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Stefano Sicilia

Publications and source records attributed to Stefano Sicilia.

8 recordsLinked to original sources

On the Complexity of Low-Rank Matrix Signing and Entrywise Power Matrix Factorization

Given a nonnegative matrix $X$, a factorization rank $r$ and {a positive integer $p$}, entrywise power matrix factorization (EPMF) looks for a low-rank matrix $X_r$ such that $X = |X_r|^{\circ p}$ (exact case) or $X \approx |X_r|^{\circ p}$ (approximate case), where $(\cdot)^{\circ p}$ denotes the componentwise exponent. EPMF includes the modulus model ($p=1$) and componentwise square factorization ($p=2$) as special cases, the latter being closely related to the square root rank. We analyze the computational complexity of the exact decision problem and the Frobenius-norm approximation problem, and establish a complete complexity landscape. In the exact case, we show that EPMF is equivalent to the combinatorial problem of flipping the signs of the entries of a given matrix $X$ to obtain a rank-$r$ matrix, which we refer to as the low-rank matrix signing (LRMS) problem. We first show that LRMS, and hence exact EPMF, is strongly NP-hard, improving a weak NP-hardness result for the square-root-rank (Math. Prog., 2015). We then show that LRMS can be solved in polynomial time when $r$ is fixed. Moreover, when the rank $r$ is part of the input, we show that for generic matrices the algorithm is fixed-parameter tractable (FPT) in the parameter $r$; in fact, the running time is fixed-parameter linear in the number of entries of the input matrix. In the approximate case using the Frobenius norm as an error measure, we show that EPMF is NP-hard, already when $r=2$, the smallest nontrivial case.

cs.CC↗

Manifold-based Algorithms for the Hadamard Decomposition

Given a matrix $X$, and two ranks $r_1$ and $r_2$, the Hadamard decomposition (HD) looks for two low-rank matrices, $X_1$ of rank $r_1$ and $X_2$ of rank $r_2$, both of the same size as $X$, such that $X\approx X_1\circ X_2$, where $\circ$ is the Hadamard (element-wise) product. In most cases, HD is more expressive than standard low-rank approximations such as the truncated singular value decomposition (TSVD), as it can represent higher-rank matrices with the same number of parameters; this is because the rank of $X_1 \circ X_2$ is generically equal to $r_1 r_2$. In this paper, we first present some theoretical insights for HD, in particular a useful reformulation $X\approx WH^\top$ where $W$ and $H$ have $r_1 r_2$ columns and belong to certain manifolds. These allow us to develop three new algorithms for computing HD. The first one uses the representation $X\approx X_1\circ X_2$ and relies on the Manopt toolbox. The other two rely on the reformulation $X\approx WH^\top$: one is a block projected gradient method, and the other is a manifold-based gradient descent algorithm that does not require projection onto the feasible set. The last two algorithms are particularly effective for handling large sparse data. We also propose new initializations that allow us to improve the accuracy of the HD. We compare our algorithms and initialization strategies with the TSVD and with the state of the art. Numerical results show that the new methods are efficient and competitive on both synthetic and real data.

math.OC↗

Structured distance to singularity as a nonlinear system of equations

In this article we study the structured distance to singularity for a nonsingular matrix $A\in\mathbb{C}^{n\times n}$, with a prescribed linear structure $\mathcal{S}$ (for instance, a sparsity pattern, or a real Toeplitz structure), i.e., the norm of the smallest perturbation $Δ\in \mathcal{S}$, such that $A + Δ$ is singular. This is an example of structured matrix nearness problem: a family of problems that arise in control and systems theory and in numerical analysis, when characterizing the robustness of a certain property of a system with respect to perturbations that are constrained to a certain structure (for example the structure of the nominal system). We start by highlighting the parallelism between two main tools which have been proposed in the literature: a gradient system approach for a functional in the eigenvalues, which requires the solution of certain low-rank matrix differential equations (see [Guglielmi, Lubich, Sicilia, SINUM 2023]), and a two-level optimization approach in which the inner linear least-squares problem is solved explicitly (see [Usevich, Markovsky, JCAM 2014] and [Gnazzo, Noferini, Nyman, Poloni, FoCM 2025]). In particular, these articles underline the remarkable property that $Δ$ is (at least generically) the orthogonal projection onto the structure $\mathcal{S}$ of a rank-1 matrix $uv^*$. This property and the parallelism suggest a new reformulation of the problem into a system of nonlinear equations in the two vector unknowns $u,v \in\mathbb{C}^n$. We study this new formulation, and propose an algorithm to solve these nonlinear equations directly with the multivariate Newton's method. We discuss how to avoid the singularity of such system of nonlinear equations, and how to ensure monotonic convergence. The resulting algorithm is faster than the existing ones for large matrices, and maintains comparable accuracy.

math.NA↗

Improving the robustness of neural ODEs with minimal weight perturbation

We propose a method to enhance the stability of a neural ordinary differential equation (neural ODE) by reducing the maximum error growth subsequent to a perturbation of the initial value. Since the stability depends on the logarithmic norm of the Jacobian matrix associated with the neural ODE, we control the logarithmic norm by perturbing the weight matrices of the neural ODE by a smallest possible perturbation (in Frobenius norm). We do so by engaging an eigenvalue optimisation problem, for which we propose a nested two-level algorithm. For a given perturbation size of the weight matrix, the inner level computes optimal perturbations of that size, while - at the outer level - we tune the perturbation amplitude until we reach the desired uniform stability bound. We embed the proposed algorithm in the training of the neural ODE to improve its robustness to perturbations of the initial value, as adversarial attacks. Numerical experiments on classical image datasets show that an image classifier including a neural ODE in its architecture trained according to our strategy is more stable than the same classifier trained in the classical way, and therefore, it is more robust and less vulnerable to adversarial attacks.

math.NA↗

Minimum-norm solutions of the non-symmetric semidefinite Procrustes problem

Given two matrices $X,B\in \mathbb{R}^{n\times m}$ and a set $\mathcal{A}\subseteq \mathbb{R}^{n\times n}$, a Procrustes problem consists in finding a matrix $A \in \mathcal{A}$ such that the Frobenius norm of $AX-B$ is minimized. When $\mathcal{A}$ is the set of the matrices whose symmetric part is positive semidefinite, we obtain the so-called non-symmetric positive semidefinite Procrustes (NSPDSP) problem. The NSPDSP problem arises in the estimation of compliance or stiffness matrix in solid and elastic structures. If $X$ has rank $r$, Baghel et al. (Lin. Alg. Appl., 2022) proposed a three-step semi-analytical approach: (1) construct a reduced NSPDSP problem in dimension $r\times r$, (2) solve the reduced problem by means of a fast gradient method with a linear rate of convergence, and (3) post-process the solution of the reduced problem to construct a solution of the larger original NSPDSP problem. In this paper, we revisit this approach of Baghel et al. and identify an unnecessary assumption used by the authors leading to cases where their algorithm cannot attain a minimum and produces solutions with unbounded norm. In fact, revising the post-processing phase of their semi-analytical approach, we show that the infimum of the NSPDSP problem is always attained, and we show how to compute a minimum-norm solution. We also prove that the symmetric part of the computed solution has minimum rank bounded by $r$, and that the skew-symmetric part has rank bounded by $2r$. Several numerical examples show the efficiency of this algorithm, both in terms of computational speed and of finding optimal minimum-norm solutions.

math.NA↗

Stabilization of a matrix via a low rank-adaptive ODE

Let $A$ be a square matrix with a given structure (e.g. real matrix, sparsity pattern, Toeplitz structure, etc.) and assume that it is unstable, i.e. at least one of its eigenvalues lies in the complex right half-plane. The problem of stabilizing $A$ consists in the computation of a matrix $B$, whose eigenvalues have negative real part and such that the perturbation $Δ=B-A$ has minimal norm. The structured stabilization further requires that the perturbation preserves the structural pattern of $A$. We solve this non-convex problem by a two-level procedure which involves the computation of the stationary points of a matrix ODE. We exploit the low rank underlying features of the problem by using an adaptive-rank integrator that follows slavishly the rank of the solution. We show the benefits derived from the low rank setting in several numerical examples, which also allow to deal with high dimensional problems.

math.NA↗

A low rank ODE for spectral clustering stability

Spectral clustering is a well-known technique which identifies $k$ clusters in an undirected graph with weight matrix $W\in\mathbb{R}^{n\times n}$ by exploiting its graph Laplacian $L(W)$, whose eigenvalues $0=λ_1\leq λ_2 \leq \dots \leq λ_n$ and eigenvectors are related to the $k$ clusters. Since the computation of $λ_{k+1}$ and $λ_k$ affects the reliability of this method, the $k$-th spectral gap $λ_{k+1}-λ_k$ is often considered as a stability indicator. This difference can be seen as an unstructured distance between $L(W)$ and an arbitrary symmetric matrix $L_\star$ with vanishing $k$-th spectral gap. A more appropriate structured distance to ambiguity such that $L_\star$ represents the Laplacian of a graph has been proposed by Andreotti et al. (2021). Slightly differently, we consider the objective functional $ F(Δ)=λ_{k+1}\left(L(W+Δ)\right)-λ_k\left(L(W+Δ)\right)$, where $Δ$ is a perturbation such that $W+Δ$ has non-negative entries and the same pattern of $W$. We look for an admissible perturbation $Δ_\star$ of smallest Frobenius norm such that $F(Δ_\star)=0$. In order to solve this optimization problem, we exploit its low rank underlying structure. We formulate a rank-4 symmetric matrix ODE whose stationary points are the optimizers sought. The integration of this equation benefits from the low rank structure with a moderate computational effort and memory requirement, as it is shown in some illustrative numerical examples.

math.NA↗

Rank-$1$ matrix differential equations for structured eigenvalue optimization

A new approach to solving eigenvalue optimization problems for large structured matrices is proposed and studied. The class of optimization problems considered is related to computing structured pseudospectra and their extremal points, and to structured matrix nearness problems such as computing the structured distance to instability or to singularity. The structure can be a general linear structure and includes, for example, large matrices with a given sparsity pattern, matrices with given range and co-range, and Hamiltonian matrices. Remarkably, the eigenvalue optimization can be performed on the manifold of complex (or real) rank-1 matrices, which yields a significant reduction of storage and in some cases of the computational cost. The method relies on a constrained gradient system and the projection of the gradient onto the tangent space of the manifold of complex rank-$1$ matrices. It is shown that near a local minimizer this projection is very close to the identity map, and so the computationally favorable rank-1 projected system behaves locally like the %computationally expensive gradient system.

math.NA↗