A Component Architecture for High-Performance Scientific Computing

The Common Component Architecture (CCA) provides a means for software developers to manage the complexity of large-scale scientific simulations and to move toward a plug-and-play environment for high-performance computing. In the scientific computing context, component models also promote collaboration using independently developed software, thereby allowing particular individuals or groups to focus on the aspects of greatest interest to them. The CCA supports parallel and distributed computing as well as local high-performance connections between components in a language-independent manner. The design places minimal requirements on components and thus facilitates the integration of existing code into the CCA environment. The CCA model imposes minimal overhead to minimize the impact on application performance. The focus on high performance distinguishes the CCA from most other component models. The CCA is being applied within an increasing range of disciplines, including combustion research, global climate simulation, and computational chemistry

Robust Sparse Canonical Correlation Analysis

Canonical correlation analysis (CCA) is a multivariate statistical method which describes the associations between two sets of variables. The objective is to find linear combinations of the variables in each data set having maximal correlation. This paper discusses a method for Robust Sparse CCA. Sparse estimation produces canonical vectors with some of their elements estimated as exactly zero. As such, their interpretability is improved. We also robustify the method such that it can cope with outliers in the data. To estimate the canonical vectors, we convert the CCA problem into an alternating regression framework, and use the sparse Least Trimmed Squares estimator. We illustrate the good performance of the Robust Sparse CCA method in several simulation studies and two real data examples

Leveraging legacy codes to distributed problem solving environments: A web service approach

This paper describes techniques used to leverage high performance legacy codes as CORBA components to a distributed problem solving environment. It first briefly introduces the software architecture adopted by the environment. Then it presents a CORBA oriented wrapper generator (COWG) which can be used to automatically wrap high performance legacy codes as CORBA components. Two legacy codes have been wrapped with COWG. One is an MPI-based molecular dynamic simulation (MDS) code, the other is a finite element based computational fluid dynamics (CFD) code for simulating incompressible Navier-Stokes flows. Performance comparisons between runs of the MDS CORBA component and the original MDS legacy code on a cluster of workstations and on a parallel computer are also presented. Wrapped as CORBA components, these legacy codes can be reused in a distributed computing environment. The first case shows that high performance can be maintained with the wrapped MDS component. The second case shows that a Web user can submit a task to the wrapped CFD component through a Web page without knowing the exact implementation of the component. In this way, a user’s desktop computing environment can be extended to a high performance computing environment using a cluster of workstations or a parallel computer

Correlated Component Analysis for diffuse component separation with error estimation on simulated Planck polarization data

We present a data analysis pipeline for CMB polarization experiments, running from multi-frequency maps to the power spectra. We focus mainly on component separation and, for the first time, we work out the covariance matrix accounting for errors associated to the separation itself. This allows us to propagate such errors and evaluate their contributions to the uncertainties on the final products.The pipeline is optimized for intermediate and small scales, but could be easily extended to lower multipoles. We exploit realistic simulations of the sky, tailored for the Planck mission. The component separation is achieved by exploiting the Correlated Component Analysis in the harmonic domain, that we demonstrate to be superior to the real-space application (Bonaldi et al. 2006). We present two techniques to estimate the uncertainties on the spectral parameters of the separated components. The component separation errors are then propagated by means of Monte Carlo simulations to obtain the corresponding contributions to uncertainties on the component maps and on the CMB power spectra. For the Planck polarization case they are found to be subdominant compared to noise.Comment: 17 pages, accepted in MNRA

A D.C. Programming Approach to the Sparse Generalized Eigenvalue Problem

In this paper, we consider the sparse eigenvalue problem wherein the goal is to obtain a sparse solution to the generalized eigenvalue problem. We achieve this by constraining the cardinality of the solution to the generalized eigenvalue problem and obtain sparse principal component analysis (PCA), sparse canonical correlation analysis (CCA) and sparse Fisher discriminant analysis (FDA) as special cases. Unlike the $\ell_1$-norm approximation to the cardinality constraint, which previous methods have used in the context of sparse PCA, we propose a tighter approximation that is related to the negative log-likelihood of a Student's t-distribution. The problem is then framed as a d.c. (difference of convex functions) program and is solved as a sequence of convex programs by invoking the majorization-minimization method. The resulting algorithm is proved to exhibit \emph{global convergence} behavior, i.e., for any random initialization, the sequence (subsequence) of iterates generated by the algorithm converges to a stationary point of the d.c. program. The performance of the algorithm is empirically demonstrated on both sparse PCA (finding few relevant genes that explain as much variance as possible in a high-dimensional gene dataset) and sparse CCA (cross-language document retrieval and vocabulary selection for music retrieval) applications.Comment: 40 page