In computational science it is common to describe dynamic systems by mathematical models in forms of differential or integral equations. These models may contain parameters that have to be computed for the model to be complete. For the special type of ordinary differential equations studied in this thesis, the resulting parameter estimation problem is a separable nonlinear least squares problem with equality constraints. This problem can be solved by iteration, but due to complicated computations of derivatives and the existence of several local minima, so called short-cut methods may be an alternative. These methods are based on simplified versions of the original problem. An algorithm, called the modified Kaufman algorithm, is proposed and it takes the separability into account. Moreover, different kinds of discretizations and formulations of the optimization problem are discussed as well as the effect of ill-conditioning. Computation of parameters often includes as a part solution of linear system of equations Ax = b. The corresponding pseudoinverse solution depends on the properties of the matrix A and vector b. The singular value decomposition of A can then be used to construct error propagation matrices and by use of these it is possible to investigate how changes in the input data affect the solution x. Theoretical error bounds based on condition numbers indicate the worst case but the use of experimental error analysis makes it possible to also have information about the effect of a more limited amount of perturbations and in that sense be more realistic. It is shown how the effect of perturbations can be analyzed by a semi-experimental analysis. The analysis combines the theory of the error propagation matrices with an experimental error analysis based on randomly generated perturbations that takes the structure of A into account

現今許多網路商店或電子商務將產品銷售給消費者的過程中，皆使用推薦系統的幫助來提高銷售量。如亞馬遜公司(Amazon)、Netflix，深入了解顧客的使用習慣，建構專屬的推薦系統並進行個性化的推薦商品給每一位顧客。 推薦系統應用的技術分為協同過濾和內容過濾兩大類，本研究旨在探討協同過濾推薦系統中潛在因子模型方法，利用矩陣分解法找出評分矩陣。在Koren等人(2009)中，將矩陣分解法的演算法大致分為兩種，隨機梯度下降法(Stochastic gradient descent)與交替最小平方法(Alternating least squares)。本研究主要研究目的有三項，一為比較交替最小平方法與隨機梯度下降法的預測能力，二為兩種矩陣分解演算法在加入偏誤項後的表現，三為先完成交替最小平方法與隨機梯度下降法，以其預測值對原始資料之遺失值進行資料插補，再利用奇異值分解法對完整資料做矩陣分解，觀察其前後方法的差異。 研究結果顯示，隨機梯度下降法所需的運算時間比交替最小平方法所需的運算時間少。另外，完成兩種矩陣分解演算法後，將預測值插補遺失值，進行奇異值分解的結果也顯示預測能力有提升。 / Recommender system has been largely used by Internet companies such Amazon and Netflix to make recommendations for Internet users. Techniques for recommender systems can be divided into content filtering approach and collaborative filtering approach. Matrix factorization is a popular method for collaborative filtering approach. It minimizes the object function through stochastic gradient descent and alternating least squares. This thesis has three goals. First, we compare the alternating least squares method and stochastic gradient descent method. Secondly, we compare the performance of matrix factorization method with and without the bias term. Thirdly, we combine singular value decomposition and matrix factorization. As expected, we found the stochastic gradient descent takes less time than the alternating least squares method, and the the matrix factorization method with bias term gives more accurate prediction. We also found that combining singular value decomposition with matrix factorization can improve the predictive accuracy.

奇異值分解(singular valve decomposition)是一個重要且被廣為運用的矩陣分解方法，其具備許多良好性質，包括低階近似理論(low rank approximation)。在現今大數據(big data)的年代，人們接收到的資訊數量龐大且形式多元。相較於文字型態的資料，影像資料可以提供更多的資訊，因此影像資料扮演舉足輕重的角色。影像資料的儲存比文字資料更為複雜，若能運用影像壓縮的技術，減少影像資料中較不重要的資訊，降低影像的儲存空間，便能大幅提升影像處理工作的效率。另一方面，有時影像在被存取的過程中遭到雜訊汙染，產生模糊影像，此模糊的影像被稱為退化影像(image degradation)。近年來奇異值分解常被用於解決影像處理問題，對於影像資料也有充分的解釋能力。本文考慮將奇異值分解應用在影像壓縮與去除雜訊上，以奇異值累積比重作為選取奇異值的準則，並透過模擬實驗來評估此方法的效果。 / Singular value decomposition (SVD) is a robust and reliable matrix decomposition method. It has many attractive properties, such as the low rank approximation. In the era of big data, numerous data are generated rapidly. Offering attractive visual effect and important information, image becomes a common and useful type of data. Recently, SVD has been utilized in several image process and analysis problems. This research focuses on the problems of image compression and image denoise for restoration. We propose to apply the SVD method to capture the main signal image subspace for an efficient image compression, and to screen out the noise image subspace for image restoration. Simulations are conducted to investigate the proposed method. We find that the SVD method has satisfactory results for image compression. However, in image denoising, the performance of the SVD method varies depending on the original image, the noise added and the threshold used.

Gowers, dans son article sur les matrices quasi-aléatoires, étudie la question, posée par Babai et Sos, de l'existence d'une constante $c>0$ telle que tout groupe fini possède un sous-ensemble sans produit de taille supérieure ou égale a $c|G|$. En prouvant que, pour tout nombre premier $p$ assez grand, le groupe $PSL_2(\mathbb{F}_p)$ (d'ordre noté $n$) ne posséde aucun sous-ensemble sans produit de taille $c n^{8/9}$, il y répond par la négative. Nous allons considérer le probléme dans le cas des groupes compacts finis, et plus particuliérement des groupes profinis $SL_k(\mathbb{Z}_p)$ et $Sp_{2k}(\mathbb{Z}_p)$. La premiére partie de cette thése est dédiée à l'obtention de bornes inférieures et supérieures exponentielles pour la mesure suprémale des ensembles sans produit. La preuve nécessite d'établir préalablement une borne inférieure sur la dimension des représentations non-triviales des groupes finis $SL_k(\mathbb{Z}/(p^n\mathbb{Z}))$ et $Sp_{2k}(\mathbb{Z}/(p^n\mathbb{Z}))$. Notre théoréme prolonge le travail de Landazuri et Seitz, qui considérent le degré minimal des représentations pour les groupes de Chevalley sur les corps finis, tout en offrant une preuve plus simple que la leur. La seconde partie de la thése à trait à la théorie algébrique des nombres. Un polynome monogéne $f$ est un polynome unitaire irréductible à coefficients entiers qui endengre un corps de nombres monogéne. Pour un nombre premier $q$ donné, nous allons montrer, en utilisant le théoréme de densité de Tchebotariov, que la densité des nombres premiers $p$ tels que $t^q -p$ soit monogéne est supérieure ou égale à $(q-1)/q$. Nous allons également démontrer que, quand $q=3$, la densité des nombres premiers $p$ tels que $\mathbb{Q}(\sqrt[3]{p})$ soit non monogéne est supérieure ou égale à $1/9$. / Gowers in his paper on quasirandom groups studies a question of Babai and Sos asking whether there exists a constant $c > 0$ such that every finite group $G$ has a product-free subset of size at least $c|G|$. Answering the question negatively, he proves that for sufficiently large prime $p$, the group $\mathrm{PSL}_2(\mathbb{F}_p)$ has no product-free subset of size $\geq cn^{8/9}$, where $n$ is the order of $\mathrm{PSL}_2(\mathbb{F}_p)$. We will consider the problem for compact groups and in particular for the profinite groups $\SL_k(\mathh{Z}_p)$ and $\Sp_{2k}(\mathbb{Z}_p)$. In Part I of this thesis, we obtain lower and upper exponential bounds for the supremal measure of the product-free sets. The proof involves establishing a lower bound for the dimension of non-trivial representations of the finite groups $\SL_k(\mathbb{Z}/(p^n\mathbb{Z}))$ and $\Sp_{2k}(\mathbb{Z}/(p^n\mathbb{Z}))$. Indeed, our theorem extends and simplifies previous work of Landazuri and Seitz, where they consider the minimal degree of representations for Chevalley groups over a finite field. In Part II of this thesis, we move to algebraic number theory. A monogenic polynomial $f$ is a monic irreducible polynomial with integer coefficients which produces a monogenic number field. For a given prime $q$, using the Chebotarev density theorem, we will show the density of primes $p$, such that $t^q-p$ is monogenic, is greater than or equal to $(q-1)/q$. We will also prove that, when $q=3$, the density of primes $p$, which $\mathbb{Q}(\sqrt[3]{p})$ is non-monogenic, is at least $1/9$.

Near-surface soil moisture is a key state variable of the hydrologic cycle and plays a significant role in the global water and energy balance by affecting several hydrological, ecological, meteorological, geomorphologic, and other natural processes in the land-atmosphere continuum. Presence of soil moisture in the root zone is vital for the crop and plant life cycle. Soil moisture distribution is highly non-linear across time and space. Various geophysical factors (e.g., soil properties, topography, vegetation, and weather/climate) and their interactions control the spatio-temporal evolution of soil moisture at various scales. Understanding these interactions is crucial for the characterization of soil moisture dynamics occurring in the vadose zone. This dissertation focuses on understanding the spatio-temporal variability of near-surface soil moisture and the associated physical control(s) across varying measurement support (point-scale and passive microwave airborne/satellite remote sensing footprint-scale), spatial extents (field-, watershed-, and regional-scale), and changing hydro-climates. Various analysis techniques (e.g., time stability, geostatistics, Empirical Orthogonal Function, and Singular Value Decomposition) have been employed to characterize near-surface soil moisture variability and the role of contributing physical control(s) across space and time. Findings of this study can be helpful in several hydrological research/applications, such as, validation/calibration and downscaling of remote sensing data products, planning and designing effective soil moisture monitoring networks and field campaigns, improving performance of soil moisture retrieval algorithm, flood/drought prediction, climate forecast modeling, and agricultural management practices.

Στην παρούσα διπλωματική εργασία θα γίνει μελέτη και εφαρμογή μεθόδων επίλυσης του προβλήματος αναγνώρισης γεωμετρικών χαρακτηριστικών ανθρώπινων ερυθρών αιμοσφαιρίων από προσομοιωμένες εικόνες σκέδασης ΗΜ ακτινοβολίας ενός He-Ne laser 632.8 μm. Στο πρώτο κεφάλαιο γίνεται μια εισαγωγή στις ιδιότητες και τα χαρακτηριστικά του ερυθροκυττάρου καθώς, επίσης, παρουσιάζονται διάφορες ανωμαλίες των ερυθροκυττάρων και οι μέχρι στιγμής χρησιμοποιούμενοι τρόποι ανίχνευσής των. Στο δεύτερο κεφάλαιο της εργασίας γίνεται μια εισαγωγή στις ιδιότητες της ΗΜ ακτινοβολίας, περιγράφεται το φαινόμενο της σκέδασης και παρουσιάζεται το ευθύ πρόβλημα σκέδασης ΗΜ ακτινοβολίας ανθρώπινων ερυθροκυττάρων. Το τρίτο κεφάλαιο αποτελείται από δύο μέρη. Στο πρώτο μέρος γίνεται εκτενής ανάλυση της θεωρίας των τεχνητών νευρωνικών δικτύων και περιγράφονται τα νευρωνικά δίκτυα ακτινικών συναρτήσεων RBF. Στη συνέχεια, αναφέρονται οι μέθοδοι εξαγωγής παραμέτρων και, πιο συγκεκριμένα, δίνεται το θεωρητικό και μαθηματικό υπόβαθρο των μεθόδων που χρησιμοποιήθηκαν οι οποίες είναι ο αλογόριθμος Singular Value Decomposition (SVD), o Angular Radial μετασχηματισμός (ART) και φίλτρα Gabor. Στο δεύτερο μέρος περιγράφεται η επίλυση του αντίστροφου προβλήματος σκέδασης. Παρουσιάζεται η μεθοδολογία της διαδικασίας επίλυσης όπου εφαρμόστηκαν ο αλογόριθμος συμπίεσης εικόνας SVD, o περιγραφέας σχήματος ART και ο περιγραφέας υφής με φίλτρα Gabor για την εύρεση των γεωμετρικών χαρακτηριστικών και νευρωνικό δίκτυο ακτινικών συναρτήσεων RBF για την ταξινόμηση των ερυθροκυττάρων. Στο τέταρτο και τελευταίο κεφάλαιο γίνεται δοκιμή και αξιολόγηση της μεθόδου και συνοψίζονται τα αποτελέσματα και τα συμπεράσματα που εξήχθησαν κατά τη διάρκεια της εκπόνησης αυτής της διπλωματικής. / In this thesis we study and implement methods of estimating the geometrical features of the human red blood cell from a set of simulated light scattering images produced by a He-Ne laser beam at 632.8 μm. Ιn first chapter an introduction to the properties and the characteristics of red blood cells are presented. Furthermore, we describe various abnormalities of erythrocytes and the until now used ways of detection. In second chapter the properties of electromagnetic radiation and the light scattering problem of EM radiation from human erythrocytes are presented. The third chapter consists of two parts. In first part we analyse the theory of neural networks and we describe the radial basis function neural network. Then, we describe the theoritical and mathematical background of the methods that we use for feature extraction which are Singular Value Decomposition (SVD), Angular Radial Transform and Gabor filters. In second part the solution of the inverse problem of light scattering is described. We present the methodology of the solution process in which we implement a Singular Value Decomposition approach, a shape descriptor with Angular Radial Transform and a homogenous texture descriptor which uses Gabor filters for the estimation of the geometrical characteristics and a RBF neural network for the classification of the erythrocytes. In the forth and last chapter the described methods are evaluated and we summarise the experimental results and conclusions that were extracted from this thesis.

This dissertation reviews the theory of fast matrix multiplication from a multilinear-algebraic point of view, as well as recent fast matrix multiplication algorithms based on discrete Fourier transforms over nite groups. To this end, the algebraic approach is described in terms of group algebras over groups satisfying the triple product Property, and the construction of such groups via uniquely solvable puzzles. The higher order singular value decomposition is an important decomposition of tensors that retains some of the properties of the singular value decomposition of matrices. However, we have proven a novel negative result which demonstrates that the higher order singular value decomposition yields a matrix multiplication algorithm that is no better than the standard algorithm. / Mathematical Sciences / M. Sc. (Applied Mathematics)

L'algorithme de Levenberg-Marquardt (LM) est parmi les algorithmes les plus populaires pour la résolution des problèmes des moindres carrés non linéaire. Motivés par la structure des problèmes de l'assimilation de données, nous considérons dans cette thèse l'extension de l'algorithme LM aux situations dans lesquelles le sous problème linéarisé, qui a la forme min||Ax - b ||^2, est résolu de façon approximative, et/ou les données sont bruitées et ne sont précises qu'avec une certaine probabilité. Sous des hypothèses appropriées, on montre que le nouvel algorithme converge presque sûrement vers un point stationnaire du premier ordre. Notre approche est appliquée à une instance dans l'assimilation de données variationnelles où les modèles stochastiques du gradient sont calculés par le lisseur de Kalman d'ensemble (EnKS). On montre la convergence dans L^p de l'EnKS vers le lisseur de Kalman, quand la taille de l'ensemble tend vers l'infini. On montre aussi la convergence de l'approche LM-EnKS, qui est une variante de l'algorithme de LM avec l'EnKS utilisé comme solveur linéaire, vers l'algorithme classique de LM ou le sous problème est résolu de façon exacte. La sensibilité de la méthode de décomposition en valeurs singulières tronquée est étudiée. Nous formulons une expression explicite pour le conditionnement de la solution des moindres carrés tronqués. Cette expression est donnée en termes de valeurs singulières de A et les coefficients de Fourier de b. / The Levenberg-Marquardt algorithm (LM) is one of the most popular algorithms for the solution of nonlinear least squares problems. Motivated by the problem structure in data assimilation, we consider in this thesis the extension of the LM algorithm to the scenarios where the linearized least squares subproblems, of the form min||Ax - b ||^2, are solved inexactly and/or the gradient model is noisy and accurate only within a certain probability. Under appropriate assumptions, we show that the modified algorithm converges globally and almost surely to a first order stationary point. Our approach is applied to an instance in variational data assimilation where stochastic models of the gradient are computed by the so-called ensemble Kalman smoother (EnKS). A convergence proof in L^p of EnKS in the limit for large ensembles to the Kalman smoother is given. We also show the convergence of LM-EnKS approach, which is a variant of the LM algorithm with EnKS as a linear solver, to the classical LM algorithm where the linearized subproblem is solved exactly. The sensitivity of the trucated sigular value decomposition method to solve the linearized subprobems is studied. We formulate an explicit expression for the condition number of the truncated least squares solution. This expression is given in terms of the singular values of A and the Fourier coefficients of b.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Métodos estocásticos oferecem uma poderosa ferramenta para a execução da compressão de dados e decomposições de matrizes. O método estocástico para decomposição de matrizes estudado utiliza amostragem aleatória para identificar um subespaço que captura a imagem de uma matriz de forma aproximada, preservando uma parte de sua informação essencial. Estas aproximações compactam a informação possibilitando a resolução de problemas práticos de maneira eficiente. Nesta dissertação é calculada uma decomposição em valores singulares (SVD) utilizando técnicas estocásticas. Esta SVD aleatória é empregada na tarefa de reconhecimento de faces. O reconhecimento de faces funciona de forma a projetar imagens de faces sobre um espaço de características que melhor descreve a variação de imagens de faces conhecidas. Estas características significantes são conhecidas como autofaces, pois são os autovetores de uma matriz associada a um conjunto de faces. Essa projeção caracteriza aproximadamente a face de um indivíduo por uma soma ponderada das autofaces características. Assim, a tarefa de reconhecimento de uma nova face consiste em comparar os pesos de sua projeção com os pesos da projeção de indivíduos conhecidos. A análise de componentes principais (PCA) é um método muito utilizado para determinar as autofaces características, este fornece as autofaces que representam maior variabilidade de informação de um conjunto de faces. Nesta dissertação verificamos a qualidade das autofaces obtidas pela SVD aleatória (que são os vetores singulares à esquerda de uma matriz contendo as imagens) por comparação de similaridade com as autofaces obtidas pela PCA. Para tanto, foram utilizados dois bancos de imagens, com tamanhos diferentes, e aplicadas diversas amostragens aleatórias sobre a matriz contendo as imagens. / Stochastic methods offer a powerful tool for performing data compression and decomposition of matrices. These methods use random sampling to identify a subspace that captures the range of a matrix in an approximate way, preserving a part of its essential information. These approaches compress the information enabling the resolution of practical problems efficiently. This work computes a singular value decomposition (SVD) of a matrix using stochastic techniques. This random SVD is employed in the task of face recognition. The face recognition is based on the projection of images of faces on a feature space that best describes the variation of known image faces. These features are known as eigenfaces because they are the eigenvectors of a matrix constructed from a set of faces. This projection characterizes an individual face by a weighted sum of eigenfaces. The task of recognizing a new face is to compare the weights of its projection with the projection of the weights of known individuals. The principal components analysis (PCA) is a widely used method for determining the eigenfaces. This provides the greatest variability eigenfaces representing information from a set of faces. In this dissertation we discuss the quality of eigenfaces obtained by a random SVD (which are the left singular vectors of a matrix containing the images) by comparing the similarity with eigenfaces obtained by PCA. We use two databases of images, with different sizes and various random sampling applied on the matrix containing the images.

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Métodos estocásticos oferecem uma poderosa ferramenta para a execução da compressão de dados e decomposições de matrizes. O método estocástico para decomposição de matrizes estudado utiliza amostragem aleatória para identificar um subespaço que captura a imagem de uma matriz de forma aproximada, preservando uma parte de sua informação essencial. Estas aproximações compactam a informação possibilitando a resolução de problemas práticos de maneira eficiente. Nesta dissertação é calculada uma decomposição em valores singulares (SVD) utilizando técnicas estocásticas. Esta SVD aleatória é empregada na tarefa de reconhecimento de faces. O reconhecimento de faces funciona de forma a projetar imagens de faces sobre um espaço de características que melhor descreve a variação de imagens de faces conhecidas. Estas características significantes são conhecidas como autofaces, pois são os autovetores de uma matriz associada a um conjunto de faces. Essa projeção caracteriza aproximadamente a face de um indivíduo por uma soma ponderada das autofaces características. Assim, a tarefa de reconhecimento de uma nova face consiste em comparar os pesos de sua projeção com os pesos da projeção de indivíduos conhecidos. A análise de componentes principais (PCA) é um método muito utilizado para determinar as autofaces características, este fornece as autofaces que representam maior variabilidade de informação de um conjunto de faces. Nesta dissertação verificamos a qualidade das autofaces obtidas pela SVD aleatória (que são os vetores singulares à esquerda de uma matriz contendo as imagens) por comparação de similaridade com as autofaces obtidas pela PCA. Para tanto, foram utilizados dois bancos de imagens, com tamanhos diferentes, e aplicadas diversas amostragens aleatórias sobre a matriz contendo as imagens. / Stochastic methods offer a powerful tool for performing data compression and decomposition of matrices. These methods use random sampling to identify a subspace that captures the range of a matrix in an approximate way, preserving a part of its essential information. These approaches compress the information enabling the resolution of practical problems efficiently. This work computes a singular value decomposition (SVD) of a matrix using stochastic techniques. This random SVD is employed in the task of face recognition. The face recognition is based on the projection of images of faces on a feature space that best describes the variation of known image faces. These features are known as eigenfaces because they are the eigenvectors of a matrix constructed from a set of faces. This projection characterizes an individual face by a weighted sum of eigenfaces. The task of recognizing a new face is to compare the weights of its projection with the projection of the weights of known individuals. The principal components analysis (PCA) is a widely used method for determining the eigenfaces. This provides the greatest variability eigenfaces representing information from a set of faces. In this dissertation we discuss the quality of eigenfaces obtained by a random SVD (which are the left singular vectors of a matrix containing the images) by comparing the similarity with eigenfaces obtained by PCA. We use two databases of images, with different sizes and various random sampling applied on the matrix containing the images.