In order to alleviate the complications associated with matching the structural mounting conditions, a free-free analysis was performed using NASTRAN, and a light string was used to free mount the test specimen for the experimental work. The two analyses showed a one-to-one correspondence of modes; both showed 15 modes in the frequency range. Deviations of the NASTRAN natural frequencies from the experimentally determined natural frequencies ranged from -22 percent to +11.7 percent. Of the 15 modes, 10 showed deviation magnitudes of 10 percent or less, and 6 of the 15 were below 5 percent. Mode shape correlation was performed solely by observation. Errant DOFs in the experimental mode shapes made correlation difficult for several of the modes. In particular, the modes which showed higher frequency deviation (in excess of 10 percent) did not yield exact mode shape correlation although the primary deflection patterns were similar