A numerical study of large sparse matrix exponentials arising in Markov chains

Krylov subspace techniques have been shown to yield robust methods for the numerical computation of large sparse matrix exponentials and especially the transient solutions of Markov Chains. The attractiveness of these methods results from the fact that they allow us to compute the action of a matrix exponential operator on an operand vector without having to compute, explicitly, the matrix exponential in isolation. In this paper we compare a Krylov-based method with some of the current approaches used for computing transient solutions of Markov chains. After a brief synthesis of the features of the methods used, wide-ranging numerical comparisons are performed on a power challenge array supercomputer on three different models. (C) 1999 Elsevier Science B.V. All rights reserved.AMS Classification: 65F99; 65L05; 65U05.

Sparse matrix multiplication on a reconfigurable many-core architecture

Sparse matrix-vector multiplication (SMVM) is a fundamental operation in many scientific and engineering applications. In many cases sparse matrices have thousands of rows and columns where most of the entries are zero, while non-zero data is spread over the matrix. This sparsity of data locality reduces the effectiveness of data cache in general-purpose processors quite reducing their performance efficiency when compared to what is achieved with dense matrix multiplication. In this paper, we propose a parallel processing solution for SMVM in a many-core architecture. The architecture is tested with known benchmarks using a ZYNQ-7020 FPGA. The architecture is scalable in the number of core elements and limited only by the available memory bandwidth. It achieves performance efficiencies up to almost 70% and better performances than previous FPGA designs.

Sparse matrix inversion,

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Comparison of three commercial sparse-matrix crystallization screens

Sparse-matrix sampling using commercially available crystallization screen kits has become the most popular way of determining the preliminary crystallization conditions for macromolecules. In this study, the efficiency of three commercial screening kits, Crystal Screen and Crystal Screen 2 (Hampton Research), Wizard Screens I and II (Emerald BioStructures) and Personal Structure Screens 1 and 2 (Molecular Dimensions), has been compared using a set of 19 diverse proteins. 18 proteins yielded crystals using at least one crystallization screen. Surprisingly, Crystal Screens and Personal Structure Screens showed dramatically different results, although most of the crystallization formulations are identical as listed by the manufacturers. Higher molecular weight polyethylene glycols and mixed precipitants were found to be the most effective precipitants in this study.

Real-time simulation of multibody systems with applications for working mobile vehicles

This dissertation describes an approach for developing a real-time simulation for working mobile vehicles based on multibody modeling. The use of multibody modeling allows comprehensive description of the constrained motion of the mechanical systems involved and permits real-time solving of the equations of motion. By carefully selecting the multibody formulation method to be used, it is possible to increase the accuracy of the multibody model while at the same time solving equations of motion in real-time. In this study, a multibody procedure based on semi-recursive and augmented Lagrangian methods for real-time dynamic simulation application is studied in detail. In the semirecursive approach, a velocity transformation matrix is introduced to describe the dependent coordinates into relative (joint) coordinates, which reduces the size of the generalized coordinates. The augmented Lagrangian method is based on usage of global coordinates and, in that method, constraints are accounted using an iterative process. A multibody system can be modelled as either rigid or flexible bodies. When using flexible bodies, the system can be described using a floating frame of reference formulation. In this method, the deformation mode needed can be obtained from the finite element model. As the finite element model typically involves large number of degrees of freedom, reduced number of deformation modes can be obtained by employing model order reduction method such as Guyan reduction, Craig-Bampton method and Krylov subspace as shown in this study The constrained motion of the working mobile vehicles is actuated by the force from the hydraulic actuator. In this study, the hydraulic system is modeled using lumped fluid theory, in which the hydraulic circuit is divided into volumes. In this approach, the pressure wave propagation in the hoses and pipes is neglected. The contact modeling is divided into two stages: contact detection and contact response. Contact detection determines when and where the contact occurs, and contact response provides the force acting at the collision point. The friction between tire and ground is modelled using the LuGre friction model, which describes the frictional force between two surfaces. Typically, the equations of motion are solved in the full matrices format, where the sparsity of the matrices is not considered. Increasing the number of bodies and constraint equations leads to the system matrices becoming large and sparse in structure. To increase the computational efficiency, a technique for solution of sparse matrices is proposed in this dissertation and its implementation demonstrated. To assess the computing efficiency, augmented Lagrangian and semi-recursive methods are implemented employing a sparse matrix technique. From the numerical example, the results show that the proposed approach is applicable and produced appropriate results within the real-time period.

Expokit: A software package for computing matrix exponentials

Expokit provides a set of routines aimed at computing matrix exponentials. More precisely, it computes either a small matrix exponential in full, the action of a large sparse matrix exponential on an operand vector, or the solution of a system of linear ODEs with constant inhomogeneity. The backbone of the sparse routines consists of matrix-free Krylov subspace projection methods (Arnoldi and Lanczos processes), and that is why the toolkit is capable of coping with sparse matrices of large dimension. The software handles real and complex matrices and provides specific routines for symmetric and Hermitian matrices. The computation of matrix exponentials is a numerical issue of critical importance in the area of Markov chains and furthermore, the computed solution is subject to probabilistic constraints. In addition to addressing general matrix exponentials, a distinct attention is assigned to the computation of transient states of Markov chains.

Alternatives for parallel Krylov subspace basis computation

Numerical methods related to Krylov subspaces are widely used in large sparse numerical linear algebra. Vectors in these subspaces are manipulated via their representation onto orthonormal bases. Nowadays, on serial computers, the method of Arnoldi is considered as a reliable technique for constructing such bases. However, although easily parallelizable, this technique is not as scalable as expected for communications. In this work we examine alternative methods aimed at overcoming this drawback. Since they retrieve upon completion the same information as Arnoldi's algorithm does, they enable us to design a wide family of stable and scalable Krylov approximation methods for various parallel environments. We present timing results obtained from their implementation on two distributed-memory multiprocessor supercomputers: the Intel Paragon and the IBM Scalable POWERparallel SP2. (C) 1997 by John Wiley & Sons, Ltd.

Error bounds for low-rank approximations of the first exponential integral kernel

A hierarchical matrix is an efficient data-sparse representation of a matrix, especially useful for large dimensional problems. It consists of low-rank subblocks leading to low memory requirements as well as inexpensive computational costs. In this work, we discuss the use of the hierarchical matrix technique in the numerical solution of a large scale eigenvalue problem arising from a finite rank discretization of an integral operator. The operator is of convolution type, it is defined through the first exponential-integral function and, hence, it is weakly singular. We develop analytical expressions for the approximate degenerate kernels and deduce error upper bounds for these approximations. Some computational results illustrating the efficiency and robustness of the approach are presented.

Sparse Correlation Kernel Analysis and Reconstruction

This paper presents a new paradigm for signal reconstruction and superresolution, Correlation Kernel Analysis (CKA), that is based on the selection of a sparse set of bases from a large dictionary of class- specific basis functions. The basis functions that we use are the correlation functions of the class of signals we are analyzing. To choose the appropriate features from this large dictionary, we use Support Vector Machine (SVM) regression and compare this to traditional Principal Component Analysis (PCA) for the tasks of signal reconstruction, superresolution, and compression. The testbed we use in this paper is a set of images of pedestrians. This paper also presents results of experiments in which we use a dictionary of multiscale basis functions and then use Basis Pursuit De-Noising to obtain a sparse, multiscale approximation of a signal. The results are analyzed and we conclude that 1) when used with a sparse representation technique, the correlation function is an effective kernel for image reconstruction and superresolution, 2) for image compression, PCA and SVM have different tradeoffs, depending on the particular metric that is used to evaluate the results, 3) in sparse representation techniques, L_1 is not a good proxy for the true measure of sparsity, L_0, and 4) the L_epsilon norm may be a better error metric for image reconstruction and compression than the L_2 norm, though the exact psychophysical metric should take into account high order structure in images.

Crystallization and preliminary crystallographic analysis of SMase I, a sphingomyelinase from Loxosceles laeta spider venom

SMase I, a 32 kDa sphingomyelinase found in Loxosceles laeta venom, is responsible for the major pathological effects of spider envenomation. This toxin has been cloned and functionally expressed as a fusion protein containing a 6 x His tag at its N-terminus to yield a 33 kDa protein [Fernandes-Pedrosa et al. (2002), Biochem. Biophys. Res. Commun. 298, 638 - 645]. The recombinant protein possesses all the biological properties ascribed to the whole L. laeta venom, including dermonecrotic and complement-dependent haemolytic activities. Dynamic light-scattering experiments conducted at 291 K demonstrate that the sample possesses a monomodal distribution, with a hydrodynamic radius of 3.57 nm. L. laeta SMase I was crystallized by the hanging-drop vapour-diffusion technique using the sparse-matrix method. Single crystals were obtained using a buffer solution consisting of 0.08 M HEPES and 0.9 M trisodium citrate, which was titrated to pH 7.5 using 0.25 M sodium hydroxide. Complete three-dimensional diffraction data were collected to 1.8 Angstrom at the Laboratorio Nacional de Luz Sincrotron (LNLS, Campinas, Brazil). The crystals belong to the hexagonal system ( space group P6(1) or P6(5)), with unit-cell parameters a = b = 140.6, c = 113.6 Angstrom. A search for heavy-atom derivatives has been initiated and elucidation of the crystal structure is currently in progress.

Matrix-vector multiplication and triangular linear solver using GPGPU for symmetric positive definite matrices derived from elliptic equations

The modern GPUs are well suited for intensive computational tasks and massive parallel computation. Sparse matrix multiplication and linear triangular solver are the most important and heavily used kernels in scientific computation, and several challenges in developing a high performance kernel with the two modules is investigated. The main interest it to solve linear systems derived from the elliptic equations with triangular elements. The resulting linear system has a symmetric positive definite matrix. The sparse matrix is stored in the compressed sparse row (CSR) format. It is proposed a CUDA algorithm to execute the matrix vector multiplication using directly the CSR format. A dependence tree algorithm is used to determine which variables the linear triangular solver can determine in parallel. To increase the number of the parallel threads, a coloring graph algorithm is implemented to reorder the mesh numbering in a pre-processing phase. The proposed method is compared with parallel and serial available libraries. The results show that the proposed method improves the computation cost of the matrix vector multiplication. The pre-processing associated with the triangular solver needs to be executed just once in the proposed method. The conjugate gradient method was implemented and showed similar convergence rate for all the compared methods. The proposed method showed significant smaller execution time.

Reaction Control in Quiescent Systems of Free-Radical Retrograde-Precipitation Polymerization

Free-radical retrograde-precipitation polymerization, FRRPP in short, is a novel polymerization process discovered by Dr. Gerard Caneba in the late 1980s. The current study is aimed at gaining a better understanding of the reaction mechanism of the FRRPP and its thermodynamically-driven features that are predominant in controlling the chain reaction. A previously developed mathematical model to represent free radical polymerization kinetics was used to simulate a classic bulk polymerization system from the literature. Unlike other existing models, such a sparse-matrix-based representation allows one to explicitly accommodate the chain length dependent kinetic parameters. Extrapolating from the past results, mixing was experimentally shown to be exerting a significant influence on reaction control in FRRPP systems. Mixing alone drives the otherwise severely diffusion-controlled reaction propagation in phase-separated polymer domains. Therefore, in a quiescent system, in the absence of mixing, it is possible to retard the growth of phase-separated domains, thus producing isolated polymer nanoparticles (globules). Such a diffusion-controlled, self-limiting phenomenon of chain growth was also observed using time-resolved small angle x-ray scattering studies of reaction kinetics in quiescent systems of FRRPP. Combining the concept of self-limiting chain growth in quiescent FRRPP systems with spatioselective reaction initiation of lithography, microgel structures were synthesized in a single step, without the use of molds or additives. Hard x-rays from the bending magnet radiation of a synchrotron were used as an initiation source, instead of the more statistally-oriented chemical initiators. Such a spatially-defined reaction was shown to be self-limiting to the irradiated regions following a polymerization-induced self-assembly phenomenon. The pattern transfer aspects of this technique were, therefore, studied in the FRRP polymerization of N-isopropylacrylamide (NIPAm) and methacrylic acid (MAA), a thermoreversible and ionic hydrogel, respectively. Reaction temperature increases the contrast between the exposed and unexposed zones of the formed microgels, while the irradiation dose is directly proportional to the extent of phase separation. The response of Poly (NIPAm) microgels prepared from the technique described in this study was also characterized by small angle neutron scattering.

Efficient methodologies for system matrix modelling in iterative image reconstruction for rotating high-resolution PET

A fully 3D iterative image reconstruction algorithm has been developed for high-resolution PET cameras composed of pixelated scintillator crystal arrays and rotating planar detectors, based on the ordered subsets approach. The associated system matrix is precalculated with Monte Carlo methods that incorporate physical effects not included in analytical models, such as positron range effects and interaction of the incident gammas with the scintillator material. Custom Monte Carlo methodologies have been developed and optimized for modelling of system matrices for fast iterative image reconstruction adapted to specific scanner geometries, without redundant calculations. According to the methodology proposed here, only one-eighth of the voxels within two central transaxial slices need to be modelled in detail. The rest of the system matrix elements can be obtained with the aid of axial symmetries and redundancies, as well as in-plane symmetries within transaxial slices. Sparse matrix techniques for the non-zero system matrix elements are employed, allowing for fast execution of the image reconstruction process. This 3D image reconstruction scheme has been compared in terms of image quality to a 2D fast implementation of the OSEM algorithm combined with Fourier rebinning approaches. This work confirms the superiority of fully 3D OSEM in terms of spatial resolution, contrast recovery and noise reduction as compared to conventional 2D approaches based on rebinning schemes. At the same time it demonstrates that fully 3D methodologies can be efficiently applied to the image reconstruction problem for high-resolution rotational PET cameras by applying accurate pre-calculated system models and taking advantage of the system's symmetries.

Fast algorithms for automatic mapping with space-limited covariance functions

In this paper we discuss a fast Bayesian extension to kriging algorithms which has been used successfully for fast, automatic mapping in emergency conditions in the Spatial Interpolation Comparison 2004 (SIC2004) exercise. The application of kriging to automatic mapping raises several issues such as robustness, scalability, speed and parameter estimation. Various ad-hoc solutions have been proposed and used extensively but they lack a sound theoretical basis. In this paper we show how observations can be projected onto a representative subset of the data, without losing significant information. This allows the complexity of the algorithm to grow as O(n m 2), where n is the total number of observations and m is the size of the subset of the observations retained for prediction. The main contribution of this paper is to further extend this projective method through the application of space-limited covariance functions, which can be used as an alternative to the commonly used covariance models. In many real world applications the correlation between observations essentially vanishes beyond a certain separation distance. Thus it makes sense to use a covariance model that encompasses this belief since this leads to sparse covariance matrices for which optimised sparse matrix techniques can be used. In the presence of extreme values we show that space-limited covariance functions offer an additional benefit, they maintain the smoothness locally but at the same time lead to a more robust, and compact, global model. We show the performance of this technique coupled with the sparse extension to the kriging algorithm on synthetic data and outline a number of computational benefits such an approach brings. To test the relevance to automatic mapping we apply the method to the data used in a recent comparison of interpolation techniques (SIC2004) to map the levels of background ambient gamma radiation. © Springer-Verlag 2007.

Advancing Bag-of-visual-words Representations For Lesion Classification In Retinal Images.

Diabetic Retinopathy (DR) is a complication of diabetes that can lead to blindness if not readily discovered. Automated screening algorithms have the potential to improve identification of patients who need further medical attention. However, the identification of lesions must be accurate to be useful for clinical application. The bag-of-visual-words (BoVW) algorithm employs a maximum-margin classifier in a flexible framework that is able to detect the most common DR-related lesions such as microaneurysms, cotton-wool spots and hard exudates. BoVW allows to bypass the need for pre- and post-processing of the retinographic images, as well as the need of specific ad hoc techniques for identification of each type of lesion. An extensive evaluation of the BoVW model, using three large retinograph datasets (DR1, DR2 and Messidor) with different resolution and collected by different healthcare personnel, was performed. The results demonstrate that the BoVW classification approach can identify different lesions within an image without having to utilize different algorithms for each lesion reducing processing time and providing a more flexible diagnostic system. Our BoVW scheme is based on sparse low-level feature detection with a Speeded-Up Robust Features (SURF) local descriptor, and mid-level features based on semi-soft coding with max pooling. The best BoVW representation for retinal image classification was an area under the receiver operating characteristic curve (AUC-ROC) of 97.8% (exudates) and 93.5% (red lesions), applying a cross-dataset validation protocol. To assess the accuracy for detecting cases that require referral within one year, the sparse extraction technique associated with semi-soft coding and max pooling obtained an AUC of 94.2 ± 2.0%, outperforming current methods. Those results indicate that, for retinal image classification tasks in clinical practice, BoVW is equal and, in some instances, surpasses results obtained using dense detection (widely believed to be the best choice in many vision problems) for the low-level descriptors.