Fastiterative methods for least squares estimations

Least squares estimations have been used extensively in many applications, e.g. system identification and signal prediction. When the stochastic process is stationary, the least squares estimators can be found by solving a Toeplitz or near-Toeplitz matrix system depending on the knowledge of the data statistics. In this paper, we employ the preconditioned conjugate gradient method with circulant preconditioners to solve such systems. Our proposed circulant preconditioners are derived from the spectral property of the given stationary process. In the case where the spectral density functions() of the process is known, we prove that ifs() is a positive continuous function, then the spectrum of the preconditioned system will be clustered around 1 and the method converges superlinearly. However, if the statistics of the process is unknown, then we prove that with probability 1, the spectrum of the preconditioned system is still clustered around 1 provided that large data samples are taken. For finite impulse response (FIR) system identification problems, our numerical results show that annth order least squares estimator can usually be obtained inO(n logn) operations whenO(n) data samples are used. Finally, we remark that our algorithm can be modified to suit the applications of recursive least squares computations with the proper use of sliding window method arising in signal processing applications.Research supported in part by HKRGC grant no. 221600070, ONR contract no. N00014-90-J-1695 and DOE grant no. DE-FG03-87ER25037.     

The covariance matrix of the Potts model: A random cluster analysis

We consider the covariance matrix,G ^mm =q ²<(_x,m);(_y,m)>, of thed-dimensionalq-states Potts model, rewriting it in the random cluster representation of Fortuin and Kasteleyn. In any of theq ordered phases, we identify the eigenvalues of this matrix both in terms of representations of the unbroken symmetry group of the model and in terms of random cluster connectivities and covariances, thereby attributing algebraic significance to these stochastic geometric quantities. We also show that the correlation length corresponding to the decay rate of one of the eigenvalues is the same as the inverse decay rate of the diameter of finite clusers. For dimensiond=2, we show that this correlation length and the correlation length of the two-point function with free boundary conditions at the corresponding dual temperature are equal up to a factor of two. For systems with first-order transitions, this relation helps to resolve certain inconsistencies between recent exact and numerical work on correlation lengths at the self-dual point _o. For systems with second order transitions, this relation implies the equality of the correlation length exponents from above and below threshold, as well as an amplitude ratio of two. In the course of proving the above results, we establish several properties of independent interest, including left continuity of the inverse correlation length with free boundary conditions and upper semicontinuity of the decay rate for finite clusters in all dimensions, and left continuity of the two-dimensional free boundary condition percolation probability at _o. We also introduce DLR equations for the random cluster model and use them to establish ergodicity of the free measure. In order to prove these results, we introduce a new class of events which we call decoupling events and two inequalities for these events. The first is similar to the FKG inequality, but holds for events which are neither increasing nor decreasing; the second is similar to the van den Berg-Kesten inequality in standard percolation. Both inequalities hold for an arbitrary FKG measure.     

Method of polarization reflection matrix measurement in the submillimeter wave range

Homodyne method of measurement of polarization reflection matrix, providing the possibility of simultaneous measurement of all four complex coefficients of polarization reflection matrix in submillimeter quasi-optical (QO) circuits is presented. Technical realizability of the method for QO waveguides of the class of "hollow dielectric wavequide" is shown.     

A preconditioner for constrained and weighted least squares problems with Toeplitz structure

We study methods for solving the constrained and weighted least squares problem min _x by the preconditioned conjugate gradient (PCG) method. HereW = diag (₁, , _m ) with _{1 m} 0, andA ^T = [T ₁ ^T , ,T _k ^T ] with Toeplitz blocksT _l R ^{n × n} ,l = 1, ,k. It is well-known that this problem can be solved by solving anaugmented linear 2 × 2 block linear systemM +Ax =b, A ^T = 0, whereM =W ^–1. We will use the PCG method with circulant-like preconditioner for solving the system. We show that the spectrum of the preconditioned matrix is clustered around one. When the PCG method is applied to solve the system, we can expect a fast convergence rate.Research supported by HKRGC grants no. CUHK 178/93E and CUHK 316/94E.     

Whitehead test modules

A (right -) module is said to be a Whitehead test module for projectivity (shortly: a p-test module) provided for each module , implies is projective. Dually, i-test modules are defined. For example, is a p-test abelian group iff each Whitehead group is free. Our first main result says that if is a right hereditary non-right perfect ring, then the existence of p-test modules is independent of ZFC + GCH. On the other hand, for any ring , there is a proper class of i-test modules. Dually, there is a proper class of p-test modules over any right perfect ring.

A non-semisimple ring is said to be fully saturated (-saturated) provided that all non-projective (-generated non-projective) modules are i-test. We show that classification of saturated rings can be reduced to the indecomposable ones. Indecomposable 1-saturated rings fall into two classes: type I, where all simple modules are isomorphic, and type II, the others. Our second main result gives a complete characterization of rings of type II as certain generalized upper triangular matrix rings, . The four parameters involved here are skew-fields and , and natural numbers . For rings of type I, we have several partial results: e.g. using a generalization of Bongartz Lemma, we show that it is consistent that each fully saturated ring of type I is a full matrix ring over a local quasi-Frobenius ring. In several recent papers, our results have been applied to Tilting Theory and to the Theory of -modules.

     

Borel summability of the perturbation series in a hierarchical λ(▽φ)4 model

We prove Borel summability of the perturbation series for the dielectric constant and the free energy density for the hierarchical ()⁴ lattice model. Our methods are based on nonperturbative renormalization group analysis of the model.On leave from the Department of Mathematical Methods of Physics, Warsaw University, Poland.Supported in part by the Center for Interdisciplinary Research, Bielefeld University, Germany.     

Acetylenic/cyanoacetylenic complexes: simulation of the Titan’s atmosphere chemistry

The structures and energies of the 1:1 acetylene/cyanoacetylene, acetylene/dicyanoacetylene and cyanoacetylene/dicyanoacetylene complexes in solid argon matrices have been investigated using FT-IR spectroscopy and ab initio calculations, at the B3LYP/6-31G** level of theory. For the three complexes, predicted frequency shifts for the L shaped structures, characterized by a hydrogen bond between the nitrogen of the cyano group and the acetylenic proton, were found to be in good agreement with those experimental. Only in the case of acetylene/cyanoacetylene complex, we obtained a second minimum with a T shaped structure characterized by an interaction between the proton of cyanoacetylene and the Π system of acetylene. It appears clearly that HC₃N acts as an electrophile or as a nucleophile in these complexes.     

Matrix-isolation-FTIR spectroscopy with an integrating sphere

The use of an integrating sphere for the measurement of absorption spectra of thin films is described. The thin film (for example a rare gas matrix) is grown directly on the inside surface of the sphere. Multiple reflections inside the integrating sphere lead to significant enhancement of weak absorptions of the film, increasing the sensitivity of such measurements.     

Conjugate-gradient method for computing the Moore-Penrose inverse and rank of a matrix

A conjugate-gradient method is developed for computing the Moore-Penrose generalized inverseA of a matrix and the associated projectors, by using the least-square characteristics of both the method and the inverseA . Two dual algorithms are introduced for computing the least-square and the minimum-norm generalized inverses, as well asA . It is shown that (i) these algorithms converge for any starting approximation; (ii) if they are started from the zero matrix, they converge toA ; and (iii) the trace of a sequence of approximations multiplied byA is a monotone increasing function converging to the rank ofA. A practical way of compensating the self-correcting feature in the computation ofA is devised by using the duality of the algorithms. Comparison with Ben-Israel's method is made through numerical examples. The conjugate-gradient method has an advantage over Ben-Israel's method.After having completed the present paper, the author received from Professor M. R. Hestenes his paper entitledPseudo Inverses and Conjugate Gradients. This paper treated the same subject and appeared in Communications of the ACM, Vol. 18, pp. 40–43, 1975.     

In-gel deglycosylation of sodiumdodecyl sulfate polyacrylamide gel electrophoresis-separated glycoproteins for carbohydrate estimation by matrix-assisted laser desorption/ionization time-of-flight mass spectrometry

Mass determination by mass spectrometric methods (electrospray ionization mass spectrometry (ESI-MS), matrix-assisted laser desorption/ionization time-of-flight mass spectrometry (MALDI-TOFMS)) of sodiumdodecyl sulfate polyacrylamide gel electrophoresis (SDS-PAGE)-separated proteins is a well known procedure and reliable protocols are available. In our efforts to use the established methods to determine the molecular mass of the disulfide bridged, heterodimeric glycoprotein GP3 and to determine the carbohydrate content of each protein subunit we developed an in-gel chemical deglycosylation method. For this purpose we established experimental conditions that allow maximum extraction of the high molecular mass protein subunits and developed a routine method to apply the HF-pyridine deglycosylation protocol to proteins isolated from polyacrylamide gel pieces. The novel protocol and extraction procedure described can be used to analyze O-glycosylated proteins up to 150 kDa after SDS-PAGE separation.