Rank-preserving geometric means of positive semi-definite matrices

The generalization of the geometric mean of positive scalars to positive definite matrices has attracted considerable attention since the seminal work of Ando. The paper generalizes this framework of matrix means by proposing the definition of a rank-preserving mean for two or an arbitrary number of positive semi-definite matrices of fixed rank. The proposed mean is shown to be geometric in that it satisfies all the expected properties of a rank-preserving geometric mean. The work is motivated by operations on low-rank approximations of positive definite matrices in high-dimensional spaces.© 2012 Elsevier Inc. All rights reserved.

Regression on fixed-rank positive semidefinite matrices: A Riemannian approach

The paper addresses the problem of learning a regression model parameterized by a fixed-rank positive semidefinite matrix. The focus is on the nonlinear nature of the search space and on scalability to high-dimensional problems. The mathematical developments rely on the theory of gradient descent algorithms adapted to the Riemannian geometry that underlies the set of fixedrank positive semidefinite matrices. In contrast with previous contributions in the literature, no restrictions are imposed on the range space of the learned matrix. The resulting algorithms maintain a linear complexity in the problem size and enjoy important invariance properties. We apply the proposed algorithms to the problem of learning a distance function parameterized by a positive semidefinite matrix. Good performance is observed on classical benchmarks. © 2011 Gilles Meyer, Silvere Bonnabel and Rodolphe Sepulchre.

Generalized power method for sparse principal component analysis

In this paper we develop a new approach to sparse principal component analysis (sparse PCA). We propose two single-unit and two block optimization formulations of the sparse PCA problem, aimed at extracting a single sparse dominant principal component of a data matrix, or more components at once, respectively. While the initial formulations involve nonconvex functions, and are therefore computationally intractable, we rewrite them into the form of an optimization program involving maximization of a convex function on a compact set. The dimension of the search space is decreased enormously if the data matrix has many more columns (variables) than rows. We then propose and analyze a simple gradient method suited for the task. It appears that our algorithm has best convergence properties in the case when either the objective function or the feasible set are strongly convex, which is the case with our single-unit formulations and can be enforced in the block case. Finally, we demonstrate numerically on a set of random and gene expression test problems that our approach outperforms existing algorithms both in quality of the obtained solution and in computational speed. © 2010 Michel Journée, Yurii Nesterov, Peter Richtárik and Rodolphe Sepulchre.

Riemannian metric and geometric mean for positive semidefinite matrices of fixed rank

This paper introduces a new metric and mean on the set of positive semidefinite matrices of fixed-rank. The proposed metric is derived from a well-chosen Riemannian quotient geometry that generalizes the reductive geometry of the positive cone and the associated natural metric. The resulting Riemannian space has strong geometrical properties: it is geodesically complete, and the metric is invariant with respect to all transformations that preserve angles (orthogonal transformations, scalings, and pseudoinversion). A meaningful approximation of the associated Riemannian distance is proposed, that can be efficiently numerically computed via a simple algorithm based on SVD. The induced mean preserves the rank, possesses the most desirable characteristics of a geometric mean, and is easy to compute. © 2009 Society for Industrial and Applied Mathematics.

Refining sparse principal components

In this paper, we discuss methods to refine locally optimal solutions of sparse PCA. Starting from a local solution obtained by existing algorithms, these methods take advantage of convex relaxations of the sparse PCA problem to propose a refined solution that is still locally optimal but with a higher objective value. © 2010 Springer -Verlag Berlin Heidelberg.

Sparse recovery of complex phase-encoded velocity images using iterative thresholding

In this paper we propose a new algorithm for reconstructing phase-encoded velocity images of catalytic reactors from undersampled NMR acquisitions. Previous work on this application has employed total variation and nonlinear conjugate gradients which, although promising, yields unsatisfactory, unphysical visual results. Our approach leverages prior knowledge about the piecewise-smoothness of the phase map and physical constraints imposed by the system under study. We show how iteratively regularizing the real and imaginary parts of the acquired complex image separately in a shift-invariant wavelet domain works to produce a piecewise-smooth velocity map, in general. Using appropriately defined metrics we demonstrate higher fidelity to the ground truth and physical system constraints than previous methods for this specific application. © 2013 IEEE.

A comparison of silicon oxide and nitride as host matrices on the photoluminescence from Er3+ ions

This paper compares the properties of silicon oxide and nitride as host matrices for Er ions. Erbium-doped silicon nitride films were deposited by a plasma-enhanced chemical-vapour deposition system. After deposition, the films were implanted with Er3+ at different doses. Er-doped thermal grown silicon oxide films were prepared at the same time as references. Photoluminescence features of Er3+ were inspected systematically. It is found that silicon nitride films are suitable for high concentration doping and the thermal quenching effect is not severe. However, a very high annealing temperature up to 1200 degrees C is needed to optically activate Er3+ which may be the main obstacle to impede the application of Er-doped silicon nitride.

Calculation of the band structure of semiconductor quantum wells using scattering matrices

The transfer-matrix method widely used in the calculation of the band structure of semiconductor quantum wells is found to have limitations due to its intrinsic numerical instability. It is pointed out that the numerical instability arises from free-propagating transfer matrices. A new scattering-matrix method is developed for the multiple-band Kane model within the envelope-function approximation. Compared with the transfer-matrix method, the proposed algorithm is found to be more efficient and stable. A four-band Kane model is used to check the validity of the method and the results are found to be in good agreement with earlier calculations.