Zero attracting recursive least squares algorithms

The l1-norm sparsity constraint is a widely used technique for constructing sparse models. In this contribution, two zero-attracting recursive least squares algorithms, referred to as ZA-RLS-I and ZA-RLS-II, are derived by employing the l1-norm of parameter vector constraint to facilitate the model sparsity. In order to achieve a closed-form solution, the l1-norm of the parameter vector is approximated by an adaptively weighted l2-norm, in which the weighting factors are set as the inversion of the associated l1-norm of parameter estimates that are readily available in the adaptive learning environment. ZA-RLS-II is computationally more efficient than ZA-RLS-I by exploiting the known results from linear algebra as well as the sparsity of the system. The proposed algorithms are proven to converge, and adaptive sparse channel estimation is used to demonstrate the effectiveness of the proposed approach.

Diagonalization and Jordan Normal Form – motivation through Maple

Following an introduction to the diagonalization of matrices, one of the more difficult topics for students to grasp in linear algebra is the concept of Jordan normal form. In this note, we show how the important notions of diagonalization and Jordan normal form can be introduced and developed through the use of the computer algebra package Maple®.

Perturbation, extraction and refinement of invariant pairs for matrix polynomials

Generalizing the notion of an eigenvector, invariant subspaces are frequently used in the context of linear eigenvalue problems, leading to conceptually elegant and numerically stable formulations in applications that require the computation of several eigenvalues and/or eigenvectors. Similar benefits can be expected for polynomial eigenvalue problems, for which the concept of an invariant subspace needs to be replaced by the concept of an invariant pair. Little has been known so far about numerical aspects of such invariant pairs. The aim of this paper is to fill this gap. The behavior of invariant pairs under perturbations of the matrix polynomial is studied and a first-order perturbation expansion is given. From a computational point of view, we investigate how to best extract invariant pairs from a linearization of the matrix polynomial. Moreover, we describe efficient refinement procedures directly based on the polynomial formulation. Numerical experiments with matrix polynomials from a number of applications demonstrate the effectiveness of our extraction and refinement procedures.

Researcher development: the impact of undergraduate research opportunity programmes on students in the UK

Undergraduate research opportunity programmes (UROP) are common in North America where research has confirmed their benefits. These schemes are gaining ground in the UK, and this article provides evidence for how UK students are benefiting from the experience. Results suggest UROP makes a significant contribution to the research capabilities and confidence of participating students, boosting their understanding of both research and their own subjects. Whilst offering considerable benefits to student learning, there is no evidence that UROP schemes on their current small scale attract additional students to postgraduate research, since the majority that participate are already interested in postgraduate study. However, at an individual level, most students report increased confidence and appreciation of the realities of the research process, and desire to progress on to postgraduate study following the placement, indicating that schemes may have the potential to cultivate new research confidence and interest if expanded.

Communicability across evolving networks

Many natural and technological applications generate time ordered sequences of networks, defined over a fixed set of nodes; for example time-stamped information about ‘who phoned who’ or ‘who came into contact with who’ arise naturally in studies of communication and the spread of disease. Concepts and algorithms for static networks do not immediately carry through to this dynamic setting. For example, suppose A and B interact in the morning, and then B and C interact in the afternoon. Information, or disease, may then pass from A to C, but not vice versa. This subtlety is lost if we simply summarize using the daily aggregate network given by the chain A-B-C. However, using a natural definition of a walk on an evolving network, we show that classic centrality measures from the static setting can be extended in a computationally convenient manner. In particular, communicability indices can be computed to summarize the ability of each node to broadcast and receive information. The computations involve basic operations in linear algebra, and the asymmetry caused by time’s arrow is captured naturally through the non-mutativity of matrix-matrix multiplication. Illustrative examples are given for both synthetic and real-world communication data sets. We also discuss the use of the new centrality measures for real-time monitoring and prediction.

Random orthogonal matrix simulation

This paper introduces a method for simulating multivariate samples that have exact means, covariances, skewness and kurtosis. We introduce a new class of rectangular orthogonal matrix which is fundamental to the methodology and we call these matrices L matrices. They may be deterministic, parametric or data specific in nature. The target moments determine the L matrix then infinitely many random samples with the same exact moments may be generated by multiplying the L matrix by arbitrary random orthogonal matrices. This methodology is thus termed “ROM simulation”. Considering certain elementary types of random orthogonal matrices we demonstrate that they generate samples with different characteristics. ROM simulation has applications to many problems that are resolved using standard Monte Carlo methods. But no parametric assumptions are required (unless parametric L matrices are used) so there is no sampling error caused by the discrete approximation of a continuous distribution, which is a major source of error in standard Monte Carlo simulations. For illustration, we apply ROM simulation to determine the value-at-risk of a stock portfolio.

On rank, underdetermined systems and consistency

The concepts of rank, underdetermined systems and consistency in linear algebra are discussed in the context of a puzzle. The article begins with a specific example, moving on to a generalization of the example and then to the general n x n case. As well as providing a solution of the puzzle, the article aims to provide students with a greater understanding of these abstract ideas in linear algebra through the study of the puzzle.

Feedback design for regularizing descriptor systems

This paper surveys numerical techniques for the regularization of descriptor (generalized state-space) systems by proportional and derivative feedback. We review generalizations of controllability and observability to descriptor systems along with definitions of regularity and index in terms of the Weierstraß canonical form. Three condensed forms display the controllability and observability properties of a descriptor system. The condensed forms are obtained through orthogonal equivalence transformations and rank decisions, so they may be computed by numerically stable algorithms. In addition, the condensed forms display whether a descriptor system is regularizable, i.e., when the system pencil can be made to be regular by derivative and/or proportional output feedback, and, if so, what index can be achieved. Also included is a a new characterization of descriptor systems that can be made to be regular with index 1 by proportional and derivative output feedback.

On the stability radius of a generalized state-space system

The concept of “distance to instability” of a system matrix is generalized to system pencils which arise in descriptor (semistate) systems. Difficulties arise in the case of singular systems, because the pencil can be made unstable by an infinitesimal perturbation. It is necessary to measure the distance subject to restricted, or structured, perturbations. In this paper a suitable measure for the stability radius of a generalized state-space system is defined, and a computable expression for the distance to instability is derived for regular pencils of index less than or equal to one. For systems which are strongly controllable it is shown that this measure is related to the sensitivity of the poles of the system over all feedback matrices assigning the poles.

Minimum norm regularization of descriptor systems by mixed output feedback

We study the regularization problem for linear, constant coefficient descriptor systems Ex' = Ax+Bu, y1 = Cx, y2 = Γx' by proportional and derivative mixed output feedback. Necessary and sufficient conditions are given, which guarantee that there exist output feedbacks such that the closed-loop system is regular, has index at most one and E+BGΓ has a desired rank, i.e., there is a desired number of differential and algebraic equations. To resolve the freedom in the choice of the feedback matrices we then discuss how to obtain the desired regularizing feedback of minimum norm and show that this approach leads to useful results in the sense of robustness only if the rank of E is decreased. Numerical procedures are derived to construct the desired feedback gains. These numerical procedures are based on orthogonal matrix transformations which can be implemented in a numerically stable way.

Regularization of time-varying descriptor systems by the asvd

We study linear variable coefficient control problems in descriptor form. Based on a behaviour approach and the general theory for linear differential algebraic systems we give the theoretical analysis and describe numerically stable methods to determine the structural properties of the system.