As the development of smart grid and energy internet, this leads to a significantincrease in the amount of data transmitted in real time. Due to the mismatch withcommunication networks that were not designed to carry ...As the development of smart grid and energy internet, this leads to a significantincrease in the amount of data transmitted in real time. Due to the mismatch withcommunication networks that were not designed to carry high-speed and real time data,data losses and data quality degradation may happen constantly. For this problem,according to the strong spatial and temporal correlation of electricity data which isgenerated by human’s actions and feelings, we build a low-rank electricity data matrixwhere the row is time and the column is user. Inspired by matrix decomposition, we dividethe low-rank electricity data matrix into the multiply of two small matrices and use theknown data to approximate the low-rank electricity data matrix and recover the missedelectrical data. Based on the real electricity data, we analyze the low-rankness of theelectricity data matrix and perform the Matrix Decomposition-based method on the realdata. The experimental results verify the efficiency and efficiency of the proposed scheme.展开更多
The generalized singular value decomposition(GSVD)of two matrices with the same number of columns is a very useful tool in many practical applications.However,the GSVD may suffer from heavy computational time and memo...The generalized singular value decomposition(GSVD)of two matrices with the same number of columns is a very useful tool in many practical applications.However,the GSVD may suffer from heavy computational time and memory requirement when the scale of the matrices is quite large.In this paper,we use random projections to capture the most of the action of the matrices and propose randomized algorithms for computing a low-rank approximation of the GSVD.Serval error bounds of the approximation are also presented for the proposed randomized algorithms.Finally,some experimental results show that the proposed randomized algorithms can achieve a good accuracy with less computational cost and storage requirement.展开更多
A real n×n symmetric matrix X=(x_(ij))_(n×n)is called a bisymmetric matrix if x_(ij)=x_(n+1-j,n+1-i).Based on the projection theorem,the canonical correlation de- composition and the generalized singular val...A real n×n symmetric matrix X=(x_(ij))_(n×n)is called a bisymmetric matrix if x_(ij)=x_(n+1-j,n+1-i).Based on the projection theorem,the canonical correlation de- composition and the generalized singular value decomposition,a method useful for finding the least-squares solutions of the matrix equation A^TXA=B over bisymmetric matrices is proposed.The expression of the least-squares solutions is given.Moreover, in the corresponding solution set,the optimal approximate solution to a given matrix is also derived.A numerical algorithm for finding the optimal approximate solution is also described.展开更多
Tensor robust principal component analysis has received a substantial amount of attention in various fields.Most existing methods,normally relying on tensor nuclear norm minimization,need to pay an expensive computati...Tensor robust principal component analysis has received a substantial amount of attention in various fields.Most existing methods,normally relying on tensor nuclear norm minimization,need to pay an expensive computational cost due to multiple singular value decompositions at each iteration.To overcome the drawback,we propose a scalable and efficient method,named parallel active subspace decomposition,which divides the unfolding along each mode of the tensor into a columnwise orthonormal matrix(active subspace)and another small-size matrix in parallel.Such a transformation leads to a nonconvex optimization problem in which the scale of nuclear norm minimization is generally much smaller than that in the original problem.We solve the optimization problem by an alternating direction method of multipliers and show that the iterates can be convergent within the given stopping criterion and the convergent solution is close to the global optimum solution within the prescribed bound.Experimental results are given to demonstrate that the performance of the proposed model is better than the state-of-the-art methods.展开更多
Given a symmetric matrix X, we consider the problem of finding a low-rank positive approximant of X. That is, a symmetric positive semidefinite matrix, S, whose rank is smaller than a given positive integer, , which i...Given a symmetric matrix X, we consider the problem of finding a low-rank positive approximant of X. That is, a symmetric positive semidefinite matrix, S, whose rank is smaller than a given positive integer, , which is nearest to X in a certain matrix norm. The problem is first solved with regard to four common norms: The Frobenius norm, the Schatten p-norm, the trace norm, and the spectral norm. Then the solution is extended to any unitarily invariant matrix norm. The proof is based on a subtle combination of Ky Fan dominance theorem, a modified pinching principle, and Mirsky minimum-norm theorem.展开更多
In this paper, two different methods are used to study the cyclic structure solution and the optimal approximation of the quaternion Stein equation AXB - X = F . Firstly, the matrix equation equivalent to the ta...In this paper, two different methods are used to study the cyclic structure solution and the optimal approximation of the quaternion Stein equation AXB - X = F . Firstly, the matrix equation equivalent to the target structure matrix is constructed by using the complex decomposition of the quaternion matrix, to obtain the necessary and sufficient conditions for the existence of the cyclic solution of the equation and the expression of the general solution. Secondly, the Stein equation is converted into the Sylvester equation by adding the necessary parameters, and the condition for the existence of a cyclic solution and the expression of the equation’s solution are then obtained by using the real decomposition of the quaternion matrix and the Kronecker product of the matrix. At the same time, under the condition that the solution set is non-empty, the optimal approximation solution to the given quaternion circulant matrix is obtained by using the property of Frobenius norm property. Numerical examples are given to verify the correctness of the theoretical results and the feasibility of the proposed method. .展开更多
This paper considers approximately sparse signal and low-rank matrix’s recovery via truncated norm minimization minx∥xT∥q and minX∥XT∥Sq from noisy measurements.We first introduce truncated sparse approximation p...This paper considers approximately sparse signal and low-rank matrix’s recovery via truncated norm minimization minx∥xT∥q and minX∥XT∥Sq from noisy measurements.We first introduce truncated sparse approximation property,a more general robust null space property,and establish the stable recovery of signals and matrices under the truncated sparse approximation property.We also explore the relationship between the restricted isometry property and truncated sparse approximation property.And we also prove that if a measurement matrix A or linear map A satisfies truncated sparse approximation property of order k,then the first inequality in restricted isometry property of order k and of order 2k can hold for certain different constantsδk andδ2k,respectively.Last,we show that ifδs(k+|T^c|)<√(s-1)/s for some s≥4/3,then measurement matrix A and linear map A satisfy truncated sparse approximation property of order k.It should be pointed out that when Tc=Ф,our conclusion implies that sparse approximation property of order k is weaker than restricted isometry property of order sk.展开更多
The matrix equations (AX, XBH)=(C, DH) have been widely used in structural design, parameter identification, linear optimal control, and so on. But few researches studied the reflexive solutions. A new approach for th...The matrix equations (AX, XBH)=(C, DH) have been widely used in structural design, parameter identification, linear optimal control, and so on. But few researches studied the reflexive solutions. A new approach for the reflexive solutions to the matrix equations was proposed. By applying the canonical correlation decomposition (CCD) of matrix pairs, the necessary and sufficient conditions for the existence and the general expression for the reflexive solutions of the matrix equations (AX, XBH)=(C, DH) were established. In addition, by using the methods of space decomposition, the expression of the optimal approximation solution to a given matrix was derived.展开更多
Nonnegative tensor ring(NTR) decomposition is a powerful tool for capturing the significant features of tensor objects while preserving the multi-linear structure of tensor data. The existing algorithms rely on freque...Nonnegative tensor ring(NTR) decomposition is a powerful tool for capturing the significant features of tensor objects while preserving the multi-linear structure of tensor data. The existing algorithms rely on frequent reshaping and permutation operations in the optimization process and use a shrinking step size or projection techniques to ensure core tensor nonnegativity, which leads to a slow convergence rate, especially for large-scale problems. In this paper, we first propose an NTR algorithm based on the modulus method(NTR-MM), which constrains core tensor nonnegativity by modulus transformation. Second, a low-rank approximation(LRA) is introduced to NTR-MM(named LRA-NTR-MM), which not only reduces the computational complexity of NTR-MM significantly but also suppresses the noise. The simulation results demonstrate that the proposed LRA-NTR-MM algorithm achieves higher computational efficiency than the state-of-the-art algorithms while preserving the effectiveness of feature extraction.展开更多
常规边界元法(boundary element method,BEM)因形成的方程矩阵稠密非对称而难以应用于大规模问题,BEM矩阵的存储限制了BEM的工程应用。该文介绍了递阶矩阵(hierarchical matrix,H-matrix)的基本概念,并引入了一种新颖的H-matrix压缩技术...常规边界元法(boundary element method,BEM)因形成的方程矩阵稠密非对称而难以应用于大规模问题,BEM矩阵的存储限制了BEM的工程应用。该文介绍了递阶矩阵(hierarchical matrix,H-matrix)的基本概念,并引入了一种新颖的H-matrix压缩技术:自适应交叉逼近(adaptive cross approximation,ACA)。通过对普法BEM的节点根据拓扑结构重新分区和编号,可以将方程矩阵分解为若干具有递阶特性的子矩阵,应用自适应交叉逼近技术将这些子矩阵进行低秩分解可大大降低BEM矩阵对内存的消耗。为了对基于ACA技术的BEM内存消耗和有效性进行验证,建立了三维球形电极模型,通过与普通BEM比较,证实了该文方法可显著减小边界元法的内存使用,并验证了该方法的有效性。展开更多
基于增广矩阵束方法(Matrix Enhancement and Matrix Pencil,MEMP),以使用尽可能少的阵元逼近期望的方向图为目标,提出了一种求解阵元位置和设计激励幅度的新方法.首先对期望平面阵的方向图进行采样得到离散的数据集,再构造增广矩阵,对...基于增广矩阵束方法(Matrix Enhancement and Matrix Pencil,MEMP),以使用尽可能少的阵元逼近期望的方向图为目标,提出了一种求解阵元位置和设计激励幅度的新方法.首先对期望平面阵的方向图进行采样得到离散的数据集,再构造增广矩阵,对此增广矩阵进行奇异值分解(Singular Value Decomposition,SVD),确定逼近期望方向图所需的最小阵元数目;基于广义特征值分解求解两组特征值,并根据类基于旋转不变技术的信号参数估计(Estimating Signal Parameters Via RotationalInvariance Techniques,ESPRIT)对这两组特值配对;在最小二乘准则下求解稀布面阵的阵元位置和激励.仿真试验验证了该方法在稀布平面阵优化问题中的高效性和数值精度.展开更多
文摘As the development of smart grid and energy internet, this leads to a significantincrease in the amount of data transmitted in real time. Due to the mismatch withcommunication networks that were not designed to carry high-speed and real time data,data losses and data quality degradation may happen constantly. For this problem,according to the strong spatial and temporal correlation of electricity data which isgenerated by human’s actions and feelings, we build a low-rank electricity data matrixwhere the row is time and the column is user. Inspired by matrix decomposition, we dividethe low-rank electricity data matrix into the multiply of two small matrices and use theknown data to approximate the low-rank electricity data matrix and recover the missedelectrical data. Based on the real electricity data, we analyze the low-rankness of theelectricity data matrix and perform the Matrix Decomposition-based method on the realdata. The experimental results verify the efficiency and efficiency of the proposed scheme.
基金The research is supported by the National Natural Science Foundation of China under Grant nos.11701409 and 11571171the Natural Science Foundation of Jiangsu Province of China under Grant BK20170591the Natural Science Foundation of Jiangsu Higher Education Institutions of China under Grant 17KJB110018.
文摘The generalized singular value decomposition(GSVD)of two matrices with the same number of columns is a very useful tool in many practical applications.However,the GSVD may suffer from heavy computational time and memory requirement when the scale of the matrices is quite large.In this paper,we use random projections to capture the most of the action of the matrices and propose randomized algorithms for computing a low-rank approximation of the GSVD.Serval error bounds of the approximation are also presented for the proposed randomized algorithms.Finally,some experimental results show that the proposed randomized algorithms can achieve a good accuracy with less computational cost and storage requirement.
文摘A real n×n symmetric matrix X=(x_(ij))_(n×n)is called a bisymmetric matrix if x_(ij)=x_(n+1-j,n+1-i).Based on the projection theorem,the canonical correlation de- composition and the generalized singular value decomposition,a method useful for finding the least-squares solutions of the matrix equation A^TXA=B over bisymmetric matrices is proposed.The expression of the least-squares solutions is given.Moreover, in the corresponding solution set,the optimal approximate solution to a given matrix is also derived.A numerical algorithm for finding the optimal approximate solution is also described.
基金the HKRGC GRF 12306616,12200317,12300218 and 12300519,and HKU Grant 104005583.
文摘Tensor robust principal component analysis has received a substantial amount of attention in various fields.Most existing methods,normally relying on tensor nuclear norm minimization,need to pay an expensive computational cost due to multiple singular value decompositions at each iteration.To overcome the drawback,we propose a scalable and efficient method,named parallel active subspace decomposition,which divides the unfolding along each mode of the tensor into a columnwise orthonormal matrix(active subspace)and another small-size matrix in parallel.Such a transformation leads to a nonconvex optimization problem in which the scale of nuclear norm minimization is generally much smaller than that in the original problem.We solve the optimization problem by an alternating direction method of multipliers and show that the iterates can be convergent within the given stopping criterion and the convergent solution is close to the global optimum solution within the prescribed bound.Experimental results are given to demonstrate that the performance of the proposed model is better than the state-of-the-art methods.
文摘Given a symmetric matrix X, we consider the problem of finding a low-rank positive approximant of X. That is, a symmetric positive semidefinite matrix, S, whose rank is smaller than a given positive integer, , which is nearest to X in a certain matrix norm. The problem is first solved with regard to four common norms: The Frobenius norm, the Schatten p-norm, the trace norm, and the spectral norm. Then the solution is extended to any unitarily invariant matrix norm. The proof is based on a subtle combination of Ky Fan dominance theorem, a modified pinching principle, and Mirsky minimum-norm theorem.
文摘In this paper, two different methods are used to study the cyclic structure solution and the optimal approximation of the quaternion Stein equation AXB - X = F . Firstly, the matrix equation equivalent to the target structure matrix is constructed by using the complex decomposition of the quaternion matrix, to obtain the necessary and sufficient conditions for the existence of the cyclic solution of the equation and the expression of the general solution. Secondly, the Stein equation is converted into the Sylvester equation by adding the necessary parameters, and the condition for the existence of a cyclic solution and the expression of the equation’s solution are then obtained by using the real decomposition of the quaternion matrix and the Kronecker product of the matrix. At the same time, under the condition that the solution set is non-empty, the optimal approximation solution to the given quaternion circulant matrix is obtained by using the property of Frobenius norm property. Numerical examples are given to verify the correctness of the theoretical results and the feasibility of the proposed method. .
基金supported by the National Natural Science Foundation of China(11871109)NSAF(U1830107)the Science Challenge Project(TZ2018001)
文摘This paper considers approximately sparse signal and low-rank matrix’s recovery via truncated norm minimization minx∥xT∥q and minX∥XT∥Sq from noisy measurements.We first introduce truncated sparse approximation property,a more general robust null space property,and establish the stable recovery of signals and matrices under the truncated sparse approximation property.We also explore the relationship between the restricted isometry property and truncated sparse approximation property.And we also prove that if a measurement matrix A or linear map A satisfies truncated sparse approximation property of order k,then the first inequality in restricted isometry property of order k and of order 2k can hold for certain different constantsδk andδ2k,respectively.Last,we show that ifδs(k+|T^c|)<√(s-1)/s for some s≥4/3,then measurement matrix A and linear map A satisfy truncated sparse approximation property of order k.It should be pointed out that when Tc=Ф,our conclusion implies that sparse approximation property of order k is weaker than restricted isometry property of order sk.
基金National Natural Science Foundation of China ( No. 60875007)
文摘The matrix equations (AX, XBH)=(C, DH) have been widely used in structural design, parameter identification, linear optimal control, and so on. But few researches studied the reflexive solutions. A new approach for the reflexive solutions to the matrix equations was proposed. By applying the canonical correlation decomposition (CCD) of matrix pairs, the necessary and sufficient conditions for the existence and the general expression for the reflexive solutions of the matrix equations (AX, XBH)=(C, DH) were established. In addition, by using the methods of space decomposition, the expression of the optimal approximation solution to a given matrix was derived.
基金This work was supported by the National Natural Science Foundation of China(Grant Nos.62073087,61973087 and 61973090)the Key-Area Research and Development Program of Guangdong Province(Grant No.2019B010154002)。
文摘Nonnegative tensor ring(NTR) decomposition is a powerful tool for capturing the significant features of tensor objects while preserving the multi-linear structure of tensor data. The existing algorithms rely on frequent reshaping and permutation operations in the optimization process and use a shrinking step size or projection techniques to ensure core tensor nonnegativity, which leads to a slow convergence rate, especially for large-scale problems. In this paper, we first propose an NTR algorithm based on the modulus method(NTR-MM), which constrains core tensor nonnegativity by modulus transformation. Second, a low-rank approximation(LRA) is introduced to NTR-MM(named LRA-NTR-MM), which not only reduces the computational complexity of NTR-MM significantly but also suppresses the noise. The simulation results demonstrate that the proposed LRA-NTR-MM algorithm achieves higher computational efficiency than the state-of-the-art algorithms while preserving the effectiveness of feature extraction.
文摘基于增广矩阵束方法(Matrix Enhancement and Matrix Pencil,MEMP),以使用尽可能少的阵元逼近期望的方向图为目标,提出了一种求解阵元位置和设计激励幅度的新方法.首先对期望平面阵的方向图进行采样得到离散的数据集,再构造增广矩阵,对此增广矩阵进行奇异值分解(Singular Value Decomposition,SVD),确定逼近期望方向图所需的最小阵元数目;基于广义特征值分解求解两组特征值,并根据类基于旋转不变技术的信号参数估计(Estimating Signal Parameters Via RotationalInvariance Techniques,ESPRIT)对这两组特值配对;在最小二乘准则下求解稀布面阵的阵元位置和激励.仿真试验验证了该方法在稀布平面阵优化问题中的高效性和数值精度.