Krylov subspace methods for approximating functions of symmetric positive definite matrices with applications to applied statistics and anomalous diffusion

Matrix function approximation is a current focus of worldwide interest and finds application in a variety of areas of applied mathematics and statistics. In this thesis we focus on the approximation of A^(-α/2)b, where A ∈ ℝ^(n×n) is a large, sparse symmetric positive definite matrix and b ∈ ℝ^n is a vector. In particular, we will focus on matrix function techniques for sampling from Gaussian Markov random fields in applied statistics and the solution of fractional-in-space partial differential equations. Gaussian Markov random fields (GMRFs) are multivariate normal random variables characterised by a sparse precision (inverse covariance) matrix. GMRFs are popular models in computational spatial statistics as the sparse structure can be exploited, typically through the use of the sparse Cholesky decomposition, to construct fast sampling methods. It is well known, however, that for sufficiently large problems, iterative methods for solving linear systems outperform direct methods. Fractional-in-space partial differential equations arise in models of processes undergoing anomalous diffusion. Unfortunately, as the fractional Laplacian is a non-local operator, numerical methods based on the direct discretisation of these equations typically requires the solution of dense linear systems, which is impractical for fine discretisations. In this thesis, novel applications of Krylov subspace approximations to matrix functions for both of these problems are investigated. Matrix functions arise when sampling from a GMRF by noting that the Cholesky decomposition A = LL^T is, essentially, a `square root' of the precision matrix A. Therefore, we can replace the usual sampling method, which forms x = L^(-T)z, with x = A^(-1/2)z, where z is a vector of independent and identically distributed standard normal random variables. Similarly, the matrix transfer technique can be used to build solutions to the fractional Poisson equation of the form ϕn = A^(-α/2)b, where A is the finite difference approximation to the Laplacian. Hence both applications require the approximation of f(A)b, where f(t) = t^(-α/2) and A is sparse. In this thesis we will compare the Lanczos approximation, the shift-and-invert Lanczos approximation, the extended Krylov subspace method, rational approximations and the restarted Lanczos approximation for approximating matrix functions of this form. A number of new and novel results are presented in this thesis. Firstly, we prove the convergence of the matrix transfer technique for the solution of the fractional Poisson equation and we give conditions by which the finite difference discretisation can be replaced by other methods for discretising the Laplacian. We then investigate a number of methods for approximating matrix functions of the form A^(-α/2)b and investigate stopping criteria for these methods. In particular, we derive a new method for restarting the Lanczos approximation to f(A)b. We then apply these techniques to the problem of sampling from a GMRF and construct a full suite of methods for sampling conditioned on linear constraints and approximating the likelihood. Finally, we consider the problem of sampling from a generalised Matern random field, which combines our techniques for solving fractional-in-space partial differential equations with our method for sampling from GMRFs.

Krylov subspace approximations for the exponential Euler method: Error estimates and the harmonic Ritz approximant

We study Krylov subspace methods for approximating the matrix-function vector product φ(tA)b where φ(z) = [exp(z) - 1]/z. This product arises in the numerical integration of large stiff systems of differential equations by the Exponential Euler Method, where A is the Jacobian matrix of the system. Recently, this method has found application in the simulation of transport phenomena in porous media within mathematical models of wood drying and groundwater flow. We develop an a posteriori upper bound on the Krylov subspace approximation error and provide a new interpretation of a previously published error estimate. This leads to an alternative Krylov approximation to φ(tA)b, the so-called Harmonic Ritz approximant, which we find does not exhibit oscillatory behaviour of the residual error.

A Krylov-based finite state projection algorithm for solving the chemical master equation arising in the discrete modelling of biological systems

Biochemical reactions underlying genetic regulation are often modelled as a continuous-time, discrete-state, Markov process, and the evolution of the associated probability density is described by the so-called chemical master equation (CME). However the CME is typically difficult to solve, since the state-space involved can be very large or even countably infinite. Recently a finite state projection method (FSP) that truncates the state-space was suggested and shown to be effective in an example of a model of the Pap-pili epigenetic switch. However in this example, both the model and the final time at which the solution was computed, were relatively small. Presented here is a Krylov FSP algorithm based on a combination of state-space truncation and inexact matrix-vector product routines. This allows larger-scale models to be studied and solutions for larger final times to be computed in a realistic execution time. Additionally the new method computes the solution at intermediate times at virtually no extra cost, since it is derived from Krylov-type methods for computing matrix exponentials. For the purpose of comparison the new algorithm is applied to the model of the Pap-pili epigenetic switch, where the original FSP was first demonstrated. Also the method is applied to a more sophisticated model of regulated transcription. Numerical results indicate that the new approach is significantly faster and extendable to larger biological models.

Jacobian-free Newton-Krylov methods with GPU acceleration for computing nonlinear ship wave patterns

The nonlinear problem of steady free-surface flow past a submerged source is considered as a case study for three-dimensional ship wave problems. Of particular interest is the distinctive wedge-shaped wave pattern that forms on the surface of the fluid. By reformulating the governing equations with a standard boundary-integral method, we derive a system of nonlinear algebraic equations that enforce a singular integro-differential equation at each midpoint on a two-dimensional mesh. Our contribution is to solve the system of equations with a Jacobian-free Newton-Krylov method together with a banded preconditioner that is carefully constructed with entries taken from the Jacobian of the linearised problem. Further, we are able to utilise graphics processing unit acceleration to significantly increase the grid refinement and decrease the run-time of our solutions in comparison to schemes that are presently employed in the literature. Our approach provides opportunities to explore the nonlinear features of three-dimensional ship wave patterns, such as the shape of steep waves close to their limiting configuration, in a manner that has been possible in the two-dimensional analogue for some time.

Hypercapitalism:Political economy, electric identity, and authorial alienation

Hypercapitalism, with its "knowledge economy", is the form of capitalism under which thought itself is produced, commodified, and exchanged within the globally integrated system of communication technologies. As such, hypercapitalism may be seen as not so much a revolution, but rather an evolution: the progressively thorough, inexorable totalisation of social relations by Capital. The study on which this paper is based synthesises the sociological perspectives of Marx (1970, 1844/1975, 1846/1972, 1976, 1978, 1981) and Adorno (1951/1974, 1991; Horkheimer & Adorno, 1944/1998), and the Critical Discourse perspectives of Fairclough (1989, 1992) and Lemke (1995) to argue that alienated thought and language are the fundamental, irreducible commodity-forms of Cybersociety’s knowledge economy.

A Numerical Solution Using an Adaptively Preconditioned Lanczos Method for a Class of Linear Systems Related with the Fractional Poisson Equation

This study considers the solution of a class of linear systems related with the fractional Poisson equation (FPE) (−∇2)α/2φ=g(x,y) with nonhomogeneous boundary conditions on a bounded domain. A numerical approximation to FPE is derived using a matrix representation of the Laplacian to generate a linear system of equations with its matrix A raised to the fractional power α/2. The solution of the linear system then requires the action of the matrix function f(A)=A−α/2 on a vector b. For large, sparse, and symmetric positive definite matrices, the Lanczos approximation generates f(A)b≈β0Vmf(Tm)e1. This method works well when both the analytic grade of A with respect to b and the residual for the linear system are sufficiently small. Memory constraints often require restarting the Lanczos decomposition; however this is not straightforward in the context of matrix function approximation. In this paper, we use the idea of thick-restart and adaptive preconditioning for solving linear systems to improve convergence of the Lanczos approximation. We give an error bound for the new method and illustrate its role in solving FPE. Numerical results are provided to gauge the performance of the proposed method relative to exact analytic solutions.

A study and comparison of multimedia Web searching : 1997-2006

Searching for multimedia is an important activity for users of Web search engines. Studying user's interactions with Web search engine multimedia buttons, including image, audio, and video, is important for the development of multimedia Web search systems. This article provides results from a Weblog analysis study of multimedia Web searching by Dogpile users in 2006. The study analyzes the (a) duration, size, and structure of Web search queries and sessions; (b) user demographics; (c) most popular multimedia Web searching terms; and (d) use of advanced Web search techniques including Boolean and natural language. The current study findings are compared with results from previous multimedia Web searching studies. The key findings are: (a) Since 1997, image search consistently is the dominant media type searched followed by audio and video; (b) multimedia search duration is still short (>50% of searching episodes are <1 min), using few search terms; (c) many multimedia searches are for information about people, especially in audio search; and (d) multimedia search has begun to shift from entertainment to other categories such as medical, sports, and technology (based on the most repeated terms). Implications for design of Web multimedia search engines are discussed.

Confidence to cook vegetables and the buying habits of Australian households

Cooking skills are emphasized in nutrition promotion but their distribution among population subgroups and relationship to dietary behavior is researched by few population-based studies. This study examined the relationships between confidence to cook, sociodemographic characteristics, and household vegetable purchasing. This cross-sectional study of 426 randomly selected households in Brisbane, Australia, used a validated questionnaire to assess household vegetable purchasing habits and the confidence to cook of the person who most often prepares food for these households. The mutually adjusted odds ratios (ORs) of lacking confidence to cook were assessed across a range of demographic subgroups using multiple logistic regression models. Similarly, mutually adjusted mean vegetable purchasing scores were calculated using multiple linear regression for different population groups and for respondents with varying confidence levels. Lacking confidence to cook using a variety of techniques was more common among respondents with less education (OR 3.30; 95% confidence interval [CI] 1.01 to 10.75) and was less common among respondents who lived with minors (OR 0.22; 95% CI 0.09 to 0.53) and other adults (OR 0.43; 95% CI 0.24 to 0.78). Lack of confidence to prepare vegetables was associated with being male (OR 2.25; 95% CI 1.24 to 4.08), low education (OR 6.60; 95% CI 2.08 to 20.91), lower household income (OR 2.98; 95% CI 1.02 to 8.72) and living with other adults (OR 0.53; 95% CI 0.29 to 0.98). Households bought a greater variety of vegetables on a regular basis when the main chef was confident to prepare them (difference: 18.60; 95% CI 14.66 to 22.54), older (difference: 8.69; 95% CI 4.92 to 12.47), lived with at least one other adult (difference: 5.47; 95% CI 2.82 to 8.12) or at least one minor (difference: 2.86; 95% CI 0.17 to 5.55). Cooking skills may contribute to socioeconomic dietary differences, and may be a useful strategy for promoting fruit and vegetable consumption, particularly among socioeconomically disadvantaged groups.

Microphone array shape calibration in diffuse noise fields

This correspondence presents a microphone array shape calibration procedure for diffuse noise environments. The procedure estimates intermicrophone distances by fitting the measured noise coherence with its theoretical model and then estimates the array geometry using classical multidimensional scaling. The technique is validated on noise recordings from two office environments.

Computer vision onboard UAVs for civilian tasks

Computer vision is much more than a technique to sense and recover environmental information from an UAV. It should play a main role regarding UAVs’ functionality because of the big amount of information that can be extracted, its possible uses and applications, and its natural connection to human driven tasks, taking into account that vision is our main interface to world understanding. Our current research’s focus lays on the development of techniques that allow UAVs to maneuver in spaces using visual information as their main input source. This task involves the creation of techniques that allow an UAV to maneuver towards features of interest whenever a GPS signal is not reliable or sufficient, e.g. when signal dropouts occur (which usually happens in urban areas, when flying through terrestrial urban canyons or when operating on remote planetary bodies), or when tracking or inspecting visual targets—including moving ones—without knowing their exact UMT coordinates. This paper also investigates visual serving control techniques that use velocity and position of suitable image features to compute the references for flight control. This paper aims to give a global view of the main aspects related to the research field of computer vision for UAVs, clustered in four main active research lines: visual serving and control, stereo-based visual navigation, image processing algorithms for detection and tracking, and visual SLAM. Finally, the results of applying these techniques in several applications are presented and discussed: this study will encompass power line inspection, mobile target tracking, stereo distance estimation, mapping and positioning.