Search

A randomized quaternion singular value decomposition algorithm based on block Krylov iteration (RQSVD-BKI) is presented to solve the low-rank quaternion matrix approximation problem. The upper bounds of deterministic approximation error and expected approximation error for the RQSVD-BKI algorithm are also given. It is shown by numerical experiments that the running time of the RQSVD-BKI algorithm is smaller than that of the quaternion singular value decomposition, and the relative errors of the RQSVD-BKI algorithm are smaller than those of the randomized quaternion singular value decomposition algorithm in Liu et al. (SIAM J. Sci. Comput., 44(2): A870-A900 (2022)) in some cases. In order to further illustrate the feasibility and effectiveness of the RQSVD-BKI algorithm, we use it to deal with the problem of color image inpainting. [ABSTRACT FROM AUTHOR]

Over the last several decades, improvements in the fields of analytic combinatorics and computer algebra have made determining the asymptotic behaviour of sequences satisfying linear recurrence relations with polynomial coefficients largely a matter of routine, under assumptions that hold often in practice. The algorithms involved typically take a sequence, encoded by a recurrence relation and initial terms, and return the leading terms in an asymptotic expansion up to a big-O error term. Less studied, however, are effective techniques giving an explicit bound on asymptotic error terms. Among other things, such explicit bounds typically allow the user to automatically prove sequence positivity (an active area of enumerative and algebraic combinatorics) by exhibiting an index when positive leading asymptotic behaviour dominates any error terms. In this article, we present a practical algorithm for computing such asymptotic approximations with rigorous error bounds, under the assumption that the generating series of the sequence is a solution of a differential equation with regular (Fuchsian) dominant singularities. Our algorithm approximately follows the singularity analysis method of Flajolet and Odlyzko [SIAM J. Discrete Math. 3 (1990), pp. 216–240], except that all big-O terms involved in the derivation of the asymptotic expansion are replaced by explicit error terms. The computation of the error terms combines analytic bounds from the literature with effective techniques from rigorous numerics and computer algebra. We implement our algorithm in the SageMath computer algebra system and exhibit its use on a variety of applications (including our original motivating example, solution uniqueness in the Canham model for the shape of genus one biomembranes). [ABSTRACT FROM AUTHOR]

We present randUBV, a randomized algorithm for matrix sketching based on the block Lanzcos bidiagonalization process. Given a matrix A, it produces a low-rank approximation of the form UBVT, where U and V have orthonormal columns in exact arithmetic and B is block bidiagonal. In finite precision, the columns of both U and V will be close to orthonormal. Our algorithm is closely related to the randQB algorithms of Yu, Gu, and Li [SIAM J. Matrix Anal. Appl., 39 (2018), pp. 1339-1359]. in that the entries of B are incrementally generated and the Frobenius norm approximation error may be efficiently estimated. It is therefore suitable for the fixed-accuracy problem and so is designed to terminate as soon as a user input error tolerance is reached. Numerical experiments suggest that the block Lanczos method is generally competitive with or superior to algorithms that use power iteration, even when A has significant clusters of singular values. [ABSTRACT FROM AUTHOR]

Recently proposed numerical algorithms for solving high-dimensional nonlinear partial differential equations (PDEs) based on neural networks have shown their remarkable performance. We review some of them and study their convergence properties. The methods rely on probabilistic representation of PDEs by backward stochastic differential equations and their iterated time discretization. Our proposed algorithm, called the deep backward multistep (MDBDP) scheme, is a machine learning version of the least square multistep-forward dynamic programming scheme of Gobet and Turkedjiev [Math. Comp., 85, 2016, pp. 1359--1391]. It estimates simultaneously by backward induction the solution and its gradient by neural networks through sequential minimizations of suitable quadratic loss functions that are performed by stochastic gradient descent. Our main theoretical contribution is to provide an approximation error analysis of the MDBDP scheme as well as the deep splitting scheme for semilinear PDEs designed by Beck, Becker, Cheridito, Jentzen, and Neufeld [SIAM J. Sci. Comput., 43 (2021), pp. A3135--A3154]. We also supplement the error analysis of the deep learning backward dynamic programming (DBDP) scheme of Hur\'e, Pham, and Warin [Math. Comp., 89 (2020), pp. 1547--1580]. This yields notably convergence rate in terms of the number of neurons for a class of deep Lipschitz continuous GroupSort neural networks when the PDE is linear in the gradient of the solution for the MDBDP scheme, and in the semilinear case for the DBDP scheme. We illustrate our results with some numerical tests that are compared with some other machine learning algorithms in the literature. [ABSTRACT FROM AUTHOR]

In our previous work [J. R. Singler, SIAM J. Numer. Anal., 52 (2014), pp. 852-876], we considered the proper orthogonal decomposition (POD) of time varying PDE solution data taking values in two different Hilbert spaces. We considered various POD projections of the data and obtained new results concerning POD projection errors and error bounds for POD reduced order models of PDEs. In this work, we improve on our earlier results concerning POD projections by extending to a more general framework that allows for nonorthogonal POD projections and seminorms. We obtain new exact error formulas and convergence results for POD data approximation errors, and also prove new pointwise convergence results and error bounds for POD projections. We consider both the discrete and continuous cases of POD. We also apply our results to several example problems and show how the new results improve on previous work. [ABSTRACT FROM AUTHOR]

Currently, the dominating constraint in many high performance computing applications is data capacity and bandwidth, in both internode communications and even moreso in intranode data motion. A new approach to address this limitation is to make use of data compression in the form of a compressed data array. Storing data in a compressed data array and converting to standard IEEE-754 types as needed during a computation can reduce the pressure on bandwidth and storage. However, repeated conversions (lossy compression and decompression) introduce additional approximation errors, which need to be shown to not significantly affect the simulation results. We extend recent work [J. Diffenderfer et al., SIAM J. Sci. Comput., 41 (2019), pp. A1867-A1898] that analyzed the error of a single use of compression and decompression of the ZFP compressed data array representation [P. Lindstrom, IEEE Trans. Vis. Comput. Graph., 20 (2014), pp. 2674-2683; P. Lindstrom, ZFP version 0.5.5, May 2019] to the case of time-stepping and iterative schemes, where an advancement operator is repeatedly applied in addition to the conversions. We show that the accumulated error for iterative methods involving fixed-point and time evolving iterations is bounded under standard constraints. An upper bound is established on the number of additional iterations required for the convergence of stationary fixed-point iterations. An additional analysis of traditional forward and backward error of stationary iterative methods using ZFP compressed arrays is also presented. The results of several 1D, 2D, and 3D test problems are provided to demonstrate the correctness of the theoretical bounds. [ABSTRACT FROM AUTHOR]