Fixed-rank matrix factorizations and Riemannian low-rank optimization

Motivated by the problem of learning a linear regression model whose parameter is a large fixed-rank non-symmetric matrix, we consider the optimization of a smooth cost function defined on the set of fixed-rank matrices. We adopt the geometric framework of optimization on Riemannian quotient manifolds. We study the underlying geometries of several well-known fixed-rank matrix factorizations and then exploit the Riemannian quotient geometry of the search space in the design of a class of gradient descent and trust-region algorithms. The proposed algorithms generalize our previous results on fixed-rank symmetric positive semidefinite matrices, apply to a broad range of applications, scale to high-dimensional problems, and confer a geometric basis to recent contributions on the learning of fixed-rank non-symmetric matrices. We make connections with existing algorithms in the context of low-rank matrix completion and discuss the usefulness of the proposed framework. Numerical experiments suggest that the proposed algorithms compete with state-of-the-art algorithms and that manifold optimization offers an effective and versatile framework for the design of machine learning algorithms that learn a fixed-rank matrix. © 2013 Springer-Verlag Berlin Heidelberg.

Mass chains with passive interconnection: Complex iterative maps and scalability

This paper introduces the problem of passive control of a chain of N identical masses in which there is an identical passive connection between neighbouring masses and a similar connection to a movable point. The problem arises in the design of multi-storey buildings which are subjected to earthquake disturbances, but applies in other situations, for example vehicle platoons. The paper will study the scalar transfer functions from the disturbance to a given intermass displacement. It will be shown that these transfer functions can be conveniently represented in the form of complex iterative maps and that these maps provide a method to establish boundedness in N of the H ∞-norm of these transfer functions for certain choices of interconnection impedance. © 2013 IEEE.