91 research outputs found
Edge-enhancing Filters with Negative Weights
In [DOI:10.1109/ICMEW.2014.6890711], a graph-based denoising is performed by
projecting the noisy image to a lower dimensional Krylov subspace of the graph
Laplacian, constructed using nonnegative weights determined by distances
between image data corresponding to image pixels. We~extend the construction of
the graph Laplacian to the case, where some graph weights can be negative.
Removing the positivity constraint provides a more accurate inference of a
graph model behind the data, and thus can improve quality of filters for
graph-based signal processing, e.g., denoising, compared to the standard
construction, without affecting the costs.Comment: 5 pages; 6 figures. Accepted to IEEE GlobalSIP 2015 conferenc
Angles between subspaces and their tangents
Principal angles between subspaces (PABS) (also called canonical angles)
serve as a classical tool in mathematics, statistics, and applications, e.g.,
data mining. Traditionally, PABS are introduced via their cosines. The cosines
and sines of PABS are commonly defined using the singular value decomposition.
We utilize the same idea for the tangents, i.e., explicitly construct matrices,
such that their singular values are equal to the tangents of PABS, using
several approaches: orthonormal and non-orthonormal bases for subspaces, as
well as projectors. Such a construction has applications, e.g., in analysis of
convergence of subspace iterations for eigenvalue problems.Comment: 15 pages, 1 figure, 2 tables. Accepted to Journal of Numerical
Mathematic
Sparse preconditioning for model predictive control
We propose fast O(N) preconditioning, where N is the number of gridpoints on
the prediction horizon, for iterative solution of (non)-linear systems
appearing in model predictive control methods such as forward-difference
Newton-Krylov methods. The Continuation/GMRES method for nonlinear model
predictive control, suggested by T. Ohtsuka in 2004, is a specific application
of the Newton-Krylov method, which uses the GMRES iterative algorithm to solve
a forward difference approximation of the optimality equations on every time
step.Comment: 6 pages, 5 figures, to appear in proceedings of the American Control
Conference 2016, July 6-8, Boston, MA, USA. arXiv admin note: text overlap
with arXiv:1509.0286
Preconditioned warm-started Newton-Krylov methods for MPC with discontinuous control
We present Newton-Krylov methods for efficient numerical solution of optimal
control problems arising in model predictive control, where the optimal control
is discontinuous. As in our earlier work, preconditioned GMRES practically
results in an optimal complexity, where is a discrete horizon
length. Effects of a warm-start, shifting along the predictive horizon, are
numerically investigated. The~method is tested on a classical double integrator
example of a minimum-time problem with a known bang-bang optimal control.Comment: 8 pages, 10 figures, to appear in Proceedings SIAM Conference on
Control and Its Applications, July 10-12, 2017, Pittsburgh, PA, US
Preconditioned Spectral Clustering for Stochastic Block Partition Streaming Graph Challenge
Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) is
demonstrated to efficiently solve eigenvalue problems for graph Laplacians that
appear in spectral clustering. For static graph partitioning, 10-20 iterations
of LOBPCG without preconditioning result in ~10x error reduction, enough to
achieve 100% correctness for all Challenge datasets with known truth
partitions, e.g., for graphs with 5K/.1M (50K/1M) Vertices/Edges in 2 (7)
seconds, compared to over 5,000 (30,000) seconds needed by the baseline Python
code. Our Python code 100% correctly determines 98 (160) clusters from the
Challenge static graphs with 0.5M (2M) vertices in 270 (1,700) seconds using
10GB (50GB) of memory. Our single-precision MATLAB code calculates the same
clusters at half time and memory. For streaming graph partitioning, LOBPCG is
initiated with approximate eigenvectors of the graph Laplacian already computed
for the previous graph, in many cases reducing 2-3 times the number of required
LOBPCG iterations, compared to the static case. Our spectral clustering is
generic, i.e. assuming nothing specific of the block model or streaming, used
to generate the graphs for the Challenge, in contrast to the base code.
Nevertheless, in 10-stage streaming comparison with the base code for the 5K
graph, the quality of our clusters is similar or better starting at stage 4 (7)
for emerging edging (snowballing) streaming, while the computations are over
100-1000 faster.Comment: 6 pages. To appear in Proceedings of the 2017 IEEE High Performance
Extreme Computing Conference. Student Innovation Award Streaming Graph
Challenge: Stochastic Block Partition, see
http://graphchallenge.mit.edu/champion
Preconditioned Locally Harmonic Residual Method for Computing Interior Eigenpairs of Certain Classes of Hermitian Matrices
We propose a Preconditioned Locally Harmonic Residual (PLHR) method for
computing several interior eigenpairs of a generalized Hermitian eigenvalue
problem, without traditional spectral transformations, matrix factorizations,
or inversions. PLHR is based on a short-term recurrence, easily extended to a
block form, computing eigenpairs simultaneously. PLHR can take advantage of
Hermitian positive definite preconditioning, e.g., based on an approximate
inverse of an absolute value of a shifted matrix, introduced in [SISC, 35
(2013), pp. A696-A718]. Our numerical experiments demonstrate that PLHR is
efficient and robust for certain classes of large-scale interior eigenvalue
problems, involving Laplacian and Hamiltonian operators, especially if memory
requirements are tight
Signal reconstruction via operator guiding
Signal reconstruction from a sample using an orthogonal projector onto a
guiding subspace is theoretically well justified, but may be difficult to
practically implement. We propose more general guiding operators, which
increase signal components in the guiding subspace relative to those in a
complementary subspace, e.g., iterative low-pass edge-preserving filters for
super-resolution of images. Two examples of super-resolution illustrate our
technology: a no-flash RGB photo guided using a high resolution flash RGB
photo, and a depth image guided using a high resolution RGB photo.Comment: 5 pages, 8 figures. To appear in Proceedings of SampTA 2017: Sampling
Theory and Applications, 12th International Conference, July 3-7, 2017,
Tallinn, Estoni
Accelerated graph-based nonlinear denoising filters
Denoising filters, such as bilateral, guided, and total variation filters,
applied to images on general graphs may require repeated application if noise
is not small enough. We formulate two acceleration techniques of the resulted
iterations: conjugate gradient method and Nesterov's acceleration. We
numerically show efficiency of the accelerated nonlinear filters for image
denoising and demonstrate 2-12 times speed-up, i.e., the acceleration
techniques reduce the number of iterations required to reach a given peak
signal-to-noise ratio (PSNR) by the above indicated factor of 2-12.Comment: 10 pages, 6 figures, to appear in Procedia Computer Science, vol.80,
2016, International Conference on Computational Science, San Diego, CA, USA,
June 6-8, 201
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