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895
Stochastic Perturbation Theory
, 1988
"... . In this paper classical matrix perturbation theory is approached from a probabilistic point of view. The perturbed quantity is approximated by a firstorder perturbation expansion, in which the perturbation is assumed to be random. This permits the computation of statistics estimating the variatio ..."
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Cited by 617 (31 self)
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. In this paper classical matrix perturbation theory is approached from a probabilistic point of view. The perturbed quantity is approximated by a firstorder perturbation expansion, in which the perturbation is assumed to be random. This permits the computation of statistics estimating the variation in the perturbed quantity. Up to the higherorder terms that are ignored in the expansion, these statistics tend to be more realistic than perturbation bounds obtained in terms of norms. The technique is applied to a number of problems in matrix perturbation theory, including least squares and the eigenvalue problem. Key words. perturbation theory, random matrix, linear system, least squares, eigenvalue, eigenvector, invariant subspace, singular value AMS(MOS) subject classifications. 15A06, 15A12, 15A18, 15A52, 15A60 1. Introduction. Let A be a matrix and let F be a matrix valued function of A. Two principal problems of matrix perturbation theory are the following. Given a matrix E, pr...
The geometry of algorithms with orthogonality constraints
 SIAM J. MATRIX ANAL. APPL
, 1998
"... In this paper we develop new Newton and conjugate gradient algorithms on the Grassmann and Stiefel manifolds. These manifolds represent the constraints that arise in such areas as the symmetric eigenvalue problem, nonlinear eigenvalue problems, electronic structures computations, and signal proces ..."
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Cited by 383 (1 self)
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In this paper we develop new Newton and conjugate gradient algorithms on the Grassmann and Stiefel manifolds. These manifolds represent the constraints that arise in such areas as the symmetric eigenvalue problem, nonlinear eigenvalue problems, electronic structures computations, and signal processing. In addition to the new algorithms, we show how the geometrical framework gives penetrating new insights allowing us to create, understand, and compare algorithms. The theory proposed here provides a taxonomy for numerical linear algebra algorithms that provide a top level mathematical view of previously unrelated algorithms. It is our hope that developers of new algorithms and perturbation theories will benefit from the theory, methods, and examples in this paper.
QMR: a QuasiMinimal Residual Method for NonHermitian Linear Systems
, 1991
"... ... In this paper, we present a novel BCGlike approach, the quasiminimal residual (QMR) method, which overcomes the problems of BCG. An implementation of QMR based on a lookahead version of the nonsymmetric Lanczos algorithm is proposed. It is shown how BCG iterates can be recovered stably from t ..."
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Cited by 334 (26 self)
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... In this paper, we present a novel BCGlike approach, the quasiminimal residual (QMR) method, which overcomes the problems of BCG. An implementation of QMR based on a lookahead version of the nonsymmetric Lanczos algorithm is proposed. It is shown how BCG iterates can be recovered stably from the QMR process. Some further properties of the QMR approach are given and an error bound is presented. Finally, numerical experiments are reported.
Effective bandwidth of general Markovian traffic sources and admission control of high speed networks
 IEEE/ACM Transactions on Networking
, 1993
"... Absfruct The emerging highspeed networks, notably the ATMbased Broadband ISDN, are expected to integrate through statistical multiplexing large numbers of traffic sources having a broad range of burstiness characteristics. A prime instrument for controlling congestion in the network is admission ..."
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Cited by 267 (5 self)
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Absfruct The emerging highspeed networks, notably the ATMbased Broadband ISDN, are expected to integrate through statistical multiplexing large numbers of traffic sources having a broad range of burstiness characteristics. A prime instrument for controlling congestion in the network is admission control, which limits calls and guarantees a grade of service determined by delay and loss probability in the multiplexer. We show, for general Markovian traffic sources, that it is possible to assign a notional effective bandwidth to each source which is an explicitly identified, simply computed quantity with provably correct properties in the natural asymptotic regime of small loss probabilities. It is the maximal real eigenvalue of a matrix which is directly obtained from the source characteristics and the admission criterion, and for several sources it is simply additive. We consider both fluid and point process models and obtain parallel results. Numerical results show that the acceptance set for heterogeneous classes of sources is closely approximated and conservatively bounded by the set obtained from the effective bandwidth approximation. Also, the bandwidthreducing properties of the Leaky Bucket regulator are exhibited numerically. For a source model of video teleconferencing due to Heyman et al. with a large number of states, the effective bandwidth is easily computed. The equivalent bandwidth is bounded by the peak and mean source rates, and is monotonic and concave with respect to a parameter of the admission criterion. Coupling of state transitions of two related asynchronous sources always increases their effective bandwidth. 1.
Direct least Square Fitting of Ellipses
, 1998
"... This work presents a new efficient method for fitting ellipses to scattered data. Previous algorithms either fitted general conics or were computationally expensive. By minimizing the algebraic distance subject to the constraint 4ac  b² = 1 the new method incorporates the ellipticity constraint ..."
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Cited by 265 (3 self)
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This work presents a new efficient method for fitting ellipses to scattered data. Previous algorithms either fitted general conics or were computationally expensive. By minimizing the algebraic distance subject to the constraint 4ac  b² = 1 the new method incorporates the ellipticity constraint into the normalization factor. The proposed method combines several advantages: (i) It is ellipsespecific so that even bad data will always return an ellipse; (ii) It can be solved naturally by a generalized eigensystem and (iii) it is extremely robust, efficient and easy to implement.
Latent semantic indexing: A probabilistic analysis
, 1998
"... Latent semantic indexing (LSI) is an information retrieval technique based on the spectral analysis of the termdocument matrix, whose empirical success had heretofore been without rigorous prediction and explanation. We prove that, under certain conditions, LSI does succeed in capturing the underl ..."
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Cited by 248 (8 self)
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Latent semantic indexing (LSI) is an information retrieval technique based on the spectral analysis of the termdocument matrix, whose empirical success had heretofore been without rigorous prediction and explanation. We prove that, under certain conditions, LSI does succeed in capturing the underlying semantics of the corpus and achieves improved retrieval performance. We also propose the technique of random projection as a way of speeding up LSI. We complement our theorems with encouraging experimental results. We also argue that our results may be viewed in a more general framework, as a theoretical basis for the use of spectral methods in a wider class of applications such as collaborative filtering.
Random Walks in PeertoPeer Networks
, 2004
"... We quantify the effectiveness of random walks for searching and construction of unstructured peertopeer (P2P) networks. For searching, we argue that random walks achieve improvement over flooding in the case of clustered overlay topologies and in the case of reissuing the same request several tim ..."
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Cited by 177 (2 self)
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We quantify the effectiveness of random walks for searching and construction of unstructured peertopeer (P2P) networks. For searching, we argue that random walks achieve improvement over flooding in the case of clustered overlay topologies and in the case of reissuing the same request several times. For construction, we argue that an expander can be maintained dynamically with constant operations per addition. The key technical ingredient of our approach is a deep result of stochastic processes indicating that samples taken from consecutive steps of a random walk can achieve statistical properties similar to independent sampling (if the second eigenvalue of the transition matrix is bounded away from 1, which translates to good expansion of the network; such connectivity is desired, and believed to hold, in every reasonable network and network model). This property has been previously used in complexity theory for construction of pseudorandom number generators. We reveal another facet of this theory and translate savings in random bits to savings in processing overhead.
Discriminant Analysis of Principal Components for Face Recognition
, 1998
"... . In this paper we describe a face recognition method based on PCA (Principal Component Analysis) and LDA (Linear Discriminant Analysis). The method consists of two steps: first we project the face image from the original vector space to a face subspace via PCA, second we use LDA to obtain a linear ..."
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Cited by 172 (11 self)
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. In this paper we describe a face recognition method based on PCA (Principal Component Analysis) and LDA (Linear Discriminant Analysis). The method consists of two steps: first we project the face image from the original vector space to a face subspace via PCA, second we use LDA to obtain a linear classifier. The basic idea of combining PCA and LDA is to improve the generalization capability of LDA when only few samples per class are available. Using FERET dataset we demonstrate a significant improvement when principal components rather than original images are fed to the LDA classifier. The hybrid classifier using PCA and LDA provides a useful framework for other image recognition tasks as well. 1 Introduction The problem of automatic face recognition is a composite task that involves detection and location of faces in a cluttered background, normalization, recognition and verification. Depending on the nature of the application, e.g. sizes of training and testing database, clutter...
Single View Metrology
, 1999
"... We describe how 3D affine measurements may be computed from a single perspective view of a scene given only minimal geometric information determined from the image. This minimal information is typically the vanishing line of a reference plane, and a vanishing point for a direction not parallel to th ..."
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Cited by 164 (3 self)
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We describe how 3D affine measurements may be computed from a single perspective view of a scene given only minimal geometric information determined from the image. This minimal information is typically the vanishing line of a reference plane, and a vanishing point for a direction not parallel to the plane. It is shown that affine scene structure may then be determined from the image, without knowledge of the camera's internal calibration (e.g. focal length), nor of the explicit relation between camera and world (pose). In particular, we show how to (i) compute the distance between planes parallel to the reference plane (up to a common scale factor); (ii) compute area and length ratios on any plane parallel to the reference plane; (iii) determine the camera's (viewer's) location. Simple geometric derivations are given for these results. We also develop an algebraic representation which unifies the three types of measurement and, amongst other advantages, permits a first order error pr...