Estimating the largest singular values of large sparse matrices via modified moments

We describe a procedure for determining a few of the largest singular values of a large sparse matrix. The method by Golub and Kent which uses the method of modified moments for estimating the eigenvalues of operators used in iterative methods for the solution of linear systems of equations is appropriately modified in order to generate a sequence of bidiagonal matrices whose singular values approximate those of the original sparse matrix. A simple Lanczos recursion is proposed for determining the corresponding left and right singular vectors. The potential asynchronous computation of the bidiagonal matrices using modified moments with the iterations of an adapted Chebyshev semi-iterative (CSI) method is an attractive feature for parallel computers. Comparisons in efficiency and accuracy with an appropriate Lanczos algorithm (with selective re-orthogonalization) are presented on large sparse (rectangular) matrices arising from applications such as information retrieval and seismic reflection tomography. This procedure is essentially motivated by the theory of moments and Gauss quadrature.This author's work was supported by the National Science Foundation under grants NSF CCR-8717492 and CCR-910000N (NCSA), the U.S. Department of Energy under grant DOE DE-FG02-85ER25001, and the Air Force Office of Scientific Research under grant AFOSR-90-0044 while at the University of Illinois at Urbana-Champaign Center for Supercomputing Research and Development.This author's work was supported by the U.S. Army Research Office under grant DAAL03-90-G-0105, and the National Science Foundation under grant NSF DCR-8412314.     

The existence of smooth densities for the prediction filtering and smoothing problems

The qualitative behavior of buckled states of two different models of elastic beams is studied. It is assumed that random imperfections affect the governing nonlinear equations. It is shown that near the first critical value of the buckling load the stochastic bifurcation is described asymptotically by an algebraic equation whose coeffficients are Gaussian random variables. The corresponding asymptotic expansion for the displacement is to lowest order a Gaussian stochastic process.Work supported by NSF Grant No. DCR81-14726.Work supported by NSF Grant No. DMS87-01895.     

The dual of a finitely generated multiplication module

This paper is based on the M. Sc. thesis written by the third author under the supervision of the first two authors. It was submitted to the University of Baghdad in 1986.     

Asymptotic expansions in sequential estimation for the first-order random coefficient autoregressive model: Regenerative approach

Edgeworth expansions for the distribution of a sequential least squares estimator in the random coefficient autoregressive (RCA) model are derived. The regenerative approach to second-order asymptotic analysis of Markov-type statistical models is developed.     

Multiderivations of Coxeter arrangements

Let V be an ℓ-dimensional Euclidean space. Let G⊂O(V) be a finite irreducible orthogonal reflection group. Let ? be the corresponding Coxeter arrangement. Let S be the algebra of polynomial functions on V. For H∈? choose α _H ∈V ^* such that H=ker(α _H ). For each nonnegative integer m, define the derivation module D ^(m) (?)={θ∈Der _S |θ(α _H )∈Sα ^m _H }. The module is known to be a free S-module of rank ℓ by K. Saito (1975) for m=1 and L. Solomon-H. Terao (1998) for m=2. The main result of this paper is that this is the case for all m. Moreover we explicitly construct a basis for D ^(m) (?). Their degrees are all equal to mh/2 (when m is even) or are equal to ((m−1)h/2)+m _i (1≤i≤ℓ) (when m is odd). Here m ₁≤···≤m _ℓ are the exponents of G and h=m _ℓ+1 is the Coxeter number. The construction heavily uses the primitive derivation D which plays a central role in the theory of flat generators by K. Saito (or equivalently the Frobenius manifold structure for the orbit space of G). Some new results concerning the primitive derivation D are obtained in the course of proof of the main result. Oblatum 27-XI-2001 & 4-XII-2001?Published online: 18 February 2002     

多目标分数变分问题的对偶性

本文利用参数逼近在函数广义（F，ρ）－凸的条件下，建立了一类多目标式变分问题关于有效解的对偶理论。     

Uniform non-amenability of free Burnside groups

The aim of this paper is to show that free Burnside groups of sufficiently large odd exponent are non-amenable in a certain strong sense. More precisely their left regular representations are isolated from the trivial representation uniformly on finite generating sets. It follows that free Burnside groups are of uniform exponential growth. This answers a question of de la Harpe. This work has been partially supported by the NSF grant DMS-0605093 and by the RFBR Grant # 05-01-00892. Received: 25 April 2006     

The first <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>-cohomology of some groups with one end

Let p be a real number greater than one. In this paper we study the vanishing and nonvanishing of the first L ^p -cohomology space of some groups that have one end. We also make a connection between the first L ^p -cohomolgy space and the Floyd boundary of the Cayley graph of a group. We apply the result about Floyd boundaries to show that there exists a real number p such that the first L ^p -cohomology space of a nonelementary hyperbolic group does not vanish. Received: 4 August 2006 Revised: 2 November 2006