Problems in Algebraic Vision

Thesis (Ph.D.)--University of Washington, 2016-08

Tile-Based Two-Dimensional Phase Unwrapping for Digital Holography Using a Modular Framework

A variety of physical and biomedical imaging techniques, such as digital holography, interferometric synthetic aperture radar (InSAR), or magnetic resonance imaging (MRI) enable measurement of the phase of a physical quantity additionally to its amplitude. However, the phase can commonly only be measured modulo 2π, as a so called wrapped phase map. Phase unwrapping is the process of obtaining the underlying physical phase map from the wrapped phase. Tile-based phase unwrapping algorithms operate by first tessellating the phase map, then unwrapping individual tiles, and finally merging them to a continuous phase map. They can be implemented computationally efficiently and are robust to noise. However, they are prone to failure in the presence of phase residues or erroneous unwraps of single tiles. We tried to overcome these shortcomings by creating novel tile unwrapping and merging algorithms as well as creating a framework that allows to combine them in modular fashion. To increase the robustness of the tile unwrapping step, we implemented a model-based algorithm that makes efficient use of linear algebra to unwrap individual tiles. Furthermore, we adapted an established pixel-based unwrapping algorithm to create a quality guided tile merger. These original algorithms as well as previously existing ones were implemented in a modular phase unwrapping C++ framework. By examining different combinations of unwrapping and merging algorithms we compared our method to existing approaches. We could show that the appropriate choice of unwrapping and merging algorithms can significantly improve the unwrapped result in the presence of phase residues and noise. Beyond that, our modular framework allows for efficient design and test of new tile-based phase unwrapping algorithms. The software developed in this study is freely available.

A parallel numerical solver using hierarchically tiled arrays

Solving linear systems is an important problem for scientific computing. Exploiting parallelism is essential for solving complex systems, and this traditionally involves writing parallel algorithms on top of a library such as MPI. The SPIKE family of algorithms is one well-known example of a parallel solver for linear systems. The Hierarchically Tiled Array data type extends traditional data-parallel array operations with explicit tiling and allows programmers to directly manipulate tiles. The tiles of the HTA data type map naturally to the block nature of many numeric computations, including the SPIKE family of algorithms. The higher level of abstraction of the HTA enables the same program to be portable across different platforms. Current implementations target both shared-memory and distributed-memory models. In this thesis we present a proof-of-concept for portable linear solvers. We implement two algorithms from the SPIKE family using the HTA library. We show that our implementations of SPIKE exploit the abstractions provided by the HTA to produce a compact, clean code that can run on both shared-memory and distributed-memory models without modification. We discuss how we map the algorithms to HTA programs as well as examine their performance. We compare the performance of our HTA codes to comparable codes written in MPI as well as current state-of-the-art linear algebra routines.

Extremal graphs for the sum of the two largest signless Laplacian eigenvalues

Let G be a simple graph on n vertices and e(G) edges. Consider the signless Laplacian, Q(G) = D + A, where A is the adjacency matrix and D is the diagonal matrix of the vertices degree of G. Let q1(G) and q2(G) be the first and the second largest eigenvalues of Q(G), respectively, and denote by S+ n the star graph with an additional edge. It is proved that inequality q1(G)+q2(G) e(G)+3 is tighter for the graph S+ n among all firefly graphs and also tighter to S+ n than to the graphs Kk _ Kn−k recently presented by Ashraf, Omidi and Tayfeh-Rezaie. Also, it is conjectured that S+ n minimizes f(G) = e(G) − q1(G) − q2(G) among all graphs G on n vertices.

A divide-and-conquer bound for aggregate's quality and algebraic connectivity

info:eu-repo/semantics/submittedForPublication

Algoritmo paralelo para determinação de autovalores de matrizes hermitianas

Dissertação (mestrado)–Universidade de Brasília, Universidade UnB de Planaltina, Programa de Pós-Graduação em Ciência de Materiais, 2015.

WEAK ISOMETRIES OF HAMMING SPACES

In this thesis we study weak isometries of Hamming spaces. These are permutations of a Hamming space that preserve some but not necessarily all distances. We wish to find conditions under which a weak isometry is in fact an isometry. This type of problem was first posed by Beckman and Quarles for Rn. In chapter 2 we give definitions pertinent to our research. The 3rd chapter focuses on some known results in this area with special emphasis on papers by V. Krasin as well as S. De Winter and M. Korb who solved this problem for the Boolean cube, that is, the binary Hamming space. We attempted to generalize some of their methods to the non-boolean case. The 4th chapter has our new results and is split into two major contributions. Our first contribution shows if n=p or p < n2, then every weak isometry of Hnq that preserves distance p is an isometry. Our second contribution gives a possible method to check if a weak isometry is an isometry using linear algebra and graph theory.

Convergence time to equilibrium distributions of autonomous and periodic non-autonomous graphs

We present some estimates of the time of convergence to the equilibrium distribution in autonomous and periodic non-autonomous graphs, with ergodic stochastic adjacency matrices, using the eigenvalues of these matrices. On this way we generalize previous results from several authors, that only considered reversible matrices.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

The extended unsymmetric frontal solution for multiple-point constraints

The purpose of this paper is to discuss the linear solution of equality constrained problems by using the Frontal solution method without explicit assembling. Design/methodology/approach - Re-written frontal solution method with a priori pivot and front sequence. OpenMP parallelization, nearly linear (in elimination and substitution) up to 40 threads. Constraints enforced at the local assembling stage. Findings - When compared with both standard sparse solvers and classical frontal implementations, memory requirements and code size are significantly reduced. Research limitations/implications - Large, non-linear problems with constraints typically make use of the Newton method with Lagrange multipliers. In the context of the solution of problems with large number of constraints, the matrix transformation methods (MTM) are often more cost-effective. The paper presents a complete solution, with topological ordering, for this problem. Practical implications - A complete software package in Fortran 2003 is described. Examples of clique-based problems are shown with large systems solved in core. Social implications - More realistic non-linear problems can be solved with this Frontal code at the core of the Newton method. Originality/value - Use of topological ordering of constraints. A-priori pivot and front sequences. No need for symbolic assembling. Constraints treated at the core of the Frontal solver. Use of OpenMP in the main Frontal loop, now quantified. Availability of Software.

Discrete devaluations and multiple equilibria in a first generation model of currency crises

The first generation models of currency crises have often been criticized because they predict that, in the absence of very large triggering shocks, currency attacks should be predictable and lead to small devaluations. This paper shows that these features of first generation models are not robust to the inclusion of private information. In particular, this paper analyzes a generalization of the Krugman-Flood-Garber (KFG) model, which relaxes the assumption that all consumers are perfectly informed about the level of fundamentals. In this environment, the KFG equilibrium of zero devaluation is only one of many possible equilibria. In all the other equilibria, the lack of perfect information delays the attack on the currency past the point at which the shadow exchange rate equals the peg, giving rise to unpredictable and discrete devaluations.

PSWT Based Linear Predictive Coding and Development of a Parallel Multiple Subsequence Structure for DWT Computation

During 1990's the Wavelet Transform emerged as an important signal processing tool with potential applications in time-frequency analysis and non-stationary signal processing.Wavelets have gained popularity in broad range of disciplines like signal/image compression, medical diagnostics, boundary value problems, geophysical signal processing, statistical signal processing,pattern recognition,underwater acoustics etc.In 1993, G. Evangelista introduced the Pitch- synchronous Wavelet Transform, which is particularly suited for pseudo-periodic signal processing.The work presented in this thesis mainly concentrates on two interrelated topics in signal processing,viz. the Wavelet Transform based signal compression and the computation of Discrete Wavelet Transform. A new compression scheme is described in which the Pitch-Synchronous Wavelet Transform technique is combined with the popular linear Predictive Coding method for pseudo-periodic signal processing. Subsequently,A novel Parallel Multiple Subsequence structure is presented for the efficient computation of Wavelet Transform. Case studies also presented to highlight the potential applications.

Characterization of the nonlinear behavior of a F-16 aircraft using discrete-time Volterra series

The linearity assumption in the structural dynamics analysis is a severe practical limitation. Further, in the investigation of mechanisms presented in fighter aircrafts, as for instance aeroelastic nonlinearity, friction or gaps in wing-load-payload mounting interfaces, is mandatory to use a nonlinear analysis technique. Among different approaches that can be used to this matter, the Volterra theory is an interesting strategy, since it is a generalization of the linear convolution. It represents the response of a nonlinear system as a sum of linear and nonlinear components. Thus, this paper aims to use the discrete-time version of Volterra series expanded with Kautz filters to characterize the nonlinear dynamics of a F-16 aircraft. To illustrate the approach, it is identified and characterized a non-parametric model using the data obtained during a ground vibration test performed in a F-16 wing-to-payload mounting interfaces. Several amplitude inputs applied in two shakers are used to show softening nonlinearities presented in the acceleration data. The results obtained in the analysis have shown the capability of the Volterra series to give some insight about the nonlinear dynamics of the F-16 mounting interfaces. The biggest advantage of this approach is to separate the linear and nonlinear contributions through the multiple convolutions through the Volterra kernels.

Recursive linear estimation for general discrete-time descriptor systems

This paper considers the optimal linear estimates recursion problem for discrete-time linear systems in its more general formulation. The system is allowed to be in descriptor form, rectangular, time-variant, and with the dynamical and measurement noises correlated. We propose a new expression for the filter recursive equations which presents an interesting simple and symmetric structure. Convergence of the associated Riccati recursion and stability properties of the steady-state filter are provided. (C) 2010 Elsevier Ltd. All rights reserved.

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.