Computing the Exponential of Large Block-Triangular Block-Toeplitz Matrices Encountered in Fluid Queues

The Erlangian approximation of Markovian fluid queues leads to the problem of computing the matrix exponential of a subgenerator having a block-triangular, block-Toeplitz structure. To this end, we propose some algorithms which exploit the Toeplitz structure and the properties of generators. Such algorithms allow to compute the exponential of very large matrices, which would otherwise be untreatable with standard methods. We also prove interesting decay properties of the exponential of a generator having a block-triangular, block-Toeplitz structure

Extension of SBL Algorithms for the Recovery of Block Sparse Signals with Intra-Block Correlation

We examine the recovery of block sparse signals and extend the framework in two important directions; one by exploiting signals' intra-block correlation and the other by generalizing signals' block structure. We propose two families of algorithms based on the framework of block sparse Bayesian learning (BSBL). One family, directly derived from the BSBL framework, requires knowledge of the block structure. Another family, derived from an expanded BSBL framework, is based on a weaker assumption on the block structure, and can be used when the block structure is completely unknown. Using these algorithms we show that exploiting intra-block correlation is very helpful in improving recovery performance. These algorithms also shed light on how to modify existing algorithms or design new ones to exploit such correlation and improve performance.Comment: Matlab codes can be downloaded at: https://sites.google.com/site/researchbyzhang/bsbl, or http://dsp.ucsd.edu/~zhilin/BSBL.htm

The block structure spaces of real projective spaces and orthogonal calculus of functors

Given a compact manifold X, the set of simple manifold structures on X x \Delta^k relative to the boundary can be viewed as the k-th homotopy group of a space \S^s (X). This space is called the block structure space of X. We study the block structure spaces of real projective spaces. Generalizing Wall's join construction we show that there is a functor from the category of finite dimensional real vector spaces with inner product to the category of pointed spaces which sends the vector space V to the block structure space of the projective space of V. We study this functor from the point of view of orthogonal calculus of functors; we show that it is polynomial of degree <= 1 in the sense of orthogonal calculus. This result suggests an attractive description of the block structure space of the infinite dimensional real projective space via the Taylor tower of orthogonal calculus. This space is defined as a colimit of block structure spaces of projective spaces of finite-dimensional real vector spaces and is closely related to some automorphisms spaces of real projective spaces.Comment: corrected version, 32 pages, published in Transactions of the AMS at http://www.ams.org/tran/2007-359-01/S0002-9947-06-04180-8