# Network & Matrix Computations

### CIVL 2123


# Homework 1

## Problem 1: Norms

a) Show that $f(\vx) = \normof{\mA \vx}_p$ is a vector-norm, where $\mA$ is a non-singular matrix.

b) Show that $f(\vx) = \normof{\mA \vx}_p$ is not a vector-norm if $\mA$ is singular.

These norms will arise in our study of spectral graph theorem. In those cases, the matrix $\mA$ is usually the diagonal matrix of degrees for each node – commonly written $\mD$.

## Problem 2

There are a tremendous number of matrix norms that arise. An interesting class are called the orthgonally invariant norms. Norms in this class satisfy:

for square orthogonal matrices $\mU$ and $\mV$. Recall that a square matrix is orthogonal when $\mU^T \mU = \mI$, i.e. $\mU^{-1} = \mU^T$.

a) Show that $\normof{ \mA }_F$ is orthogonally invariant. (Hint: use the relationship between $\normof{ \mA }_F$ and $\text{trace}( \mA^T \mA )$.)

b) Show that $\normof{ \mA }_2$ is orthogonally invariant. (Hint: first show that $\normof{ \mU \vx }_2 = \normof{\vx}_2$ using the relationshp between $\normof{ \vx }$ and $\vx^T \vx$.)

## Problem 3

In this problem, we’ll work through the answer to the challenge question on the introductory survey.

Let $\mA$ be the adjacency matrix of a simple, undirected graph.

a) An upper bound on the largest eigenvalue
Show that $\lambda_{\max}(\mA)$ is at most, the maximum degree of the graph. Show that this bound is tight.

b) A lower bound on the largest eigenvalue Show that $\lambda_{\max}(\mA)$ is at least, the square-root of the maximum degree of the graph. Show that this bound is tight. (Hint: try and find a lower-bound on the Rayleigh-Ritz characterization $\lambda_{\max} = \max \vx^T \mA \vx / \vx^T \vx$.)

## Problem 4

In this question, we’ll show how to use these tools to solve a problem that arose when Amy Langville and I were studying ranking algorithms.

a) the quiz from class Let $\mA$ be an $n \times n$ matrix of all ones:

What are the eigenvalues of $\mA$? What are the eigenvectors for all non-zero eigenvalues? Given a vector $\vx$, how can you tell if it’s in the nullspace (i.e. it’s eigenvector with eigenvalue 0) without looking at the matrix?

b) my problem with Amy Amy and I were studying the $n+1 \times n+1$ matrix:

that arose when we were looking at ranking problems like we saw in http://www.cs.purdue.edu/homes/dgleich/nmcomp/lectures/lecture-1-matlab.m What we noticed was that Krylov methods to solve

worked incredibly fast.
Usually this happens when $\mA$ only has a few unique eigenvalues. Show that this is indeed the case. What are the unique eigenvalues of $\mA$?

c) solving the system Once we realized that there were only a few unique eigenvalues and vectors, we wanted to determine if there was a closed form solution of:

There is such a form. Find it. (By closed form, I mean, given $\vb$, there should be a simple expression for $\vx$.)

## Problem 5

In this question, you’ll implement codes to convert between triplet form of a sparse matrix and compressed sparse row.

You may use any language you’d like.

a) Describe and implement a procedure to turn a set of triplet data this data into a one-index based set of arrays: pointers, columns, and values for the compressed sparse form of the matrix. Use as little additional memory as possible. (Hint: it’s doable using no extra memory.)

function [pointers, columns, values] = sparse_compress(m, n, triplets)
% SPARSE_COMPRESS Convert from triplet form
%
% Given a m-by-n sparse matrix stored as triplets:
%   triplets(nzi,:) = (i,j,value)
% Output the  the compressed sparse row arrays for the sparse matrix.

% fill in the function

b) Describe and implement a procedure to take in the one-indexed compressed sparse row form of a matrix: pointers, columns, and values and the dimensions m, n and output the compressed sparse row arrays for the transpose of the matrix:

function [pointers_out, columns_out, values_out] = sparse_transpose(...
m, n, pointers, columns, values)
% SPARSE_TRANSPOSE Compute the CSR form of a matrix transpose.
%
%

% fill in the function

## Problem 6: Make it run in Matlab/Octave/Scipy/etc.

In this problem, you’ll just have to run three problems on matlab. The first one will be to use the Jacobi method to solve a linear system. The second will be to use a Krylov method to solve a linear system. The third will be to use ARPACK to compute eigenvalues on Matlab.

For this problem, you’ll need to use the ‘minnesota’ road network.
It’s available on the website: http://www.cs.purdue.edu/homes/dgleich/nmcomp/matlab/minnesota.mat The file is in Matlab format. If you need another format, let me know.

a) Use the gplot function in Matlab to draw a picture of the Minnesota road network.

b) Check that the adjacency matrix A has only non-zero values of 1 and that it is symmetric. Fix any problems you encouter.

c) We’ll do some work with this graph and the linear system described in class:

where $\mL$ is the combinatorial Laplacian matrix.

 % In Matlab code
L = diag(sum(A)) - A;
S = speye(n) - gamma*L;

For the right-hand side, label all the points above latitude line 47 with 1, and all points below latitude line 44 with -1.

 % In Matlab code
b = zeros(n,1);
b(xy(:,2) > 47) = 1;
b(xy(:,2) < 44) = -1;

Write a routine to solve the linear system using the Jacobi method on the compressed sparse row arrays. You should use your code from 5a to get these arrays by calling

 [src,dst,val] = find(S);
T = [src,dst,val];
[pointers,columns,values] = sparse_compress(size(A,1), size(A,2), T);

Show the convergence, in the relative residual metric:

when gamma = 1/7 (Note that $\mA$ is the matrix in the linear system, not the adjacency matrix.)

Show what happens when gamma=1/5

d) Try using Conjugate Gradient pcg and minres in Matlab on this same system with gamma=1/7 and gamma=1/5. Show the convergence of the residuals.

e) Use the eigs routine to find the 18 smallest eigenvalues of the Laplacian matrix $\mL$.