SIAM JOURNAL ON MATRIX ANALYSIS AND APPLICATIONS

ANALYTICAL SINGULAR VALUE DECOMPOSITION FOR A CLASS OF STOICHIOMETRY MATRICES
Wentz J, Cameron JC and Bortz DM
We present the analytical singular value decomposition of the stoichiometry matrix for a spatially discrete reaction-diffusion system. The motivation for this work is to develop a matrix decomposition that can reveal hidden spatial flux patterns of chemical reactions. We consider a 1D domain with two subregions sharing a single common boundary. Each of the subregions is further partitioned into a finite number of compartments. Chemical reactions can occur within a compartment, whereas diffusion is represented as movement between adjacent compartments. Inspired by biology, we study both (1) the case where the reactions on each side of the boundary are different and only certain species diffuse across the boundary and (2) the case where reactions and diffusion are spatially homogeneous. We write the stoichiometry matrix for these two classes of systems using a Kronecker product formulation. For the first scenario, we apply linear perturbation theory to derive an approximate singular value decomposition in the limit as diffusion becomes much faster than reactions. For the second scenario, we derive an exact analytical singular value decomposition for all relative diffusion and reaction time scales. By writing the stoichiometry matrix using Kronecker products, we show that the singular vectors and values can also be written concisely using Kronecker products. Ultimately, we find that the singular value decomposition of the reaction-diffusion stoichiometry matrix depends on the singular value decompositions of smaller matrices. These smaller matrices represent modified versions of the reaction-only stoichiometry matrices and the analytically known diffusion-only stoichiometry matrix. Lastly, we present the singular value decomposition of the model for the Calvin cycle in cyanobacteria and demonstrate the accuracy of our formulation. The MATLAB code, available at www.github.com/MathBioCU/ReacDiffStoicSVD, provides routines for efficiently calculating the SVD for a given reaction network on a 1D spatial domain.
SHARP ENTRYWISE PERTURBATION BOUNDS FOR MARKOV CHAINS
Thiede E, VAN Koten B and Weare J
For many Markov chains of practical interest, the invariant distribution is extremely sensitive to perturbations of some entries of the transition matrix, but insensitive to others; we give an example of such a chain, motivated by a problem in computational statistical physics. We have derived perturbation bounds on the relative error of the invariant distribution that reveal these variations in sensitivity. Our bounds are sharp, we do not impose any structural assumptions on the transition matrix or on the perturbation, and computing the bounds has the same complexity as computing the invariant distribution or computing other bounds in the literature. Moreover, our bounds have a simple interpretation in terms of hitting times, which can be used to draw intuitive but rigorous conclusions about the sensitivity of a chain to various types of perturbations.
NEWTON CORRECTION METHODS FOR COMPUTING REAL EIGENPAIRS OF SYMMETRIC TENSORS
Jaffe A, Weiss R and Nadler B
Real eigenpairs of symmetric tensors play an important role in multiple applications. In this paper we propose and analyze a fast iterative Newton-based method to compute real eigenpairs of symmetric tensors. We derive sufficient conditions for a real eigenpair to be a stable fixed point for our method and prove that given a sufficiently close initial guess, the convergence rate is quadratic. Empirically, our method converges to a significantly larger number of eigenpairs compared with previously proposed iterative methods, and with enough random initializations typically finds all real eigenpairs. In particular, for a generic symmetric tensor, the sufficient conditions for local convergence of our Newton-based method hold simultaneously for all its real eigenpairs.
PROBABILISTIC ERROR ANALYSIS FOR INNER PRODUCTS
Ipsen ICF and Zhou H
Probabilistic models are proposed for bounding the forward error in the numerically computed inner product (dot product, scalar product) between two real -vectors. We derive probabilistic perturbation bounds as well as probabilistic roundoff error bounds for the sequential accumulation of the inner product. These bounds are nonasymptotic, explicit, with minimal assumptions, and with a clear relationship between failure probability and relative error. The roundoffs are represented as bounded, zero-mean random variables that are independent or have conditionally independent means. Our probabilistic bounds are based on Azuma's inequality and its associated martingale, which mirrors the sequential order of computations. The derivation of forward error bounds "from first principles" has the advantage of producing condition numbers that are customized for the probabilistic bounds. Numerical experiments confirm that our bounds are more informative, often by several orders of magnitude, than traditional deterministic bounds-even for small vector dimensions and very stringent success probabilities. In particular the probabilistic roundoff error bounds are functions of rather than , thus giving a quantitative confirmation of Wilkinson's intuition. The paper concludes with a critical assessment of the probabilistic approach.
ORTHOGONAL TRACE-SUM MAXIMIZATION: APPLICATIONS, LOCAL ALGORITHMS, AND GLOBAL OPTIMALITY
Won JH, Zhou H and Lange K
This paper studies the problem of maximizing the sum of traces of matrix quadratic forms on a product of Stiefel manifolds. This orthogonal trace-sum maximization (OTSM) problem generalizes many interesting problems such as generalized canonical correlation analysis (CCA), Procrustes analysis, and cryo-electron microscopy of the Nobel prize fame. For these applications finding global solutions is highly desirable, but it has been unclear how to find even a stationary point, let alone test its global optimality. Through a close inspection of Ky Fan's classical result [, 35 (1949), pp. 652-655] on the variational formulation of the sum of largest eigenvalues of a symmetric matrix, and a semidefinite programming (SDP) relaxation of the latter, we first provide a simple method to certify global optimality of a given stationary point of OTSM. This method only requires testing whether a symmetric matrix is positive semidefinite. A by-product of this analysis is an unexpected strong duality between Shapiro and Botha [, 9 (1988), pp. 378-383] and Zhang and Singer [, 524 (2017), pp. 159-181]. After showing that a popular algorithm for generalized CCA and Procrustes analysis may generate oscillating iterates, we propose a simple fix that provably guarantees convergence to a stationary point. The combination of our algorithm and certificate reveals novel global optima of various instances of OTSM.
KRONECKER PRODUCT OF TENSORS AND HYPERGRAPHS: STRUCTURE AND DYNAMICS
Pickard J, Chen C, Stansbury C, Surana A, Bloch A and Rajapakse I
Hypergraphs and tensors extend classic graph and matrix theory to account for multiway relationships, which are ubiquitous in engineering, biological, and social systems. While the Kronecker product is a potent tool for analyzing the coupling of systems in graph or matrix contexts, its utility in studying multiway interactions, such as those represented by tensors and hypergraphs, remains elusive. In this article, we present a comprehensive exploration of algebraic, structural, and spectral properties of the tensor Kronecker product. We express Tucker and tensor train decompositions and various tensor eigenvalues in terms of the tensor Kronecker product. Additionally, we utilize the tensor Kronecker product to form Kronecker hypergraphs, a tensor-based hypergraph product, and investigate the structure and stability of polynomial dynamics on Kronecker hypergraphs. Finally, we provide numerical examples to demonstrate the utility of the tensor Kronecker product in computing Z-eigenvalues, various tensor decompositions, and determining the stability of polynomial systems.