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    This document summarizes key points from a lecture on model reduction for dynamical systems, including: 1) Model reduction techniques can be used to compress digital images by approximating them with their best rank-r approximation using truncated singular value decomposition (SVD). 2) For example, a 320x200 pixel clown image requiring 256kB can be approximated to 104kB using rank-50 and to 42kB using rank-20, with small errors. 3) Similarly, a 640x480 pixel image requiring 1.2MB can be approximated to 448kB using rank-100 and 224kB using rank-50.

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    model reduction for dynamical systems 2

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    This document summarizes key points from a lecture on model reduction for dynamical systems, including: 1) Model reduction techniques can be used to compress digital images by approximating them with their best rank-r approximation using truncated singular value decomposition (SVD). 2) For example, a 320x200 pixel clown image requiring 256kB can be approximated to 104kB using rank-50 and to 42kB using rank-20, with small errors. 3) Similarly, a 640x480 pixel image requiring 1.2MB can be approximated to 448kB using rank-100 and 224kB using rank-50.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Flag for inappropriate content
    48 views11 pages

    Model Reduction For Dynamical Systems 2

    Uploaded by

    Peet89
    This document summarizes key points from a lecture on model reduction for dynamical systems, including: 1) Model reduction techniques can be used to compress digital images by approximating them with their best rank-r approximation using truncated singular value decomposition (SVD). 2) For example, a 320x200 pixel clown image requiring 256kB can be approximated to 104kB using rank-50 and to 42kB using rank-20, with small errors. 3) Similarly, a 640x480 pixel image requiring 1.2MB can be approximated to 448kB using rank-100 and 224kB using rank-50.

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    © All Rights Reserved
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    of 11

    Otto-von-Guericke Universitat Magdeburg

    Faculty of Mathematics
    Summer term 2012

    Model Reduction
    for Dynamical Systems
    Lecture 2
    Peter Benner
    Max Planck Institute for Dynamics of Complex Technical Systems
    Computational Methods in Systems and Control Theory
    Magdeburg, Germany
    benner@mpi-magdeburg.mpg.de
    www.mpi-magdeburg.mpg.de/research/groups/csc/lehre/2012 SS MOR/

    Introduction

    Mathematical Basics

    Outline

    Introduction
    Model Reduction for Dynamical Systems
    Application Areas
    Motivating Examples

    Mathematical Basics
    Numerical Linear Algebra

    Max-Planck-Institute Magdeburg

    Peter Benner, MOR for Dynamical Systems

    2/6

    Introduction

    Mathematical Basics

    Numerical Linear Algebra


    Image Compression by Truncated SVD

    A digital image with nx ny pixels can be represented as matrix


    X Rnx ny , where xij contains color information of pixel (i, j).
    Memory (in single precision): 4 nx ny bytes.

    Theorem (Schmidt-Mirsky/Eckart-Young)
    Best rank-r approximation to X Rnx ny w.r.t. spectral norm:
    Xr
    b =
    j uj vjT ,
    X
    j=1

    where X = UV T is the singular value decomposition (SVD) of X .


    b k2 = r +1 .
    The approximation error is kX X

    Idea for dimension reduction


    Instead of X save u1 , . . . , ur , 1 v1 , . . . , r vr .
    memory = 4r (nx + ny ) bytes.
    Max-Planck-Institute Magdeburg

    Peter Benner, MOR for Dynamical Systems

    3/6

    Introduction

    Mathematical Basics

    Numerical Linear Algebra


    Image Compression by Truncated SVD

    A digital image with nx ny pixels can be represented as matrix


    X Rnx ny , where xij contains color information of pixel (i, j).
    Memory (in single precision): 4 nx ny bytes.

    Theorem (Schmidt-Mirsky/Eckart-Young)
    Best rank-r approximation to X Rnx ny w.r.t. spectral norm:
    Xr
    b =
    j uj vjT ,
    X
    j=1

    where X = UV T is the singular value decomposition (SVD) of X .


    b k2 = r +1 .
    The approximation error is kX X

    Idea for dimension reduction


    Instead of X save u1 , . . . , ur , 1 v1 , . . . , r vr .
    memory = 4r (nx + ny ) bytes.
    Max-Planck-Institute Magdeburg

    Peter Benner, MOR for Dynamical Systems

    3/6

    Introduction

    Mathematical Basics

    Numerical Linear Algebra


    Image Compression by Truncated SVD

    A digital image with nx ny pixels can be represented as matrix


    X Rnx ny , where xij contains color information of pixel (i, j).
    Memory (in single precision): 4 nx ny bytes.

    Theorem (Schmidt-Mirsky/Eckart-Young)
    Best rank-r approximation to X Rnx ny w.r.t. spectral norm:
    Xr
    b =
    j uj vjT ,
    X
    j=1

    where X = UV T is the singular value decomposition (SVD) of X .


    b k2 = r +1 .
    The approximation error is kX X

    Idea for dimension reduction


    Instead of X save u1 , . . . , ur , 1 v1 , . . . , r vr .
    memory = 4r (nx + ny ) bytes.
    Max-Planck-Institute Magdeburg

    Peter Benner, MOR for Dynamical Systems

    3/6

    Introduction

    Mathematical Basics

    Example: Image Compression by Truncated SVD


    Example: Clown

    320 200 pixel


    256 kB
    Max-Planck-Institute Magdeburg

    Peter Benner, MOR for Dynamical Systems

    4/6

    Introduction

    Mathematical Basics

    Example: Image Compression by Truncated SVD


    Example: Clown

    rank r = 50, 104 kB

    320 200 pixel


    256 kB
    Max-Planck-Institute Magdeburg

    Peter Benner, MOR for Dynamical Systems

    4/6

    Introduction

    Mathematical Basics

    Example: Image Compression by Truncated SVD


    Example: Clown

    rank r = 50, 104 kB

    rank r = 20, 42 kB

    320 200 pixel


    256 kB
    Max-Planck-Institute Magdeburg

    Peter Benner, MOR for Dynamical Systems

    4/6

    Introduction

    Mathematical Basics

    Dimension Reduction via SVD


    Example: Gatlinburg
    Organizing committee
    Gatlinburg/Householder Meeting 1964:
    James H. Wilkinson, Wallace Givens,
    George Forsythe, Alston Householder,
    Peter Henrici, Fritz L. Bauer.

    640 480 pixel, 1229 kB


    Max-Planck-Institute Magdeburg

    Peter Benner, MOR for Dynamical Systems

    5/6

    Introduction

    Mathematical Basics

    Dimension Reduction via SVD


    Example: Gatlinburg

    rank r = 100, 448 kB

    Organizing committee
    Gatlinburg/Householder Meeting 1964:
    James H. Wilkinson, Wallace Givens,
    George Forsythe, Alston Householder,
    Peter Henrici, Fritz L. Bauer.

    rank r = 50, 224 kB

    640 480 pixel, 1229 kB

    Max-Planck-Institute Magdeburg

    Peter Benner, MOR for Dynamical Systems

    5/6

    Introduction

    Mathematical Basics

    Background: Singular Value Decay


    Image data compression via SVD works, if the singular values decay
    (exponentially).

    Singular Values of the Image Data Matrices

    Max-Planck-Institute Magdeburg

    Peter Benner, MOR for Dynamical Systems

    6/6

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