A numerical study of large sparse matrix exponentials arising in Markov chains

Krylov subspace techniques have been shown to yield robust methods for the numerical computation of large sparse matrix exponentials and especially the transient solutions of Markov Chains. The attractiveness of these methods results from the fact that they allow us to compute the action of a matrix exponential operator on an operand vector without having to compute, explicitly, the matrix exponential in isolation. In this paper we compare a Krylov-based method with some of the current approaches used for computing transient solutions of Markov chains. After a brief synthesis of the features of the methods used, wide-ranging numerical comparisons are performed on a power challenge array supercomputer on three different models. (C) 1999 Elsevier Science B.V. All rights reserved.AMS Classification: 65F99; 65L05; 65U05.

Population pharmacokinetics of perhexiline from very sparse, routine monitoring data

Using NONMEM, the population pharmacokinetics of perhexiline were studied in 88 patients (34 F, 54 M) who were being treated for refractory angina. Their mean +/- SD (range) age was 75 +/- 9.9 years (46-92), and the length of perhexiline treatment was 56 +/- 77 weeks (0.3-416). The sampling time after a dose was 14.1 +/- 21.4 hours (0.5-200), and the perhexiline plasma concentrations were 0.39 +/- 0.32 mg/L (0.03-1.56). A one-compartment model with first-order absorption was fitted to the data using the first-order (FO) approximation. The best model contained 2 subpopulations (obtained via the $MIXTURE subroutine) of 77 subjects (subgroup A) and 11 subjects (subgroup B) that had typical values for clearance (CL/F) of 21.8 L/h and 2.06 L/h, respectively. The volumes of distribution (V/F) were 1470 L and 260 L, respectively, which suggested a reduction in presystemic metabolism in subgroup B. The interindividual variability (CV%) was modeled logarithmically and for CL/F ranged from 69.1% (subgroup A) to 86.3% (subgroup B). The interindividual variability in V/F was 111%. The residual variability unexplained by the population model was 28.2%. These results confirm and extend the existing pharmacokinetic data on perhexiline, especially the bimodal distribution of CL/F manifested via an inherited deficiency in hepatic and extrahepatic CYP2D6 activity.

An augmented Lanczos algorithm for the efficient computation of a dot-product of a function of a large sparse symmetric matrix

The Lanczos algorithm is appreciated in many situations due to its speed. and economy of storage. However, the advantage that the Lanczos basis vectors need not be kept is lost when the algorithm is used to compute the action of a matrix function on a vector. Either the basis vectors need to be kept, or the Lanczos process needs to be applied twice. In this study we describe an augmented Lanczos algorithm to compute a dot product relative to a function of a large sparse symmetric matrix, without keeping the basis vectors.

Comparison of three commercial sparse-matrix crystallization screens

Sparse-matrix sampling using commercially available crystallization screen kits has become the most popular way of determining the preliminary crystallization conditions for macromolecules. In this study, the efficiency of three commercial screening kits, Crystal Screen and Crystal Screen 2 (Hampton Research), Wizard Screens I and II (Emerald BioStructures) and Personal Structure Screens 1 and 2 (Molecular Dimensions), has been compared using a set of 19 diverse proteins. 18 proteins yielded crystals using at least one crystallization screen. Surprisingly, Crystal Screens and Personal Structure Screens showed dramatically different results, although most of the crystallization formulations are identical as listed by the manufacturers. Higher molecular weight polyethylene glycols and mixed precipitants were found to be the most effective precipitants in this study.

Enhanced detection-guided NLMS estimation of sparse FIR-modeled signal channels

In various signal-channel-estimation problems, the channel being estimated may be well approximated by a discrete finite impulse response (FIR) model with sparsely separated active or nonzero taps. A common approach to estimating such channels involves a discrete normalized least-mean-square (NLMS) adaptive FIR filter, every tap of which is adapted at each sample interval. Such an approach suffers from slow convergence rates and poor tracking when the required FIR filter is "long." Recently, NLMS-based algorithms have been proposed that employ least-squares-based structural detection techniques to exploit possible sparse channel structure and subsequently provide improved estimation performance. However, these algorithms perform poorly when there is a large dynamic range amongst the active taps. In this paper, we propose two modifications to the previous algorithms, which essentially remove this limitation. The modifications also significantly improve the applicability of the detection technique to structurally time varying channels. Importantly, for sparse channels, the computational cost of the newly proposed detection-guided NLMS estimator is only marginally greater than that of the standard NLMS estimator. Simulations demonstrate the favourable performance of the newly proposed algorithm. © 2006 IEEE.

Constructing internationally comparable real income aggregates by combining sparse benchmark data with annual national accounts data: A state-space approach

The importance of availability of comparable real income aggregates and their components to applied economic research is highlighted by the popularity of the Penn World Tables. Any methodology designed to achieve such a task requires the combination of data from several sources. The first is purchasing power parities (PPP) data available from the International Comparisons Project roughly every five years since the 1970s. The second is national level data on a range of variables that explain the behaviour of the ratio of PPP to market exchange rates. The final source of data is the national accounts publications of different countries which include estimates of gross domestic product and various price deflators. In this paper we present a method to construct a consistent panel of comparable real incomes by specifying the problem in state-space form. We present our completed work as well as briefly indicate our work in progress.

A wavelet-based adaptive technique for adsorption problems involving steep gradients

A general, fast wavelet-based adaptive collocation method is formulated for heat and mass transfer problems involving a steep moving profile of the dependent variable. The technique of grid adaptation is based on sparse point representation (SPR). The method is applied and tested for the case of a gas–solid non-catalytic reaction in a porous solid at high Thiele modulus. Accurate and convergent steep profiles are obtained for Thiele modulus as large as 100 for the case of slab and found to match the analytical solution.

The Scientific Basis for High-Intensity Interval Training: Optimising Training Programmes and Maximising Performance in Highly Trained Endurance Athletes

While the physiological adaptations that occur following endurance training in previously sedentary and recreationally active individuals are relatively well understood, the adaptations to training in already highly trained endurance athletes remain unclear. While significant improvements in endurance performance and corresponding physiological markers are evident following submaximal endurance training in sedentary and recreationally active groups, an additional increase in submaximal training (i.e. volume) in highly trained individuals does not appear to further enhance either endurance performance or associated physiological variables [e.g. peak oxygen uptake (V-dot O2peak), oxidative enzyme activity]. It seems that, for athletes who are already trained, improvements in endurance performance can be achieved only through high-intensity interval training (HIT). The limited research which has examined changes in muscle enzyme activity in highly trained athletes, following HIT, has revealed no change in oxidative or glycolytic enzyme activity, despite significant improvements in endurance performance (p < 0.05). Instead, an increase in skeletal muscle buffering capacity may be one mechanism responsible for an improvement in endurance performance. Changes in plasma volume, stroke volume, as well as muscle cation pumps, myoglobin, capillary density and fibre type characteristics have yet to be investigated in response to HIT with the highly trained athlete. Information relating to HIT programme optimisation in endurance athletes is also very sparse. Preliminary work using the velocity at which V-dot O2max is achieved (Vmax) as the interval intensity, and fractions (50 to 75%) of the time to exhaustion at Vmax (Tmax) as the interval duration has been successful in eliciting improvements in performance in long-distance runners. However, Vmax and Tmax have not been used with cyclists. Instead, HIT programme optimisation research in cyclists has revealed that repeated supramaximal sprinting may be equally effective as more traditional HIT programmes for eliciting improvements in endurance performance. Further examination of the biochemical and physiological adaptations which accompany different HIT programmes, as well as investigation into the optimal HIT programme for eliciting performance enhancements in highly trained athletes is required.

Parameter setting and statistical learning

Three main models of parameter setting have been proposed: the Variational model proposed by Yang (2002; 2004), the Structured Acquisition model endorsed by Baker (2001; 2005), and the Very Early Parameter Setting (VEPS) model advanced by Wexler (1998). The VEPS model contends that parameters are set early. The Variational model supposes that children employ statistical learning mechanisms to decide among competing parameter values, so this model anticipates delays in parameter setting when critical input is sparse, and gradual setting of parameters. On the Structured Acquisition model, delays occur because parameters form a hierarchy, with higher-level parameters set before lower-level parameters. Assuming that children freely choose the initial value, children sometimes will miss-set parameters. However when that happens, the input is expected to trigger a precipitous rise in one parameter value and a corresponding decline in the other value. We will point to the kind of child language data that is needed in order to adjudicate among these competing models.

Traditional architecture in the Pacific

Architecture of the Pacific covers a region of more than third of the earth’s surface. The sparse Pacific population spreads over some 30 000 islands, which graduate in size from small atolls to the largest island, Australia, a continent. Pacific architecture can be studied as four cultural units: Micronesia, Polynesia, Melanesia, and Australasia (Australia and New Zealand). While many of the islands of Micronesia lie above the Equator, the remaining Pacific islands are in the southern hemisphere. With the exception of Australia, most of the islands have a warm and humid tropical climate with high rainfalls and lush vegetation. Some islands lie in the cyclonic and earthquake belts. Two distinct racial groups settled the region. The indigenous people, the Micronesians, Melanesians, Polynesians, Australian Aborigines and New Zealand Maoris, migrated from Asia thousands of years ago. The second group, the recent immigrants, were Europeans, who occupied the region during the last two centuries, and pockets of Asians brought in by colonial administrations as labourers during the early twentieth century.

A master equation model for bimolecular reaction via multi-well isomerization intermediates

A reversible linear master equation model is presented for pressure- and temperature-dependent bimolecular reactions proceeding via multiple long-lived intermediates. This kinetic treatment, which applies when the reactions are measured under pseudo-first-order conditions, facilitates accurate and efficient simulation of the time dependence of the populations of reactants, intermediate species and products. Detailed exploratory calculations have been carried out to demonstrate the capabilities of the approach, with applications to the bimolecular association reaction C3H6 + H reversible arrow C3H7 and the bimolecular chemical activation reaction C2H2 +(CH2)-C-1--> C3H3+H. The efficiency of the method can be dramatically enhanced through use of a diffusion approximation to the master equation, and a methodology for exploiting the sparse structure of the resulting rate matrix is established.