QRT: A Qr-based tridiagonalization algorithm for nonsymmetric matrices

The stable similarity reduction of a nonsymmetric square matrix to tridiagonal form has been a long-standing problem in numerical linear algebra. The biorthogonal Lanczos process is in principle a candidate method for this task, but in practice it is confined to sparse matrices and is restarted periodically because roundoff errors affect its three-term recurrence scheme and degrade the biorthogonality after a few steps. This adds to its vulnerability to serious breakdowns or near-breakdowns, the handling of which involves recovery strategies such as the look-ahead technique, which needs a careful implementation to produce a block-tridiagonal form with unpredictable block sizes. Other candidate methods, geared generally towards full matrices, rely on elementary similarity transformations that are prone to numerical instabilities. Such concomitant difficulties have hampered finding a satisfactory solution to the problem for either sparse or full matrices. This study focuses primarily on full matrices. After outlining earlier tridiagonalization algorithms from within a general framework, we present a new elimination technique combining orthogonal similarity transformations that are stable. We also discuss heuristics to circumvent breakdowns. Applications of this study include eigenvalue calculation and the approximation of matrix functions.

Zero-non-zero patterned vector error correction modeling for I(2) cointegrated time series with applications in testing PPP and stock market relationships

Vector error-correction models (VECMs) have become increasingly important in their application to financial markets. Standard full-order VECM models assume non-zero entries in all their coefficient matrices. However, applications of VECM models to financial market data have revealed that zero entries are often a necessary part of efficient modelling. In such cases, the use of full-order VECM models may lead to incorrect inferences. Specifically, if indirect causality or Granger non-causality exists among the variables, the use of over-parameterised full-order VECM models may weaken the power of statistical inference. In this paper, it is argued that the zero–non-zero (ZNZ) patterned VECM is a more straightforward and effective means of testing for both indirect causality and Granger non-causality. For a ZNZ patterned VECM framework for time series of integrated order two, we provide a new algorithm to select cointegrating and loading vectors that can contain zero entries. Two case studies are used to demonstrate the usefulness of the algorithm in tests of purchasing power parity and a three-variable system involving the stock market.

Using circular statistics to analyse time patterns in crime incidence

A set of techniques referred to as circular statistics has been developed for the analysis of directional and orientational data. The unit of measure for such data is angular (usually in either degrees or radians), and the statistical distributions underlying the techniques are characterised by their cyclic nature-for example, angles of 359.9 degrees are considered close to angles of 0 degrees. In this paper, we assert that such approaches can be easily adapted to analyse time-of-day and time-of-week data, and in particular daily cycles in the numbers of incidents reported to the police. We begin the paper by describing circular statistics. We then discuss how these may be modified, and demonstrate the approach with some examples for reported incidents in the Cardiff area of Wales. (c) 2005 Elsevier Ltd. All rights reserved.

Numerical implementation of the Manakov-PMD equation with precomputed M(Ω) matrices

The Manakov-PMD equation can be integrated with the same numerical efficiency as the coarse-step method by using precomputed M(Ω) matrices, which entirely avoids the somewhat ad-hoc rescaling of coefficients necessary in the coarse-step method.

Modified hydrogel matrices in fibre optic sensors

Common problems encountered in clinical sensing are those of non-biocompatibility, and slow response time of the device. The latter, also applying to chemical sensors, is possibly due to a lack of understanding of polymer support or membrane properties and hence failure to optimise membranes chosen for specific sensor applications. Hydrogels can be described as polymers which swell in water. In addition to this, the presence of water in the polymer matrix offers some control of biocompatibility. They thus provide a medium through which rapid transport of a sensed species to an incorporated reagent could occur. This work considers the feasibility of such a system, leading to the design and construction of an optical sensor test bed. The development of suitable membrane systems and of suitable coating techniques in order to apply them to the fibre optics is described. Initial results obtained from hydrogel coatings implied that the refractive index change in the polymer matrix, due to a change in water content with pH is the major factor contributing to the sensor response. However the presence of the colourimetric reagent was also altering the output signal obtained. An analysis of factors contributing to the overall response, such as colour change and membrane composition were made on both the test bed, via optical response, and on whole membranes via measurement of water content change. The investigation of coatings with low equilibrium water contents, of less than 10% was carried out and in fact a clearer signal response from the test bed was noted. Again these membranes were suprisingly responding via refractive index change, with the reagent playing a primary role in obtaining a sensible or non-random response, although not in a colourimetric fashion. A photographic study of these coatings revealed some clues as to the physical nature of these coatings and hence partially explained this phenomenon. A study of the transport properties of the most successful membrane, on a coated wire electrode and also on the fibre optic test bed, in a series of test environments, indicated that the reagent was possibly acting as an ion exchanger and hence having a major influence on transport and therefore sensor characteristics.

On a Five-Diagonal Jacobi Matrices and Orthogonal Polynomials on Rays in the Complex Plane

∗ Partially supported by Grant MM-428/94 of MESC.

Description Reduction for Restricted Sets of (0,1) Matrices

* The research is supported partly by INTAS: 04-77-7173 project, http://www.intas.be

Algorithmic Minimization of Non-zero Entries in 0,1-Matrices

In this paper we present algorithms which work on pairs of 0,1- matrices which multiply again a matrix of zero and one entries. When applied over a pair, the algorithms change the number of non-zero entries present in the matrices, meanwhile their product remains unchanged. We establish the conditions under which the number of 1s decreases. We recursively define as well pairs of matrices which product is a specific matrix and such that by applying on them these algorithms, we minimize the total number of non-zero entries present in both matrices. These matrices may be interpreted as solutions for a well known information retrieval problem, and in this case the number of 1 entries represent the complexity of the retrieve and information update operations.

Technology of Classification of Electronic Documents Based on the Theory of Disturbance of Pseudoinverse Matrices

Technology of classification of electronic documents based on the theory of disturbance of pseudoinverse matrices was proposed.

Differential Balanced Trees and (0,1) Matrices

* The research was supported by INTAS 00-397 and 00-626 Projects.

Insights into the influence of solvent polarity on the crystallization of poly(ethylene oxide) spin-coated thin films via in situ grazing incidence wide-angle X-ray scattering

Controlling polymer thin-film morphology and crystallinity is crucial for a wide range of applications, particularly in thin-film organic electronic devices. In this work, the crystallization behavior of a model polymer, poly(ethylene oxide) (PEO), during spin-coating is studied. PEO films were spun-cast from solvents possessing different polarities (chloroform, THF, and methanol) and probed via in situ grazing incidence wide-angle X-ray scattering. The crystallization behavior was found to follow the solvent polarity order (where chloroform < THF < methanol) rather than the solubility order (where THF > chloroform > methanol). When spun-cast from nonpolar chloroform, crystallization largely followed Avrami kinetics, resulting in the formation of morphologies comprising large spherulites. PEO solutions cast from more polar solvents (THF and methanol) do not form well-defined highly crystalline morphologies and are largely amorphous with the presence of small crystalline regions. The difference in morphological development of PEO spun-cast from polar solvents is attributed to clustering phenomena that inhibit polymer crystallization. This work highlights the importance of considering individual components of polymer solubility, rather than simple total solubility, when designing processing routes for the generation of morphologies with optimum crystallinities or morphologies.

Pairwise comparison matrices and the error-free property of the decision maker

Pairwise comparison is a popular assessment method either for deriving criteria-weights or for evaluating alternatives according to a given criterion. In real-world applications consistency of the comparisons rarely happens: intransitivity can occur. The aim of the paper is to discuss the relationship between the consistency of the decision maker—described with the error-free property—and the consistency of the pairwise comparison matrix (PCM). The concept of error-free matrix is used to demonstrate that consistency of the PCM is not a sufficient condition of the error-free property of the decision maker. Informed and uninformed decision makers are defined. In the first stage of an assessment method a consistent or near-consistent matrix should be achieved: detecting, measuring and improving consistency are part of any procedure with both types of decision makers. In the second stage additional information are needed to reveal the decision maker’s real preferences. Interactive questioning procedures are recommended to reach that goal.

On pairwise comparison matrices that can be made consistent by the modification of a few elements

Pairwise comparison matrices are often used in Multi-attribute Decision Making forweighting the attributes or for the evaluation of the alternatives with respect to a criteria. Matrices provided by the decision makers are rarely consistent and it is important to index the degree of inconsistency. In the paper, the minimal number of matrix elements by the modification of which the pairwise comparison matrix can be made consistent is examined. From practical point of view, the modification of 1, 2, or, for larger matrices, 3 elements seems to be relevant. These cases are characterized by using the graph representation of the matrices. Empirical examples illustrate that pairwise comparison matrices that can be made consistent by the modification of a few elements are present in the applications.

Extended principal component analysis and its applications to image analysis

The objectives of this research are to analyze and develop a modified Principal Component Analysis (PCA) and to develop a two-dimensional PCA with applications in image processing. PCA is a classical multivariate technique where its mathematical treatment is purely based on the eigensystem of positive-definite symmetric matrices. Its main function is to statistically transform a set of correlated variables to a new set of uncorrelated variables over $\IR\sp{n}$ by retaining most of the variations present in the original variables.^ The variances of the Principal Components (PCs) obtained from the modified PCA form a correlation matrix of the original variables. The decomposition of this correlation matrix into a diagonal matrix produces a set of orthonormal basis that can be used to linearly transform the given PCs. It is this linear transformation that reproduces the original variables. The two-dimensional PCA can be devised as a two successive of one-dimensional PCA. It can be shown that, for an $m\times n$ matrix, the PCs obtained from the two-dimensional PCA are the singular values of that matrix.^ In this research, several applications for image analysis based on PCA are developed, i.e., edge detection, feature extraction, and multi-resolution PCA decomposition and reconstruction. ^

TILTED COLUMNAR THIN FILM COATINGS WITH ANISOTROPIC LIGHT SCATTERING PROPERTIES FOR SOLAR ENERGY APPLICATIONS

The main goal of this thesis is to show the versatility of glancing angle deposition (GLAD) thin films in applications. This research is first focused on studying the effect of select deposition variables in GLAD thin films and secondly, to demonstrate the flexibility of GLAD films to be incorporated in two different applications: (1) as a reflective coating in low-level concentration photovoltaic systems, and (2) as an anode structure in dye-sensitized solar cells (DSSC). A particular type of microstructure composed of tilted micro-columns of titanium is fabricated by GLAD. The microstructures form elongated and fan-like tilted micro-columns that demonstrate anisotropic scattering. The thin films texture changes from fiber texture to tilted fiber texture by increasing the vapor incidence angle. At very large deposition angles, biaxial texture forms. The morphology of the thin films deposited under extreme shadowing condition and at high temperature (below recrystallization zone) shows a porous and inclined micro-columnar morphology, resulting from the dominance of shadowing over adatom surface diffusion. The anisotropic scattering behavior of the tilted Ti thin film coatings is quantified by bidirectional reflectance distribution function (BRDF) measurements and is found to be consistent with reflectance from the microstructure acting as an array of inclined micro-mirrors that redirect the incident light in a non-specular reflection. A silver-coating of the surface of the tilted-Ti micro-columns is performed to enhance the total reflectance of the Ti-thin films while keeping the anisotropic scattering behavior. By using such coating is as a booster reflector in a laboratory-scale low-level concentration photovoltaic system, the short-circuit current of the reference silicon solar cell by 25%. Finally, based on the scattering properties of the tilted microcolumnar microstructure, its scattering effect is studied as a part of titanium dioxide microstructure for the anode in DSSCs. GLAD-fabricated TiO2 microstructures for the anode in a DSSC, consisting of vertical micro-columns, and combined vertical topped with tilted micro-columns are compared. The solar cell with the two-part microstructure shows the highest monochromatic incident photon to current efficiency with 20% improvement compared to the vertical microstructure, and the efficiency of the cell increases from 1.5% to 2% due to employing the scattering layer.