400 likes | 522 Views
Applied Geometrical Matrix Computations. Alan Edelman Dept of Mathematics: MIT MIT Laboratory for Computer Science. Householder Symposium XV June 21, 2002. Outline. Geometrical Matrix Computations Illustration with 2x2 matrices:
E N D
Applied GeometricalMatrix Computations Alan Edelman Dept of Mathematics: MIT MIT Laboratory for Computer Science Householder Symposium XV June 21, 2002
Outline • Geometrical Matrix Computations • Illustration with 2x2 matrices: • Excursions into eigenland (or why tangency and curvature matter!!) • Where do matrix factorizations come from? • Application to Color Science • Matrix Animations
Geometrical Matrix Computations Working definition: • Concerns geometry of matrix space (n2 dimensions rather than n) • Involves numerical computation (probably MATLAB) • Relates to an NLA problem Some Other GMC People Absil, Demmel, Elmroth, Huhtanen, Kagstrom, Kahan, Lippert, Ma, Mahony, Malyshev, Sepulchre, Tisseur, Trefethen, Van Dooren
Vector Space Diagrams Points are vectors (not matrices!) Geometric relationships for vectors, subspaces, and linear transformations
Outline • Geometrical Matrix Computations • Illustration with 2x2 matrices: • Excursions into eigenland (or why tangency and curvature matter!!) • Where do matrix factorizations come from? • Application to Color Science • Matrix Animations
Eigenland (in 2d) Isoeig surfaces are hyperbolas z x
The Eigenvalue Map Zero Matrix z z x x /2 0 0
The Eigenvalue Map Zero Matrix z z x x /2 M M 0 0
The Eigenvalue Map Zero Matrix z z x x /2 Uniformly M ? M 0 0
Pseudospectra (Trefethen) Pseudoportraits Random Points z z “z is an eigenvalue of a matrix near A” Pseudoportraits = pictures of contours of z A = 1 -1 0 0 0 1 1 -1 0 0 1 1 1 -1 0 1 1 1 1 -1 0 1 1 1 1
pseudospectra & geometry matrix space eig (w/singularity) spectral portrait Project X L L
Outline • Geometrical Matrix Computations • Illustration with 2x2 matrices: • Excursions into eigenland (or why tangency and curvature matter!!) • Where do matrix factorizations come from? • Application to Color Science • Matrix Animations
Circle/Hyperbola Tangency = High Density * * * * * * * * * Circles tangent to 2 hyperbolas… Circles tangent to 4 hyperbolas… Circles tangent to 3 hyperbolas… have eigenvalue distributions with 4 spikes. have eigenvalue distributions with 2 spikes. have eigenvalue distributions with 3spikes. frequency frequency frequency eigenvalue eigenvalue eigenvalue
Radius of Curvature = Highest Density This is even better than tangency, which means a higher spike frequency frequency eigenvalue eigenvalue Circles are tangent to 3 hyperbolas when two tangency points collide * The circle also shares a radius of curvature with the hyperbola at this point * * frequency eigenvalue
Outline • Geometrical Matrix Computations • Illustration with 2x2 matrices: • Excursions into eigenland (or why tangency and curvature matter!!) • Where do matrix factorizations come from? • Application to Color Science • Matrix Animations
Where do Matrix Factorizations Come From? A=UV’ Classical Answer: Representation Theory of Semisimple Groups
Semisimple group recipe • Nicely links factorizations • Three Examples Nonsingulars Unitary Orthogonal SVD UeiV’ CS decomp SPD Eigen UeiU’ Essentially Sym Orth One more example Hyperbolic Svd as in last talk Group = SO(p,q) ( XJ=JX)
Matrix Factorizations Where can we look for new factorizations? • The Mathematics Literature • Lie Algebra: Cartan, Iwasawa, Bruhat • Representation Theory: Quivers • Nearness Problems • Applications • Engineering: A factorization is useful if someone can use it • Mathematics: The useful factorizations are characterized by an abstract criterion
Ideas to Generalize E = (antisymmetric) + (symmetric) M= Q * S [polar] expm expm expm Non-singular Pos Definite Orthogonal 1: Cartan Decomposition
Ideas to Generalize E = (antisymmetric) + (symmetric) M= Q * S [polar] expm expm expm Non-singular Pos Definite Orthogonal 1: Cartan Decomposition 2:KAK Decomposition Positive Diagonals = Maximal Group M=UV’ Conjugates give S=QQ’
Ideas to Generalize E = (antisymmetric) + (symmetric) M= Q * S [polar] expm expm expm Non-singular Pos Definite Orthogonal 1: Cartan Decomposition 2:KAK Decomposition Positive Diagonals = Maximal Group M=UV’ Conjugates give S=QQ’ 3:Iwasawa, Bruhat Above not unique at I. Gives M=LU, other permutations, totally positive, etc
Ideas to Generalize E = (antisymmetric) + (symmetric) M= Q * S [polar] expm expm expm Non-singular Pos Definite Orthogonal 1: Cartan Decomposition 2:KAK Decomposition Positive Diagonals = Maximal Group M=UV’ Conjugates give S=QQ’ 3:Iwasawa, Bruhat Above not unique at I. Gives M=LU, other permutations, totally positive, etc 4:Eigenvalue, Jordan Schur
Step 1:Cartan Decomposition • Group: non-singular matrices • Involution: ((M))=M (M1M2)= (M1)(M2) (M)=M-T • Fixed Points (M)=M are a group K K = orthogonal matrices • Near I M = (antisymmetric) + (symmetric) • Cartan: expm M = QS (S>0) (polar)
Step 1:Cartan Decomposition (U/O) • Group: unitary matrices • Near I M = (antisymmetric) + (i*symmetric) • Cartan: M= (real orth)(unitary symmetric)
Step 2:KAK Decomposition P = sym pos def • A = biggest group inside P (abelian) e.g. diagonal > 0, or conjugates UU’ (fix U) • KAK M=UV’ • P = union of conjugates S=QQ’
Step 2:KAK Decomposition (U/Q) P = unitary symmetric • A = biggest group inside P (abelian) e.g. diagonals (ei) or conjugates • KAK M=UeiV’ (U, V real orthogonal) • P = union of conjugates S=QeiQ’ (Q real orthogonal)
Step 2:KAK Decomposition (On/Op XOq ) P = matrices orthogonally similar to ( ) • A = biggest group inside P (abelian) e.g. =( ) or conjugates • KAK The CS Decomposition
Missing • The constructible decompositions Tridiagonalization, Bidiagonalization • The NNMF (Lee, Seung 1999) • V WH Input: Vij>0 Output: Wij>0 Hij>0 (low rank) Algorithm: H H .* (W’V)./(W’WH) W W .* (VH’)./(WHH’) Original Application: Eigenfaces Another Example: Color Science
Outline • Geometrical Matrix Computations • Illustration with 2x2 matrices: • Excursions into eigenland (or why tangency and curvature matter!!) • Where do matrix factorizations come from? • Application to Color Science • Matrix Animations
Color Science: Light Spectra from film wavelength vs density Greens Blues Reds Grays
Film Recording and measurements Solid colors sent to film recorder, e.g. reds Negative sent through projector to spectrometer • Log ratio with no film (only bulb) film density = log(no film / with film) Negative is produced: film appears as cyans Energy data at each wavelength Reds
The Data Three significant singular values svd index • Inputs (r,g,b) for 1r,g,b 10 scaled (1000 frames) • Output Space: Densities at 400:3:700 nm’s • Data Structure: 101 x 1000 matrix “A” Compute SVD(A) Project onto best 3 space
Outline • Geometrical Matrix Computations • Illustration with 2x2 matrices: • Excursions into eigenland (or why tangency and curvature matter!!) • Where do matrix factorizations come from? • Application to Color Science • Matrix Animations
Singular 2x2 Matrices (by svd) _ A=() cos cos cos sin -sin cos -sin sin Torus! Torus Cone? All isoeig surfaces are translates of the =0 surface! hyperpolas and hyperboloids are cross sections!
Linear Algebra with movies Horizontal Vertical Villarceau A=QQT A=QQ A=QR Hopf Fibration
Challenges Incorporate 3d graphics tools directly into Matrix computations. Include geometry of matrix space. How should this look? Generalize everything and incorporate into software