Topics in randomized numerical linear algebra

This thesis studies three classes of randomized numerical linear algebra algorithms, namely: (i) randomized matrix sparsification algorithms, (ii) low-rank approximation algorithms that use randomized unitary transformations, and (iii) low-rank approximation algorithms for positive-semidefinite (PSD) matrices.

Randomized matrix sparsification algorithms set randomly chosen entries of the input matrix to zero. When the approximant is substituted for the original matrix in computations, its sparsity allows one to employ faster sparsity-exploiting algorithms. This thesis contributes bounds on the approximation error of nonuniform randomized sparsification schemes, measured in the spectral norm and two NP-hard norms that are of interest in computational graph theory and subset selection applications.

Low-rank approximations based on randomized unitary transformations have several desirable properties: they have low communication costs, are amenable to parallel implementation, and exploit the existence of fast transform algorithms. This thesis investigates the tradeoff between the accuracy and cost of generating such approximations. State-of-the-art spectral and Frobenius-norm error bounds are provided.

The last class of algorithms considered are SPSD "sketching" algorithms. Such sketches can be computed faster than approximations based on projecting onto mixtures of the columns of the matrix. The performance of several such sketching schemes is empirically evaluated using a suite of canonical matrices drawn from machine learning and data analysis applications, and a framework is developed for establishing theoretical error bounds.

In addition to studying these algorithms, this thesis extends the Matrix Laplace Transform framework to derive Chernoff and Bernstein inequalities that apply to all the eigenvalues of certain classes of random matrices. These inequalities are used to investigate the behavior of the singular values of a matrix under random sampling, and to derive convergence rates for each individual eigenvalue of a sample covariance matrix.

Projections in a normed linear space and a generalization of the pseudo-inverse

The concept of a "projection function" in a finite-dimensional real or complex normed linear space H (the function P_M which carries every element into the closest element of a given subspace M) is set forth and examined.

If dim M = dim H - 1, then P_M is linear. If P_N is linear for all k-dimensional subspaces N, where 1 ≤ k < dim M, then P_M is linear.

The projective bound Q, defined to be the supremum of the operator norm of P_M for all subspaces, is in the range 1 ≤ Q < 2, and these limits are the best possible. For norms with Q = 1, P_M is always linear, and a characterization of those norms is given.

If H also has an inner product (defined independently of the norm), so that a dual norm can be defined, then when P_M is linear its adjoint P_M^H is the projection on (kernel P_M)^⊥ by the dual norm. The projective bounds of a norm and its dual are equal.

The notion of a pseudo-inverse F⁺ of a linear transformation F is extended to non-Euclidean norms. The distance from F to the set of linear transformations G of lower rank (in the sense of the operator norm ∥F - G∥) is c/∥F⁺∥, where c = 1 if the range of F fills its space, and 1 ≤ c < Q otherwise. The norms on both domain and range spaces have Q = 1 if and only if (F⁺)⁺ = F for every F. This condition is also sufficient to prove that we have (F⁺)^H = (F^H)⁺, where the latter pseudo-inverse is taken using dual norms.

In all results, the real and complex cases are handled in a completely parallel fashion.

The Equation of State and Petrogenesis of Komatiite

(1) Equation of State of Komatiite

The equation of state (EOS) of a molten komatiite (27 wt% MgO) was detennined in the 5 to 36 GPa pressure range via shock wave compression from 1550°C and 0 bar. Shock wave velocity, U_S, and particle velocity, U_P, in km/s follow the linear relationship U_S = 3.13(±0.03) + 1.47(±0.03) U_P. Based on a calculated density at 1550°C, 0 bar of 2.745±0.005 glee, this U_S-U_P relationship gives the isentropic bulk modulus K_S = 27.0 ± 0.6 GPa, and its first and second isentropic pressure derivatives, K'_S = 4.9 ± 0.1 and K"_S = -0.109 ± 0.003 GPa^-1.

The calculated liquidus compression curve agrees within error with the static compression results of Agee and Walker [1988a] to 6 GPa. We detennine that olivine (FO₉₄) will be neutrally buoyant in komatiitic melt of the composition we studied near 8.2 GPa. Clinopyroxene would also be neutrally buoyant near this pressure. Liquidus garnet-majorite may be less dense than this komatiitic liquid in the 20-24 GPa interval, however pyropic-garnet and perovskite phases are denser than this komatiitic liquid in their respective liquidus pressure intervals to 36 GPa. Liquidus perovskite may be neutrally buoyant near 70 GPa.

At 40 GPa, the density of shock-compressed molten komatiite would be approximately equal to the calculated density of an equivalent mixture of dense solid oxide components. This observation supports the model of Rigden et al. [1989] for compressibilities of liquid oxide components. Using their theoretical EOS for liquid forsterite and fayalite, we calculate the densities of a spectrum of melts from basaltic through peridotitic that are related to the experimentally studied komatiitic liquid by addition or subtraction of olivine. At low pressure, olivine fractionation lowers the density of basic magmas, but above 14 GPa this trend is reversed. All of these basic to ultrabasic liquids are predicted to have similar densities at 14 GPa, and this density is approximately equal to the bulk (PREM) mantle. This suggests that melts derived from a peridotitic mantle may be inhibited from ascending from depths greater than 400 km.

The EOS of ultrabasic magmas was used to model adiabatic melting in a peridotitic mantle. If komatiites are formed by >15% partial melting of a peridotitic mantle, then komatiites generated by adiabatic melting come from source regions in the lower transition zone (≈500-670 km) or the lower mantle (>670 km). The great depth of incipient melting implied by this model, and the melt density constraint mentioned above, suggest that komatiitic volcanism may be gravitationally hindered. Although komatiitic magmas are thought to separate from their coexisting crystals at a temperature =200°C greater than that for modern MORBs, their ultimate sources are predicted to be diapirs that, if adiabatically decompressed from initially solid mantle, were more than 700°C hotter than the sources of MORBs and derived from great depth.

We considered the evolution of an initially molten mantle, i.e., a magma ocean. Our model considers the thermal structure of the magma ocean, density constraints on crystal segregation, and approximate phase relationships for a nominally chondritic mantle. Crystallization will begin at the core-mantle boundary. Perovskite buoyancy at > 70 GPa may lead to a compositionally stratified lower mantle with iron-enriched mangesiowiistite content increasing with depth. The upper mantle may be depleted in perovskite components. Olivine neutral buoyancy may lead to the formation of a dunite septum in the upper mantle, partitioning the ocean into upper and lower reservoirs, but this septum must be permeable.

(2) Viscosity Measurement with Shock Waves

We have examined in detail the analytical method for measuring shear viscosity from the decay of perturbations on a corrugated shock front The relevance of initial conditions, finite shock amplitude, bulk viscosity, and the sensitivity of the measurements to the shock boundary conditions are discussed. The validity of the viscous perturbation approach is examined by numerically solving the second-order Navier-Stokes equations. These numerical experiments indicate that shock instabilities may occur even when the Kontorovich-D'yakov stability criteria are satisfied. The experimental results for water at 15 GPa are discussed, and it is suggested that the large effective viscosity determined by this method may reflect the existence of ice VII on the Rayleigh path of the Hugoniot This interpretation reconciles the experimental results with estimates and measurements obtained by other means, and is consistent with the relationship of the Hugoniot with the phase diagram for water. Sound waves are generated at 4.8 MHz at in the water experiments at 15 GPa. The existence of anelastic absorption modes near this frequency would also lead to large effective viscosity estimates.

(3) Equation of State of Molybdenum at 1400°C

Shock compression data to 96 GPa for pure molybdenum, initially heated to 1400°C, are presented. Finite strain analysis of the data gives a bulk modulus at 1400°C, K'_S. of 244±2 GPa and its pressure derivative, K'_OS of 4. A fit of shock velocity to particle velocity gives the coefficients of U_S = C_O+S U_P to be C_O = 4.77±0.06 km/s and S = 1.43±0.05. From the zero pressure sound speed, C_O, a bulk modulus of 232±6 GPa is calculated that is consistent with extrapolation of ultrasonic elasticity measurements. The temperature derivative of the bulk modulus at zero pressure, θK_OSθT|_P, is approximately -0.012 GPa/K. A thermodynamic model is used to show that the thermodynamic Grüneisen parameter is proportional to the density and independent of temperature. The Mie-Grüneisen equation of state adequately describes the high temperature behavior of molybdenum under the present range of shock loading conditions.

Some generalizations of commutativity for linear transformations on a finite dimensional vector space

Let L be the algebra of all linear transformations on an n-dimensional vector space V over a field F and let A, B, ƐL. Let A_i+1 = A_iB - BA_i, i = 0, 1, 2,…, with A = A_o. Let f_k (A, B; σ) = A_2K+1 - ^σ1^A2K-1 ^{+ σ}2^A2K-3 -… +(-1)^Kσ_KA₁ where σ = (σ₁, σ₂,…, σ_K), σ_i belong to F and K = k(k-1)/2. Taussky and Wielandt [Proc. Amer. Math. Soc., 13(1962), 732-735] showed that f_n(A, B; σ) = 0 if σ_i is the i^th elementary symmetric function of (β₄- β_s)², 1 ≤ r ˂ s ≤ n, i = 1, 2, …, N, with N = n(n-1)/2, where β₄ are the characteristic roots of B. In this thesis we discuss relations involving f_k(X, Y; σ) where X, Y Ɛ L and 1 ≤ k ˂ n. We show: 1. If F is infinite and if for each X Ɛ L there exists σ so that f_k(A, X; σ) = 0 where 1 ≤ k ˂ n, then A is a scalar transformation. 2. If F is algebraically closed, a necessary and sufficient condition that there exists a basis of V with respect to which the matrices of A and B are both in block upper triangular form, where the blocks on the diagonals are either one- or two-dimensional, is that certain products X₁, X₂…X_r belong to the radical of the algebra generated by A and B over F, where X_i has the form f₂(A, P(A,B); σ), for all polynomials P(x, y). We partially generalize this to the case where the blocks have dimensions ≤ k. 3. If A and B generate L, if the characteristic of F does not divide n and if there exists σ so that f_k(A, B; σ) = 0, for some k with 1 ≤ k ˂ n, then the characteristic roots of B belong to the splitting field of g_k(w; σ) = w^2K+1 - σ₁w^2K-1 + σ₂w^2K-3 - …. +(-1)^K σ_Kw over F. We use this result to prove a theorem involving a generalized form of property L [cf. Motzkin and Taussky, Trans. Amer. Math. Soc., 73(1952), 108-114]. 4. Also we give mild generalizations of results of McCoy [Amer. Math. Soc. Bull., 42(1936), 592-600] and Drazin [Proc. London Math. Soc., 1(1951), 222-231].

Optimum linear coding for additive noise systems using information feedback

The feedback coding problem for Gaussian systems in which the noise is neither white nor statistically independent between channels is formulated in terms of arbitrary linear codes at the transmitter and at the receiver. This new formulation is used to determine a number of feedback communication systems. In particular, the optimum linear code that satisfies an average power constraint on the transmitted signals is derived for a system with noiseless feedback and forward noise of arbitrary covariance. The noisy feedback problem is considered and signal sets for the forward and feedback channels are obtained with an average power constraint on each. The general formulation and results are valid for non-Gaussian systems in which the second order statistics are known, the results being applicable to the determination of error bounds via the Chebychev inequality.

Energy inequalities and error estimates for axisymmetric torsion of thin elastic shells of revolution

The problem motivating this investigation is that of pure axisymmetric torsion of an elastic shell of revolution. The analysis is carried out within the framework of the three-dimensional linear theory of elastic equilibrium for homogeneous, isotropic solids. The objective is the rigorous estimation of errors involved in the use of approximations based on thin shell theory.

The underlying boundary value problem is one of Neumann type for a second order elliptic operator. A systematic procedure for constructing pointwise estimates for the solution and its first derivatives is given for a general class of second-order elliptic boundary-value problems which includes the torsion problem as a special case.

The method used here rests on the construction of “energy inequalities” and on the subsequent deduction of pointwise estimates from the energy inequalities. This method removes certain drawbacks characteristic of pointwise estimates derived in some investigations of related areas.

Special interest is directed towards thin shells of constant thickness. The method enables us to estimate the error involved in a stress analysis in which the exact solution is replaced by an approximate one, and thus provides us with a means of assessing the quality of approximate solutions for axisymmetric torsion of thin shells.

Finally, the results of the present study are applied to the stress analysis of a circular cylindrical shell, and the quality of stress estimates derived here and those from a previous related publication are discussed.

I. The crystal structure of potassium bis(tricyanovinyl)amine. II. Nuclear magnetic resonance studies of alkali halide solutions. III. Elucidation of the intramolecular hydrogen bond in acetylacetone by the deuterium isotope effect on the chemical shift of the bridge hydrogen

Part I

Potassium bis-(tricyanovinyl) amine, K⁺N[C(CN)=C(CN)₂]₂^-, crystallizes in the monoclinic system with the space group Cc and lattice constants, a = 13.346 ± 0.003 Å, c = 8.992 ± 0.003 Å, B = 114.42 ± 0.02°, and Z = 4. Three dimensional intensity data were collected by layers perpendicular to b* and c* axes. The crystal structure was refined by the least squares method with anisotropic temperature factor to an R value of 0.064.

The average carbon-carbon and carbon-nitrogen bond distances in –C-CΞN are 1.441 ± 0.016 Å and 1.146 ± 0.014 Å respectively. The bis-(tricyanovinyl) amine anion is approximately planar. The coordination number of the potassium ion is eight with bond distances from 2.890 Å to 3.408 Å. The bond angle C-N-C of the amine nitrogen is 132.4 ± 1.9°. Among six cyano groups in the molecule, two of them are bent by what appear to be significant amounts (5.0° and 7.2°). The remaining four are linear within the experimental error. The bending can probably be explained by molecular packing forces in the crystals.

Part II

The nuclear magnetic resonance of ⁸¹Br and ¹²⁷I in aqueous solutions were studied. The cation-halide ion interactions were studied by studying the effect of the Li⁺, Na⁺, K⁺, Mg⁺⁺, Cs⁺ upon the line width of the halide ions. The solvent-halide ion interactions were studied by studying the effects of methanol, acetonitrile, and acetone upon the line width of ⁸¹Br and ¹²⁷I in the aqueous solutions. It was found that the viscosity plays a very important role upon the halide ions line width. There is no specific cation-halide ion interaction for those ions such as Mg⁺⁺, Di⁺, Na⁺, and K⁺, whereas the Cs⁺ - halide ion interaction is strong. The effect of organic solvents upon the halide ion line width in aqueous solutions is in the order acetone ˃ acetonitrile ˃ methanol. It is suggested that halide ions do form some stable complex with the solvent molecules and the reason Cs⁺ can replace one of the ligands in the solvent-halide ion complex.

Part III

An unusually large isotope effect on the bridge hydrogen chemical shift of the enol form of pentanedione-2, 4(acetylacetone) and 3-methylpentanedione-2, 4 has been observed. An attempt has been made to interpret this effect. It is suggested from the deuterium isotope effect studies, temperature dependence of the bridge hydrogen chemical shift studies, IR studies in the OH, OD, and C=O stretch regions, and the HMO calculations, that there may probably be two structures for the enol form of acetylacetone. The difference between these two structures arises mainly from the electronic structure of the π-system. The relative population of these two structures at various temperatures for normal acetylacetone and at room temperature for the deuterated acetylacetone were calculated.

A multiple scattering problem

The present work deals with the problem of the interaction of the electromagnetic radiation with a statistical distribution of nonmagnetic dielectric particles immersed in an infinite homogeneous isotropic, non-magnetic medium. The wavelength of the incident radiation can be less, equal or greater than the linear dimension of a particle. The distance between any two particles is several wavelengths. A single particle in the absence of the others is assumed to scatter like a Rayleigh-Gans particle, i.e. interaction between the volume elements (self-interaction) is neglected. The interaction of the particles is taken into account (multiple scattering) and conditions are set up for the case of a lossless medium which guarantee that the multiple scattering contribution is more important than the self-interaction one. These conditions relate the wavelength λ and the linear dimensions of a particle a and of the region occupied by the particles D. It is found that for constant λ/a, D is proportional to λ and that |Δχ|, where Δχ is the difference in the dielectric susceptibilities between particle and medium, has to lie within a certain range.

The total scattering field is obtained as a series the several terms of which represent the corresponding multiple scattering orders. The first term is a single scattering term. The ensemble average of the total scattering intensity is then obtained as a series which does not involve terms due to products between terms of different orders. Thus the waves corresponding to different orders are independent and their Stokes parameters add.

The second and third order intensity terms are explicitly computed. The method used suggests a general approach for computing any order. It is found that in general the first order scattering intensity pattern (or phase function) peaks in the forward direction Θ = 0. The second order tends to smooth out the pattern giving a maximum in the Θ = π/2 direction and minima in the Θ = 0 , Θ = π directions. This ceases to be true if ka (where k = 2π/λ) becomes large (> 20). For large ka the forward direction is further enhanced. Similar features are expected from the higher orders even though the critical value of ka may increase with the order.

The first order polarization of the scattered wave is determined. The ensemble average of the Stokes parameters of the scattered wave is explicitly computed for the second order. A similar method can be applied for any order. It is found that the polarization of the scattered wave depends on the polarization of the incident wave. If the latter is elliptically polarized then the first order scattered wave is elliptically polarized, but in the Θ = π/2 direction is linearly polarized. If the incident wave is circularly polarized the first order scattered wave is elliptically polarized except for the directions Θ = π/2 (linearly polarized) and Θ = 0, π (circularly polarized). The handedness of the Θ = 0 wave is the same as that of the incident whereas the handedness of the Θ = π wave is opposite. If the incident wave is linearly polarized the first order scattered wave is also linearly polarized. The second order makes the total scattered wave to be elliptically polarized for any Θ no matter what the incident wave is. However, the handedness of the total scattered wave is not altered by the second order. Higher orders have similar effects as the second order.

If the medium is lossy the general approach employed for the lossless case is still valid. Only the algebra increases in complexity. It is found that the results of the lossless case are insensitive in the first order of k_imD where k_im = imaginary part of the wave vector k and D a linear characteristic dimension of the region occupied by the particles. Thus moderately extended regions and small losses make (k_imD)² ≪ 1 and the lossy character of the medium does not alter the results of the lossless case. In general the presence of the losses tends to reduce the forward scattering.

An investigation of the reaction negative K¯p → K¯π⁺ at P_(lab) = 2 Gev/c

The reaction K^-p→K^-π⁺n has been studied for incident kaon momenta of 2.0 GeV/c. A sample of 19,881 events was obtained by a measurement of film taken as part of the K-63 experiment in the Berkeley 72 inch bubble chamber.

Based upon our analysis, we have reached four conclusions. (1) The magnitude of the extrapolated Kπ cross section differs by a factor of 2 from the P-wave unitarity prediction and the K⁺n results; this is probably due to absorptive effects. (2) Fits to the moments yield precise values for the Kπ S-wave which agree with other recent statistically accurate experiments. (3) An anomalous peak is present in our backward K^-p→(π+n) K^- u-distribution. (4) We find a non-linear enhancement due to interference similiar to the one found by Bland et al. (Bland 1966).

CP and the three pion decay of the K°

The time distribution of the decays of an initially pure K° beam into π+π-π° has been analyzed to determine the complex parameter W (also known as Ƞ^+-° and (x + iy)). The K° beam was produced in a brass target by the interactions of a 2.85 GeV/c π- beam which was generated on an internal target in the Lawrence Radiation Laboratory (LRL) Bevatron. The counters and hodoscopes in the apparatus selected for events with a neutral (K°) produced in the brass target, two charged secondaries passing through a magnet spectrometer and a ɣ-ray shower in a shower hodoscope.

From the 275K apparatus triggers, 148 K → π+π-π° events were isolated. The presence of a ɣ-ray shower in the optical shower chambers and a two-prong vee in the optical spark chambers were devices used to isolate the events. The backgrounds were further reduced by reconstructing the momenta of the two charged secondaries and applying kinematic constraints.

The best fit to the final sample of 148 events distributed between .3 and 7.0 K_S lifetimes gives:

ReW = -.05 ±.17

ImW = +.39 +.35/-.37

This result is consistent with both CPT invariance (ReW = 0) and CP invariance (W = 0). Backgrounds are estimated to be less than 10% and systematic effects have also been estimated to be negligible.

An analysis of the present data on CP violation in this decay mode and other K° decay modes has estimated the phase of ɛ to be 45.3 ± 2.3 degrees. This result is consistent with the super weak theories of CP violation which predicts the phase of ɛ to be 43°. This estimate is in turn used to predict the phase of Ƞ°° to be 48.0 ± 7.9 degrees. This is a substantial improvement on presently available measurements. The largest error in this analysis comes from the present limits on W from the world average of recent experiments. The K → πuʋ mode produces the next largest error. Therefore further experimentation in these modes would be useful.