arXiv subjects

Wen-Wei Lin

Publications and source records attributed to Wen-Wei Lin.

34 records · Page 2Linked to original sources

arXiv2022

Nearly Optimal Stochastic Approximation for Online Principal Subspace Estimation

Principal component analysis (PCA) has been widely used in analyzing high-dimensional data. It converts a set of observed data points of possibly correlated variables into a set of linearly uncorrelated variables via an orthogonal transformation. To handle streaming data and reduce the complexities of PCA, (subspace) online PCA iterations were proposed to iteratively update the orthogonal transformation by taking one observed data point at a time. Existing works on the convergence of (subspace) online PCA iterations mostly focus on the case where sample are almost surely uniformly bounded. In this paper, we analyze the convergence of a subspace online PCA iteration under more practical assumption and obtain a nearly optimal finite-sample error bound. Our convergence rate almost matches the minimax information lower bound. We prove that the convergence is nearly global in the sense that the subspace online PCA iteration is convergent with high probability for random initial guesses. This work also leads to a simpler proof of the recent work on analyzing online PCA for the first principal component only.

math.OC↗

arXiv2020

Bifurcation Analysis of the Eigenstructure of the Discrete Single-curl Operator in Three-dimensional Maxwell's Equations with Pasteur Media

This paper focuses on studying the bifurcation analysis of the eigenstructure of the $γ$-parameterized generalized eigenvalue problem ($γ$-GEP) arising in three-dimensional (3D) source-free Maxwell's equations with Pasteur media, where $γ$ is the magnetoelectric chirality parameter. For the weakly coupled case, namely, $γ< γ_{*} \equiv$ critical value, the $γ$-GEP is positive definite, which has been well-studied by Chern et.\ al, 2015. For the strongly coupled case, namely, $γ> γ_{*}$, the $γ$-GEP is no longer positive definite, introducing a totally different and complicated structure. For the critical strongly coupled case, numerical computations for electromagnetic fields have been presented by Huang et.\ al, 2018. In this paper, we build several theoretical results on the eigenstructure behavior of the $γ$-GEPs. We prove that the $γ$-GEP is regular for any $γ> 0$, and the $γ$-GEP has $2 \times 2$ Jordan blocks of infinite eigenvalues at the critical value $γ_{*}$. Then, we show that the $2 \times 2$ Jordan block will split into a complex conjugate eigenvalue pair that rapidly goes down and up and then collides at some real point near the origin. Next, it will bifurcate into two real eigenvalues, with one moving toward the left and the other to the right along the real axis as $γ$ increases. A newly formed state whose energy is smaller than the ground state can be created as $γ$ is larger than the critical value. This stunning feature of the physical phenomenon would be very helpful in practical applications. Therefore, the purpose of this paper is to clarify the corresponding theoretical eigenstructure of 3D Maxwell's equations with Pasteur media.

math.NA↗

arXiv2020

Decoupled Structure-Preserving Doubling Algorithm with Truncation for Large-Scale Algebraic Riccati Equations

In \emph{Guo et al, arXiv:2005.08288}, we propose a decoupled form of the structure-preserving doubling algorithm (dSDA). The method decouples the original two to four coupled recursions, enabling it to solve large-scale algebraic Riccati equations and other related problems. In this paper, we consider the numerical computations of the novel dSDA for solving large-scale continuous-time algebraic Riccati equations with low-rank structures (thus possessing numerically low-rank solutions). With the help of a new truncation strategy, the rank of the approximate solution is controlled. Consequently, large-scale problems can be treated efficiently. Illustrative numerical examples are presented to demonstrate and confirm our claims.

math.NA↗

arXiv2020

A decoupled form of the structure-preserving doubling algorithm with low-rank structures

The structure-preserving doubling algorithm (SDA) is a fairly efficient method for solving problems closely related to Hamiltonian (or Hamiltonian-like) matrices, such as computing the required solutions to algebraic Riccati equations. However, for large-scale problems in $\mathbb{C}^n$ (also $\mathbb{R}^n$), the SDA with an $O(n^3)$ computational complexity does not work well. In this paper, we propose a new decoupled form of the SDA (we name it as dSDA), building on the associated Krylov subspaces thus leading to the inherent low-rank structures. Importantly, the approach decouples the original two to four iteration formulae. The resulting dSDA is much more efficient since only one quantity (instead of the original two to four) is computed iteratively. For large-scale problems, further efficiency is gained from the low-rank structures. This paper presents the theoretical aspects of the dSDA. A practical algorithm dSDA t with truncation and many illustrative numerical results will appear in a second paper.

math.NA↗

arXiv2018

Solving Three Dimensional Maxwell Eigenvalue Problem with Fourteen Bravais Lattices

Calculation of band structure of three dimensional photonic crystals amounts to solving large-scale Maxwell eigenvalue problems, which are notoriously challenging due to high multiplicity of zero eigenvalue. In this paper, we try to address this problem in such a broad context that band structure of three dimensional isotropic photonic crystals with all 14 Bravais lattices can be efficiently computed in a unified framework. We uncover the delicate machinery behind several key results of our work and on the basis of this new understanding we drastically simplify the derivations, proofs and arguments in our framework. In this work particular effort is made on reformulating the Bloch boundary condition for all 14 Bravais lattices in the redefined orthogonal coordinate system, and establishing eigen-decomposition of discrete partial derivative operators by systematic use of commutativity among them, which has been overlooked previously, and reducing eigen-decomposition of double-curl operator to the canonical form of a 3x3 complex skew-symmetric matrix under unitary congruence. With the validity of the novel nullspace free method in the broad context, we perform some calculations on one benchmark system to demonstrate the accuracy and efficiency of our algorithm.

math.NA↗

arXiv2018

Doubling algorithm for the discretized Bethe-Salpeter eigenvalue problem

The discretized Bethe-Salpeter eigenvalue problem arises in the Green's function evaluation in many body physics and quantum chemistry. Discretization leads to a matrix eigenvalue problem for $H \in \mathbb{C}^{2n\times 2n}$ with a Hamiltonian-like structure. After an appropriate transformation of $H$ to a standard symplectic form, the structure-preserving doubling algorithm, originally for algebraic Riccati equations, is extended for the discretized Bethe-Salpeter eigenvalue problem. Potential breakdowns of the algorithm, due to the ill condition or singularity of certain matrices, can be avoided with a double-Cayley transform or a three-recursion remedy. A detailed convergence analysis is conducted for the proposed algorithm, especially on the benign effects of the double-Cayley transform. Numerical results are presented to demonstrate the efficiency and structure-preserving nature of the algorithm.

math.NA↗

arXiv2017

iSIRA: Integrated Shift-Invert Residual Arnoldi Method for Graph Laplacian Matrices from Big Data

The eigenvalue problem of a graph Laplacian matrix $L$ arising from a simple, connected and undirected graph has been given more attention due to its extensive applications, such as spectral clustering, community detection, complex network, image processing and so on. The associated graph Laplacian matrix is symmetric, positive semi-definite, and is usually large and sparse. Computing some smallest positive eigenvalues and corresponding eigenvectors is often of interest. However, the singularity of $L$ makes the classical eigensolvers inefficient since we need to factorize $L$ for the purpose of solving large and sparse linear systems exactly. The next difficulty is that it is usually time consuming or even unavailable to factorize a large and sparse matrix arising from real network problems from big data such as social media transactional databases, and sensor systems because there is in general not only local connections. In this paper, we propose an eignsolver based on the inexact residual Arnoldi method together with an implicit remedy of the singularity and an effective deflation for convergent eigenvalues. Numerical experiments reveal that the integrated eigensolver outperforms the classical Arnoldi/Lanczos method for computing some smallest positive eigeninformation provided the LU factorization is not available.

math.NA↗

arXiv2017

A Novel Stretch Energy Minimization Algorithm for Equiareal Parameterizations

Surface parameterizations have been widely applied to computer graphics and digital geometry processing. In this paper, we propose a novel stretch energy minimization (SEM) algorithm for the computation of equiareal parameterizations of simply connected open surfaces with a very small area distortion and a highly improved computational efficiency. In addition, the existence of nontrivial limit points of the SEM algorithm is guaranteed under some mild assumptions of the mesh quality. Numerical experiments indicate that the efficiency, accuracy, and robustness of the proposed SEM algorithm outperform other state-of-the-art algorithms. Applications of the SEM on surface remeshing and surface registration for simply connected open surfaces are demonstrated thereafter. Thanks to the SEM algorithm, the computations for these applications can be carried out efficiently and robustly.

cs.GR↗

arXiv2017

A modified Newton iteration for finding nonnegative Z-eigenpairs of a nonnegative tensor

We propose a modified Newton iteration for finding some nonnegative Z-eigenpairs of a nonnegative tensor. When the tensor is irreducible, all nonnegative eigenpairs are known to be positive. We prove local quadratic convergence of the new iteration to any positive eigenpair of a nonnegative tensor, under the usual assumption guaranteeing the local quadratic convergence of the original Newton iteration. A big advantage of the modified Newton iteration is that it seems capable of finding a nonnegative eigenpair starting with any positive unit vector. Special attention is paid to transition probability tensors.

math.NA↗

arXiv2017

Continuation Methods for Computing Z-/H-eigenpairs of Nonnegative Tensors

In this paper, a homotopy continuation method for the computation of nonnegative Z-/H-eigenpairs of a nonnegative tensor is presented. We show that the homotopy continuation method is guaranteed to compute a nonnegative eigenpair. Additionally, using degree analysis, we show that the number of positive Z-eigenpairs of an irreducible nonnegative tensor is odd. A novel homotopy continuation method is proposed to compute an odd number of positive Z-eigenpairs, and some numerical results are presented.

math.NA↗

arXiv2015

Conformal Surface Morphing with Applications on Facial Expressions

Morphing is the process of changing one figure into another. Some numerical methods of 3D surface morphing by deformable modeling and conformal mapping are shown in this study. It is well known that there exists a unique Riemann conformal mapping from a simply connected surface into a unit disk by the Riemann mapping theorem. The dilation and relative orientations of the 3D surfaces can be linked through the Möbius transformation due to the conformal characteristic of the Riemann mapping. On the other hand, a 3D surface deformable model can be built via various approaches such as mutual parameterization from direct interpolation or surface matching using landmarks. In this paper, we take the advantage of the unique representation of 3D surfaces by the mean curvatures and the conformal factors associated with the Riemann mapping. By registering the landmarks on the conformal parametric domains, the correspondence of the mean curvatures and the conformal factors for each surfaces can be obtained. As a result, we can construct the 3D deformation field from the surface reconstruction algorithm proposed by Gu and Yau. Furthermore, by composition of the Möbius transformation and the 3D deformation field, the morphing sequence can be generated from the mean curvatures and the conformal factors on a unified mesh structure by using the cubic spline homotopy. Several numerical experiments of the face morphing are presented to demonstrate the robustness of our approach.

cs.GR↗

arXiv2015

On the Convergence of Ritz Pairs and Refined Ritz Vectors for Quadratic Eigenvalue Problems

For a given subspace, the Rayleigh-Ritz method projects the large quadratic eigenvalue problem (QEP) onto it and produces a small sized dense QEP. Similar to the Rayleigh-Ritz method for the linear eigenvalue problem, the Rayleigh-Ritz method defines the Ritz values and the Ritz vectors of the QEP with respect to the projection subspace. We analyze the convergence of the method when the angle between the subspace and the desired eigenvector converges to zero. We prove that there is a Ritz value that converges to the desired eigenvalue unconditionally but the Ritz vector converges conditionally and may fail to converge. To remedy the drawback of possible non-convergence of the Ritz vector, we propose a refined Ritz vector that is mathematically different from the Ritz vector and is proved to converge unconditionally. We construct examples to illustrate our theory.

math.NA↗

arXiv2014

Structure-Preserving Flows of Symplectic Matrix Pairs

We construct a nonlinear differential equation of matrix pairs $(\mathcal{M}(t),\mathcal{L}(t))$ that is invariant (the \textbf{Structure-Preserving Property}) in the class of symplectic matrix pairs \begin{align*} \mathbb{S}_{\mathcal{S}_1,\mathcal{S}_2}=\left\{\left(\mathcal{M},\mathcal{L}\right)| \ \mathcal{M}=\left[% \begin{array}{cc} X_{12} & 0 X_{22} & I \end{array}% \right]\mathcal{S}_2, \mathcal{L}=\left[% \begin{array}{cc} I & X_{11} 0 & X_{21} \end{array}% \right]\mathcal{S}_1\right.\nonumber \left. \text{ and }X=\left[% \begin{array}{cc} X_{11} & X_{12} X_{21} & X_{22} \end{array}% \right]\text{is Hermitian}\right\} \end{align*} for certain fixed symplectic matrices $\mathcal{S}_1$ and $\mathcal{S}_2$. Its solution also preserves invariant subspaces on the whole orbit (the \textbf{Eigenvector-Preserving Property}). Such a flow is called a \textit{structure-preserving flow} and is governed by a Riccati differential equation (RDE). In addition, Radon's lemma leads to an explicit form. Therefore, blow-ups for the structure-preserving flows may happen at a finite $t$. To continue, we then utilize the Grassmann manifolds to extend the domain of the structure-preserving flow to the whole $\mathbb{R}$ subtracting some isolated points.

math.NA↗

arXiv2014

A positivity preserving inexact Noda iteration for computing the smallest eigenpair of a large irreducible M-matrix

In this paper, based on the Noda iteration, we present inexact Noda iterations (INI), to find the smallest eigenvalue and the associated positive eigenvector of a large irreducible nonsingular M-matrix. The positivity of approximations is critical in applications, and if the approximations lose the positivity then they will be physically meaningless. We propose two different inner tolerance strategies for solving the inner linear systems involved, and prove that the resulting INI algorithms are globally linear and superlinear with the convergence order $\frac{1+\sqrt{5}}{2}$, respectively. The proposed INI algorithms are structure preserving and maintains the positivity of approximate eigenvectors. We also revisit the exact Noda iteration and establish a new quadratic convergence result. All the above is first done for the problem of computing the Perron root and the positive Perron vector of an irreducible nonnegative matrix and then adapted to that of computing the smallest eigenpair of the irreducible nonsingular M-matrix. Numerical examples illustrate that the proposed INI algorithms are practical, and they always preserve the positivity of approximate eigenvectors. We compare them with the positivity non-preserving Jacobi--Davidson method and implicitly restarted Arnoldi method, which often compute physically meaningless eigenvectors, and illustrate that the overall efficiency of the INI algorithms is competitive with and can be considerably higher than the latter two methods.

math.NA↗

arXiv2014

Singular Value Decompositions for Single-Curl Operators in Three-Dimensional Maxwell's Equations for Complex Media

This article focuses on solving the generalized eigenvalue problems (GEP) arising in the source-free Maxwell equation with magnetoelectric coupling effects that models three-dimensional complex media. The goal is to compute the smallest positive eigenvalues, and the main challenge is that the coefficient matrix in the discrete Maxwell equation is indefinite and degenerate. To overcome this difficulty, we derive a singular value decomposition (SVD) of the discrete single-curl operator and then explicitly express the basis of the invariant subspace corresponding to the nonzero eigenvalues of the GEP. Consequently, we reduce the GEP to a null space free standard eigenvalue problem (NFSEP) that contains only the nonzero (complex) eigenvalues of the GEP and can be solved by the shift-and-invert Arnoldi method without being disturbed by the null space. Furthermore, the basis of the eigendecomposition is chosen carefully so that we can apply fast Fourier transformation (FFT)-based matrix vector multiplication to solve the embedded linear systems efficiently by an iterative method. For chiral and pseudochiral complex media, which are of great interest in magnetoelectric applications, the NFSEP can be further transformed to a null space free generalized eigenvalue problem whose coefficient matrices are Hermitian and Hermitian positive definite (HHPD-NFGEP). This HHPD-NFGEP can be solved by using the invert Lanczos method without shifting. Furthermore, the embedded linear system can be solved efficiently by using the conjugate gradient method without preconditioning and the FFT-based matrix vector multiplications. Numerical results are presented to demonstrate the efficiency of the proposed methods.

math.NA↗

arXiv2013

A Novel Skew-Hamiltonian Isotropic Lanczos Algorithm for Spectral Conformal Parameterizations

Numerous methods for computing conformal mesh paramterizations has been developed due to the vast applications in the field of geometry processing. Spectral conformal parameterization (SCP) is one of these methods to computing a quality conformal parameterization based on the spectral technique. SCP focus on a generalized eigenvalue problem (GEP) $L_{C}\mathbf{f} = λB\mathbf{f}$ whose eigenvector(s) associated with the smallest positive eigenvalue(s) will provide the parameterization result. This paper devotes to study a novel eigensolver for this GEP. Based on the structures of matrix pair $(L_{C},B)$, we show that this GEP can be transformed into a small-scaled compressed deating standard eigenvalue problem with a symmetric positive definite skew-Hamiltonian operator. We then propose a skew-Hamiltonian isotropic Lanczos algorithm (SHILA) to solve the reducing problem. Numerical experiments show that our compressed deating skill remove the inuence of the kernel of $L_{C}$ and transform the original problem to a more robust system. The novel SHILA method can effective avoid the disturbance of duplicate eigenvalues. As a result, our numerical eigensolver can accurately and efficiently compute the conformal parameterization based on the spectral model of SCP.

math.NA↗