4,416 research outputs found
Regression on fixed-rank positive semidefinite matrices: a Riemannian approach
The paper addresses the problem of learning a regression model parameterized
by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear
nature of the search space and on scalability to high-dimensional problems. The
mathematical developments rely on the theory of gradient descent algorithms
adapted to the Riemannian geometry that underlies the set of fixed-rank
positive semidefinite matrices. In contrast with previous contributions in the
literature, no restrictions are imposed on the range space of the learned
matrix. The resulting algorithms maintain a linear complexity in the problem
size and enjoy important invariance properties. We apply the proposed
algorithms to the problem of learning a distance function parameterized by a
positive semidefinite matrix. Good performance is observed on classical
benchmarks
LCK metrics on complex spaces with quotient singularities
In this article we introduce a generalization of locally conformally Kaehler
metrics from complex manifolds to complex analytic spaces with singularities
and study which properties of locally conformally Kaehler manifolds still hold
in this new setting. We prove that if a complex analytic space has only
quotient singularities, then it admits a locally conformally Kaehler metric if
and only if its universal cover admits a Kaehler metric such that the deck
automorphisms act by homotheties of the Kaehler metric. We also prove that the
blow-up at a point of a LCK complex space is also LCK.Comment: 9 page
Manifold interpolation and model reduction
One approach to parametric and adaptive model reduction is via the
interpolation of orthogonal bases, subspaces or positive definite system
matrices. In all these cases, the sampled inputs stem from matrix sets that
feature a geometric structure and thus form so-called matrix manifolds. This
work will be featured as a chapter in the upcoming Handbook on Model Order
Reduction (P. Benner, S. Grivet-Talocia, A. Quarteroni, G. Rozza, W.H.A.
Schilders, L.M. Silveira, eds, to appear on DE GRUYTER) and reviews the
numerical treatment of the most important matrix manifolds that arise in the
context of model reduction. Moreover, the principal approaches to data
interpolation and Taylor-like extrapolation on matrix manifolds are outlined
and complemented by algorithms in pseudo-code.Comment: 37 pages, 4 figures, featured chapter of upcoming "Handbook on Model
Order Reduction
A geometric Newton method for Oja's vector field
Newton's method for solving the matrix equation runs
up against the fact that its zeros are not isolated. This is due to a symmetry
of by the action of the orthogonal group. We show how
differential-geometric techniques can be exploited to remove this symmetry and
obtain a ``geometric'' Newton algorithm that finds the zeros of . The
geometric Newton method does not suffer from the degeneracy issue that stands
in the way of the original Newton method
Geometry of the ergodic quotient reveals coherent structures in flows
Dynamical systems that exhibit diverse behaviors can rarely be completely
understood using a single approach. However, by identifying coherent structures
in their state spaces, i.e., regions of uniform and simpler behavior, we could
hope to study each of the structures separately and then form the understanding
of the system as a whole. The method we present in this paper uses trajectory
averages of scalar functions on the state space to: (a) identify invariant sets
in the state space, (b) form coherent structures by aggregating invariant sets
that are similar across multiple spatial scales. First, we construct the
ergodic quotient, the object obtained by mapping trajectories to the space of
trajectory averages of a function basis on the state space. Second, we endow
the ergodic quotient with a metric structure that successfully captures how
similar the invariant sets are in the state space. Finally, we parametrize the
ergodic quotient using intrinsic diffusion modes on it. By segmenting the
ergodic quotient based on the diffusion modes, we extract coherent features in
the state space of the dynamical system. The algorithm is validated by
analyzing the Arnold-Beltrami-Childress flow, which was the test-bed for
alternative approaches: the Ulam's approximation of the transfer operator and
the computation of Lagrangian Coherent Structures. Furthermore, we explain how
the method extends the Poincar\'e map analysis for periodic flows. As a
demonstration, we apply the method to a periodically-driven three-dimensional
Hill's vortex flow, discovering unknown coherent structures in its state space.
In the end, we discuss differences between the ergodic quotient and
alternatives, propose a generalization to analysis of (quasi-)periodic
structures, and lay out future research directions.Comment: Submitted to Elsevier Physica D: Nonlinear Phenomen
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