1,846 research outputs found

    A Backward Stable Algorithm for Computing the CS Decomposition via the Polar Decomposition

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    We introduce a backward stable algorithm for computing the CS decomposition of a partitioned 2nĂ—n2n \times n matrix with orthonormal columns, or a rank-deficient partial isometry. The algorithm computes two nĂ—nn \times n polar decompositions (which can be carried out in parallel) followed by an eigendecomposition of a judiciously crafted nĂ—nn \times n Hermitian matrix. We prove that the algorithm is backward stable whenever the aforementioned decompositions are computed in a backward stable way. Since the polar decomposition and the symmetric eigendecomposition are highly amenable to parallelization, the algorithm inherits this feature. We illustrate this fact by invoking recently developed algorithms for the polar decomposition and symmetric eigendecomposition that leverage Zolotarev's best rational approximations of the sign function. Numerical examples demonstrate that the resulting algorithm for computing the CS decomposition enjoys excellent numerical stability

    A sixth-order iterative method for approximating the polar decomposition of an arbitrary matrix

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    [EN] A new iterative method for computing the polar decomposition of any rectangular complex matrix is presented and analyzed. The study of the convergence shows that this method has order of convergence six. Some numerical tests confirm the theoretical results and allow us to compare the proposed iterative scheme with other known ones. (C) 2015 Elsevier B.V. All rights reserved.This research was partially supported by Ministerio de Economia y Competitividad MTM2014-52016-C2-2-P.Cordero Barbero, A.; Torregrosa Sánchez, JR. (2017). A sixth-order iterative method for approximating the polar decomposition of an arbitrary matrix. Journal of Computational and Applied Mathematics. 318:591-598. https://doi.org/10.1016/j.cam.2015.12.006S59159831

    Designing structured tight frames via an alternating projection method

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    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

    The complex step method for approximating the Fréchet derivative of matrix functions in automorphism groups

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    We show, that the Complex Step approximation to the Fréchet derivative of matrix functions is applicable to the matrix sign, square root and polar mapping using iterative schemes. While this property was already discovered for the matrix sign using Newtons method, we extend the research to the family of Padé iterations, that allows us to introduce iterative schemes for finding function and derivative values while approximately preserving automorphism group structure

    Conditioning of Leverage Scores and Computation by QR Decomposition

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    The leverage scores of a full-column rank matrix A are the squared row norms of any orthonormal basis for range(A). We show that corresponding leverage scores of two matrices A and A + \Delta A are close in the relative sense, if they have large magnitude and if all principal angles between the column spaces of A and A + \Delta A are small. We also show three classes of bounds that are based on perturbation results of QR decompositions. They demonstrate that relative differences between individual leverage scores strongly depend on the particular type of perturbation \Delta A. The bounds imply that the relative accuracy of an individual leverage score depends on: its magnitude and the two-norm condition of A, if \Delta A is a general perturbation; the two-norm condition number of A, if \Delta A is a perturbation with the same norm-wise row-scaling as A; (to first order) neither condition number nor leverage score magnitude, if \Delta A is a component-wise row-scaled perturbation. Numerical experiments confirm the qualitative and quantitative accuracy of our bounds.Comment: This version has been accepted to SIMAX but has not yet gone through copy editin

    Locally Unitarily Invariantizable NEPv and Convergence Analysis of SCF

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    We consider a class of eigenvector-dependent nonlinear eigenvalue problems (NEPv) without the unitary invariance property. Those NEPv commonly arise as the first-order optimality conditions of a particular type of optimization problems over the Stiefel manifold, and previously, special cases have been studied in the literature. Two necessary conditions, a definiteness condition and a rank-preserving condition, on an eigenbasis matrix of the NEPv that is a global optimizer of the associated optimization problem are revealed, where the definiteness condition has been known for the special cases previously investigated. We show that, locally close to the eigenbasis matrix satisfying both necessary conditions, the NEPv can be reformulated as a unitarily invariant NEPv, the so-called aligned NEPv, through a basis alignment operation -- in other words, the NEPv is locally unitarily invariantizable. Numerically, the NEPv is naturally solved by an SCF-type iteration. By exploiting the differentiability of the coefficient matrix of the aligned NEPv, we establish a closed-form local convergence rate for the SCF-type iteration and analyze its level-shifted variant. Numerical experiments confirm our theoretical results.Comment: 38 pages, 11 figure

    Finding a low-rank basis in a matrix subspace

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    For a given matrix subspace, how can we find a basis that consists of low-rank matrices? This is a generalization of the sparse vector problem. It turns out that when the subspace is spanned by rank-1 matrices, the matrices can be obtained by the tensor CP decomposition. For the higher rank case, the situation is not as straightforward. In this work we present an algorithm based on a greedy process applicable to higher rank problems. Our algorithm first estimates the minimum rank by applying soft singular value thresholding to a nuclear norm relaxation, and then computes a matrix with that rank using the method of alternating projections. We provide local convergence results, and compare our algorithm with several alternative approaches. Applications include data compression beyond the classical truncated SVD, computing accurate eigenvectors of a near-multiple eigenvalue, image separation and graph Laplacian eigenproblems

    Multilinear Factorizations for Multi-Camera Rigid Structure from Motion Problems

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    Camera networks have gained increased importance in recent years. Existing approaches mostly use point correspondences between different camera views to calibrate such systems. However, it is often difficult or even impossible to establish such correspondences. But even without feature point correspondences between different camera views, if the cameras are temporally synchronized then the data from the cameras are strongly linked together by the motion correspondence: all the cameras observe the same motion. The present article therefore develops the necessary theory to use this motion correspondence for general rigid as well as planar rigid motions. Given multiple static affine cameras which observe a rigidly moving object and track feature points located on this object, what can be said about the resulting point trajectories? Are there any useful algebraic constraints hidden in the data? Is a 3D reconstruction of the scene possible even if there are no point correspondences between the different cameras? And if so, how many points are sufficient? Is there an algorithm which warrants finding the correct solution to this highly non-convex problem? This article addresses these questions and thereby introduces the concept of low-dimensional motion subspaces. The constraints provided by these motion subspaces enable an algorithm which ensures finding the correct solution to this non-convex reconstruction problem. The algorithm is based on multilinear analysis, matrix and tensor factorizations. Our new approach can handle extreme configurations, e.g. a camera in a camera network tracking only one single point. Results on synthetic as well as on real data sequences act as a proof of concept for the presented insight
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