Modification of TLS algorithm for solving ℱ2 linear data fitting problems

It has been proved that the classical TLS algorithm fails to construct a TLS solution of linear data fitting problems AX ≈ B that belong to the class ℱ₂. It will be shown how to modify this algorithm in order to reach a TLS solution. Such solution is not necessarily the minimum 2-norm or Frobenius norm one. A few ideas how to decrease its norm are briefly discussed. (© 2017 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Algebraic relations between the total least squares and least squares problems with more than one solution

Summary This paper completes our previous discussion on the total least squares (TLS) and the least squares (LS) problems for the linear systemAX=B which may contain more than one solution [12, 13], generalizes the work of Golub and Van Loan [1,2], Van Huffel [8], Van Huffel and Vandewalle [11]. The TLS problem is extended to the more general case. The sets of the solutions and the squared residuals for the TLS and LS problems are compared. The concept of the weighted squares residuals is extended and the difference between the TLS and the LS approaches is derived. The connection between the approximate subspaces and the perturbation theories are studied.It is proved that under moderate conditions, all the corresponding quantities for the solution sets of the TLS and the modified LS problems are close to each other, while the quantities for the solution set of the LS problem are close to the corresponding ones of a subset of that of the TLS problem.This work was financially supported by the Education Committee, People's Republic of China     

Algebraic connections between the least squares and total least squares problems

Summary In this paper the closeness of the total least squares (TLS) and the classical least squares (LS) problem is studied algebraically. Interesting algebraic connections between their solutions, their residuals, their corrections applied to data fitting and their approximate subspaces are proven.All these relationships point out the parameters which mainly determine the equivalences and differences between the two techniques. These parameters also lead to a better understanding of the differences in sensitivity between both approaches with respect to perturbations of the data.In particular, it is shown how the differences between both approaches increase when the equationsAXB become less compatible, when the length ofB orX is growing or whenA tends to be rank-deficient. They are maximal whenB is parallel with the singular vector ofA associated with its smallest singular value. Furthermore, it is shown how TLS leads to a weighted LS problem, and assumptions about the underlying perturbation model of both techniques are deduced. It is shown that many perturbation models correspond with the same TLS solution.Senior Research Assistant of the Belgian N.F.W.O. (National Fund of Scientific Research)     

Perturbation analysis and condition numbers of scaled total least squares problems

The standard approaches to solving an overdetermined linear system Ax ≈ b find minimal corrections to the vector b and/or the matrix A such that the corrected system is consistent, such as the least squares (LS), the data least squares (DLS) and the total least squares (TLS). The scaled total least squares (STLS) method unifies the LS, DLS and TLS methods. The classical normwise condition numbers for the LS problem have been widely studied. However, there are no such similar results for the TLS and the STLS problems. In this paper, we first present a perturbation analysis of the STLS problem, which is a generalization of the TLS problem, and give a normwise condition number for the STLS problem. Different from normwise condition numbers, which measure the sizes of both input perturbations and output errors using some norms, componentwise condition numbers take into account the relation of each data component, and possible data sparsity. Then in this paper we give explicit expressions for the estimates of the mixed and componentwise condition numbers for the STLS problem. Since the TLS problem is a special case of the STLS problem, the condition numbers for the TLS problem follow immediately from our STLS results. All the discussions in this paper are under the Golub-Van Loan condition for the existence and uniqueness of the STLS solution. Yimin Wei is supported by the National Natural Science Foundation of China under grant 10871051, Shanghai Science & Technology Committee under grant 08DZ2271900 and Shanghai Education Committee under grant 08SG01. Sanzheng Qiao is partially supported by Shanghai Key Laboratory of Contemporary Applied Mathematics of Fudan University during his visiting.     

On solution of total least squares problems with multiple right-hand sides

Consider a linear approximation problem AX≈B with multiple right–hand sides. When errors in the data are confirmed both to B and A, the total least squares (TLS) concept is used to solve this problem. Contrary to the standard least squares approximation problem, a solution of the TLS problem may not exist. For a single (vector) right–hand side, the classical theory has been developed by G.H. Golub, C.F. Van Loan [2], and S. Van Huffel, J. Vandewalle [4], and then complemented recently by the core problem approach of C.C. Paige, Z. Strakoš [5,6,7]. Analysis of the problem with multiple right–hand sides is still under development. In this short contribution we present conditions for the existence of a TLS solution. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The structured total least‐squares approach for non‐linearly structured matrices

In this paper, an extension of the structured total least‐squares (STLS) approach for non‐linearly structured matrices is presented in the so‐called ‘Riemannian singular value decomposition’ (RiSVD) framework. It is shown that this type of STLS problem can be solved by solving a set of Riemannian SVD equations. For small perturbations the problem can be reformulated into finding the smallest singular value and the corresponding right singular vector of this Riemannian SVD. A heuristic algorithm is proposed. Some examples of Vandermonde‐type matrices are used to demonstrate the improved accuracy of the obtained parameter estimator when compared to other methods such as least squares (LS) or total least squares (TLS). Copyright © 2002 John Wiley & Sons, Ltd.     

An efficient Total Least Squares algorithm based on a rank-revealing two-sided orthogonal decomposition

Solving Total Least Squares (TLS) problemsAXB requires the computation of the noise subspace of the data matrix [A;B]. The widely used tool for doing this is the Singular Value Decomposition (SVD). However, the SVD has the drawback that it is computationally expensive. Therefore, we consider here a different so-called rank-revealing two-sided orthogonal decomposition which decomposes the matrix into a product of a unitary matrix, a triangular matrix and another unitary matrix in such a way that the effective rank of the matrix is obvious and at the same time the noise subspace is exhibited explicity. We show how this decompsition leads to an efficient and reliable TLS algorithm that can be parallelized in an efficient way.     

On the existence of (3,λ)‐semiframes of type 3u

A (k,λ)‐semiframe of type g^u is a (k,λ)‐group‐divisible design of type g^u (??, ??, ??), in which the collection of blocks ?? can be written as a disjoint union ??=??∪?? where ?? is partitioned into parallel classes of ?? and ?? is partitioned into holey parallel classes, each holey parallel class being a partition of ??\G_j for some G_j∈??. In this paper, we shall prove that the necessary conditions for (3,λ)‐semiframes of type 3^u are also sufficient with one exception. © 2009 Wiley Periodicals, Inc. J Combin Designs 17: 253–265, 2009     

A review of existence criteria for parameter estimation of the Michaelis–Menten regression model

In this paper we consider the least squares (LS) and total least squares (TLS) problems for a Michaelis–Menten enzyme kinetic model f(x; a, b) = ax/(b + x), a, b > 0. In various applied research such as biochemistry, pharmacology, biology and medicine there are lots of different applications of this model. We will systematize some of our results pertaining to the existence of the LS and TLS estimate, which were proved in Hadeler et al. (Math Method Appl Sci 30:1231–1241, 2007) and Jukić et al. (J Comput Appl Math 201:230–246, 2007). Finally, we suggest a choice of good initial approximation and give one numerical example.      

Vertex partitions of chordal graphs

A k‐tree is a chordal graph with no (k + 2)‐clique. An ?‐tree‐partition of a graph G is a vertex partition of G into ‘bags,’ such that contracting each bag to a single vertex gives an ?‐tree (after deleting loops and replacing parallel edges by a single edge). We prove that for all k ≥ ? ≥ 0, every k‐tree has an ?‐tree‐partition in which each bag induces a connected ‐tree. An analogous result is proved for oriented k‐trees. © 2006 Wiley Periodicals, Inc. J Graph Theory 53: 167–172, 2006     

The circular chromatic number of series‐parallel graphs

In this article, we consider the circular chromatic number χ_c(G) of series‐parallel graphs G. It is well known that series‐parallel graphs have chromatic number at most 3. Hence, their circular chromatic numbers are at most 3. If a series‐parallel graph G contains a triangle, then both the chromatic number and the circular chromatic number of G are indeed equal to 3. We shall show that if a series‐parallel graph G has girth at least 2 ⌊(3k − 1)/2⌋, then χ_c(G) ≤ 4k/(2k − 1). The special case k = 2 of this result implies that a triangle free series‐parallel graph G has circular chromatic number at most 8/3. Therefore, the circular chromatic number of a series‐parallel graph (and of a K₄‐minor free graph) is either 3 or at most 8/3. This is in sharp contrast to recent results of Moser [5] and Zhu [14], which imply that the circular chromatic number of K₅‐minor free graphs are precisely all rational numbers in the interval [2, 4]. We shall also construct examples to demonstrate the sharpness of the bound given in this article. © 2000 John Wiley & Sons, Inc. J Graph Theory 33: 14–24, 2000     

RSUV isomorphisms for TAC i,TNC i and TLS

Summary We investigate the second order bounded arithmetical systems which is isomorphic to TAC ⁱ , TNC ⁱ or TLS.     

New fast divide‐and‐conquer algorithms for the symmetric tridiagonal eigenvalue problem

In this paper, two accelerated divide‐and‐conquer (ADC) algorithms are proposed for the symmetric tridiagonal eigenvalue problem, which cost O(N²r) flops in the worst case, where N is the dimension of the matrix and r is a modest number depending on the distribution of eigenvalues. Both of these algorithms use hierarchically semiseparable (HSS) matrices to approximate some intermediate eigenvector matrices, which are Cauchy‐like matrices and are off‐diagonally low‐rank. The difference of these two versions lies in using different HSS construction algorithms, one (denoted by ADC1) uses a structured low‐rank approximation method and the other (ADC2) uses a randomized HSS construction algorithm. For the ADC2 algorithm, a method is proposed to estimate the off‐diagonal rank. Numerous experiments have been carried out to show their stability and efficiency. These algorithms are implemented in parallel in a shared memory environment, and some parallel implementation details are included. Comparing the ADCs with highly optimized multithreaded libraries such as Intel MKL, we find that ADCs could be more than six times faster for some large matrices with few deflations. Copyright © 2016 John Wiley & Sons, Ltd.     

Forbidden minors for wye‐delta‐wye reducibility

A graph is Y Δ Y reducible if it can be reduced to a single vertex by a sequence of series‐parallel reductions and Y Δ Y transformations. The class of Y Δ Y reducible graphs is minor closed. We found a large number of minor minimal Y Δ Y irreducible graphs: a family of 57578 31‐edge graphs and another 40‐edge graph. It is still an open problem to characterize Y Δ Y reducible graphs in terms of a finite set of forbidden minors. © 2004 Wiley Periodicals, Inc. J Graph Theory 47: 317–321, 2004     

Small sample statistical condition estimation for the total least squares problem

In this paper, under the genericity condition, we study the condition estimation of the total least squares (TLS) problem based on small sample condition estimation (SCE), which can be incorporated into the direct solver for the TLS problem via the singular value decomposition (SVD) of the augmented matrix [A, b]. Our proposed condition estimation algorithms are efficient for the small and medium size TLS problem because they utilize the computed SVD of [A, b] during the numerical solution to the TLS problem. Numerical examples illustrate the reliability of the algorithms. Both normwise and componentwise perturbations are considered. Moreover, structured condition estimations are investigated for the structured TLS problem.     

Numerical simulation of 1‐D incompressible laminar micro‐flow convection behaviour with temperature dependent fluid properties

This paper investigates the qualitative behaviour of single‐phase laminar convection for microchannels and conventionallysized channels formed between two parallel plates, captured by a numerical simulation on water flow. The convection parameters are obtained by separate numerical calculations on a series of parallel plates at constant temperatures. The pairs of parallel plates are maintained at progressively greater temperatures, to simulate the condition of increasing fluid temperature in a channel. The governing one‐dimensional (1‐D) momentum and energy equations are formulated to incorporate the dependence on temperature of both fluid viscosity (μ) and thermal conductivity (k). The qualitative behaviour of Nusselt number (Nu) decreasing with increasing Reynolds number (Re), exhibited by reported experimental data in literature, is simulated. Results show that it is practically dif_cult to observe this behaviour in the conventionally‐sized channels, but the effect easily surfaces in microchannels for practical lengths of flow and allowable high heat flux (q^″_W). (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

RHPMDs and FHPMDs with k = 4 and Type 4 u

A (v, k, 1)-HPMD is called a frame (briefly, k-FHPMD), if the blocks of the HPMD can be partitioned into v partial parallel classes such that the complement of each partial parallel class is a group of the HPMD. A (v, k, 1)-HPMD is called resolvable (briefly, k-RHPMD), if the blocks of the HPMD can be partitioned into parallel classes. In this article, (i) we shall construct 3-FHPMDs of type 3⁶ and 21⁶ to completely settle the existence of 3-FHPMD of type h^u; (ii) we shall show that the necessary conditions for the existence of 4-FHPMD of type h^u are sufficient for the case h = 4; (iii) we shall show that the necessary conditions for the existence of 4-RHPMD of type h^u are sufficient for the case h = 4.     

On parallel hashing and integer sorting

The problem of sorting n integers from a restricted range [1…m], where m is a superpolynomial in n, is considered. An o(n log n) randomized algorithm is given. Our algorithm takes O(n log log m) expected time and O(n) space. (Thus, for m = n^polylog(n) we have an O(n log log n) algorithm.) The algorithm is parallelizable. The resulting parallel algorithm achieves optimal speedup. Some features of the algorithm make us believe that it is relevant for practical applications. A result of independent interest is a parallel hashing technique. The expected construction time is logarithmic using an optimal number of processors, and searching for a value takes O(1) time in the worst case. This technique enables drastic reduction of space requirements for the price of using randomness. Applicability of the technique is demonstrated for the parallel sorting algorithm and for some parallel string matching algorithms. The parallel sorting algorithm is designed for a strong and nonstandard model of parallel computation. Efficient simulations of the strong model on a CRCW PRAM are introduced. One of the simulations even achieves optimal speedup. This is probably the first optimal speedup simulation of a certain kind.     

The circular chromatic number of series‐parallel graphs with large girth

It was proved by Hell and Zhu that, if G is a series‐parallel graph of girth at least 2⌊(3k − 1)/2⌋, then χ_c(G) ≤ 4k/(2k − 1). In this article, we prove that the girth requirement is sharp, i.e., for any k ≥ 2, there is a series‐parallel graph G of girth 2⌊(3k − 1)/2⌋ − 1 such that χ_c(G) > 4k/(2k − 1). © 2000 John Wiley & Sons, Inc. J Graph Theory 33: 185–198, 2000