RANKING HUBS and AUTHORITIES USING MATRIX FUNCTIONS 1. Introduction. in Recent Years, the Study of Networks Has Become Central T
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A Parallel Lanczos Algorithm for Eigensystem Calculation
A Parallel Lanczos Algorithm for Eigensystem Calculation Hans-Peter Kersken / Uwe Küster Eigenvalue problems arise in many fields of physics and engineering science for example in structural engineering from prediction of dynamic stability of structures or vibrations of a fluid in a closed cavity. Their solution consumes a large amount of memory and CPU time if more than very few (1-5) vibrational modes are desired. Both make the problem a natural candidate for parallel processing. Here we shall present some aspects of the solution of the generalized eigenvalue problem on parallel architectures with distributed memory. The research was carried out as a part of the EC founded project ACTIVATE. This project combines various activities to increase the performance vibro-acoustic software. It brings together end users form space, aviation, and automotive industry with software developers and numerical analysts. Introduction The algorithm we shall describe in the next sections is based on the Lanczos algorithm for solving large sparse eigenvalue problems. It became popular during the past two decades because of its superior convergence properties compared to more traditional methods like inverse vector iteration. Some experiments with an new algorithm described in [Bra97] showed that it is competitive with the Lanczos algorithm only if very few eigenpairs are needed. Therefore we decided to base our implementation on the Lanczos algorithm. However, when implementing the Lanczos algorithm one has to pay attention to some subtle algorithmic details. A state of the art algorithm is described in [Gri94]. On parallel architectures further problems arise concerning the robustness of the algorithm. We implemented the algorithm almost entirely by using numerical libraries. -
Exact Diagonalization of Quantum Lattice Models on Coprocessors
Exact diagonalization of quantum lattice models on coprocessors T. Siro∗, A. Harju Aalto University School of Science, P.O. Box 14100, 00076 Aalto, Finland Abstract We implement the Lanczos algorithm on an Intel Xeon Phi coprocessor and compare its performance to a multi-core Intel Xeon CPU and an NVIDIA graphics processor. The Xeon and the Xeon Phi are parallelized with OpenMP and the graphics processor is programmed with CUDA. The performance is evaluated by measuring the execution time of a single step in the Lanczos algorithm. We study two quantum lattice models with different particle numbers, and conclude that for small systems, the multi-core CPU is the fastest platform, while for large systems, the graphics processor is the clear winner, reaching speedups of up to 7.6 compared to the CPU. The Xeon Phi outperforms the CPU with sufficiently large particle number, reaching a speedup of 2.5. Keywords: Tight binding, Hubbard model, exact diagonalization, GPU, CUDA, MIC, Xeon Phi 1. Introduction hopping amplitude is denoted by t. The tight-binding model describes free electrons hopping around a lattice, and it gives a In recent years, there has been tremendous interest in utiliz- crude approximation of the electronic properties of a solid. The ing coprocessors in scientific computing, including condensed model can be made more realistic by adding interactions, such matter physics[1, 2, 3, 4]. Most of the work has been done as on-site repulsion, which results in the well-known Hubbard on graphics processing units (GPU), resulting in impressive model[9]. In our basis, however, such interaction terms are di- speedups compared to CPUs in problems that exhibit high data- agonal, rendering their effect on the computational complexity parallelism and benefit from the high throughput of the GPU. -
Lecture 18: CS 5306 / INFO 5306: Crowdsourcing and Human Computation Web Link Analysis (Wisdom of the Crowds) (Not Discussing)
Lecture 18: CS 5306 / INFO 5306: Crowdsourcing and Human Computation Web Link Analysis (Wisdom of the Crowds) (Not Discussing) • Information retrieval (term weighting, vector space representation, inverted indexing, etc.) • Efficient web crawling • Efficient real-time retrieval Web Search: Prehistory • Crawl the Web, generate an index of all pages – Which pages? – What content of each page? – (Not discussing this) • Rank documents: – Based on the text content of a page • How many times does query appear? • How high up in page? – Based on display characteristics of the query • For example, is it in a heading, italicized, etc. Link Analysis: Prehistory • L. Katz. "A new status index derived from sociometric analysis“, Psychometrika 18(1), 39-43, March 1953. • Charles H. Hubbell. "An Input-Output Approach to Clique Identification“, Sociolmetry, 28, 377-399, 1965. • Eugene Garfield. Citation analysis as a tool in journal evaluation. Science 178, 1972. • G. Pinski and Francis Narin. "Citation influence for journal aggregates of scientific publications: Theory, with application to the literature of physics“, Information Processing and Management. 12, 1976. • Mark, D. M., "Network models in geomorphology," Modeling in Geomorphologic Systems, 1988 • T. Bray, “Measuring the Web”. Proceedings of the 5th Intl. WWW Conference, 1996. • Massimo Marchiori, “The quest for correct information on the Web: hyper search engines”, Computer Networks and ISDN Systems, 29: 8-13, September 1997, Pages 1225-1235. Hubs and Authorities • J. Kleinberg. “Authoritative -
An Implementation of a Generalized Lanczos Procedure for Structural Dynamic Analysis on Distributed Memory Computers
NU~IERICAL ANALYSIS PROJECT AUGUST 1992 MANUSCRIPT ,NA-92-09 An Implementation of a Generalized Lanczos Procedure for Structural Dynamic Analysis on Distributed Memory Computers . bY David R. Mackay and Kincho H. Law NUMERICAL ANALYSIS PROJECT COMPUTER SCIENCE DEPARTMENT STANFORD UNIVERSITY STANFORD, CALIFORNIA 94305 An Implementation of a Generalized Lanczos Procedure for Structural Dynamic Analysis on Distributed Memory Computers’ David R. Mackay and Kincho H. Law Department of Civil Engineering Stanford University Stanford, CA 94305-4020 Abstract This paper describes a parallel implementation of a generalized Lanczos procedure for struc- tural dynamic analysis on a distributed memory parallel computer. One major cost of the gener- alized Lanczos procedure is the factorization of the (shifted) stiffness matrix and the forward and backward solution of triangular systems. In this paper, we discuss load assignment of a sparse matrix and propose a strategy for inverting the principal block submatrix factors to facilitate the forward and backward solution of triangular systems. We also discuss the different strategies in the implementation of mass matrix-vector multiplication on parallel computer and how they are used in the Lanczos procedure. The Lanczos procedure implemented includes partial and external selective reorthogonalizations and spectral shifts. Experimental results are presented to illustrate the effectiveness of the parallel generalized Lanczos procedure. The issues of balancing the com- putations among the basic steps of the Lanczos procedure on distributed memory computers are discussed. IThis work is sponsored by the National Science Foundation grant number ECS-9003107, and the Army Research Office grant number DAAL-03-91-G-0038. Contents List of Figures ii . -
Lanczos Vectors Versus Singular Vectors for Effective Dimension Reduction Jie Chen and Yousef Saad
1 Lanczos Vectors versus Singular Vectors for Effective Dimension Reduction Jie Chen and Yousef Saad Abstract— This paper takes an in-depth look at a technique for a) Latent Semantic Indexing (LSI): LSI [3], [4] is an effec- computing filtered matrix-vector (mat-vec) products which are tive information retrieval technique which computes the relevance required in many data analysis applications. In these applications scores for all the documents in a collection in response to a user the data matrix is multiplied by a vector and we wish to perform query. In LSI, a collection of documents is represented as a term- this product accurately in the space spanned by a few of the major singular vectors of the matrix. We examine the use of the document matrix X = [xij] where each column vector represents Lanczos algorithm for this purpose. The goal of the method is a document and xij is the weight of term i in document j. A query identical with that of the truncated singular value decomposition is represented as a pseudo-document in a similar form—a column (SVD), namely to preserve the quality of the resulting mat-vec vector q. By performing dimension reduction, each document xj product in the major singular directions of the matrix. The T T (j-th column of X) becomes Pk xj and the query becomes Pk q Lanczos-based approach achieves this goal by using a small in the reduced-rank representation, where P is the matrix whose number of Lanczos vectors, but it does not explicitly compute k column vectors are the k major left singular vectors of X. -
Internet Multimedia Information Retrieval Based on Link
Internet Multimedia Information Retrieval based on Link Analysis by Chan Ka Yan Supervised by Prof. Christopher C. Yang A Thesis Submitted in Partial Fulfillment of the Requirements for the Degree of Master of Philosophy in Division of Systems Engineering and Engineering Management ©The Chinese University of Hong Kong August 2004 The Chinese University of Hong Kong holds the copyright of this thesis. Any person(s) intending to use a part or whole material in the thesis in proposed publications must seek copyright release from the Dean of Graduate School. (m 1 1 2055)11 WWSYSTEM/麥/J ACKNOWLEDGEMENT Acknowledgement I wish to gratefully acknowledge the major contribution made to this paper by Prof. Christopher C. Yang, my supervisor, for providing me with the idea to initiate the project as well as guiding me through the whole process; Prof. Wei Lam and Prof. Jeffrey X. Yu, my internal markers, and my external marker, for giving me invaluable advice during the oral examination to improve the project. I would also like to thank my classmates and friends, Tony in particular, for their help and encouragement shown throughout the production of this paper. Finally, I have to thank my family members for their patience and consideration and for doing my share of the domestic chores while I worked on this paper. i ABSTRACT Abstract Ever since the invention of Internet World Wide Web (WWW), which can be regarded as an electronic library storing billions of information sets with different types of media, enhancing the efficiency in searching on WWW has been becoming the major challenge in the Internet world while different web search engines are the tools for obtaining the necessary materials through various information retrieval algorithms. -
What Is Pairs Trading
LyncP PageRank LocalRankU U HilltopU U HITSU U AT(k)U U NORM(p)U U moreU 〉〉 U Searching for a better search… LYNC Search I’m Feeling Luckier RadhikaHTU GuptaUTH NalinHTU MonizUTH SudiptoHTU GuhaUTH th CSE 401 Senior Design. April 11P ,P 2005. PageRank LocalRankU U HilltopU U HITSU U AT(k)U U NORM(p)U U moreU 〉〉 U Searching for a better search … LYNC Search Lync "for"T is a very common word and was not included in your search. [detailsHTU ]UTH Table of Contents Pages 1 – 31 for SearchingHTU for a better search UTH (2 Semesters) P P Sponsored Links AbstractHTU UTH PROBLEMU Solved U A summary of the topics covered in our paper. Beta Power! Pages 1 – 2 - CachedHTU UTH - SimilarHTU pages UTH www.PROBLEM.com IntroductionHTU and Definitions UTH FreeU CANDDE U An introduction to web searching algorithms and the Link Analysis Rank Algorithms space as well as a Come get it. Don’t be detailed list of key definitions used in the paper. left dangling! Pages 3 – 7 - CachedHTU UTH - SimilarHTU pagesUTH www.CANDDE.gov SurveyHTU of the Literature UTH A detailed survey of the different classes of Link Analysis Rank algorithms including PageRank based AU PAT on the Back U algorithms, local interconnectivity algorithms, and HITS and the affiliated family of algorithms. This The Best Authorities section also includes a detailed discuss of the theoretical drawbacks and benefits of each algorithm. on Every Subject Pages 8 – 31 - CachedHTU UTH - SimilarHTU pages UTH www.PATK.edu PageHTU Ranking Algorithms UTH PagingU PAGE U An examination of the idea of a simple page rank algorithm and some of the theoretical difficulties The shortest path to with page ranking, as well as a discussion and analysis of Google’s PageRank algorithm. -
Restarted Lanczos Bidiagonalization for the SVD in Slepc
Scalable Library for Eigenvalue Problem Computations SLEPc Technical Report STR-8 Available at http://slepc.upv.es Restarted Lanczos Bidiagonalization for the SVD in SLEPc V. Hern´andez J. E. Rom´an A. Tom´as Last update: June, 2007 (slepc 2.3.3) Previous updates: { About SLEPc Technical Reports: These reports are part of the documentation of slepc, the Scalable Library for Eigenvalue Problem Computations. They are intended to complement the Users Guide by providing technical details that normal users typically do not need to know but may be of interest for more advanced users. Restarted Lanczos Bidiagonalization for the SVD in SLEPc STR-8 Contents 1 Introduction 2 2 Description of the Method3 2.1 Lanczos Bidiagonalization...............................3 2.2 Dealing with Loss of Orthogonality..........................6 2.3 Restarted Bidiagonalization..............................8 2.4 Available Implementations............................... 11 3 The slepc Implementation 12 3.1 The Algorithm..................................... 12 3.2 User Options...................................... 13 3.3 Known Issues and Applicability............................ 14 1 Introduction The singular value decomposition (SVD) of an m × n complex matrix A can be written as A = UΣV ∗; (1) ∗ where U = [u1; : : : ; um] is an m × m unitary matrix (U U = I), V = [v1; : : : ; vn] is an n × n unitary matrix (V ∗V = I), and Σ is an m × n diagonal matrix with nonnegative real diagonal entries Σii = σi for i = 1;:::; minfm; ng. If A is real, U and V are real and orthogonal. The vectors ui are called the left singular vectors, the vi are the right singular vectors, and the σi are the singular values. In this report, we will assume without loss of generality that m ≥ n. -
A Parallel Implementation of Lanczos Algorithm in SVD Computation
A Parallel Implementation of Lanczos Algorithm in SVD 1 Computation SRIKANTH KALLURKAR Abstract This work presents a parallel implementation of Lanczos algorithm for SVD Computation using MPI. We investigate exe- cution time as a function of matrix sparsity, matrix size, and the number of processes. We observe speedup and slowdown for parallelized Lanczos algorithm. Reasons for the speedups and the slowdowns are discussed in the report. I. INTRODUCTION Singular Value Decomposition (SVD) is an important classical technique which is used for many pur- poses [8]. Deerwester et al [5] described a new method for automatic indexing and retrieval using SVD wherein a large term by document matrix was decomposed into a set of 100 orthogonal factors from which the original matrix was approximated by linear combinations. The method was called Latent Semantic Indexing (LSI). In addition to a significant problem dimensionality reduction it was believed that the LSI had the potential to improve precision and recall. Studies [11] have shown that LSI based retrieval has not produced conclusively better results than vector-space modeled retrieval. Recently, however, there is a renewed interest in SVD based approach to Information Retrieval and Text Mining [4], [6]. The rapid increase in digital and online information has presented the task of efficient information pro- cessing and management. Standard term statistic based techniques may have potentially reached a limit for effective text retrieval. One of key new emerging areas for text retrieval is language models, that can provide not just structural but also semantic insights about the documents. Exploration of SVD based LSI is therefore a strategic research direction. -
A High Performance Block Eigensolver for Nuclear Configuration Interaction Calculations Hasan Metin Aktulga, Md
1 A High Performance Block Eigensolver for Nuclear Configuration Interaction Calculations Hasan Metin Aktulga, Md. Afibuzzaman, Samuel Williams, Aydın Buluc¸, Meiyue Shao, Chao Yang, Esmond G. Ng, Pieter Maris, James P. Vary Abstract—As on-node parallelism increases and the performance gap between the processor and the memory system widens, achieving high performance in large-scale scientific applications requires an architecture-aware design of algorithms and solvers. We focus on the eigenvalue problem arising in nuclear Configuration Interaction (CI) calculations, where a few extreme eigenpairs of a sparse symmetric matrix are needed. We consider a block iterative eigensolver whose main computational kernels are the multiplication of a sparse matrix with multiple vectors (SpMM), and tall-skinny matrix operations. We present techniques to significantly improve the SpMM and the transpose operation SpMMT by using the compressed sparse blocks (CSB) format. We achieve 3–4× speedup on the requisite operations over good implementations with the commonly used compressed sparse row (CSR) format. We develop a performance model that allows us to correctly estimate the performance of our SpMM kernel implementations, and we identify cache bandwidth as a potential performance bottleneck beyond DRAM. We also analyze and optimize the performance of LOBPCG kernels (inner product and linear combinations on multiple vectors) and show up to 15× speedup over using high performance BLAS libraries for these operations. The resulting high performance LOBPCG solver achieves 1.4× to 1.8× speedup over the existing Lanczos solver on a series of CI computations on high-end multicore architectures (Intel Xeons). We also analyze the performance of our techniques on an Intel Xeon Phi Knights Corner (KNC) processor. -
Presto: Distributed Machine Learning and Graph Processing with Sparse Matrices
Presto: Distributed Machine Learning and Graph Processing with Sparse Matrices Shivaram Venkataraman1 Erik Bodzsar2 Indrajit Roy Alvin AuYoung Robert S. Schreiber 1UC Berkeley, 2University of Chicago, HP Labs [email protected], ferik.bodzsar, indrajitr, alvina, [email protected] Abstract Array-based languages such as R and MATLAB provide It is cumbersome to write machine learning and graph al- an appropriate programming model to express such machine gorithms in data-parallel models such as MapReduce and learning and graph algorithms. The core construct of arrays Dryad. We observe that these algorithms are based on matrix makes these languages suitable to represent vectors and ma- computations and, hence, are inefficient to implement with trices, and perform matrix computations. R has thousands the restrictive programming and communication interface of of freely available packages and is widely used by data min- such frameworks. ers and statisticians, albeit for problems with relatively small In this paper we show that array-based languages such amounts of data. It has serious limitations when applied to as R [3] are suitable for implementing complex algorithms very large datasets: limited support for distributed process- and can outperform current data parallel solutions. Since R ing, no strategy for load balancing, no fault tolerance, and is is single-threaded and does not scale to large datasets, we constrained by a server’s DRAM capacity. have built Presto, a distributed system that extends R and 1.1 Towards an efficient distributed R addresses many of its limitations. Presto efficiently shares sparse structured data, can leverage multi-cores, and dynam- We validate our hypothesis that R can be used to efficiently ically partitions data to mitigate load imbalance. -
Comparison of Numerical Methods and Open-Source Libraries for Eigenvalue Analysis of Large-Scale Power Systems
applied sciences Article Comparison of Numerical Methods and Open-Source Libraries for Eigenvalue Analysis of Large-Scale Power Systems Georgios Tzounas , Ioannis Dassios * , Muyang Liu and Federico Milano School of Electrical and Electronic Engineering, University College Dublin, Belfield, Dublin 4, Ireland; [email protected] (G.T.); [email protected] (M.L.); [email protected] (F.M.) * Correspondence: [email protected] Received: 30 September 2020; Accepted: 24 October 2020; Published: 28 October 2020 Abstract: This paper discusses the numerical solution of the generalized non-Hermitian eigenvalue problem. It provides a comprehensive comparison of existing algorithms, as well as of available free and open-source software tools, which are suitable for the solution of the eigenvalue problems that arise in the stability analysis of electric power systems. The paper focuses, in particular, on methods and software libraries that are able to handle the large-scale, non-symmetric matrices that arise in power system eigenvalue problems. These kinds of eigenvalue problems are particularly difficult for most numerical methods to handle. Thus, a review and fair comparison of existing algorithms and software tools is a valuable contribution for researchers and practitioners that are interested in power system dynamic analysis. The scalability and performance of the algorithms and libraries are duly discussed through case studies based on real-world electrical power networks. These are a model of the All-Island Irish Transmission System with 8640 variables; and, a model of the European Network of Transmission System Operators for Electricity, with 146,164 variables. Keywords: eigenvalue analysis; large non-Hermitian matrices; numerical methods; open-source libraries 1.