Large linear systems of saddle point type arise in a wide variety of applications throughout computational science and engineering. Due to their indefiniteness and often poor spectral properties, such linear systems represent a significant challenge for solver developers. In recent years there has been a surge of interest in saddle point problems, and numerous solution techniques have been proposed for this type of system. The aim of this paper is to present and discuss a large selection of solution methods for linear systems in saddle point form, with an emphasis on iterative methods for large and sparse problems.

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Numerical solution of saddle point problems

Introduction to linear and nonlinear programming

A scheme is developed for classifying the types of motion perceived by a humanlike robot. It is assumed that the robot receives visual images of the scene using a perspective system model. Equations, theorems, concepts, clues, etc., relating the objects, their positions, and their motion to their images on the focal plane are presented. >

http://ieeexplore.ieee.org/iel2/815/3148/00100651.pdf

Robot vision

Numerical Initial Value Problems in Ordinary Differential Equations

tions. Bootstrap has found many applications in engineering field, including artificial neural networks, biomedical engineering, environmental engineering, image processing, and radar and sonar signal processing. Basic concepts of the bootstrap are summarized in each section as a step-by-step algorithm for ease of implementation. Most of the applications are taken from the signal processing literature. The principles of the bootstrap are introduced in Chapter 2. Both the nonparametric and parametric bootstrap procedures are explained. Babu and Singh (1984) have demonstrated that in general, these two procedures behave similarly for pivotal (Studentized) statistics. The fact that the bootstrap is not the solution for all of the problems has been known to statistics community for a long time; however, this fact is rarely touched on in the manuscripts meant for practitioners. It was first observed by Babu (1984) that the bootstrap does not work in the infinite variance case. Bootstrap Techniques for Signal Processing explains the limitations of bootstrap method with an example. I especially liked the presentation style. The basic results are stated without proofs; however, the application of each result is presented as a simple step-by-step process, easy for nonstatisticians to follow. The bootstrap procedures, such as moving block bootstrap for dependent data, along with applications to autoregressive models and for estimation of power spectral density, are also presented in Chapter 2. Signal detection in the presence of noise is generally formulated as a testing of hypothesis problem. Chapter 3 introduces principles of bootstrap hypothesis testing. The topics are introduced with interesting real life examples. Flow charts, typical in engineering literature, are used to aid explanations of the bootstrap hypothesis testing procedures. The bootstrap leads to second-order correction due to pivoting; this improvement in the results due to pivoting is also explained. In the second part of Chapter 3, signal processing is treated as a regression problem. The performance of the bootstrap for matched filters as well as constant false-alarm rate matched filters is also illustrated. Chapters 2 and 3 focus on estimation problems. Chapter 4 introduces bootstrap methods used in model selection. Due to the inherent structure of the subject matter, this chapter may be difficult for nonstatisticians to follow. Chapter 5 is the most impressive chapter in the book, especially from the standpoint of statisticians. It provides real data bootstrap applications to illustrate the theory covered in the earlier chapters. These include applications to optimal sensor placement for knock detection and land-mine detection. The authors also provide a MATLAB toolbox comprising frequently used routines. Overall, this is a very useful handbook for engineers, especially those working in signal processing.

Probability and Random Processes

We consider the problem of minimizing the condition number of a low rank modification of a matrix. Analytical results show that the minimum, which is not necessarily unique, can be obtained and expressed by a small number of eigenpairs or singular pairs. The symmetric and the nonsymmetric cases are analyzed, and numerical experiments illustrate the analytical observations.

Minimizing the Condition Number for Small Rank Modifications

SYM-ILDL is a numerical software package that computes incomplete LDLT (ILDL) factorizations of symmetric indefinite and real skew-symmetric matrices. The core of the algorithm is a Crout variant of incomplete LU (ILU), originally introduced and implemented for symmetric matrices by Li and Saad [2005]. Our code is economical in terms of storage, and it deals with real skew-symmetric matrices as well as symmetric ones. The package is written in C++ and is templated, is open source, and includes a Matlab™ interface. The code includes built-in RCM and AMD reordering, two equilibration strategies, threshold Bunch-Kaufman pivoting, and rook pivoting, as well as a wrapper to MC64, a popular matching-based equilibration and reordering algorithm. We also include two built-in iterative solvers: SQMR, preconditioned with ILDL, and MINRES, preconditioned with a symmetric positive definite preconditioner based on the ILDL factorization.

SYM-ILDL: Incomplete LDLT Factorization of Symmetric Indefinite and Skew-Symmetric Matrices

Motivated by social network data mining problems such as link prediction and collaborative filtering, significant research effort has been devoted to computing topological measures including the Katz score and the commute time. Existing approaches typically approximate all pairwise relationships simultaneously. In this paper, we are interested in computing: the score for a single pair of nodes, and the top-k nodes with the best scores from a given source node. For the pairwise problem, we apply an iterative algorithm that computes upper and lower bounds for the measures we seek. This algorithm exploits a relationship between the Lanczos process and a quadrature rule. For the top-k problem, we propose an algorithm that only accesses a small portion of the graph and is related to techniques used in personalized PageRank computing. To test the scalability and accuracy of our algorithms we experiment with three real-world networks and find that these algorithms run in milliseconds to seconds without any preprocessing.

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Fast Katz and Commuters: Efficient Estimation of Social Relatedness in Large Networks

For Additive Schwarz preconditioning of nonsymmetric systems, it is proposed to use weights that change from one iteration to the next. At each iteration, weights for all earlier iterations are implicitly chosen to minimize the current residual. This strategy fits the paradigm of the recently proposed multipreconditioned GMRES. Numerical experiments illustrating the potential of the proposed method are presented.

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Additive Schwarz with variable weights

The three results on the PageRank vector are preliminary but shed light on the eigenstructure of a PageRank modified Markov chain and what happens when changing the teleportation parameter in the PageRank model.
Computations with the derivative of the PageRank vector with respect to the teleportation parameter show predictive ability and identify an interesting set of pages from Wikipedia.

https://www.cs.purdue.edu/homes/dgleich/publications/gleich%202007%20-%20pagerank%20derivative%20and%20sensitivity.pdf

Chen Greif

Papers

Minimizing the Condition Number for Small Rank Modifications

SYM-ILDL: Incomplete LDLT Factorization of Symmetric Indefinite and Skew-Symmetric Matrices

Fast Katz and Commuters: Efficient Estimation of Social Relatedness in Large Networks

Additive Schwarz with variable weights

Three results on the PageRank vector: eigenstructure, sensitivity, and the derivative