Kronecker Product of Networked Systems and their Approximates

Similar documents
Cartesian Products of Z-Matrix Networks: Factorization and Interval Analysis

State Controllability, Output Controllability and Stabilizability of Networks: A Symmetry Perspective

On Symmetry and Controllability of Multi-Agent Systems

1 Similarity transform 2. 2 Controllability The PBH test for controllability Observability The PBH test for observability...

Control Systems. System response. L. Lanari

On almost equitable partitions and network controllability

Control Systems. Laplace domain analysis

Section 5.4 (Systems of Linear Differential Equation); 9.5 Eigenvalues and Eigenvectors, cont d

An Algorithmist s Toolkit September 10, Lecture 1

1 Continuous-time Systems

Observability. Dynamic Systems. Lecture 2 Observability. Observability, continuous time: Observability, discrete time: = h (2) (x, u, u)

Machine Learning for Data Science (CS4786) Lecture 11

HW2 - Due 01/30. Each answer must be mathematically justified. Don t forget your name.

MATH 221, Spring Homework 10 Solutions

Ma/CS 6b Class 23: Eigenvalues in Regular Graphs

MULTIVARIABLE ZEROS OF STATE-SPACE SYSTEMS

Linear Algebra (MATH ) Spring 2011 Final Exam Practice Problem Solutions

Diffusion and random walks on graphs

1 Some Facts on Symmetric Matrices

Control and synchronization in systems coupled via a complex network

16.31 Fall 2005 Lecture Presentation Mon 31-Oct-05 ver 1.1

On the reachability and observability. of path and cycle graphs

Networks as vectors of their motif frequencies and 2-norm distance as a measure of similarity

CS224W: Social and Information Network Analysis Jure Leskovec, Stanford University

Math 18, Linear Algebra, Lecture C00, Spring 2017 Review and Practice Problems for Final Exam

Markov Chains and Spectral Clustering

Structural Controllability and Observability of Linear Systems Over Finite Fields with Applications to Multi-Agent Systems

Mining of Massive Datasets Jure Leskovec, AnandRajaraman, Jeff Ullman Stanford University

Some constructions of integral graphs

Ma/CS 6b Class 20: Spectral Graph Theory

arxiv: v1 [math.oc] 12 Feb 2018

Singular Value Decomposition

Network Reconstruction from Intrinsic Noise: Non-Minimum-Phase Systems

An Algorithmist s Toolkit September 15, Lecture 2

MATH 423 Linear Algebra II Lecture 20: Geometry of linear transformations. Eigenvalues and eigenvectors. Characteristic polynomial.

arxiv: v1 [math.oc] 15 Feb 2019

Structural Consensus Controllability of Singular Multi-agent Linear Dynamic Systems

Linear Algebra. Shan-Hung Wu. Department of Computer Science, National Tsing Hua University, Taiwan. Large-Scale ML, Fall 2016

The Hypercube Graph and the Inhibitory Hypercube Network

Designing Information Devices and Systems II Fall 2015 Note 22

Final Exam, Linear Algebra, Fall, 2003, W. Stephen Wilson

Name Solutions Linear Algebra; Test 3. Throughout the test simplify all answers except where stated otherwise.

APPLICATIONS The eigenvalues are λ = 5, 5. An orthonormal basis of eigenvectors consists of

Kronecker Product Approximation with Multiple Factor Matrices via the Tensor Product Algorithm

DIAGONALIZATION. In order to see the implications of this definition, let us consider the following example Example 1. Consider the matrix

18.312: Algebraic Combinatorics Lionel Levine. Lecture 19

Data Mining and Analysis: Fundamental Concepts and Algorithms

22m:033 Notes: 7.1 Diagonalization of Symmetric Matrices

Ma/CS 6b Class 20: Spectral Graph Theory

Radial eigenvectors of the Laplacian of the nonbinary hypercube

EE226a - Summary of Lecture 13 and 14 Kalman Filter: Convergence

MATH 20F: LINEAR ALGEBRA LECTURE B00 (T. KEMP)

Chapter 11. Matrix Algorithms and Graph Partitioning. M. E. J. Newman. June 10, M. E. J. Newman Chapter 11 June 10, / 43

Controllability, Observability, Full State Feedback, Observer Based Control

Coding the Matrix Index - Version 0

Research Article Mathematical Model and Cluster Synchronization for a Complex Dynamical Network with Two Types of Chaotic Oscillators

Symmetric 0-1 matrices with inverses having two distinct values and constant diagonal

Control Systems Design

Linear Algebra Final Exam Study Guide Solutions Fall 2012

Math 304 Handout: Linear algebra, graphs, and networks.

Lab 8: Measuring Graph Centrality - PageRank. Monday, November 5 CompSci 531, Fall 2018

DS-GA 1002 Lecture notes 0 Fall Linear Algebra. These notes provide a review of basic concepts in linear algebra.

Module 03 Linear Systems Theory: Necessary Background

ECE557 Systems Control

Math Camp Lecture 4: Linear Algebra. Xiao Yu Wang. Aug 2010 MIT. Xiao Yu Wang (MIT) Math Camp /10 1 / 88

MA 527 first midterm review problems Hopefully final version as of October 2nd

Contents. 1 State-Space Linear Systems 5. 2 Linearization Causality, Time Invariance, and Linearity 31

Full-State Feedback Design for a Multi-Input System

Outline. Linear Algebra for Computer Vision

ECS231: Spectral Partitioning. Based on Berkeley s CS267 lecture on graph partition

João P. Hespanha. January 16, 2009

MATH 583A REVIEW SESSION #1

An Introduction to Spectral Graph Theory

Midterm for Introduction to Numerical Analysis I, AMSC/CMSC 466, on 10/29/2015

Networks and Their Spectra

Lecture 12 : Graph Laplacians and Cheeger s Inequality

LINEAR ALGEBRA 1, 2012-I PARTIAL EXAM 3 SOLUTIONS TO PRACTICE PROBLEMS

DIAGONALIZATION OF THE STRESS TENSOR

Math Final December 2006 C. Robinson

I. Multiple Choice Questions (Answer any eight)

Lecture 13 Spectral Graph Algorithms

5.) For each of the given sets of vectors, determine whether or not the set spans R 3. Give reasons for your answers.

Lecture 9: Laplacian Eigenmaps

The spectra of super line multigraphs

ITTC Science of Communication Networks The University of Kansas EECS SCN Graph Spectra

Methods for sparse analysis of high-dimensional data, II

Example Linear Algebra Competency Test

Matrix Vector Products

Spectral radius, symmetric and positive matrices

Conditioning of the Entries in the Stationary Vector of a Google-Type Matrix. Steve Kirkland University of Regina

A note on the minimal volume of almost cubic parallelepipeds

MULTI-AGENT TRACKING OF A HIGH-DIMENSIONAL ACTIVE LEADER WITH SWITCHING TOPOLOGY

Numerical Solutions to PDE s

Algebraic Multigrid Preconditioners for Computing Stationary Distributions of Markov Processes

33AH, WINTER 2018: STUDY GUIDE FOR FINAL EXAM

MATH 1553 PRACTICE FINAL EXAMINATION

Stability Analysis of Stochastically Varying Formations of Dynamic Agents

Laplacians of Graphs, Spectra and Laplacian polynomials

1. What is the determinant of the following matrix? a 1 a 2 4a 3 2a 2 b 1 b 2 4b 3 2b c 1. = 4, then det

Measurement partitioning and observational. equivalence in state estimation

Transcription:

Kronecker Product of Networked Systems and their Approximates Robotics, Aerospace and Information Networks (RAIN) University of Washington (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 1 / 19

Graph Products: Networks within Networks Many ways to compose graphs G and H Cartesian product G H Tensor/Direct/Kronecker product G H Strong product G H Lexicographic product G H Rooted product G H Corona product G H Star product G H How does modularity of the network manifest itself as modularity within the state dynamics? Kronecker Product: (Graphs, ) (Dynamics, ) (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 2 / 19

Graph Product Examples Periodic Structures: e.g., hypercube multiprocessors, building trusses Compartmental Networks: e.g., air traffic networks, chemical reactions Constant degree expander graphs: e.g., computer networks, sorting networks, cryptography Australian Academic Research Network (AARNET) Cite: Parsonage et al. Generalized Graph Products for Network Design and Analysis, 2011. (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 3 / 19

Graph Kronecker Product Kronecker product G H Vertex set: V (G H) = V (G) V (H) Edge set: (x 1,x 2 ) (y 1,y 2 ) is in G H if x 1 y 1 and x 2 y 2 Algebraic Representation A(G H) = A(G) A(H) (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 4 / 19

Graph Kronecker Product Weighted: Directed: Multiple Products: (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 5 / 19

Relevance and Intuition: Fractal Nature Recursive growth of graph communities: Nodes get expanded to micro communities A(K) A(K K) A(K K K) A(K K K K) Obey common network features: Degree distribution, density power law, diameters, spectra [Leskovec et al. 10] (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 6 / 19

Relevance and Intuition: Null-Models Attribute representations, e.g., High/Low GPA, Year in school Nodes describe attributes, e.g., u = (High GPA,Yr 12), v = (Low GPA,Yr 11) Edges describe interaction probabilities, e.g., p(u v) = 0.2 0.1 = 0.02 GPA High Low High 0.8 0.2 Low 0.3 0.7 Class Yr12 Yr11 Yr12 0.9 0.1 Yr11 0.6 0.4 A(G 1 ) A(G 2 ) (GPA,Class) (High,Yr12) (High,Yr11) (Low,Yr12) (Low,Yr11) (High,Yr12) 0.72 0.08 0.18 0.02 (High,Yr11) 0.48 0.32 0.12 0.08 (Low,Yr12) 0.27 0.03 0.63 0.07 (Low,Yr11) 0.18 0.12 0.42 0.28 A(G 1 G 2 ) (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 7 / 19

Dynamics over Kronecker Product The factor dynamics for i = 1,2,... Consider the discrete dynamics x i (k + 1) = A(G i )x i (k) y i (k) = C i x i (k) x(k + 1) = A(G 1 G 2...)x(k) = A( G i )x(k) y(k) = (C 1 C 2...)x(k) = C i x(k) For output node sets S 1,S 2,... then C(S 1 ) C(S 2 ) = C(S 1 S 2...) Here A( ) preserved the Kronecker product, e.g., Adjacency A(G 1 ), Row stochastic adjacency [A s (G)] ij = [A(G)] ij j [A(G)] ij How does the features of the factors compare to the composite system? (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 8 / 19

Trajectory and Stability When initialized from x(0) = x i (0) the composite trajectory is x(k + 1) = x i (k) Consequence: If the factors are stable then the composite is stable (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 9 / 19

Observability Dynamics are observable if for any unknown x(0), t f there exists a t f such that knowledges of u(t) and y(t) over [0,t 1 ] uniquely determine x(0). Significant in networked robotic systems, human-swarm interaction, network security, quantum networks. Challenging to establish for large networks Known families of observable graphs for selected outputs Paths (Rahmani and Mesbahi 07) Circulants (Nabi-Abdolyousefi and Mesbahi 12) Grids (Parlengeli and Notarsefano 11) Distance regular graphs (Zhang et al. 11) Cartesian products (Chapman et al. 14) (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 10 / 19

Observability Consider diagonalizable A(G 1 ) and A(G 2 ) with distinct eigenvalues of λ 1,..., λ p and µ 1,..., µ q Theorem The pair (A(G 1 G 2 ),C 1 C 2 ) is observable if and only if (1) the pairs (A(G 1 ),C 1 ) and (A(G 2 ),C 2 ) are observable and (2) for λ 1 µ 1 = λ 2 µ 2 = = λ p µ p, λ i λ j i j, p > 1, C T 1 [U 1,U 2,...,U p ] and/or C T 2 [V 1,V 2,...,V p ], where the columns of U i are the orthogonal right eigenvectors of eigenvalues λ i of A(G 1 ) (sim. for pairs ( µ i,v i ) of A(G 2 )). If the factors are observable then all modes such that λ i µ s λ j µ t are observable If (1) and (2) satisfied, and C 1 and C 2 are minimal rank observable on the factors then C 1 C 2 is a minimal rank observable on the composite (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 11 / 19

Observability Example (A(G 1 ),C(S 1 )) is observable with S 1 = {blue, green} (A(G 2 ),C(S 2 )) is observable with S 2 = { } No new multiplicities are introduced in A(G 1 G 2 ) = (A(G 1 G 2 ),C(S 1 S 2 )) is observable with S 1 S 2 = {blue, green } (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 12 / 19

Observability Factorization - Idea of the Proof Popov-Belevitch-Hautus (PBH) test (A, C) is unobservable if and only if there exists a right eigenvalue-eigenvector pair (λ,v) of A such that Cv = 0. Eigenvalue and eigenvector relationship: A(G 1 ) A(G 2 ) A(G 1 G 2 ) Eigenvalue λ i µ j λ i µ j Eigenvector v i u j v i u j Also (C 1 C 2 )(v i u i ) = C 1 v i C 2 u i The proof for simple eigenvalues follows from these observations. (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 13 / 19

Graph Factorization A graph can be factored as well as composed... Theorem (Sabidussi 1960) Every connected graph can be factored as a Kronecker product of prime graphs. This is NOT unique up to reordering of the factors. Primes: G = G 1 G 2 implies that either G 1 or G 2 is K 1 Number of prime factors is at most log G Algorithms Van Loan and Pitsianis (1993) - Exact and an approximation O(n 3 ) (more later) Leskovec et al. (2010) - KronFit approximation of the form G 1 G 1 G 1 (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 14 / 19

Kronecker Product Approximations Van Loan and Pitsianis developed an efficient method to solve min A A 1 A 2 2,F, i.e., the closest Kronecker product G G 1 G 2 G 1 G 2 G 1 G 2 G How does the features of these approximate factors compare to the composite system? (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 15 / 19

Trajectory Approximation Approximate Kronecker Dynamics x(k + 1) = (A(G 1 G 2 ) + )x(k) y(k) = (C 1 C 2 )x(k) For unforced dynamics if x(0) = x 1 (0) x 2 (0) then the trajectory can be approximated by x a (k) = x 1 (k) x 2 (k) where A = A(G 1 G 2 ) A + 1 2 x(k) x a (k) x(0) + 1 2 I k A + 1 2 1 2 I k A + 1 2 + 1 2 I A + 1 2 1 2 I (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 16 / 19

Distance to Instability Distance to instability is d A = inf( : A + is unstable) = 1 ρ(d A ). If the distance to instability of the factors is d G1 and d G2 then the distance to instability of the composite is d G1 G 2 = d G1 + d G2 d G1 d G2 Consequence: A stable composite dynamics is always more stable than its factors dynamics, i.e., d G1 G 2 max(d G1,d G2 ) (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 17 / 19

Distance to Unobservability Distance to unobservability is d A,C = inf { : (A +,C) is unobservable } Let λ 1 and µ 1 are the smallest magnitude eigenvalues of A(G 1 ) and A(G 2 ), respectively If the distance to unobservability of the factors is d G1,C 1 and d G2,C 2 then the distance to unobservability of the composite is bounded as d G1 G 2,C min( λ 1 d G2,C 2, µ 1 d G1,C 1 ) Consequence: For factor dynamics with a stable mode, the composite dynamics is always closer to unobservability than the factors, i.e., d G1 G 2,C min(d G2,C 2,d G1,C 1 ) (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 18 / 19

Conclusion Kronecker product dynamics related to its factors examining Trajectory Stability Observability Approximate Kronecker dynamics related to its approximate factors examining Bounded Trajectory Distance to instability Distance to unobservability Future work: Lower bounds for distance to unobservability Input/Output approximations Powers of Kronecker products (Robotics, Aerospace Kronecker and Information Products Networks (RAIN)) University of Washington 19 / 19