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Markus Hegland

Publications and source records attributed to Markus Hegland.

At least 19 recordsLinked to original sources

Determinant-Based Error Bounds for CUR Matrix Approximation: Oversampling and Volume Sampling

We derive error bounds for CUR matrix approximation using determinant-based methods that relate local projection errors to global approximation quality. For general matrices, we establish determinant identities for bordered Gramian matrices that decompose CUR approximation errors into interpretable local components. These identities connect projection errors onto submatrix column spaces directly to determinants, providing geometric insight into approximation degradation. We develop a probabilistic framework based on volume sampling that yields interpolation-type error bounds quantifying the benefits of oversampling: when $r > k$ rows are selected for $k$ columns, the expected error factor transitions linearly from $(k+1)^2$ (no oversampling) to $(k+1)$ (full oversampling). Our analysis establishes that the expected squared error is bounded by this interpolation factor times the squared error of the best rank-$k$ approximation, directly connecting CUR approximation quality to the optimal low-rank approximation. The framework applies to both CUR decomposition for general matrices and the Nyström method for symmetric positive semi-definite matrices, providing a unified theoretical foundation for determinant-based low-rank approximation analysis.

math.NA

Probability Density Estimation via Optimal Control

We employ optimal control theory to study the problem of estimating the probability density function from a data set originating from an unknown probability distribution. The original variational problem is reformulated as a multi-stage optimal control problem and the associated maximum principle, or conditions of optimality, is reduced to a two-point boundary-value problem with interior conditions. A numerical scheme is proposed to solve the discretization of this problem. Estimates of density functions for synthetic and real data are computed using the proposed approach. The real data come from the Old Faithful geyser and the speeds of a group of galaxies. Comparisons are made with the popular statistics software R.

math.OC

Generalized Gearhart-Koshy acceleration is a Krylov subspace method

The Kaczmarz method is a row-action method for solving consistent non-square linear systems, and Gearhart-Koshy acceleration is a line-search that minimizes the Euclidean norm of the error along a ray in the direction of a Kaczmarz step. Recently one of the authors generalized this procedure to a search for the point with minimal Euclidean error norm within a sequence of nested affine subspaces. In this paper, we demonstrate that this generalization can be interpreted as a Krylov subspace method for a square linear system, which is equivalent with the original system to be solved. In exact arithmetic the method cannot break down prematurely, and it makes progress in every step. We also present a mathematically equivalent reformulation of the algorithm in terms of the Gram-Schmidt orthogonalization procedure, and we illustrate the convergence behavior of the new method with numerical experiments.

math.NA

Computing expected moments of the Rényi parking problem on the circle

A highly accurate and efficient method to compute the expected values of the count, sum, and squared norm of the sum of the centre vectors of a random maximal sized collection of non-overlapping unit diameter disks touching a fixed unit-diameter disk is presented. This extends earlier work on Rényi's parking problem [Magyar Tud. Akad. Mat. Kutató Int. Közl. 3 (1-2), 1958, pp. 109-127]. Underlying the method is a splitting of the the problem conditional on the value of the first disk. This splitting is proven and then used to derive integral equations for the expectations. These equations take a lower block triangular form. They are solved using substitution and approximation of the integrals to very high accuracy using a polynomial approximation within the blocks.

math.NA

A Note on Error Bounds for Pseudo Skeleton Approximations of Matrices

Due to their importance in both data analysis and numerical algorithms, low rank approximations have recently been widely studied. They enable the handling of very large matrices. Tight error bounds for the computationally efficient Gaussian elimination based methods (skeleton approximations) are available. In practice, these bounds are useful for matrices with singular values which decrease quickly. Using the Chebyshev norm, this paper provides improved bounds for the errors of the matrix elements. These bounds are substantially better in the practically relevant cases where the eigenvalues decrease polynomially. Results are proven for general real rectangular matrices. Even stronger bounds are obtained for symmetric positive definite matrices. A simple example is given, comparing these new bounds to earlier ones.

math.NA

Low rank approximation of positive semi-definite symmetric matrices using Gaussian elimination and volume sampling

Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve systems with such a matrix can be very costly. A core idea to reduce computational complexity is to approximate the matrix by one with a low rank. The optimal and well understood choice is based on the eigenvalue decomposition of the matrix. Unfortunately, this is computationally very expensive. Cheaper methods are based on Gaussian elimination but they require pivoting. We will show how invariant matrix theory provides explicit error formulas for an averaged error based on volume sampling. The formula leads to ratios of elementary symmetric polynomials on the eigenvalues. We discuss some new an old bounds and include several examples where an expected error norm can be computed exactly.

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Stratified Space Learning: Reconstructing Embedded Graphs

Many data-rich industries are interested in the efficient discovery and modelling of structures underlying large data sets, as it allows for the fast triage and dimension reduction of large volumes of data embedded in high dimensional spaces. The modelling of these underlying structures is also beneficial for the creation of simulated data that better represents real data. In particular, for systems testing in cases where the use of real data streams might prove impractical or otherwise undesirable. We seek to discover and model the structure by combining methods from topological data analysis with numerical modelling. As a first step in combining these two areas, we examine the recovery of the abstract graph $G$ structure, and model a linear embedding $|G|$ given only a noisy point cloud sample $X$ of $|G|$.

math.AT

Self-referential Functions

We introduce the concept of fractels for functions and discuss their analytic and algebraic properties. We also consider the representation of polynomials and analytic functions using fractels, and the consequences of these representations in numerical analysis.

math.CA

Sparse grid quadrature on products of spheres

We examine sparse grid quadrature on weighted tensor products (WTP) of reproducing kernel Hilbert spaces on products of the unit sphere, in the case of worst case quadrature error for rules with arbitrary quadrature weights. We describe a dimension adaptive quadrature algorithm based on an algorithm of Hegland (2003), and also formulate a version of Wasilkowski and Wozniakowski's WTP algorithm (1999), here called the WW algorithm. We prove that the dimension adaptive algorithm is optimal in the sense of Dantzig (1957) and therefore no greater in cost than the WW algorithm. Both algorithms therefore have the optimal asymptotic rate of convergence given by Theorem 3 of Wasilkowski and Wozniakowski (1999). A numerical example shows that, even though the asymptotic convergence rate is optimal, if the dimension weights decay slowly enough, and the dimensionality of the problem is large enough, the initial convergence of the dimension adaptive algorithm can be slow.

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Conjugacies provided by fractal transformations I : Conjugate measures, Hilbert spaces, orthogonal expansions, and flows, on self-referential spaces

Theorems and explicit examples are used to show how transformations between self-similar sets (general sense) may be continuous almost everywhere with respect to stationary measures on the sets and may be used to carry well known flows and spectral analysis over from familiar settings to new ones. The focus of this work is on a number of surprising applications including (i) what we call fractal Fourier analysis, in which the graphs of the basis functions are Cantor sets, being discontinuous at a countable dense set of points, yet have very good approximation properties; (ii) Lebesgue measure-preserving flows, on polygonal laminas, whose wave-fronts are fractals. The key idea is to exploit fractal transformations to provide unitary transformations between Hilbert spaces defined on attractors of iterated function systems. Some of the examples relate to work of Oxtoby and Ulam concerning ergodic flows on regions bounded by polygons.

math.DS

Numerics and Fractals

Local iterated function systems are an important generalisation of the standard (global) iterated function systems (IFSs). For a particular class of mappings, their fixed points are the graphs of local fractal functions and these functions themselves are known to be the fixed points of an associated Read-Bajactarević operator. This paper establishes existence and properties of local fractal functions and discusses how they are computed. In particular, it is shown that piecewise polynomials are a special case of local fractal functions. Finally, we develop a method to compute the components of a local IFS from data or (partial differential) equations.

math.MG

Scalable and Fault Tolerant Computation with the Sparse Grid Combination Technique

This paper continues to develop a fault tolerant extension of the sparse grid combination technique recently proposed in [B. Harding and M. Hegland, ANZIAM J., 54 (CTAC2012), pp. C394-C411]. The approach is novel for two reasons, first it provides several levels in which one can exploit parallelism leading towards massively parallel implementations, and second, it provides algorithm-based fault tolerance so that solutions can still be recovered if failures occur during computation. We present a generalisation of the combination technique from which the fault tolerant algorithm is a consequence. Using a model for the time between faults on each node of a high performance computer we provide bounds on the expected error for interpolation with this algorithm. Numerical experiments on the scalar advection PDE demonstrate that the algorithm is resilient to faults on a real application. It is observed that the trade-off of recovery time to decreased accuracy of the solution is suitably small. A comparison with traditional checkpoint-restart methods applied to the combination technique show that our approach is highly scalable with respect to the number of faults.

math.NA

Convergence rates in $\ell^1$-regularization when the basis is not smooth enough

Sparsity promoting regularization is an important technique for signal reconstruction and several other ill-posed problems. Theoretical investigation typically bases on the assumption that the unknown solution has a sparse representation with respect to a fixed basis. We drop this sparsity assumption and provide error estimates for non-sparse solutions. After discussing a result in this direction published earlier by one of the authors and coauthors we prove a similar error estimate under weaker assumptions. Two examples illustrate that this set of weaker assumptions indeed covers additional situations which appear in applications.

math.NA

On Tractability of Approximation for a Special Space of Functions

We consider approximation problems for a special space of d variate functions. We show that the problems have small number of active variables, as it has been postulated in the past using concentration of measure arguments. We also show that, depending on the norm for measuring the error, the problems are strongly polynomially or quasi-polynomially tractable even in the model of computation where functional evaluations have the cost exponential in the number of active variables.

math.NA

Errors of regularisation under range inclusions using variable Hilbert scales

Based on the variable Hilbert scale interpolation inequality bounds for the error of regularisation methods are derived under range inclusions. In this context, new formulae for the modulus of continuity of the inverse of bounded operators with non-closed range are given. Even if one can show the equivalence of this approach to the version used previously in the literature, the new formulae and corresponding conditions are simpler than the former ones. Several examples from image processing and spectral enhancement illustrate how the new error bounds can be applied.

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Error bounds for spectral enhancement which are based on variable Hilbert scale inequalities

Spectral enhancement -- which aims to undo spectral broadening -- leads to integral equations which are ill-posed and require special regularisation techniques for their solution. Even when an optimal regularisation technique is used, however, the errors in the solution -- which originate in data approximation errors -- can be substantial and it is important to have good bounds for these errors in order to select appropriate enhancement methods. A discussion of the causes and nature of broadening provides regularity or source conditions which are required to obtain bounds for the regularised solution of the spectral enhancement problem. The source conditions do only in special cases satisfy the requirements of the standard convergence theory for ill-posed problems. Instead we have to use variable Hilbert scales and their interpolation inequalities to get error bounds. The error bounds in this case turn out to be of the form $O(\epsilon^{1-\eta(\epsilon)})$ where $\epsilon$ is the data error and $\eta(\epsilon)$ is a function which tends to zero when $\epsilon$ tends to zero. The approach is demonstrated with the Eddington correction formula and applied to a new spectral reconstruction technique for Voigt spectra. In this case $\eta(\epsilon)=O(1/\sqrt{|\log\epsilon|})$ is found.

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A Stabilized Mixed Finite Element Method for Thin Plate Splines Based on Biorthogonal Systems

The thin plate spline is a popular tool for the interpolation and smoothing of scattered data. In this paper we propose a novel stabilized mixed finite element method for the discretization of thin plate splines. The mixed formulation is obtained by introducing the gradient of the smoother as an additional unknown. Working with a pair of bases for the gradient of the smoother and the Lagrange multiplier which forms a biorthogonal system, we can easily eliminate these two variables (gradient of the smoother and Lagrange multiplier) leading to a positive definite formulation. The optimal a priori estimate is proved by using a superconvergence property of a gradient recovery operator.

math.NA

Dilational Hilbert Scales and Deconvolutional Sharpening

Operationally, index functions of variable Hilbert scales can be viewed as generators for families of spaces and norms. Using a one parameter family of index functions based on the dilations of a given index function, a new class of scales (dilational Hilbert scales (DHS)) is derived which generates new interpolatory inequalities (dilational interpolatory inequalities (DII)) which have the ordinary Hilbert scales (OHS) interpolatory inequalities as special cases. They therefore represent a one-parameter family generalization of OHS, and are a precise and concise subset of VHS approriate for deriving error estimates for deconvolution. The role of the Hilbert scales in deriving error estimates for the approximate solution of inverse problems is discussed along with an application of DHS to deconvolution sharpening.

math.NA