UTV Tools:Matlab Templates for Rank-Revealing UTV Decompositions

published in Numerical Algorithms and the paper's text is reprinted here by kind permissio

UTV Tools:Matlab Templates for Rank-Revealing UTV Decompositions

We describe a Matlab 5.2 package for computing and modifying certain rank-revealing decompositions that have found widespread use in signal processing and other applications. The package focuses on algorithms for URV and ULV decompositions, collectively known as UTV decompositions. We include algorithms for the ULLV decomposition, which generalizes the ULV decomposition to a pair of matrices. For completeness a few algorithms for computation of the RRQR decomposition are also included. The software in this package can be used as is, or can be considered as templates for specialized implementations on signal processors and similar dedicated hardware platforms

Direction set based Algorithms for adaptive least squares problems improvements and innovations.

The main objective of this research is to provide a mathematically tractable solutions to the adaptive filtering problem by formulating the problem as an adaptive least squares problem. This approach follows the work of Chen (1998) in his study of direction-set based CDS) adaptive filtering algorithm. Through the said formulation, we relate the DS algorithm to a class of projection method. Objektif utama penyelidikan ini ialah untuk menyediakan penyelesaian matematik yang mudah runut kepada masalah penurasan adaptif dengan memfonnulasikan masalah tersebut sebagai masalah kuasa dua terkecil adaptif. Pendekatan ini rnengikut hasil kerja oleh Chen (1998) dalam kajian beliau tentang algoritma penurasan adaptif berasaskan 'direction-set' (DS). Melalui fornulasi tersebut, kami menghubungkaitkan algoritma DS kepada satu kelas kaedah unjuran. Secara khususnya, versi rnudah aigoritma itu, iaitu algoritma 'Euclidean direction search' (EDS) ditunjukkan mempunyai hubungkait dengan satu kelas kaedah berlelaran yang dipanggil kaedah 'relaxation'. Penernuan ini rnembolehkan kami menambahbaik algoritma EDS kepada 'accelerated EDS' eli mana satu parameter pemecutan diperkenalkan untuk rnengoptirnumkan saiz langkah sernasa setiap pencarian garis

Reports on industrial information technology. Vol. 12

The 12th volume of Reports on Industrial Information Technology presents some selected results of research achieved at the Institute of Industrial Information Technology during the last two years. These results have contributed to many cooperative projects with partners from academia and industry and cover current research interests including signal and image processing, pattern recognition, distributed systems, powerline communications, automotive applications, and robotics

Digital-Based Analog Processing in Nanoscale CMOS ICs for IoT Applications

L'abstract è presente nell'allegato / the abstract is in the attachmen

Building Rank-Revealing Factorizations with Randomization

This thesis describes a set of randomized algorithms for computing rank revealing factorizations of matrices. These algorithms are designed specifically to minimize the amount of data movement required, which is essential to high practical performance on modern computing hardware. The work presented builds on existing randomized algorithms for computing low-rank approximations to matrices, but essentially ex- tends the range of applicability of these methods by allowing for the efficient decomposition of matrices of any numerical rank, including full rank matrices. In contrast, existing methods worked well only when the numerical rank was substantially smaller than the dimensions of the matrix.The thesis describes algorithms for computing two of the most popular rank-revealing matrix decom- positions: the column pivoted QR (CPQR) decomposition, and the so called UTV decomposition that factors a given matrix A as A = UTV∗, where U and V have orthonormal columns and T is triangular. For each algorithm, the thesis presents algorithms that are tailored for different computing environments, including multicore shared memory processors, GPUs, distributed memory machines, and matrices that are stored on hard drives (“out of core”).The first chapter of the thesis consists of an introduction that provides context, reviews previous work in the field, and summarizes the key contributions. Beside the introduction, the thesis contains six additional chapters:Chapter 2 introduces a fully blocked algorithm HQRRP for computing a QR factorization with col- umn pivoting. The key to the full blocking of the algorithm lies in using randomized projections to create a low dimensional sketch of the data, where multiple good pivot columns may be cheaply computed. Nu- merical experiments show that HQRRP is several times faster than the classical algorithm for computing a column pivoted QR on a multicore machine, and the acceleration factor increases with the number of cores.Chapter 3 introduces randUTV, a randomized algorithm for computing a rank-revealing factorizationof the form A = UTV∗, where U and V are orthogonal and T is upper triangular. RandUTV uses random- ized methods to efficiently build U and V as approximations of the column and row spaces of A. The result is an algorithm that reveals rank nearly as well as the SVD and costs at most as much as a column pivoted QR.Chapter 4 provides optimized implementations for shared and distributed memory architectures. For shared memory, we show that formulating randUTV as an algorithm-by-blocks increases its efficiency in parallel. The fifth chapter implements randUTV on the GPU and augments the algorithm with an over- sampling technique to further increase the low rank approximation properties of the resulting factorization. Chapter 6 implements both randUTV and HQRRP for use with matrices stored out of core. It is shown that reorganizing HQRRP as a left-looking algorithm to reduce the number of writes to the drive is in the tested cases necessary for the scalability of the algorithm when using spinning disk storage. Finally, chapter 7 discusses an alternative use for randUTV as a nuclear norm estimator and measures the acceleration gained from trimming down the algorithm when only singular value estimates are required