Showing papers on "Matrix (mathematics) published in 2008"

Non-negative Matrices and Markov Chains

Abstract: Finite Non-Negative Matrices.- Fundamental Concepts and Results in the Theory of Non-negative Matrices.- Some Secondary Theory with Emphasis on Irreducible Matrices, and Applications.- Inhomogeneous Products of Non-negative Matrices.- Markov Chains and Finite Stochastic Matrices.- Countable Non-Negative Matrices.- Countable Stochastic Matrices.- Countable Non-negative Matrices.- Truncations of Infinite Stochastic Matrices.

Functions of Matrices: Theory and Computation

Abstract: A thorough and elegant treatment of the theory of matrix functions and numerical methods for computing them, including an overview of applications, new and unpublished research results, and improved algorithms. Key features include a detailed treatment of the matrix sign function and matrix roots; a development of the theory of conditioning and properties of the Frechet derivative; Schur decomposition; block Parlett recurrence; a thorough analysis of the accuracy, stability, and computational cost of numerical methods; general results on convergence and stability of matrix iterations; and a chapter devoted to the f(A)b problem. Ideal for advanced courses and for self-study, its broad content, references and appendix also make this book a convenient general reference. Contains an extensive collection of problems with solutions and MATLAB implementations of key algorithms.

Relational learning via collective matrix factorization

Abstract: Relational learning is concerned with predicting unknown values of a relation, given a database of entities and observed relations among entities. An example of relational learning is movie rating prediction, where entities could include users, movies, genres, and actors. Relations encode users' ratings of movies, movies' genres, and actors' roles in movies. A common prediction technique given one pairwise relation, for example a #users x #movies ratings matrix, is low-rank matrix factorization. In domains with multiple relations, represented as multiple matrices, we may improve predictive accuracy by exploiting information from one relation while predicting another. To this end, we propose a collective matrix factorization model: we simultaneously factor several matrices, sharing parameters among factors when an entity participates in multiple relations. Each relation can have a different value type and error distribution; so, we allow nonlinear relationships between the parameters and outputs, using Bregman divergences to measure error. We extend standard alternating projection algorithms to our model, and derive an efficient Newton update for the projection. Furthermore, we propose stochastic optimization methods to deal with large, sparse matrices. Our model generalizes several existing matrix factorization methods, and therefore yields new large-scale optimization algorithms for these problems. Our model can handle any pairwise relational schema and a wide variety of error models. We demonstrate its efficiency, as well as the benefit of sharing parameters among relations.

Fast Scramblers

Abstract: We consider the problem of how fast a quantum system can scramble (thermalize) information, given that the interactions are between bounded clusters of degrees of freedom; pairwise interactions would be an example Based on previous work, we conjecture: 1) The most rapid scramblers take a time logarithmic in the number of degrees of freedom 2) Matrix quantum mechanics (systems whose degrees of freedom are n by n matrices) saturate the bound 3) Black holes are the fastest scramblers in nature The conjectures are based on two sources, one from quantum information theory, and the other from the study of black holes in String Theory

Ecient Sparse Matrix-Vector Multiplication on CUDA

Abstract: The massive parallelism of graphics processing units (GPUs) oers tremendous performance in many high-performance computing applications. While dense linear algebra readily maps to such platforms, harnessing this potential for sparse matrix computations presents additional challenges. Given its role in iterative methods for solving sparse linear systems and eigenvalue problems, sparse matrix-vector multiplication (SpMV) is of singular importance in sparse linear algebra. In this paper we discuss data structures and algorithms for SpMV that are eciently implemented on the CUDA platform for the ne-grained parallel architecture of the GPU. Given the memory-bound nature of SpMV, we emphasize memory bandwidth eciency and compact storage formats. We consider a broad spectrum of sparse matrices, from those that are well-structured and regular to highly irregular matrices with large imbalances in the distribution of nonzeros per matrix row. We develop methods to exploit several common forms of matrix structure while oering alternatives which accommodate greater irregularity. On structured, grid-based matrices we achieve performance of 36 GFLOP/s in single precision and 16 GFLOP/s in double precision on a GeForce GTX 280 GPU. For unstructured nite-element matrices, we observe performance in excess of 15 GFLOP/s and 10 GFLOP/s in single and double precision respectively. These results compare favorably to prior state-of-the-art studies of SpMV methods on conventional multicore processors. Our double precision SpMV performance is generally two and a half times that of a Cell BE with 8 SPEs and more than ten times greater than that of a quad-core Intel Clovertown system.

A Singular Value Thresholding Algorithm for Matrix Completion

Abstract: This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxation of a rank minimization problem, and arises in many important applications as in the task of recovering a large matrix from a small subset of its entries (the famous Netflix problem). Off-the-shelf algorithms such as interior point methods are not directly amenable to large problems of this kind with over a million unknown entries. This paper develops a simple first-order and easy-to-implement algorithm that is extremely efficient at addressing problems in which the optimal solution has low rank. The algorithm is iterative and produces a sequence of matrices (X^k, Y^k) and at each step, mainly performs a soft-thresholding operation on the singular values of the matrix Y^k. There are two remarkable features making this attractive for low-rank matrix completion problems. The first is that the soft-thresholding operation is applied to a sparse matrix; the second is that the rank of the iterates X^k is empirically nondecreasing. Both these facts allow the algorithm to make use of very minimal storage space and keep the computational cost of each iteration low. We provide numerical examples in which 1,000 by 1,000 matrices are recovered in less than a minute on a modest desktop computer. We also demonstrate that our approach is amenable to very large scale problems by recovering matrices of rank about 10 with nearly a billion unknowns from just about 0.4% of their sampled entries. Our methods are connected with linearized Bregman iterations for l1 minimization, and we develop a framework in which one can understand these algorithms in terms of well-known Lagrange multiplier algorithms.

Graph Clustering Via a Discrete Uncoupling Process

Abstract: A discrete uncoupling process for finite spaces is introduced, called the Markov Cluster Process or the MCL process. The process is the engine for the graph clustering algorithm called the MCL algorithm. The MCL process takes a stochastic matrix as input, and then alternates expansion and inflation, each step defining a stochastic matrix in terms of the previous one. Expansion corresponds with taking the $k$th power of a stochastic matrix, where $k\in\N$. Inflation corresponds with a parametrized operator $\Gamma_r$, $r\geq 0$, that maps the set of (column) stochastic matrices onto itself. The image $\Gamma_r M$ is obtained by raising each entry in $M$ to the $r$th power and rescaling each column to have sum 1 again. In practice the process converges very fast towards a limit that is invariant under both matrix multiplication and inflation, with quadratic convergence around the limit points. The heuristic behind the process is its expected behavior for (Markov) graphs possessing cluster structure. The process is typically applied to the matrix of random walks on a given graph $G$, and the connected components of (the graph associated with) the process limit generically allow a clustering interpretation of $G$. The limit is in general extremely sparse and iterands are sparse in a weighted sense, implying that the MCL algorithm is very fast and highly scalable. Several mathematical properties of the MCL process are established. Most notably, the process (and algorithm) iterands posses structural properties generalizing the mapping from process limits onto clusterings. The inflation operator $\Gamma_r$ maps the class of matrices that are diagonally similar to a symmetric matrix onto itself. The phrase diagonally positive semi-definite (dpsd) is used for matrices that are diagonally similar to a positive semi-definite matrix. For $r\in\N$ and for $M$ a stochastic dpsd matrix, the image $\Gamma_r M$ is again dpsd. Determinantal inequalities satisfied by a dpsd matrix $M$ imply a natural ordering among the diagonal elements of $M$, generalizing the mapping of process limits onto clusterings. The spectrum of $\Gamma_{\infty} M$ is of the form $\{0^{n-k}, 1^k\}$, where $k$ is the number of endclasses of the ordering associated with $M$, and $n$ is the dimension of $M$. This attests to the uncoupling effect of the inflation operator.

Combining geometry and combinatorics: A unified approach to sparse signal recovery

Abstract: There are two main algorithmic approaches to sparse signal recovery: geometric and combinatorial. The geometric approach utilizes geometric properties of the measurement matrix Phi. A notable example is the Restricted Isometry Property, which states that the mapping Phi preserves the Euclidean norm of sparse signals; it is known that random dense matrices satisfy this constraint with high probability. On the other hand, the combinatorial approach utilizes sparse matrices, interpreted as adjacency matrices of sparse (possibly random) graphs, and uses combinatorial techniques to recover an approximation to the signal. In this paper we present a unification of these two approaches. To this end, we extend the notion of Restricted Isometry Property from the Euclidean lscr2 norm to the Manhattan lscr1 norm. Then we show that this new lscr1 -based property is essentially equivalent to the combinatorial notion of expansion of the sparse graph underlying the measurement matrix. At the same time we show that the new property suffices to guarantee correctness of both geometric and combinatorial recovery algorithms. As a result, we obtain new measurement matrix constructions and algorithms for signal recovery which, compared to previous algorithms, are superior in either the number of measurements or computational efficiency of decoders.

Special Functions for Applied Scientists

Abstract: Basic Ideas of Special Functions and Statistical Distributions.- Mittag-Leffler Functions and Fractional Calculus.- An Introduction to q-Series.- Ramanujan's Theories of Theta and Elliptic Functions.- Lie Group and Special Functions.- Applications to Stochastic Process and Time Series.- Applications to Density Estimation.- Applications to Order Statistics.- Applications to Astrophysics Problems.- An Introduction to Wavelet Analysis.- Jacobians of Matrix Transformations.- Special Functions of Matrix Argument.

Non-negative Matrix Factorization on Manifold

Abstract: Recently non-negative matrix factorization (NMF) has received a lot of attentions in information retrieval, computer vision and pattern recognition. NMF aims to find two non-negative matrices whose product can well approximate the original matrix. The sizes of these two matrices are usually smaller than the original matrix. This results in a compressed version of the original data matrix. The solution of NMF yields a natural parts-based representation for the data. When NMF is applied for data representation, a major disadvantage is that it fails to consider the geometric structure in the data. In this paper, we develop a graph based approach for parts-based data representation in order to overcome this limitation. We construct an affinity graph to encode the geometrical information and seek a matrix factorization which respects the graph structure. We demonstrate the success of this novel algorithm by applying it on real world problems.

Relative-Error $CUR$ Matrix Decompositions

Abstract: Many data analysis applications deal with large matrices and involve approximating the matrix using a small number of “components.” Typically, these components are linear combinations of the rows and columns of the matrix, and are thus difficult to interpret in terms of the original features of the input data. In this paper, we propose and study matrix approximations that are explicitly expressed in terms of a small number of columns and/or rows of the data matrix, and thereby more amenable to interpretation in terms of the original data. Our main algorithmic results are two randomized algorithms which take as input an $m\times n$ matrix $A$ and a rank parameter $k$. In our first algorithm, $C$ is chosen, and we let $A'=CC^+A$, where $C^+$ is the Moore-Penrose generalized inverse of $C$. In our second algorithm $C$, $U$, $R$ are chosen, and we let $A'=CUR$. ($C$ and $R$ are matrices that consist of actual columns and rows, respectively, of $A$, and $U$ is a generalized inverse of their intersection.) For each algorithm, we show that with probability at least $1-\delta$, $\|A-A'\|_F\leq(1+\epsilon)\,\|A-A_k\|_F$, where $A_k$ is the “best” rank-$k$ approximation provided by truncating the SVD of $A$, and where $\|X\|_F$ is the Frobenius norm of the matrix $X$. The number of columns of $C$ and rows of $R$ is a low-degree polynomial in $k$, $1/\epsilon$, and $\log(1/\delta)$. Both the Numerical Linear Algebra community and the Theoretical Computer Science community have studied variants of these matrix decompositions over the last ten years. However, our two algorithms are the first polynomial time algorithms for such low-rank matrix approximations that come with relative-error guarantees; previously, in some cases, it was not even known whether such matrix decompositions exist. Both of our algorithms are simple and they take time of the order needed to approximately compute the top $k$ singular vectors of $A$. The technical crux of our analysis is a novel, intuitive sampling method we introduce in this paper called “subspace sampling.” In subspace sampling, the sampling probabilities depend on the Euclidean norms of the rows of the top singular vectors. This allows us to obtain provable relative-error guarantees by deconvoluting “subspace” information and “size-of-$A$” information in the input matrix. This technique is likely to be useful for other matrix approximation and data analysis problems.

Discrete-dipole approximation for periodic targets: theory and tests

Abstract: The discrete-dipole approximation (DDA) is a powerful method for calculating absorption and scattering by targets that have sizes smaller than or comparable to the wavelength of the incident radiation. The DDA can be extended to targets that are singly or doubly periodic. We generalize the scattering amplitude matrix and the 4 x 4 Mueller matrix to describe scattering by singly and doubly periodic targets and show how these matrices can be calculated using the DDA. The accuracy of DDA calculations using the open-source code DDSCAT is demonstrated by comparison with exact results for infinite cylinders and infinite slabs. A method for using the DDA solution to obtain fields within and near the target is presented, with results shown for infinite slabs.

Matrix models, geometric engineering and elliptic genera

Abstract: We compute the prepotential of = 2 supersymmetric gauge theories in four dimensions obtained by toroidal compactifications of gauge theories from 6 dimensions, as a function of Kahler and complex moduli of T2. We use three different methods to obtain this: matrix models, geometric engineering and instanton calculus. Matrix model approach involves summing up planar diagrams of an associated gauge theory on T2. Geometric engineering involves considering F-theory on elliptic threefolds, and using topological vertex to sum up worldsheet instantons. Instanton calculus involves computation of elliptic genera of instanton moduli spaces on R4. We study the compactifications of = 2* theory in detail and establish equivalence of all these three approaches in this case. As a byproduct we geometrically engineer theories with massive adjoint fields. As one application, we show that the moduli space of mass deformed M5-branes wrapped on T2 combines the Kahler and complex moduli of T2 and the mass parameter into the period matrix of a genus 2 curve.

Operator norm consistent estimation of large-dimensional sparse covariance matrices

Abstract: Estimating covariance matrices is a problem of fundamental importance in multivariate statistics. In practice it is increasingly frequent to work with data matrices X of dimension n x p, where p and n are both large. Results from random matrix theory show very clearly that in this setting, standard estimators like the sample covariance matrix perform in general very poorly. In this "large n, large p" setting, it is sometimes the case that practitioners are willing to assume that many elements of the population covariance matrix are equal to 0, and hence this matrix is sparse. We develop an estimator to handle this situation. The estimator is shown to be consistent in operator norm, when, for instance, we have p ? n as n → oo. In other words the largest singular value of the difference between the estimator and the population covariance matrix goes to zero. This implies consistency of all the eigenvalues and consistency of eigenspaces associated to isolated eigenvalues. We also propose a notion of sparsity for matrices, that is, "compatible" with spectral analysis and is independent of the ordering of the variables.

Higher-Order SVD-Based Subspace Estimation to Improve the Parameter Estimation Accuracy in Multidimensional Harmonic Retrieval Problems

Abstract: Multidimensional harmonic retrieval problems are encountered in a variety of signal processing applications including radar, sonar, communications, medical imaging, and the estimation of the parameters of the dominant multipath components from MIMO channel measurements. R-dimensional subspace-based methods, such as R-D Unitary ESPRIT, R-D RARE, or R-D MUSIC, are frequently used for this task. Since the measurement data is multidimensional, current approaches require stacking the dimensions into one highly structured matrix. However, in the conventional subspace estimation step, e.g., via an SVD of the latter matrix, this structure is not exploited. In this paper, we define a measurement tensor and estimate the signal subspace through a higher-order SVD. This allows us to exploit the structure inherent in the measurement data already in the first step of the algorithm which leads to better estimates of the signal subspace. We show how the concepts of forward-backward averaging and the mapping of centro-Hermitian matrices to real-valued matrices of the same size can be extended to tensors. As examples, we develop the R-D standard Tensor-ESPRIT and the R-D Unitary Tensor-ESPRIT algorithms. However, these new concepts can be applied to any multidimensional subspace-based parameter estimation scheme. Significant improvements of the resulting parameter estimation accuracy are achieved if there is at least one of the R dimensions, which possesses a number of sensors that is larger than the number of sources. This can already be observed in the two-dimensional case.

Pair potentials for protein folding: choice of reference states and sensitivity of predicted native states to variations in the interaction schemes.

Abstract: We examine the similarities and differences between two widely used knowledge-based potentials, which are expressed as contact matrices (consisting of 210 elements) that gives a scale for interaction energies between the naturally occurring amino acid residues. These are the Miyazawa-Jernigan contact interaction matrix M and the potential matrix S derived by Skolnick J et al., 1997, Protein Sci 6:676-688. Although the correlation between the two matrices is good, there is a relatively large dispersion between the elements. We show that when Thr is chosen as a reference solvent within the Miyazawa and Jernigan scheme, the dispersion between the M and S matrices is reduced. The resulting interaction matrix B gives hydrophobicities that are in very good agreement with experiment. The small dispersion between the S and B matrices, which arises due to differing reference states, is shown to have dramatic effect on the predicted native states of lattice models of proteins. These findings and other arguments are used to suggest that for reliable predictions of protein structures, pairwise additive potentials are not sufficient. We also establish that optimized protein sequences can tolerate relatively large random errors in the pair potentials. We conjecture that three body interaction may be needed to predict the folds of proteins in a reliable manner.

Bloch vectors for qudits

Abstract: We present three different matrix bases that can be used to decompose density matrices of d-dimensional quantum systems, so-called qudits: the generalized Gell–Mann matrix basis, the polarization operator basis and the Weyl operator basis. Such a decomposition can be identified with a vector—the Bloch vector, i.e. a generalization of the well-known qubit case—and is a convenient expression for comparison with measurable quantities and for explicit calculations avoiding the handling of large matrices. We present a new method to decompose density matrices via so-called standard matrices, consider the important case of an isotropic two-qudit state and decompose it according to each basis. In the case of qutrits we show a representation of an entanglement witness in terms of expectation values of spin-1 measurements, which is appropriate for an experimental realization.

On the Uniqueness of Nonnegative Sparse Solutions to Underdetermined Systems of Equations

Abstract: An underdetermined linear system of equations Ax = b with nonnegativity constraint x ges 0 is considered. It is shown that for matrices A with a row-span intersecting the positive orthant, if this problem admits a sufficiently sparse solution, it is necessarily unique. The bound on the required sparsity depends on a coherence property of the matrix A. This coherence measure can be improved by applying a conditioning stage on A, thereby strengthening the claimed result. The obtained uniqueness theorem relies on an extended theoretical analysis of the lscr0 - lscr1 equivalence developed here as well, considering a matrix A with arbitrary column norms, and an arbitrary monotone element-wise concave penalty replacing the lscr1-norm objective function. Finally, from a numerical point of view, a greedy algorithm-a variant of the matching pursuit-is presented, such that it is guaranteed to find this sparse solution. It is further shown how this algorithm can benefit from well-designed conditioning of A .

A randomized algorithm for principal component analysis

Abstract: Principal component analysis (PCA) requires the computation of a low-rank approximation to a matrix containing the data being analyzed. In many applications of PCA, the best possible accuracy of any rank-deficient approximation is at most a few digits (measured in the spectral norm, relative to the spectral norm of the matrix being approximated). In such circumstances, efficient algorithms have not come with guarantees of good accuracy, unless one or both dimensions of the matrix being approximated are small. We describe an efficient algorithm for the low-rank approximation of matrices that produces accuracy very close to the best possible, for matrices of arbitrary sizes. We illustrate our theoretical results via several numerical examples.

Third quantization: a general method to solve master equations for quadratic open Fermi systems

Abstract: The Lindblad master equation for an arbitrary quadratic system of n fermions is solved explicitly in terms of diagonalization of a 4n x 4n matrix, provided that all Lindblad bath operators are linear in the fermionic variables. The method is applied to the explicit construction of non-equilibrium steady states and the calculation of asymptotic relaxation rates in the far from equilibrium problem of heat and spin transport in a nearest neighbor Heisenberg XY spin 1/2 chain in a transverse magnetic field.

Monte Carlo studies of supersymmetric matrix quantum mechanics with sixteen supercharges at finite temperature.

Abstract: We present the first Monte Carlo results for supersymmetric matrix quantum mechanics with 16 supercharges at finite temperature. The recently proposed nonlattice simulation enables us to include the effects of fermionic matrices in a transparent and reliable manner. The internal energy nicely interpolates the weak coupling behavior obtained by the high temperature expansion, and the strong coupling behavior predicted from the dual black-hole geometry. The Polyakov line asymptotes at low temperature to a characteristic behavior for a deconfined theory, suggesting the absence of a phase transition. These results provide highly nontrivial evidence for the gauge-gravity duality.

The Sinkhorn-Knopp Algorithm: Convergence and Applications

Abstract: As long as a square nonnegative matrix $A$ contains sufficient nonzero elements, then the Sinkhorn-Knopp algorithm can be used to balance the matrix, that is, to find a diagonal scaling of $A$ that is doubly stochastic. It is known that the convergence is linear, and an upper bound has been given for the rate of convergence for positive matrices. In this paper we give an explicit expression for the rate of convergence for fully indecomposable matrices. We describe how balancing algorithms can be used to give a measure of web page significance. We compare the measure with some well known alternatives, including PageRank. We show that, with an appropriate modification, the Sinkhorn-Knopp algorithm is a natural candidate for computing the measure on enormous data sets.

The Discrete Basis Problem

Abstract: Matrix decomposition methods represent a data matrix as a product of two factor matrices: one containing basis vectors that represent meaningful concepts in the data, and another describing how the observed data can be expressed as combinations of the basis vectors. Decomposition methods have been studied extensively, but many methods return real-valued matrices. Interpreting real-valued factor matrices is hard if the original data is Boolean. In this paper, we describe a matrix decomposition formulation for Boolean data, the Discrete Basis Problem. The problem seeks for a Boolean decomposition of a binary matrix, thus allowing the user to easily interpret the basis vectors. We also describe a variation of the problem, the Discrete Basis Partitioning Problem. We show that both problems are NP-hard. For the Discrete Basis Problem, we give a simple greedy algorithm for solving it; for the Discrete Basis Partitioning Problem we show how it can be solved using existing methods. We present experimental results for the greedy algorithm and compare it against other, well known methods. Our algorithm gives intuitive basis vectors, but its reconstruction error is usually larger than with the real-valued methods. We discuss about the reasons for this behavior.

Diffusion maps, reduction coordinates, and low dimensional representation of stochastic systems

Abstract: The concise representation of complex high dimensional stochastic systems via a few reduced coordinates is an important problem in computational physics, chemistry, and biology. In this paper we use the first few eigenfunctions of the backward Fokker–Planck diffusion operator as a coarse-grained low dimensional representation for the long-term evolution of a stochastic system and show that they are optimal under a certain mean squared error criterion. We denote the mapping from physical space to these eigenfunctions as the diffusion map. While in high dimensional systems these eigenfunctions are difficult to compute numerically by conventional methods such as finite differences or finite elements, we describe a simple computational data-driven method to approximate them from a large set of simulated data. Our method is based on defining an appropriately weighted graph on the set of simulated data and computing the first few eigenvectors and eigenvalues of the corresponding random walk matrix on this graph...

Least-squares variance component estimation

Abstract: Least-squares variance component estimation (LS-VCE) is a simple, flexible and attractive method for the estimation of unknown variance and covariance components. LS-VCE is simple because it is based on the well-known principle of LS; it is flexible because it works with a user-defined weight matrix; and it is attractive because it allows one to directly apply the existing body of knowledge of LS theory. In this contribution, we present the LS-VCE method for different scenarios and explore its various properties. The method is described for three classes of weight matrices: a general weight matrix, a weight matrix from the unit weight matrix class; and a weight matrix derived from the class of elliptically contoured distributions. We also compare the LS-VCE method with some of the existing VCE methods. Some of them are shown to be special cases of LS-VCE. We also show how the existing body of knowledge of LS theory can be used to one’s advantage for studying various aspects of VCE, such as the precision and estimability of VCE, the use of a-priori variance component information, and the problem of nonlinear VCE. Finally, we show how the mean and the variance of the fixed effect estimator of the linear model are affected by the results of LS-VCE. Various examples are given to illustrate the theory.

A Local Clustering Algorithm for Massive Graphs and its Application to Nearly-Linear Time Graph Partitioning

Abstract: We study the design of local algorithms for massive graphs. A local algorithm is one that finds a solution containing or near a given vertex without looking at the whole graph. We present a local clustering algorithm. Our algorithm finds a good cluster--a subset of vertices whose internal connections are significantly richer than its external connections--near a given vertex. The running time of our algorithm, when it finds a non-empty local cluster, is nearly linear in the size of the cluster it outputs. Our clustering algorithm could be a useful primitive for handling massive graphs, such as social networks and web-graphs. As an application of this clustering algorithm, we present a partitioning algorithm that finds an approximate sparsest cut with nearly optimal balance. Our algorithm takes time nearly linear in the number edges of the graph. Using the partitioning algorithm of this paper, we have designed a nearly-linear time algorithm for constructing spectral sparsifiers of graphs, which we in turn use in a nearly-linear time algorithm for solving linear systems in symmetric, diagonally-dominant matrices. The linear system solver also leads to a nearly linear-time algorithm for approximating the second-smallest eigenvalue and corresponding eigenvector of the Laplacian matrix of a graph. These other results are presented in two companion papers.

Structural equation models

Abstract: Structural equation models refer to general statistical procedures for multiequation systems that include continuous latent variables, multiple indicators of concepts, errors of measurement, errors in equations, and observed variables. An analysis that uses structural equation models has several components. These include (a) model specification, (b) the implied moment matrix, (c) identification, (d) estimation, (e) model fit, and (f) respecification. Historical origins of structural equation models are also described. Keywords: structural equation models; factor loading matrix; path analysis; implied moment matrix; model identification; respecification

Anatomy of the 0νββ nuclear matrix elements

Abstract: We show that, within the quasiparticle random phase approximation (QRPA) and the renormalized QRPA (RQRPA) based on the Bonn-CD nucleon-nucleon interaction, the competition between the pairing and the neutron-proton particle-particle and particle-hole interactions causes contributions to the neutrinoless double-beta decay matrix element to nearly vanish at internucleon distances of more than 2 or 3 fermis. As a result, the matrix element is more sensitive to short-range/high-momentum physics than one naively expects. We analyze various ways of treating that physics and quantify the uncertainty it produces in the matrix elements, with three different treatments of short-range correlations.

Local semicircle law and complete delocalization for Wigner random matrices

Abstract: We consider $N\times N$ Hermitian random matrices with independent identical distributed entries. The matrix is normalized so that the average spacing between consecutive eigenvalues is of order 1/N. Under suitable assumptions on the distribution of the single matrix element, we prove that, away from the spectral edges, the density of eigenvalues concentrates around the Wigner semicircle law on energy scales $\eta \gg N^{-1} (\log N)^8$. Up to the logarithmic factor, this is the smallest energy scale for which the semicircle law may be valid. We also prove that for all eigenvalues away from the spectral edges, the $\ell^\infty$-norm of the corresponding eigenvectors is of order $O(N^{-1/2})$, modulo logarithmic corrections. The upper bound $O(N^{-1/2})$ implies that every eigenvector is completely delocalized, i.e., the maximum size of the components of the eigenvector is of the same order as their average size. In the Appendix, we include a lemma by J. Bourgain which removes one of our assumptions on the distribution of the matrix elements.