Book•
Lectures on Discrete Geometry
01 May 2002-
TL;DR: This book is primarily a textbook introduction to various areas of discrete geometry, in which several key results and methods are explained, in an accessible and concrete manner, in each area.
Abstract: From the Publisher:
Discrete geometry investigates combinatorial properties of configurations of geometric objects. To a working mathematician or computer scientist, it offers sophisticated results and techniques of great diversity and it is a foundation for fields such as computational geometry or combinatorial optimization.
This book is primarily a textbook introduction to various areas of discrete geometry. In each area, it explains several key results and methods, in an accessible and concrete manner. It also contains more advanced material in separate sections and thus it can serve as a collection of surveys in several narrower subfields. The main topics include: basics on convex sets, convex polytopes, and hyperplane arrangements; combinatorial complexity of geometric configurations; intersection patterns and transversals of convex sets; geometric Ramsey-type results; polyhedral combinatorics and
high-dimensional convexity; and lastly, embeddings of finite metric spaces into normed spaces.
Jiri Matousek is Professor of Computer Science at Charles University in Prague. His research has contributed to several of the considered areas and to their algorithmic applications. This is his third book.
Citations
More filters
TL;DR: This work surveys and extends recent research which demonstrates that randomization offers a powerful tool for performing low-rank matrix approximation, and presents a modular framework for constructing randomized algorithms that compute partial matrix decompositions.
Abstract: Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which demonstrates that randomization offers a powerful tool for performing low-rank matrix approximation. These techniques exploit modern computational architectures more fully than classical methods and open the possibility of dealing with truly massive data sets. This paper presents a modular framework for constructing randomized algorithms that compute partial matrix decompositions. These methods use random sampling to identify a subspace that captures most of the action of a matrix. The input matrix is then compressed—either explicitly or implicitly—to this subspace, and the reduced matrix is manipulated deterministically to obtain the desired low-rank factorization. In many cases, this approach beats its classical competitors in terms of accuracy, robustness, and/or speed. These claims are supported by extensive numerical experiments and a detailed error analysis. The specific benefits of randomized techniques depend on the computational environment. Consider the model problem of finding the $k$ dominant components of the singular value decomposition of an $m \times n$ matrix. (i) For a dense input matrix, randomized algorithms require $\bigO(mn \log(k))$ floating-point operations (flops) in contrast to $ \bigO(mnk)$ for classical algorithms. (ii) For a sparse input matrix, the flop count matches classical Krylov subspace methods, but the randomized approach is more robust and can easily be reorganized to exploit multiprocessor architectures. (iii) For a matrix that is too large to fit in fast memory, the randomized techniques require only a constant number of passes over the data, as opposed to $\bigO(k)$ passes for classical algorithms. In fact, it is sometimes possible to perform matrix approximation with a single pass over the data.
3,248 citations
01 May 2012
TL;DR: This is a tutorial on some basic non-asymptotic methods and concepts in random matrix theory, particularly for the problem of estimating covariance matrices in statistics and for validating probabilistic constructions of measurementMatrices in compressed sensing.
Abstract: This is a tutorial on some basic non-asymptotic methods and concepts in random matrix theory. The reader will learn several tools for the analysis of the extreme singular values of random matrices with independent rows or columns. Many of these methods sprung off from the development of geometric functional analysis since the 1970's. They have applications in several fields, most notably in theoretical computer science, statistics and signal processing. A few basic applications are covered in this text, particularly for the problem of estimating covariance matrices in statistics and for validating probabilistic constructions of measurement matrices in compressed sensing. These notes are written particularly for graduate students and beginning researchers in different areas, including functional analysts, probabilists, theoretical statisticians, electrical engineers, and theoretical computer scientists.
2,780 citations
Posted Content•
TL;DR: In this article, a modular framework for constructing randomized algorithms that compute partial matrix decompositions is presented, which uses random sampling to identify a subspace that captures most of the action of a matrix and then the input matrix is compressed to this subspace, and the reduced matrix is manipulated deterministically to obtain the desired low-rank factorization.
Abstract: Low-rank matrix approximations, such as the truncated singular value decomposition and the rank-revealing QR decomposition, play a central role in data analysis and scientific computing. This work surveys and extends recent research which demonstrates that randomization offers a powerful tool for performing low-rank matrix approximation. These techniques exploit modern computational architectures more fully than classical methods and open the possibility of dealing with truly massive data sets.
This paper presents a modular framework for constructing randomized algorithms that compute partial matrix decompositions. These methods use random sampling to identify a subspace that captures most of the action of a matrix. The input matrix is then compressed---either explicitly or implicitly---to this subspace, and the reduced matrix is manipulated deterministically to obtain the desired low-rank factorization. In many cases, this approach beats its classical competitors in terms of accuracy, speed, and robustness. These claims are supported by extensive numerical experiments and a detailed error analysis.
2,356 citations
TL;DR: Expander graphs were first defined by Bassalygo and Pinsker in the early 1970s, and their existence was proved in the late 1970s as discussed by the authors and early 1980s.
Abstract: A major consideration we had in writing this survey was to make it accessible to mathematicians as well as to computer scientists, since expander graphs, the protagonists of our story, come up in numerous and often surprising contexts in both fields But, perhaps, we should start with a few words about graphs in general They are, of course, one of the prime objects of study in Discrete Mathematics However, graphs are among the most ubiquitous models of both natural and human-made structures In the natural and social sciences they model relations among species, societies, companies, etc In computer science, they represent networks of communication, data organization, computational devices as well as the flow of computation, and more In mathematics, Cayley graphs are useful in Group Theory Graphs carry a natural metric and are therefore useful in Geometry, and though they are “just” one-dimensional complexes, they are useful in certain parts of Topology, eg Knot Theory In statistical physics, graphs can represent local connections between interacting parts of a system, as well as the dynamics of a physical process on such systems The study of these models calls, then, for the comprehension of the significant structural properties of the relevant graphs But are there nontrivial structural properties which are universally important? Expansion of a graph requires that it is simultaneously sparse and highly connected Expander graphs were first defined by Bassalygo and Pinsker, and their existence first proved by Pinsker in the early ’70s The property of being an expander seems significant in many of these mathematical, computational and physical contexts It is not surprising that expanders are useful in the design and analysis of communication networks What is less obvious is that expanders have surprising utility in other computational settings such as in the theory of error correcting codes and the theory of pseudorandomness In mathematics, we will encounter eg their role in the study of metric embeddings, and in particular in work around the Baum-Connes Conjecture Expansion is closely related to the convergence rates of Markov Chains, and so they play a key role in the study of Monte-Carlo algorithms in statistical mechanics and in a host of practical computational applications The list of such interesting and fruitful connections goes on and on with so many applications we will not even
2,037 citations
TL;DR: This paper provides a general framework to convert notions of simplicity into convex penalty functions, resulting in convex optimization solutions to linear, underdetermined inverse problems.
Abstract: In applications throughout science and engineering one is often faced with the challenge of solving an ill-posed inverse problem, where the number of available measurements is smaller than the dimension of the model to be estimated. However in many practical situations of interest, models are constrained structurally so that they only have a few degrees of freedom relative to their ambient dimension. This paper provides a general framework to convert notions of simplicity into convex penalty functions, resulting in convex optimization solutions to linear, underdetermined inverse problems. The class of simple models considered includes those formed as the sum of a few atoms from some (possibly infinite) elementary atomic set; examples include well-studied cases from many technical fields such as sparse vectors (signal processing, statistics) and low-rank matrices (control, statistics), as well as several others including sums of a few permutation matrices (ranked elections, multiobject tracking), low-rank tensors (computer vision, neuroscience), orthogonal matrices (machine learning), and atomic measures (system identification). The convex programming formulation is based on minimizing the norm induced by the convex hull of the atomic set; this norm is referred to as the atomic norm. The facial structure of the atomic norm ball carries a number of favorable properties that are useful for recovering simple models, and an analysis of the underlying convex geometry provides sharp estimates of the number of generic measurements required for exact and robust recovery of models from partial information. These estimates are based on computing the Gaussian widths of tangent cones to the atomic norm ball. When the atomic set has algebraic structure the resulting optimization problems can be solved or approximated via semidefinite programming. The quality of these approximations affects the number of measurements required for recovery, and this tradeoff is characterized via some examples. Thus this work extends the catalog of simple models (beyond sparse vectors and low-rank matrices) that can be recovered from limited linear information via tractable convex programming.
1,431 citations
Additional excerpts
... distance at most rfrom the set A. Let µdenote the Haar measure on Sp−1 and µ(A;r) denote the measure of N(A,r). Then spherical isoperimetry states that µ(A;r) ≥ µ(B;r) for all r≥ 0 (see, for example [47, 52]). Let Bnow denote a spherical cap with µ(B) = µ(C∗ ∩Sp−1). Then we have E u[dist(u,C∗ ∩Sp−1)] = Z∞ 0 P[dist(u,C∗ ∩Sp−1) >t]dt (35) = Z∞ 0 (1 −µ(C∗ ∩Sp−1;t))dt (36) ≤ Z∞ 0 (1 −µ(B;t))dt (37) where ...
[...]
References
More filters
Book•
01 Dec 1986TL;DR: Introduction and Preliminaries.
Abstract: Introduction and Preliminaries. Problems, Algorithms, and Complexity. LINEAR ALGEBRA. Linear Algebra and Complexity. LATTICES AND LINEAR DIOPHANTINE EQUATIONS. Theory of Lattices and Linear Diophantine Equations. Algorithms for Linear Diophantine Equations. Diophantine Approximation and Basis Reduction. POLYHEDRA, LINEAR INEQUALITIES, AND LINEAR PROGRAMMING. Fundamental Concepts and Results on Polyhedra, Linear Inequalities, and Linear Programming. The Structure of Polyhedra. Polarity, and Blocking and Anti--Blocking Polyhedra. Sizes and the Theoretical Complexity of Linear Inequalities and Linear Programming. The Simplex Method. Primal--Dual, Elimination, and Relaxation Methods. Khachiyana s Method for Linear Programming. The Ellipsoid Method for Polyhedra More Generally. Further Polynomiality Results in Linear Programming. INTEGER LINEAR PROGRAMMING. Introduction to Integer Linear Programming. Estimates in Integer Linear Programming. The Complexity of Integer Linear Programming. Totally Unimodular Matrices: Fundamental Properties and Examples. Recognizing Total Unimodularity. Further Theory Related to Total Unimodularity. Integral Polyhedra and Total Dual Integrality. Cutting Planes. Further Methods in Integer Linear Programming. References. Indexes.
7,005 citations
Book•
01 Jan 1990
TL;DR: This chapter discusses the configuration space of a Rigid Object, the challenges of dealing with uncertainty, and potential field methods for solving these problems.
Abstract: 1 Introduction and Overview.- 2 Configuration Space of a Rigid Object.- 3 Obstacles in Configuration Space.- 4 Roadmap Methods.- 5 Exact Cell Decomposition.- 6 Approximate Cell Decomposition.- 7 Potential Field Methods.- 8 Multiple Moving Objects.- 9 Kinematic Constraints.- 10 Dealing with Uncertainty.- 11 Movable Objects.- Prospects.- Appendix A Basic Mathematics.- Appendix B Computational Complexity.- Appendix C Graph Searching.- Appendix D Sweep-Line Algorithm.- References.
6,186 citations
TL;DR: The Voronoi diagram as discussed by the authors divides the plane according to the nearest-neighbor points in the plane, and then divides the vertices of the plane into vertices, where vertices correspond to vertices in a plane.
Abstract: Computational geometry is concerned with the design and analysis of algorithms for geometrical problems. In addition, other more practically oriented, areas of computer science— such as computer graphics, computer-aided design, robotics, pattern recognition, and operations research—give rise to problems that inherently are geometrical. This is one reason computational geometry has attracted enormous research interest in the past decade and is a well-established area today. (For standard sources, we refer to the survey article by Lee and Preparata [19841 and to the textbooks by Preparata and Shames [1985] and Edelsbrunner [1987bl.) Readers familiar with the literature of computational geometry will have noticed, especially in the last few years, an increasing interest in a geometrical construct called the Voronoi diagram. This trend can also be observed in combinatorial geometry and in a considerable number of articles in natural science journals that address the Voronoi diagram under different names specific to the respective area. Given some number of points in the plane, their Voronoi diagram divides the plane according to the nearest-neighbor
4,236 citations
Book•
01 Jan 1992TL;DR: In this article, the Voronoi diagram generalizations of the Voroni diagram algorithm for computing poisson Voroni diagrams are defined and basic properties of the generalization of Voroni's algorithm are discussed.
Abstract: Definitions and basic properties of the Voronoi diagram generalizations of the Voronoi diagram algorithms for computing Voronoi diagrams poisson Voronoi diagrams spatial interpolation models of spatial processes point pattern analysis locational optimization through Voronoi diagrams.
4,018 citations
Book•
29 Nov 1994
TL;DR: In this article, the authors present a rich collection of material on the modern theory of convex polytopes, with an emphasis on the methods that yield the results (Fourier-Motzkin elimination, Schlegel diagrams, shellability, Gale transforms, and oriented matroids).
Abstract: Based on a graduate course given at the Technische Universitat, Berlin, these lectures present a wealth of material on the modern theory of convex polytopes. The clear and straightforward presentation features many illustrations, and provides complete proofs for most theorems. The material requires only linear algebra as a prerequisite, but takes the reader quickly from the basics to topics of recent research, including a number of unanswered questions. The lectures - introduce the basic facts about polytopes, with an emphasis on the methods that yield the results (Fourier-Motzkin elimination, Schlegel diagrams, shellability, Gale transforms, and oriented matroids) - discuss important examples and elegant constructions (cyclic and neighborly polytopes, zonotopes, Minkowski sums, permutahedra and associhedra, fiber polytopes, and the Lawrence construction) - show the excitement of current work in the field (Kalai's new diameter bounds, construction of non-rational polytopes, the Bohne-Dress tiling theorem, the upper-bound theorem), and nonextendable shellings) They should provide interesting and enjoyable reading for researchers as well as students.
3,489 citations