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.

Maintaining centralised application systems : a cross-country, cross-sector, cross-platform comparison

Past studies of software maintenance issues have largely concentrated on the average North American firm. While they have made a substantial contribution to good information system management practice, it is believed that further segmentation of sample data and cross-country comparisons will help to identify patterns of behaviour more akin to many less average organizations in North America and elsewhere. This paper compares the Singapore maintenance scene with the reported North American experience. Comparisons are also made between: Government organizations, Singapore corporations and multinational corporations (MNCs); mainframe and minicomputer installations; and fourth-generation language (4GL) and non-4GL computer installations. Study findings, while in many cases were similar to earlier US studies, do show the importance of Singapore's young application portfolio, the widespread usage of 4GLs and the severe maintenance personnel problems.

A parallel solution to linear systems

Streaming SIMD Extensions (SSE) is a unique feature embedded in the Pentium III and IV classes of microprocessors. By fully exploiting SSE, parallel algorithms can be implemented on a standard personal computer and a theoretical speedup of four can be achieved. In this paper, we demonstrate the implementation of a parallel LU matrix decomposition algorithm for solving linear systems with SSE and discuss advantages and disadvantages of this approach based on our experimental study.

Use of virtual index for measuring efficiency of innovation systems : a cross-country study

In this study we propose a virtual index for measuring the relative innovativeness of countries. Using a multistage virtual benchmarking process, the best and rational benchmark is extracted for inefficient ISs. Furthermore, Tobit and Ordinary Least Squares (OLS) regression models are used to investigate the likelihood of changes in inefficiencies by investigating country-specific factors. The empirical results relating to the virtual benchmarking process suggest that the OLS regression model would better explain changes in the performance of innovation- inefficient countries.

Solving tri-diagonal linear systems using field programmable gate arrays

In this paper, we present the outcomes of a project on the exploration of the use of Field Programmable Gate Arrays(FPGAs) as co-processors for scientific computation. We designed a custom circuit for the pipelined solving of multiple tri-diagonal linear systems. The design is well suited for applications that require many independent tri diagonal system solves, such as finite difference methods for solving PDEs or applications utilising cubic spline interpolation. The selected solver algorithm was the Tri Diagonal Matrix Algorithm (TDMA or Thomas Algorithm). Our solver supports user specified precision thought the use of a custom floating point VHDL library supporting addition, subtraction, multiplication and division. The variable precision TDMA solver was tested for correctness in simulation mode. The TDMA pipeline was tested successfully in hardware using a simplified solver model. The details of implementation, the limitations, and future work are also discussed.

Solving tri-diagonal linear systems using field programmable gate arrays

In this paper, we present the outcomes of a project on the exploration of the use of Field Programmable Gate Arrays (FPGAs) as co-processors for scientific computation. We designed a custom circuit for the pipelined solving of multiple tri-diagonal linear systems. The design is well suited for applications that require many independent tri-diagonal system solves, such as finite difference methods for solving PDEs or applications utilising cubic spline interpolation. The selected solver algorithm was the Tri-Diagonal Matrix Algorithm (TDMA or Thomas Algorithm). Our solver supports user specified precision thought the use of a custom floating point VHDL library supporting addition, subtraction, multiplication and division. The variable precision TDMA solver was tested for correctness in simulation mode. The TDMA pipeline was tested successfully in hardware using a simplified solver model. The details of implementation, the limitations, and future work are also discussed.

Comparison of high level FPGA hardware design for solving tri-diagonal linear systems

Reconfigurable computing devices can increase the performance of compute intensive algorithms by implementing application specific co-processor architectures. The power cost for this performance gain is often an order of magnitude less than that of modern CPUs and GPUs. Exploiting the potential of reconfigurable devices such as Field-Programmable Gate Arrays (FPGAs) is typically a complex and tedious hardware engineering task. Re- cently the major FPGA vendors (Altera, and Xilinx) have released their own high-level design tools, which have great potential for rapid development of FPGA based custom accelerators. In this paper, we will evaluate Altera’s OpenCL Software Development Kit, and Xilinx’s Vivado High Level Sythesis tool. These tools will be compared for their per- formance, logic utilisation, and ease of development for the test case of a Tri-diagonal linear system solver.

On optimal control of constrained linear systems with imperfect state information and stochastic disturbances

We address the problem of finite horizon optimal control of discrete-time linear systems with input constraints and uncertainty. The uncertainty for the problem analysed is related to incomplete state information (output feedback) and stochastic disturbances. We analyse the complexities associated with finding optimal solutions. We also consider two suboptimal strategies that could be employed for larger optimization horizons.

Computational strategies for surface fitting using thin plate spline finite element methods

Thin plate spline finite element methods are used to fit a surface to an irregularly scattered dataset [S. Roberts, M. Hegland, and I. Altas. Approximation of a Thin Plate Spline Smoother using Continuous Piecewise Polynomial Functions. SIAM, 1:208--234, 2003]. The computational bottleneck for this algorithm is the solution of large, ill-conditioned systems of linear equations at each step of a generalised cross validation algorithm. Preconditioning techniques are investigated to accelerate the convergence of the solution of these systems using Krylov subspace methods. The preconditioners under consideration are block diagonal, block triangular and constraint preconditioners [M. Benzi, G. H. Golub, and J. Liesen. Numerical solution of saddle point problems. Acta Numer., 14:1--137, 2005]. The effectiveness of each of these preconditioners is examined on a sample dataset taken from a known surface. From our numerical investigation, constraint preconditioners appear to provide improved convergence for this surface fitting problem compared to block preconditioners.

Peer to peer English/Chinese cross-language information retrieval

Peer to peer systems have been widely used in the internet. However, most of the peer to peer information systems are still missing some of the important features, for example cross-language IR (Information Retrieval) and collection selection / fusion features. Cross-language IR is the state-of-art research area in IR research community. It has not been used in any real world IR systems yet. Cross-language IR has the ability to issue a query in one language and receive documents in other languages. In typical peer to peer environment, users are from multiple countries. Their collections are definitely in multiple languages. Cross-language IR can help users to find documents more easily. E.g. many Chinese researchers will search research papers in both Chinese and English. With Cross-language IR, they can do one query in Chinese and get documents in two languages. The Out Of Vocabulary (OOV) problem is one of the key research areas in crosslanguage information retrieval. In recent years, web mining was shown to be one of the effective approaches to solving this problem. However, how to extract Multiword Lexical Units (MLUs) from the web content and how to select the correct translations from the extracted candidate MLUs are still two difficult problems in web mining based automated translation approaches. Discovering resource descriptions and merging results obtained from remote search engines are two key issues in distributed information retrieval studies. In uncooperative environments, query-based sampling and normalized-score based merging strategies are well-known approaches to solve such problems. However, such approaches only consider the content of the remote database but do not consider the retrieval performance of the remote search engine. This thesis presents research on building a peer to peer IR system with crosslanguage IR and advance collection profiling technique for fusion features. Particularly, this thesis first presents a new Chinese term measurement and new Chinese MLU extraction process that works well on small corpora. An approach to selection of MLUs in a more accurate manner is also presented. After that, this thesis proposes a collection profiling strategy which can discover not only collection content but also retrieval performance of the remote search engine. Based on collection profiling, a web-based query classification method and two collection fusion approaches are developed and presented in this thesis. Our experiments show that the proposed strategies are effective in merging results in uncooperative peer to peer environments. Here, an uncooperative environment is defined as each peer in the system is autonomous. Peer like to share documents but they do not share collection statistics. This environment is a typical peer to peer IR environment. Finally, all those approaches are grouped together to build up a secure peer to peer multilingual IR system that cooperates through X.509 and email system.

Decision support system for contractor pre-qualification : artificial neural network model

The selection criteria for contractor pre-qualification are characterized by the co-existence of both quantitative and qualitative data. The qualitative data is non-linear, uncertain and imprecise. An ideal decision support system for contractor pre-qualification should have the ability of handling both quantitative and qualitative data, and of mapping the complicated nonlinear relationship of the selection criteria, such that rational and consistent decisions can be made. In this research paper, an artificial neural network model was developed to assist public clients identifying suitable contractors for tendering. The pre-qualification criteria (variables) were identified for the model. One hundred and twelve real pre-qualification cases were collected from civil engineering projects in Hong Kong, and eighty-eight hypothetical pre-qualification cases were also generated according to the “If-then” rules used by professionals in the pre-qualification process. The results of the analysis totally comply with current practice (public developers in Hong Kong). Each pre-qualification case consisted of input ratings for candidate contractors’ attributes and their corresponding pre-qualification decisions. The training of the neural network model was accomplished by using the developed program, in which a conjugate gradient descent algorithm was incorporated for improving the learning performance of the network. Cross-validation was applied to estimate the generalization errors based on the “re-sampling” of training pairs. The case studies show that the artificial neural network model is suitable for mapping the complicated nonlinear relationship between contractors’ attributes and their corresponding pre-qualification (disqualification) decisions. The artificial neural network model can be concluded as an ideal alternative for performing the contractor pre-qualification task.

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.

Prediction of cis/trans isomerization in proteins using PSI-BLAST profiles and secondary structure information

Background The majority of peptide bonds in proteins are found to occur in the trans conformation. However, for proline residues, a considerable fraction of Prolyl peptide bonds adopt the cis form. Proline cis/trans isomerization is known to play a critical role in protein folding, splicing, cell signaling and transmembrane active transport. Accurate prediction of proline cis/trans isomerization in proteins would have many important applications towards the understanding of protein structure and function. Results In this paper, we propose a new approach to predict the proline cis/trans isomerization in proteins using support vector machine (SVM). The preliminary results indicated that using Radial Basis Function (RBF) kernels could lead to better prediction performance than that of polynomial and linear kernel functions. We used single sequence information of different local window sizes, amino acid compositions of different local sequences, multiple sequence alignment obtained from PSI-BLAST and the secondary structure information predicted by PSIPRED. We explored these different sequence encoding schemes in order to investigate their effects on the prediction performance. The training and testing of this approach was performed on a newly enlarged dataset of 2424 non-homologous proteins determined by X-Ray diffraction method using 5-fold cross-validation. Selecting the window size 11 provided the best performance for determining the proline cis/trans isomerization based on the single amino acid sequence. It was found that using multiple sequence alignments in the form of PSI-BLAST profiles could significantly improve the prediction performance, the prediction accuracy increased from 62.8% with single sequence to 69.8% and Matthews Correlation Coefficient (MCC) improved from 0.26 with single local sequence to 0.40. Furthermore, if coupled with the predicted secondary structure information by PSIPRED, our method yielded a prediction accuracy of 71.5% and MCC of 0.43, 9% and 0.17 higher than the accuracy achieved based on the singe sequence information, respectively. Conclusion A new method has been developed to predict the proline cis/trans isomerization in proteins based on support vector machine, which used the single amino acid sequence with different local window sizes, the amino acid compositions of local sequence flanking centered proline residues, the position-specific scoring matrices (PSSMs) extracted by PSI-BLAST and the predicted secondary structures generated by PSIPRED. The successful application of SVM approach in this study reinforced that SVM is a powerful tool in predicting proline cis/trans isomerization in proteins and biological sequence analysis.

Chronological categorization and decomposition of customer loads

The majority of distribution utilities do not have accurate information on the constituents of their loads. This information is very useful in managing and planning the network, adequately and economically. Customer loads are normally categorized in three main sectors: 1) residential; 2) industrial; and 3) commercial. In this paper, penalized least-squares regression and Euclidean distance methods are developed for this application to identify and quantify the makeup of a feeder load with unknown sectors/subsectors. This process is done on a monthly basis to account for seasonal and other load changes. The error between the actual and estimated load profiles are used as a benchmark of accuracy. This approach has shown to be accurate in identifying customer types in unknown load profiles, and is used in cross-validation of the results and initial assumptions.