. This paper discusses the mathematical formulation of and solution attempts for the so-called protein folding problem. The static aspect is concerned with how to predict the folded (native, tertiary) structure of a protein, given its sequence of amino acids. The dynamic aspect asks about the possible pathways to folding and unfolding, including the stability of the folded protein. From a mathematical point of view, there are several main sides to the static problem: -- the selection of an appropriate potential energy function; -- the parameter identification by fitting to experimental data; and -- the global optimization of the potential. The dynamic problem entails, in addition, the solution of (because of multiple time scales very stiff) ordinary or stochastic differential equations (molecular dynamics simulation), or (in case of constrained molecular dynamics) of differential-algebraic equations. A theme connecting the static and dynamic aspect is the determination and formation of...

We investigate the problem of permuting a sparse rectangular matrix into block diagonal form. Block diagonal form of a matrix grants an inherent parallelism for solving the deriving problem, as recently investigated in the context of mathematical programming, LU factorization and QR factorization. We propose bipartite graph and hypergraph models to represent the nonzero structure of a matrix, which reduce the permutation problem to those of graph partitioning by vertex separator and hypergraph partitioning, respectively. Our experiments on a wide range of matrices, using state-of-the-art graph and hypergraph partitioning tools MeTiS and PaToH, revealed that the proposed methods yield very effective solutions both in terms of solution quality and runtime.

Dynamical characteristics of a complex system can often be inferred from analyses of a stochastic time series model fitted to observations of the system. Oscillations in geophysical systems, for example, are sometimes characterized by principal oscillation patterns, eigenmodes of estimated autoregressive (AR) models of first order. This paper describes the estimation of eigenmodes of AR models of arbitrary order. AR processes of any order can be decomposed into eigenmodes with characteristic oscillation periods, damping times, and excitations. Estimated eigenmodes and confidence intervals for the eigenmodes and their oscillation periods and damping times can be computed from estimated model parameters. As a computationally efficient method of estimating the parameters of AR models from high-dimensional data, a stepwise least squares algorithm is proposed. This algorithm computes model coefficients and evaluates criteria for the selection of the model order stepwise for AR models of successively decreasing order. Numerical simulations indicate that, with the least squares algorithm, the AR model coefficients and the eigenmodes derived from the coefficients are estimated reliably and that the approximate 95% confidence intervals for the coefficients and eigenmodes are rough approximations of the confidence intervals inferred from the simulations.

Discretizations of inverse problems lead to systems of linear equations with a highly ill-conditioned coefficient matrix, and in order to compute stable solutions to these systems it is necessary to apply regularization methods. We show how Tikhonov’s regularization method, which in its original formulation involves a least squares problem, can be recast in a total least squares formulation suited for problems in which both the coefficient matrix and the right-hand side are known only approximately. We analyze the regularizing properties of this method and demonstrate by a numerical example that, in certain cases with large perturbations, the new method is superior to standard regularization methods.

Abstract. This paper presents a framework for learning multiscale sparse representations of color images and video with overcomplete dictionaries. A single-scale K-SVD algorithm was introduced in [1], formulating sparse dictionary learning for grayscale image representation as an optimization problem, efficiently solved via Orthogonal Matching Pursuit (OMP) and Singular Value Decomposition (SVD). Following this work, we propose a multiscale learned representation, obtained by using an efficient quadtree decomposition of the learned dictionary, and overlapping image patches. The proposed framework provides an alternative to pre-defined dictionaries such as wavelets, and shown to lead to state-of-the-art results in a number of image and video enhancement and restoration applications. This paper describes the proposed framework, and accompanies it by numerous examples demonstrating its strength. Key words. Image and video processing, sparsity, dictionary, multiscale representation, denoising, inpainting, interpolation, learning. AMS subject classifications. 49M27, 62H35

This dissertation presents new techniques for solving large sparse unsymmetric linear systems on high performance computers, using Gaussian elimination with partial pivoting. The efficiencies of the new algorithms are demonstrated for matrices from various fields and for a variety of high performance machines. In the first part we discuss optimizations of a sequential algorithm to exploit the memory hierarchies that exist in most RISC-based superscalar computers. We begin with the left-looking supernode-column algorithm by Eisenstat, Gilbert and Liu, which includes Eisenstat and Liu's symmetric structural reduction for fast symbolic factorization. Our key contribution is to develop both numeric and symbolic schemes to perform supernodepanel updates to achieve better data reuse in cache and floating-point register...

Wideband analog signals push contemporary analog-to-digital conversion systems to their performance limits. In many applications, however, sampling at the Nyquist rate is inefficient because the signals of interest contain only a small number of significant frequencies relative to the bandlimit, although the locations of the frequencies may not be known a priori. For this type of sparse signal, other sampling strategies are possible. This paper describes a new type of data acquisition system, called a random demodulator, that is constructed from robust, readily available components. Let K denote the total number of frequencies in the signal, and let W denote its bandlimit in Hz. Simulations suggest that the random demodulator requires just O(K log(W/K)) samples per second to stably reconstruct the signal. This sampling rate is exponentially lower than the Nyquist rate of W Hz. In contrast with Nyquist sampling, one must use nonlinear methods, such as convex programming, to recover the signal from the samples taken by the random demodulator. This paper provides a detailed theoretical analysis of the system’s performance that supports the empirical observations.

this paper nonlinear data fitting problems which have as their underlying model a linear combination of nonlinear functions. More generally, one can also consider that there are two sets of unknown parameters, where one set is dependent on the other and can be explicitly eliminated. Models of this type are very common and we will show a variety of applications in different fields. Inasmuch as many inverse problems can be viewed as nonlinear data fitting problems, this material will be of interest to a wide cross-section of researchers and practitioners in parameter, material or system identification, signal analysis, the analysis of spectral data, medical and biological imaging, neural networks, robotics, telecommunications and model order reduction, to name a few

Abstract. In today’s vector space information retrieval systems, dimension reduction is imperative for efficiently manipulating the massive quantity of data. To be useful, this lower-dimensional representation must be a good approximation of the full document set. To that end, we adapt and extend the discriminant analysis projection used in pattern recognition. This projection preserves cluster structure by maximizing the scatter between clusters while minimizing the scatter within clusters. A common limitation of trace optimization in discriminant analysis is that one of the scatter matrices must be nonsingular, which restricts its application to document sets in which the number of terms does not exceed the number of documents. We show that by using the generalized singular value decomposition (GSVD), we can achieve the same goal regardless of the relative dimensions of the term-document matrix. In addition, applying the GSVD allows us to avoid the explicit formation of the scatter matrices in favor of working directly with the data matrix, thus improving the numerical properties of the approach. Finally, we present experimental results that confirm the effectiveness of our approach.

We consider the problem of clustering in domains where the affinity relations are not dyadic (pairwise), but rather triadic, tetradic or higher. The problem is an instance of the hypergraph partitioning problem. We propose a twostep algorithm for solving this problem. In the first step we use a novel scheme to approximate the hypergraph using a weighted graph. In the second step a spectral partitioning algorithm is used to partition the vertices of this graph. The algorithm is capable of handling hyperedges of all orders including order two, thus incorporating information of all orders simultaneously. We present a theoretical analysis that relates our algorithm to an existing hypergraph partitioning algorithm and explain the reasons for its superior performance. We report the performance of our algorithm on a variety of computer vision problems and compare it to several existing hypergraph partitioning algorithms. 1.