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	<title>Back Of the Envelope</title>
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	<description>nonlinear notes on linear thoughts</description>
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		<title>Back Of the Envelope</title>
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		<title>PageRank</title>
		<link>http://raghumk.wordpress.com/2008/03/06/pagerank/</link>
		<comments>http://raghumk.wordpress.com/2008/03/06/pagerank/#comments</comments>
		<pubDate>Thu, 06 Mar 2008 16:22:28 +0000</pubDate>
		<dc:creator>Raghu</dc:creator>
				<category><![CDATA[linear algebra]]></category>
		<category><![CDATA[technology]]></category>
		<category><![CDATA[google]]></category>

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		<description><![CDATA[Google&#8217;s PageRank idea is a marvel of power and simplicity. An introduction to the basic version of this algorithm was provided in a Numerical Linear Algebra course and is reproduced here. Google runs spiders to collect information from web pages and these are indexed in a humongous database of phrases. When one of the phrases [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=raghumk.wordpress.com&amp;blog=2517381&amp;post=18&amp;subd=raghumk&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p><a href="http://www.google.com/technology/">Google&#8217;s PageRank</a> idea is a marvel of power and simplicity.  An introduction to the basic version of this algorithm was provided in a <a href="http://www.math.lsa.umich.edu/~annacg/">Numerical Linear Algebra course</a> and is reproduced here.</p>
<p><span id="more-18"></span><br />
Google runs spiders to collect information from web pages and these are indexed in a humongous database of phrases. When one of the phrases is <i>googled</i>, the results need to be rank ordered based on some metric, so as to be meaningful, which is where <a href="http://en.wikipedia.org/wiki/PageRank">PageRank</a> comes in. PageRank judges the importance of each page containing the phrase is judged as follows. (<i>Note : this is a very simplistic explanation of the algorithm, which is definitely more complex and efficient</i>)</p>
<p><img src='http://s0.wp.com/latex.php?latex=P_j&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='P_j' title='P_j' class='latex' />                  : page <i>j</i><br />
<img src='http://s0.wp.com/latex.php?latex=I%28P_j%29&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='I(P_j)' title='I(P_j)' class='latex' />         : importance of page <i>j</i> (needs to be determined)<br />
<img src='http://s0.wp.com/latex.php?latex=l_j&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='l_j' title='l_j' class='latex' />                     : number of links going out of page <i>j</i></p>
<p>If <img src='http://s0.wp.com/latex.php?latex=P_j&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='P_j' title='P_j' class='latex' /> links to <img src='http://s0.wp.com/latex.php?latex=P_i&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='P_i' title='P_i' class='latex' />, then <img src='http://s0.wp.com/latex.php?latex=P_j&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='P_j' title='P_j' class='latex' /> confers <img src='http://s0.wp.com/latex.php?latex=%5Cfrac%7B1%7D%7Bl_j%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;frac{1}{l_j}' title='&#92;frac{1}{l_j}' class='latex' /> of importance to <img src='http://s0.wp.com/latex.php?latex=P_i&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='P_i' title='P_i' class='latex' />.</p>
<p>Let <img src='http://s0.wp.com/latex.php?latex=B_i&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='B_i' title='B_i' class='latex' /> be the set of all pages linking to <img src='http://s0.wp.com/latex.php?latex=P_i&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='P_i' title='P_i' class='latex' />.</p>
<blockquote><p> <img src='http://s0.wp.com/latex.php?latex=I%28P_i%29%3D+%5Cdisplaystyle+%5Csum_%7BP_j+%5Cin+B_i%7D+%5Cfrac%7BI%28P_j%29%7D%7Bl_j%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='I(P_i)= &#92;displaystyle &#92;sum_{P_j &#92;in B_i} &#92;frac{I(P_j)}{l_j}' title='I(P_i)= &#92;displaystyle &#92;sum_{P_j &#92;in B_i} &#92;frac{I(P_j)}{l_j}' class='latex' /></p></blockquote>
<p>This presents a chicken-and-egg problem, as the <i>importance</i> of each page is calculated from the <i>importance</i> other pages whose importance is in turn &#8230; so on.</p>
<p>Let us define <i>H</i>, the hyperlink matrix as :</p>
<blockquote><p> <img src='http://s0.wp.com/latex.php?latex=H_%7Bij%7D%3D+%5CBig%5C%7B+%5Cbegin%7Barray%7D%7Bc%7D+%5Cfrac%7B1%7D%7Bl_j%7D%2C+%5Cqquad+if+P_j+%5Cin+B_i++%5C%5C+0%2C+%5Cqquad+otherwise+%5Cend%7Barray%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='H_{ij}= &#92;Big&#92;{ &#92;begin{array}{c} &#92;frac{1}{l_j}, &#92;qquad if P_j &#92;in B_i  &#92;&#92; 0, &#92;qquad otherwise &#92;end{array}' title='H_{ij}= &#92;Big&#92;{ &#92;begin{array}{c} &#92;frac{1}{l_j}, &#92;qquad if P_j &#92;in B_i  &#92;&#92; 0, &#92;qquad otherwise &#92;end{array}' class='latex' /></p>
<li> <i>H</i> has all non-negative entries</li>
<li> Columns of <i>H</i> sum to 1 (unless the page has no outgoing links).</li>
</blockquote>
<p>Set <i>I</i> vector of page ranks, <img src='http://s0.wp.com/latex.php?latex=I_j%3DI%28P_j%29&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='I_j=I(P_j)' title='I_j=I(P_j)' class='latex' />. Then,</p>
<blockquote><p> <img src='http://s0.wp.com/latex.php?latex=HI%3DI&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='HI=I' title='HI=I' class='latex' /></p></blockquote>
<p>So, <i>I</i> is the eigenvector associated with <i>H</i> associated with eigen value 1.</p>
<p><u>Goal</u>: Given <i>H</i>, find <i>I</i>.</p>
<p><i>H</i> is a huge matrix (around 25 billion x 25 billion !), but several entries are 0. Still, each page has an average of 10 links, so it is a very hard problem.</p>
<p><u>Solution</u>: <a href="http://en.wikipedia.org/wiki/Power_method">Power Method</a></p>
<blockquote>
<ol>
<li> Pick an initial vector <img src='http://s0.wp.com/latex.php?latex=I%5E%7B%280%29%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='I^{(0)}' title='I^{(0)}' class='latex' /></li>
<li>Iterate, <img src='http://s0.wp.com/latex.php?latex=I%5E%7B%28k%2B1%29%7D%3DHI%5E%7B%28k%29%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='I^{(k+1)}=HI^{(k)}' title='I^{(k+1)}=HI^{(k)}' class='latex' /></li>
</ol>
</blockquote>
<p>In general, such an iterative systems converges,  <img src='http://s0.wp.com/latex.php?latex=I%5E%7B%28k%29%7D+%5Crightarrow+I&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='I^{(k)} &#92;rightarrow I' title='I^{(k)} &#92;rightarrow I' class='latex' />. Of course there are interesting questions which arise :</p>
<ul>
<li>Does it <u>always</u> converge ?</li>
<li>Does the limit of the sequence depend of the <u>initial vector</u>?</li>
<li>Does the limit of the sequence provide desired information ?</li>
</ul>
<p>This exercise kind of gives some appreciation for what Google has to do constantly in order to provide relevant search results.</p>
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			<media:title type="html">Raghu</media:title>
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		<title>Shifted Transversal Designs and Expander Graphs</title>
		<link>http://raghumk.wordpress.com/2008/03/05/shifted-transversal-designs-are-expander-graphs/</link>
		<comments>http://raghumk.wordpress.com/2008/03/05/shifted-transversal-designs-are-expander-graphs/#comments</comments>
		<pubDate>Wed, 05 Mar 2008 07:02:14 +0000</pubDate>
		<dc:creator>Raghu</dc:creator>
				<category><![CDATA[coding theory]]></category>
		<category><![CDATA[compressed sensing]]></category>
		<category><![CDATA[expander graphs]]></category>
		<category><![CDATA[group testing]]></category>
		<category><![CDATA[matlab]]></category>

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		<description><![CDATA[Observation : A shifted transversal design (STD) is similar to the adjacency matrix of an (unbalanced) expander graph. STD(n;q;k) is a matrix construction algorithm that accepts parameters : n,q and k to produce a (qk x n) 0-1 matrix with certain special properties. Each of the n columns has k 1&#8242;s in it, which are [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=raghumk.wordpress.com&amp;blog=2517381&amp;post=19&amp;subd=raghumk&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p><b>Observation :</b> A <a href="http://scholar.google.com/scholar?hl=en&amp;lr=&amp;q=%22shifted+transversal+design%22&amp;btnG=Search">shifted transversal design</a> (STD) is similar to the adjacency matrix of an (unbalanced) <a href="http://en.wikipedia.org/wiki/Expander_graph">expander graph</a>.</p>
<p>STD(<i>n;q;k</i>) is a matrix construction algorithm that accepts parameters : <i>n,q</i> and <i>k</i> to produce a (<i>qk </i>x<i> n</i>) 0-1 matrix with certain special properties. Each  of the <i>n</i> columns has <i>k</i> 1&#8242;s in it, which are distributed, one in every <i>q </i>x<i> n</i> block. Each row has usually <img src='http://s0.wp.com/latex.php?latex=%5Clceil+%5Cfrac%7Bn%7D%7Bq%7D+%5Crceil&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;lceil &#92;frac{n}{q} &#92;rceil' title='&#92;lceil &#92;frac{n}{q} &#92;rceil' class='latex' /> 1&#8242;s in it. Such matrices are very useful as <a href="http://en.wikipedia.org/wiki/Pooling_design">pooling design schemes</a> and <a href="http://en.wikipedia.org/wiki/Error_correcting_code">error-correcting codes</a>, among other things. The <a href="http://www.biomedcentral.com/1471-2105/7/28">STD algorithm</a> is due to <a href="http://www-timc.imag.fr/Nicolas.Thierry-Mieg/"> N. Thierry-Mieg</a>.</p>
<p>Expander Graphs are sparse but highly connected graphs. From <a href="http://www.cs.washington.edu/homes/venkat/pubs/papers/exp-codes.pdf">here</a>, we learn that a <a href="http://en.wikipedia.org/wiki/Bipartite_graph">bipartite graph</a> H = (X,Y,E) is said to be an (<img src='http://s0.wp.com/latex.php?latex=n%2Cm%2Cd%2C+%5Calpha%2C+%5Cgamma&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='n,m,d, &#92;alpha, &#92;gamma' title='n,m,d, &#92;alpha, &#92;gamma' class='latex' />)-expander if |X|=<i>n</i>, |Y|=<i>m</i>, the degree of each node in X is <i>d</i>, and for every <img src='http://s0.wp.com/latex.php?latex=A+%5Csubseteq+X%2C+%5Cleft%7CA%5Cright%7C+%5Cle+%5Calpha+n&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='A &#92;subseteq X, &#92;left|A&#92;right| &#92;le &#92;alpha n' title='A &#92;subseteq X, &#92;left|A&#92;right| &#92;le &#92;alpha n' class='latex' />, the set of vertices <img src='http://s0.wp.com/latex.php?latex=N%28A%29+%5Csubseteq+Y&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='N(A) &#92;subseteq Y' title='N(A) &#92;subseteq Y' class='latex' /> that are adjacent to A satisfies <img src='http://s0.wp.com/latex.php?latex=%5Cleft%7CN%28A%29%5Cright%7C+%5Cge+%5Cgamma+%5Cleft%7CA%5Cright%7C&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|N(A)&#92;right| &#92;ge &#92;gamma &#92;left|A&#92;right|' title='&#92;left|N(A)&#92;right| &#92;ge &#92;gamma &#92;left|A&#92;right|' class='latex' />. A higher value of <img src='http://s0.wp.com/latex.php?latex=%5Cgamma&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;gamma' title='&#92;gamma' class='latex' /> implies a better expansion property.</p>
<p><span id="more-19"></span></p>
<p>The connection between STD&#8217;s and EG&#8217;s stems from the fact that STD(<i>n;q;k</i>) creates <i>n</i> distinct (actually disjunct) columns of length <i>qk</i> with column weight <i>k</i> and this is similar to the adjacency matrix of an unbalanced expander with left degree <i>k</i> and |X|=<i>n </i>and |Y|=<i>qk</i>.</p>
<p>To construct such a matrix, via STD, we do as follows :</p>
<blockquote><p> Given the parameters <i>n, q</i> and <i>k</i>, the binary matrix STD(<i>n;q;k</i>) can be constructed as follows. The STD has a layered construction consisting of <i>k</i> layers of <i>q </i>x<i> n</i> binary matrices. For all <img src='http://s0.wp.com/latex.php?latex=j+%5Cin+%5C%7B0%2C+%5Cldots%2Ck-1%5C%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='j &#92;in &#92;{0, &#92;ldots,k-1&#92;}' title='j &#92;in &#92;{0, &#92;ldots,k-1&#92;}' class='latex' />, let <img src='http://s0.wp.com/latex.php?latex=M_%7Bj%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='M_{j}' title='M_{j}' class='latex' /> be a <img src='http://s0.wp.com/latex.php?latex=q+%5Ctimes+n&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='q &#92;times n' title='q &#92;times n' class='latex' /> boolean matrix representing layer <img src='http://s0.wp.com/latex.php?latex=L%28j%29&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='L(j)' title='L(j)' class='latex' />, with columns <img src='http://s0.wp.com/latex.php?latex=C_%7Bj%2C0%7D%2C+%5Cldots%2C+C_%7Bj%2Cn-1%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='C_{j,0}, &#92;ldots, C_{j,n-1}' title='C_{j,0}, &#92;ldots, C_{j,n-1}' class='latex' />. Let the circular shift operator, <img src='http://s0.wp.com/latex.php?latex=%5Csigma_%7Bq%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;sigma_{q}' title='&#92;sigma_{q}' class='latex' />, be defined as, <img src='http://s0.wp.com/latex.php?latex=%5Cforall+%28x_%7B1%7D%2C%5Cldots%2Cx_%7Bq%7D%29+%5Cin+%7B0%2C1%7D%5E%7Bq%7D%2C+%5Cquad+%5Csigma_%7Bq%7D+%5Cleft%5B+%5Cbegin%7Barray%7D%7Bc%7D+x_%7B1%7D+%5C%5C++x_%7B2%7D+%5C%5C+%5Cvdots+%5C%5C+x_%7Bq%7D+%5Cend%7Barray%7D+%5Cright%5D+%3D+%5Cleft%5B+%5Cbegin%7Barray%7D%7Bc%7D+x_%7Bq%7D+%5C%5C++x_%7B1%7D+%5C%5C+%5Cvdots+%5C%5C+x_%7Bq-1%7D+%5Cend%7Barray%7D+%5Cright%5D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;forall (x_{1},&#92;ldots,x_{q}) &#92;in {0,1}^{q}, &#92;quad &#92;sigma_{q} &#92;left[ &#92;begin{array}{c} x_{1} &#92;&#92;  x_{2} &#92;&#92; &#92;vdots &#92;&#92; x_{q} &#92;end{array} &#92;right] = &#92;left[ &#92;begin{array}{c} x_{q} &#92;&#92;  x_{1} &#92;&#92; &#92;vdots &#92;&#92; x_{q-1} &#92;end{array} &#92;right]' title='&#92;forall (x_{1},&#92;ldots,x_{q}) &#92;in {0,1}^{q}, &#92;quad &#92;sigma_{q} &#92;left[ &#92;begin{array}{c} x_{1} &#92;&#92;  x_{2} &#92;&#92; &#92;vdots &#92;&#92; x_{q} &#92;end{array} &#92;right] = &#92;left[ &#92;begin{array}{c} x_{q} &#92;&#92;  x_{1} &#92;&#92; &#92;vdots &#92;&#92; x_{q-1} &#92;end{array} &#92;right]' class='latex' /> and <img src='http://s0.wp.com/latex.php?latex=C_%7B0%2C0%7D%3D+%5Cleft%5B+%5Cbegin%7Barray%7D%7Bc%7D+1+%5C%5C+0+%5C%5C+%5Cvdots+%5C%5C+0+%5Cend%7Barray%7D+%5Cright%5D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='C_{0,0}= &#92;left[ &#92;begin{array}{c} 1 &#92;&#92; 0 &#92;&#92; &#92;vdots &#92;&#92; 0 &#92;end{array} &#92;right]' title='C_{0,0}= &#92;left[ &#92;begin{array}{c} 1 &#92;&#92; 0 &#92;&#92; &#92;vdots &#92;&#92; 0 &#92;end{array} &#92;right]' class='latex' />. Note that <img src='http://s0.wp.com/latex.php?latex=%5Csigma_%7Bq%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;sigma_{q}' title='&#92;sigma_{q}' class='latex' /> is a cyclic function and when applied <img src='http://s0.wp.com/latex.php?latex=q&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='q' title='q' class='latex' /> times maps <img src='http://s0.wp.com/latex.php?latex=%5C%7B0%2C1%5C%7D%5E%7Bq%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;{0,1&#92;}^{q}' title='&#92;{0,1&#92;}^{q}' class='latex' /> onto itself, <img src='http://s0.wp.com/latex.php?latex=%5Cquad+%5Csigma_%7Bq%7D%5E%7Bs%7D+%5Cleft%5B+%5Cbegin%7Barray%7D%7Bc%7D+x_%7B1%7D+%5C%5C++x_%7B2%7D+%5C%5C+%5Cvdots+%5C%5C+x_%7Bq%7D+%5Cend%7Barray%7D+%5Cright%5D+%3D+%5Cleft%5B+%5Cbegin%7Barray%7D%7Bc%7D+x_%7B1%7D+%5C%5C++x_%7B2%7D+%5C%5C+%5Cvdots+%5C%5C+x_%7Bq%7D+%5Cend%7Barray%7D+%5Cright%5D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;quad &#92;sigma_{q}^{s} &#92;left[ &#92;begin{array}{c} x_{1} &#92;&#92;  x_{2} &#92;&#92; &#92;vdots &#92;&#92; x_{q} &#92;end{array} &#92;right] = &#92;left[ &#92;begin{array}{c} x_{1} &#92;&#92;  x_{2} &#92;&#92; &#92;vdots &#92;&#92; x_{q} &#92;end{array} &#92;right]' title='&#92;quad &#92;sigma_{q}^{s} &#92;left[ &#92;begin{array}{c} x_{1} &#92;&#92;  x_{2} &#92;&#92; &#92;vdots &#92;&#92; x_{q} &#92;end{array} &#92;right] = &#92;left[ &#92;begin{array}{c} x_{1} &#92;&#92;  x_{2} &#92;&#92; &#92;vdots &#92;&#92; x_{q} &#92;end{array} &#92;right]' class='latex' />, <img src='http://s0.wp.com/latex.php?latex=s%3Dq&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='s=q' title='s=q' class='latex' />. To design a layer <img src='http://s0.wp.com/latex.php?latex=L%28j%29&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='L(j)' title='L(j)' class='latex' />, for all <img src='http://s0.wp.com/latex.php?latex=i+%5Cin+%5C%7B0%2C+%5Cldots%2Cn-1%5C%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='i &#92;in &#92;{0, &#92;ldots,n-1&#92;}' title='i &#92;in &#92;{0, &#92;ldots,n-1&#92;}' class='latex' /> construct <img src='http://s0.wp.com/latex.php?latex=C_%7Bj%2Ci%7D%3D%5Csigma_%7Bq%7D%5E%7Bs%28i%2Cj%29%7D+C_%7B0%2C0%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='C_{j,i}=&#92;sigma_{q}^{s(i,j)} C_{0,0}' title='C_{j,i}=&#92;sigma_{q}^{s(i,j)} C_{0,0}' class='latex' />, where,</p>
<li> if <img src='http://s0.wp.com/latex.php?latex=j%3Cq&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='j&lt;q' title='j&lt;q' class='latex' /> : <img src='http://s0.wp.com/latex.php?latex=s%28i%2Cj%29%3D%5Cdisplaystyle%5Csum_%7Bc%3D0%7D%5E%7B%5CGamma%7Dj%5E%7Bc%7D+%5CBig%5Clfloor+%5Cfrac%7Bi%7D%7Bq%5E%7Bc%7D%7D+%5CBig%5Crfloor&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='s(i,j)=&#92;displaystyle&#92;sum_{c=0}^{&#92;Gamma}j^{c} &#92;Big&#92;lfloor &#92;frac{i}{q^{c}} &#92;Big&#92;rfloor' title='s(i,j)=&#92;displaystyle&#92;sum_{c=0}^{&#92;Gamma}j^{c} &#92;Big&#92;lfloor &#92;frac{i}{q^{c}} &#92;Big&#92;rfloor' class='latex' /></li>
<li> if <img src='http://s0.wp.com/latex.php?latex=j%3Dq&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='j=q' title='j=q' class='latex' /> : <img src='http://s0.wp.com/latex.php?latex=s%28i%2Cq%29%3D%5Clfloor+%5Cfrac%7Bi%7D%7Bq%5E%7B%5CGamma%7D%7D+%5Crfloor&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='s(i,q)=&#92;lfloor &#92;frac{i}{q^{&#92;Gamma}} &#92;rfloor' title='s(i,q)=&#92;lfloor &#92;frac{i}{q^{&#92;Gamma}} &#92;rfloor' class='latex' /> where <img src='http://s0.wp.com/latex.php?latex=%5CGamma+%3D+%5Clceil+%5Cfrac%7B%5Clog+n%7D%7B%5Clog+q%7D+%5Crceil+-1&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;Gamma = &#92;lceil &#92;frac{&#92;log n}{&#92;log q} &#92;rceil -1' title='&#92;Gamma = &#92;lceil &#92;frac{&#92;log n}{&#92;log q} &#92;rceil -1' class='latex' /></li>
<p>The layers <img src='http://s0.wp.com/latex.php?latex=L%28j%29&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='L(j)' title='L(j)' class='latex' /> are put together to form <img src='http://s0.wp.com/latex.php?latex=M&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='M' title='M' class='latex' /> by, <img src='http://s0.wp.com/latex.php?latex=%5Cmathsf%7BSTD%7D%28n%3Bq%3Bk%29%3D+%5Cdisplaystyle%5Cbigcup_%7Bj%3D0%7D%5E%7Bk-1%7D+L%28j%29&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;mathsf{STD}(n;q;k)= &#92;displaystyle&#92;bigcup_{j=0}^{k-1} L(j)' title='&#92;mathsf{STD}(n;q;k)= &#92;displaystyle&#92;bigcup_{j=0}^{k-1} L(j)' class='latex' />.</p>
<p><u>Note</u> : <i>q is</i> a prime number. To get the required <i>m</i> rows with column weight <i>k</i>, try to find the smallest prime, <img src='http://s0.wp.com/latex.php?latex=q+%5Cge+%5Cfrac%7Bm%7D%7Bk%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='q &#92;ge &#92;frac{m}{k}' title='q &#92;ge &#92;frac{m}{k}' class='latex' /> and <img src='http://s0.wp.com/latex.php?latex=q+%5Cge+k-1&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='q &#92;ge k-1' title='q &#92;ge k-1' class='latex' />.</p></blockquote>
<p>In fact, any constant column-weight <a href="http://portal.acm.org/citation.cfm?id=605216">d-disjunct matrix</a> has such a property. This property of d-disjunctness seems to be related to linear time decoding capabilities of codes. Not surprisingly, the STD is similar in nature to <a href="http://en.wikipedia.org/wiki/LDPC">low density parity check (LDPC)</a> codes.</p>
<p>The point of all this being that, STD has a very fast and clean construction method which could come in handy while creating expander graph-type structures (and codes with error-correcting properties). This is especially useful for the compressed sensing methods that use <a href="http://people.csail.mit.edu/indyk/report.pdf">sparse matrices</a> and the <a href="http://nuit-blanche.blogspot.com/2008/01/monday-morning-algorithm-9.html">MATLAB codes</a> that go with it.</p>
<blockquote><p> % A STD-based method to create the sparse measurement matrix  (used for compressed sensing)</p>
<p>% Here k is the number of ones per column<br />
% qk is the number of rows<br />
% So if m rows are needed, choose q : prime &gt;= m/k and k&lt;=q+1<br />
% n is the number of columns</p>
<p>function M=std(n,q,k)</p>
<p>if rem(log(n),log(q)) == 0<br />
Gamma=log(n)/log(q)-1;<br />
else<br />
Gamma=floor(log(n)/log(q));<br />
end</p>
<p>flag=0;<br />
% Check if STD Correction is needed<br />
if k == q+1 &amp;&amp; floor((n-1)/q^Gamma) &lt; q-1<br />
flag=1;<br />
end</p>
<p>format short<br />
M=zeros(k*q,n);<br />
s=zeros(k,n);</p>
<p>C00=zeros(q,1);<br />
C00(1)=1;</p>
<p>for j=1:k<br />
for i=1:n<br />
if j-1 &lt; q<br />
for c=0:Gamma<br />
s(j,i)=s(j,i)+ ((j-1)^c)*floor((i-1)/q^c);<br />
end<br />
elseif j-1==q<br />
s(j,i)=floor((i-1)/q^Gamma);<br />
end</p>
<p>M((j-1)*q+1:j*q,i)=circshift(C00,s(j,i));<br />
end<br />
end</p>
<p>if flag==1<br />
M((k-1)*q+(floor(n/q^Gamma)+1)+1:k*q,:)=[];<br />
end</p>
<p>%End of Function</p></blockquote>
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		<slash:comments>16</slash:comments>
	
		<media:content url="http://1.gravatar.com/avatar/9710493569960c20bb3129ff117b134e?s=96&#38;d=identicon&#38;r=G" medium="image">
			<media:title type="html">Raghu</media:title>
		</media:content>
	</item>
		<item>
		<title>Rat Poison and Information Theory</title>
		<link>http://raghumk.wordpress.com/2008/02/27/rat-poison-and-information-theory/</link>
		<comments>http://raghumk.wordpress.com/2008/02/27/rat-poison-and-information-theory/#comments</comments>
		<pubDate>Wed, 27 Feb 2008 20:24:43 +0000</pubDate>
		<dc:creator>Raghu</dc:creator>
				<category><![CDATA[group testing]]></category>
		<category><![CDATA[information theory]]></category>

		<guid isPermaLink="false">http://raghumk.wordpress.com/?p=15</guid>
		<description><![CDATA[Consider this puzzle : Some scientist-types have a week to throw a party. They have 7 bottles of wine in their cellar. However, the vintage bottles have lost their labels. Of these, 1 bottle was rat poison, but which one ? To test this out, they volunteer their pet rats, but have only 3 such [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=raghumk.wordpress.com&amp;blog=2517381&amp;post=15&amp;subd=raghumk&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p>Consider this puzzle :</p>
<p><i>Some scientist-types have a week to throw a party. They have 7 bottles of wine in their cellar. However, the vintage bottles have lost their labels. Of these, 1 bottle was rat poison, but which one ? To test this out, they volunteer their pet rats, but have only 3 such rats. Also it takes a rat about a week to die of the poison. They need to figure out a way to test all 7 bottles using just 3 rats, such that, at the end of the week they know exactly which bottle was rat poison. </i></p>
<p><span id="more-15"></span><br />
Being good scientists they  do the following :</p>
<p>1. Feed a sip of bottle #1 (B1) to rat #1 (R1).<br />
2. Feed a sip of bottle #2 (B2) to rat #2 (R2).<br />
3. Feed a sip of bottle #3 (B3) to rat #3 (R3).<br />
4. Feed a sip of bottle #4 (B4) to rats #1 (R1) and #2 (R2).</p>
<blockquote><p><i>Thus, the death of  both rats R1 and R2 would point only to bottle B4, not to B1 or B2</i>.</p></blockquote>
<p>5. Feed a sip of bottle #5 (B5) to rats #1 (R1) and #3 (R3).<br />
6. Feed a sip of bottle #6 (B6) to rats #2 (R2) and #3 (R3).<br />
7. We can do one of two things with bottle #7,</p>
<blockquote><p>   a. Let there be love strategy : Don&#8217;t feed any rat from this bottle and if all rats survive, this bottle was the poison.  <i>This strategy is handy if you, somewhat, love your pet rats. Clearly, you don&#8217;t love them completely as you are choosing wine-for-a-party over their lives ! </i></p></blockquote>
<blockquote><p>   b. Kill &#8216;em all strategy : Feed a sip of bottle #7 (B7) to all 3 rats (R1, R2 &amp; R3).</p></blockquote>
<p><u>Note</u>: We assume that even in small sips the poison is always potent.</p>
<p>Now, suppose B5 was the poison, at the end of the week R1 and R3 would be in rat heaven. An illustration of this whole experiment looks like this :</p>
<p><a href="http://raghumk.files.wordpress.com/2008/02/ratpoison-2.png" title="Rat Poison Problem"><img src="http://raghumk.files.wordpress.com/2008/02/ratpoison-2.thumbnail.png?w=490" alt="Rat Poison Problem" /></a></p>
<p><i>Solution</i> : If there are <i>n</i> items out of which exactly <i>one</i> item is <i>special</i> then the optimal non-adaptive (all tests specified at the start) strategy is to test them in mixes which are defined by the binary representation of the <i>number</i> assigned to each item in, <img src='http://s0.wp.com/latex.php?latex=%5C%7B1%2C+%5Cldots%2C+n+%5C%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;{1, &#92;ldots, n &#92;}' title='&#92;{1, &#92;ldots, n &#92;}' class='latex' />. The number of digits needed for this representation is arrived at as, <img src='http://s0.wp.com/latex.php?latex=t%3D%5Clceil+%5Clog_%7B2%7D+n+%5Crceil&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='t=&#92;lceil &#92;log_{2} n &#92;rceil' title='t=&#92;lceil &#92;log_{2} n &#92;rceil' class='latex' />. For example, for <i>7</i> items are to be tested we need, at least, <img src='http://s0.wp.com/latex.php?latex=t%3D%5Clceil+%5Clog_%7B2%7D+7+%5Crceil+%3D+%5Clceil+2.807+%5Crceil+%3D+3&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='t=&#92;lceil &#92;log_{2} 7 &#92;rceil = &#92;lceil 2.807 &#92;rceil = 3' title='t=&#92;lceil &#92;log_{2} 7 &#92;rceil = &#92;lceil 2.807 &#92;rceil = 3' class='latex' /> tests. When these are put together we get a binary matrix of size <img src='http://s0.wp.com/latex.php?latex=t+%5Ctimes+n&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='t &#92;times n' title='t &#92;times n' class='latex' /> where the rows are the tests and the columns are the items to be tested. A <i>1</i> in a row implies that the item corresponding to that column is to be mixed in that test.</p>
<p>So, what was the point of all this ? We have arrived at a testing paradigm called <a href="http://scholar.google.com/scholar?complete=1&amp;hl=en&amp;q=group+testing&amp;um=1&amp;ie=UTF-8&amp;sa=N&amp;tab=ws"> group testing</a> or pooling designs. It is a powerful idea that crops up in all sorts of places. It also lets us in on a fundamental limit of information collection. If we had, in general, at most <i>d</i> special items out of <i>n</i> (with all items equally likely to be special) and had to devise a pooled testing scheme, as described earlier, then we will need, at least, <i>t</i> tests, given by :</p>
<blockquote><p><img src='http://s0.wp.com/latex.php?latex=t+%5Csim+d+%5Clog_%7B2%7D+%5Cfrac%7Bn%7D%7Bd%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='t &#92;sim d &#92;log_{2} &#92;frac{n}{d}' title='t &#92;sim d &#92;log_{2} &#92;frac{n}{d}' class='latex' /></p></blockquote>
<p>This is known as the <b>information theoretic lower bound</b> for the group testing problem. The derivation is as follows :</p>
<blockquote><p> When there are <u>at most</u> <i>d</i> special items out of <i>n</i>, then the number of <i>unique</i> representations required of the outcome would be <img src='http://s0.wp.com/latex.php?latex=%5Csum_%7Bi%3D0%7D%5E%7Bd%7D%5Cleft%28%5Cbegin%7Barray%7D%7Bc%7Dn%5C%5Ci%5Cend%7Barray%7D%5Cright%29&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;sum_{i=0}^{d}&#92;left(&#92;begin{array}{c}n&#92;&#92;i&#92;end{array}&#92;right)' title='&#92;sum_{i=0}^{d}&#92;left(&#92;begin{array}{c}n&#92;&#92;i&#92;end{array}&#92;right)' class='latex' />. This sums up all the possible ways in which we could have the special items present in <i>n</i>, anywhere from <img src='http://s0.wp.com/latex.php?latex=%7B0%2C+1%2C+%5Cldots%2C+d%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='{0, 1, &#92;ldots, d}' title='{0, 1, &#92;ldots, d}' class='latex' /> special items. Each case, would need a unique binary representation where the outcomes can be either <i>0</i> or <i>1</i> (failure or success).  Therefore, the binary representation would require <i>t</i> digits :</p>
<p><img src='http://s0.wp.com/latex.php?latex=t+%3D+%5Clog_%7B2%7D+%5Cleft%5B+%5Csum_%7Bi%3D0%7D%5E%7Bd%7D%5Cleft%28%5Cbegin%7Barray%7D%7Bc%7Dn%5C%5Ci%5Cend%7Barray%7D%5Cright%29+%5Cright%5D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='t = &#92;log_{2} &#92;left[ &#92;sum_{i=0}^{d}&#92;left(&#92;begin{array}{c}n&#92;&#92;i&#92;end{array}&#92;right) &#92;right]' title='t = &#92;log_{2} &#92;left[ &#92;sum_{i=0}^{d}&#92;left(&#92;begin{array}{c}n&#92;&#92;i&#92;end{array}&#92;right) &#92;right]' class='latex' /></p>
<p><img src='http://s0.wp.com/latex.php?latex=t%3D%5Clog_%7B2%7D+%5Cleft%5B+1%2B+n+%2B+%5Cfrac%7Bn%21%29%7D%7B%28n-2%29%212%21%7D+%2B+%5Cldots+%2B+%5Cfrac%7Bn%21%7D%7B%28n-d%29%21d%21%7D+%5Cright%5D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='t=&#92;log_{2} &#92;left[ 1+ n + &#92;frac{n!)}{(n-2)!2!} + &#92;ldots + &#92;frac{n!}{(n-d)!d!} &#92;right]' title='t=&#92;log_{2} &#92;left[ 1+ n + &#92;frac{n!)}{(n-2)!2!} + &#92;ldots + &#92;frac{n!}{(n-d)!d!} &#92;right]' class='latex' /></p>
<p>But, we can approximate,</p>
<p><img src='http://s0.wp.com/latex.php?latex=%5Cleft%28%5Cbegin%7Barray%7D%7Bc%7Dn%5C%5Cd%5Cend%7Barray%7D%5Cright%29++%3D+%5Cfrac%7Bn%21%7D%7B%28n-d%29%21d%21%7D+%3D%5Cfrac%7Bn%28n-1%29%28n-2%29%5Cldots+%28n-d%2B1%29%7D%7Bd%21%7D+%3C+%5Cfrac%7Bn%5Ed%7D%7Bd%21%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left(&#92;begin{array}{c}n&#92;&#92;d&#92;end{array}&#92;right)  = &#92;frac{n!}{(n-d)!d!} =&#92;frac{n(n-1)(n-2)&#92;ldots (n-d+1)}{d!} &lt; &#92;frac{n^d}{d!}' title='&#92;left(&#92;begin{array}{c}n&#92;&#92;d&#92;end{array}&#92;right)  = &#92;frac{n!}{(n-d)!d!} =&#92;frac{n(n-1)(n-2)&#92;ldots (n-d+1)}{d!} &lt; &#92;frac{n^d}{d!}' class='latex' /></p>
<p>Using <a href="http://en.wikipedia.org/wiki/Stirling's_approximation">Stirling&#8217;s Approximation</a>,  <img src='http://s0.wp.com/latex.php?latex=d%21%3D%5Csqrt%7B2+%5Cpi+d%7D+%5Cleft%28%5Cfrac%7Bd%7D%7Be%7D%5Cright%29%5Ed+%5Cleft%281%2B%5Ctheta+%281%2Fd%29%5Cright%29+%3C+%5Cleft%28%5Cfrac%7Bd%7D%7Be%7D%5Cright%29%5Ed&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='d!=&#92;sqrt{2 &#92;pi d} &#92;left(&#92;frac{d}{e}&#92;right)^d &#92;left(1+&#92;theta (1/d)&#92;right) &lt; &#92;left(&#92;frac{d}{e}&#92;right)^d' title='d!=&#92;sqrt{2 &#92;pi d} &#92;left(&#92;frac{d}{e}&#92;right)^d &#92;left(1+&#92;theta (1/d)&#92;right) &lt; &#92;left(&#92;frac{d}{e}&#92;right)^d' class='latex' />.</p>
<p>Therefore, <img src='http://s0.wp.com/latex.php?latex=%5Cfrac%7Bn%5Ed%7D%7Bd%21%7D+%3C+%5Cfrac%7Bn%5Ed%7D%7B%28d%2Fe%29%5Ed%7D+%3D+%5Cleft%28%5Cfrac%7Ben%7D%7Bd%7D%5Cright%29%5Ed&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;frac{n^d}{d!} &lt; &#92;frac{n^d}{(d/e)^d} = &#92;left(&#92;frac{en}{d}&#92;right)^d' title='&#92;frac{n^d}{d!} &lt; &#92;frac{n^d}{(d/e)^d} = &#92;left(&#92;frac{en}{d}&#92;right)^d' class='latex' />.</p>
<p>Now, <img src='http://s0.wp.com/latex.php?latex=t+%3C+%5Clog_2+%5Cleft%5B1+%2B%28%5Cfrac%7Ben%7D%7B2%7D%29%5E2+%2B+%5Cldots+%2B+%28%5Cfrac%7Ben%7D%7Bd%7D%29%5Ed%5Cright%5D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='t &lt; &#92;log_2 &#92;left[1 +(&#92;frac{en}{2})^2 + &#92;ldots + (&#92;frac{en}{d})^d&#92;right]' title='t &lt; &#92;log_2 &#92;left[1 +(&#92;frac{en}{2})^2 + &#92;ldots + (&#92;frac{en}{d})^d&#92;right]' class='latex' /></p>
<p>For large <i>n</i>, the <img src='http://s0.wp.com/latex.php?latex=n%5Ed&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='n^d' title='n^d' class='latex' /> term dominates. So,</p>
<p><img src='http://s0.wp.com/latex.php?latex=t+%3C+%5Clog_2%28%5Cfrac%7Ben%7D%7Bd%7D%29%5Ed%3Dd%5Clog_2+%5Cleft%28%5Cfrac%7Bn%7D%7Bd%7D%5Cright%29&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='t &lt; &#92;log_2(&#92;frac{en}{d})^d=d&#92;log_2 &#92;left(&#92;frac{n}{d}&#92;right)' title='t &lt; &#92;log_2(&#92;frac{en}{d})^d=d&#92;log_2 &#92;left(&#92;frac{n}{d}&#92;right)' class='latex' /> + <i>(some constant)</i></p>
<p>Therefore, <img src='http://s0.wp.com/latex.php?latex=t+%3D+O%28d%5Clog_2+%5Cleft%28%5Cfrac%7Bn%7D%7Bd%7D%5Cright%29%29&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='t = O(d&#92;log_2 &#92;left(&#92;frac{n}{d}&#92;right))' title='t = O(d&#92;log_2 &#92;left(&#92;frac{n}{d}&#92;right))' class='latex' /></p>
<p><img src='http://s0.wp.com/latex.php?latex=t+%5Csim+d+%5Clog_%7B2%7D+%5Cleft%28%5Cfrac%7Bn%7D%7Bd%7D%5Cright%29&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='t &#92;sim d &#92;log_{2} &#92;left(&#92;frac{n}{d}&#92;right)' title='t &#92;sim d &#92;log_{2} &#92;left(&#92;frac{n}{d}&#92;right)' class='latex' /></p></blockquote>
<p>We are therefore left with a strict lower limit on how much compression can be achieved by using pooling designs instead of standard testing (which would require <i>n</i> tests always). The compression essentially comes from the fact that each <i>negative</i> result of a pooled test eliminated a whole chunk of items.</p>
<p>However, a few things to note here :<br />
1. The tests are assumed to be free of error.<br />
2. <i>d</i> has to be a small fraction of n to get useful compression. As <i>d</i> gets closer to <i>n/2</i>, the pooling designs become unnecessary.<br />
3. The algorithms to create the actual testing designs are a whole different matter.<br />
4. The problem is NP-hard (<a href="http://en.wikipedia.org/wiki/PSPACE">PSPACE</a> actually) , but there are<br />
approximate algorithms.<br />
5. The best ones operate like, <img src='http://s0.wp.com/latex.php?latex=O%28d%5E2+%5Clog+%5Cfrac%7Bn%7D%7Bd%7D%29&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='O(d^2 &#92;log &#92;frac{n}{d})' title='O(d^2 &#92;log &#92;frac{n}{d})' class='latex' /> in terms of tests needed.<br />
6. Even for <i>d=2</i>, the algorithm operating at the lower limit is an open problem.</p>
<p><b>References</b> :<br />
[1] <a onclick="return mugicPopWin(this,event);" oncontextmenu="mugicRightClick(this);" href="http://www.amazon.com/Combinatorial-Testing-Applications-Applied-Mathematics/dp/9810212933">Combinatorial Group Testing</a> &#8211; book by Du and Hwang.<br />
[2] <a href="http://www.ics.uci.edu/~dan/pubs/cgta.pdf">Hirschberg et. al.</a> &#8211; lower bound proof idea.</p>
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		<title>Matrix Norms</title>
		<link>http://raghumk.wordpress.com/2008/01/24/matrix-norms/</link>
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		<pubDate>Fri, 25 Jan 2008 01:10:23 +0000</pubDate>
		<dc:creator>Raghu</dc:creator>
				<category><![CDATA[linear algebra]]></category>
		<category><![CDATA[matrix]]></category>
		<category><![CDATA[norm]]></category>

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		<description><![CDATA[A matrix norm (for some ) is defined as : where, is a vector norm and is the supremum, a sort of maximum value this value. In some sense, this measures the stretching that the matrix imparts onto the vector . Interestingly, it can be shown that the norm is nothing but the maximum column [...]<img alt="" border="0" src="http://stats.wordpress.com/b.gif?host=raghumk.wordpress.com&amp;blog=2517381&amp;post=3&amp;subd=raghumk&amp;ref=&amp;feed=1" width="1" height="1" />]]></description>
			<content:encoded><![CDATA[<p>A matrix norm (for some <img src='http://s0.wp.com/latex.php?latex=A+%5Cin+%5Cmathbb%7BC%7D%5E%7Bm+%5Ctimes+n%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='A &#92;in &#92;mathbb{C}^{m &#92;times n}' title='A &#92;in &#92;mathbb{C}^{m &#92;times n}' class='latex' />) is defined as :</p>
<p><img src='http://s0.wp.com/latex.php?latex=%5Cleft%7C%5Cleft%7CA%5Cright%7C%5Cright%7C+%3D+%5Csup_%7Bx+%5Cne+0%7D+%5Cfrac%7B%5Cleft%7C%5Cleft%7CAx%5Cright%7C%5Cright%7C%7D%7B%5Cleft%7C%5Cleft%7Cx%5Cright%7C%5Cright%7C%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|&#92;left|A&#92;right|&#92;right| = &#92;sup_{x &#92;ne 0} &#92;frac{&#92;left|&#92;left|Ax&#92;right|&#92;right|}{&#92;left|&#92;left|x&#92;right|&#92;right|}' title='&#92;left|&#92;left|A&#92;right|&#92;right| = &#92;sup_{x &#92;ne 0} &#92;frac{&#92;left|&#92;left|Ax&#92;right|&#92;right|}{&#92;left|&#92;left|x&#92;right|&#92;right|}' class='latex' /></p>
<p>where, <img src='http://s0.wp.com/latex.php?latex=%5Cleft%7C%5Cleft%7C.%5Cright%7C%5Cright%7C&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|&#92;left|.&#92;right|&#92;right|' title='&#92;left|&#92;left|.&#92;right|&#92;right|' class='latex' /> is a <a href="http://en.wikipedia.org/wiki/Vector_norm">vector norm</a> and <img src='http://s0.wp.com/latex.php?latex=%5Csup&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;sup' title='&#92;sup' class='latex' /> is the <i>supremum</i>, a sort of maximum value <img src='http://s0.wp.com/latex.php?latex=%5Cge&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;ge' title='&#92;ge' class='latex' /> this value. In some sense, this measures the <i>stretching</i> that the matrix <img src='http://s0.wp.com/latex.php?latex=A&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='A' title='A' class='latex' /> imparts onto the vector <img src='http://s0.wp.com/latex.php?latex=x&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='x' title='x' class='latex' />.</p>
<p>Interestingly, it can be shown that the <img src='http://s0.wp.com/latex.php?latex=%5Cleft%7C%5Cleft%7CA%5Cright%7C%5Cright%7C_1&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|&#92;left|A&#92;right|&#92;right|_1' title='&#92;left|&#92;left|A&#92;right|&#92;right|_1' class='latex' /> norm is nothing but the maximum column (absolute) sum of the matrix <img src='http://s0.wp.com/latex.php?latex=A&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='A' title='A' class='latex' /> and the <img src='http://s0.wp.com/latex.php?latex=%5Cleft%7C%5Cleft%7CA%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|&#92;left|A&#92;right|&#92;right|_{&#92;infty}' title='&#92;left|&#92;left|A&#92;right|&#92;right|_{&#92;infty}' class='latex' /> norm is the maximum sum of absolute values of elements of a row in <img src='http://s0.wp.com/latex.php?latex=A&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='A' title='A' class='latex' />. More importantly, the useful <img src='http://s0.wp.com/latex.php?latex=%5Cleft%7C%5Cleft%7CA%5Cright%7C%5Cright%7C_2&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|&#92;left|A&#92;right|&#92;right|_2' title='&#92;left|&#92;left|A&#92;right|&#92;right|_2' class='latex' /> norm is actually the  largest <a href="http://en.wikipedia.org/wiki/Singular_value_decomposition#Singular_values.2C_singular_vectors.2C_and_their_relation_to_the_SVD">singular value</a> of <img src='http://s0.wp.com/latex.php?latex=A&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='A' title='A' class='latex' />.</p>
<p>We can also show how these norms are related to each other. For example,</p>
<p><img src='http://s0.wp.com/latex.php?latex=%5Cfrac%7B1%7D%7B%5Csqrt%7Bm%7D%7D%5Cleft%7C%5Cleft%7CA%5Cright%7C%5Cright%7C_2+%5Cle+%5Cleft%7C%5Cleft%7CA%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D+%5Cle+%5Csqrt%7Bn%7D%5Cleft%7C%5Cleft%7CA%5Cright%7C%5Cright%7C_2&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;frac{1}{&#92;sqrt{m}}&#92;left|&#92;left|A&#92;right|&#92;right|_2 &#92;le &#92;left|&#92;left|A&#92;right|&#92;right|_{&#92;infty} &#92;le &#92;sqrt{n}&#92;left|&#92;left|A&#92;right|&#92;right|_2' title='&#92;frac{1}{&#92;sqrt{m}}&#92;left|&#92;left|A&#92;right|&#92;right|_2 &#92;le &#92;left|&#92;left|A&#92;right|&#92;right|_{&#92;infty} &#92;le &#92;sqrt{n}&#92;left|&#92;left|A&#92;right|&#92;right|_2' class='latex' /></p>
<p>To show this, first consider the vector norm relationship for <img src='http://s0.wp.com/latex.php?latex=x+%5Cin+%5Cmathbb%7BC%7D%5En&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='x &#92;in &#92;mathbb{C}^n' title='x &#92;in &#92;mathbb{C}^n' class='latex' />.</p>
<p><img src='http://s0.wp.com/latex.php?latex=%5Cleft%7C%5Cleft%7Cx%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D+%3D+%5Cleft%28%5Cleft%7Cx%5Cright%7C%5E2+%5Cright%29%5E%7B1%2F2%7D+%5Cle+%5Cleft%28%5Csum_%7Bi%3D1%7D%5E%7Bn%7D%5Cleft%7Cx%5Cright%7C%5E2+%5Cright%29%5E%7B1%2F2%7D+%3D+%5Cleft%7C%5Cleft%7Cx%5Cright%7C%5Cright%7C_2&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|&#92;left|x&#92;right|&#92;right|_{&#92;infty} = &#92;left(&#92;left|x&#92;right|^2 &#92;right)^{1/2} &#92;le &#92;left(&#92;sum_{i=1}^{n}&#92;left|x&#92;right|^2 &#92;right)^{1/2} = &#92;left|&#92;left|x&#92;right|&#92;right|_2' title='&#92;left|&#92;left|x&#92;right|&#92;right|_{&#92;infty} = &#92;left(&#92;left|x&#92;right|^2 &#92;right)^{1/2} &#92;le &#92;left(&#92;sum_{i=1}^{n}&#92;left|x&#92;right|^2 &#92;right)^{1/2} = &#92;left|&#92;left|x&#92;right|&#92;right|_2' class='latex' /></p>
<p>Therefore, <img src='http://s0.wp.com/latex.php?latex=%5Cleft%7C%5Cleft%7Cx%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D+%5Cle+%5Cleft%7C%5Cleft%7Cx%5Cright%7C%5Cright%7C_2&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|&#92;left|x&#92;right|&#92;right|_{&#92;infty} &#92;le &#92;left|&#92;left|x&#92;right|&#92;right|_2' title='&#92;left|&#92;left|x&#92;right|&#92;right|_{&#92;infty} &#92;le &#92;left|&#92;left|x&#92;right|&#92;right|_2' class='latex' /></p>
<p><img src='http://s0.wp.com/latex.php?latex=%5Cleft%7C%5Cleft%7Cx%5Cright%7C%5Cright%7C_2+%3D+%5Cleft%28%5Csum_%7Bi%3D1%7D%5E%7Bn%7D%5Cleft%7Cx%5Cright%7C%5E2+%5Cright%29%5E%7B1%2F2%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|&#92;left|x&#92;right|&#92;right|_2 = &#92;left(&#92;sum_{i=1}^{n}&#92;left|x&#92;right|^2 &#92;right)^{1/2}' title='&#92;left|&#92;left|x&#92;right|&#92;right|_2 = &#92;left(&#92;sum_{i=1}^{n}&#92;left|x&#92;right|^2 &#92;right)^{1/2}' class='latex' /></p>
<p>Replace each <img src='http://s0.wp.com/latex.php?latex=x_i&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='x_i' title='x_i' class='latex' /> with the maximum (absolute) value among them. Thus,</p>
<p><img src='http://s0.wp.com/latex.php?latex=%5Cleft%7C%5Cleft%7Cx%5Cright%7C%5Cright%7C_2++%5Cle+%5Cmathsf%7Bmax%7D_i+%5Cleft%7Cx_i%5Cright%7C%5Cleft%28%5Csum_i+1%5Cright%29%5E%7B1%2F2%7D+%3D+%5Csqrt%7Bn%7D%5Cleft%28%5Cmathsf%7Bmax%7D_i+%5Cleft%7Cx%5Cright%7C%5Cright%29+%3D+%5Csqrt%7Bn%7D%5Cleft%7C+%5Cleft%7Cx%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|&#92;left|x&#92;right|&#92;right|_2  &#92;le &#92;mathsf{max}_i &#92;left|x_i&#92;right|&#92;left(&#92;sum_i 1&#92;right)^{1/2} = &#92;sqrt{n}&#92;left(&#92;mathsf{max}_i &#92;left|x&#92;right|&#92;right) = &#92;sqrt{n}&#92;left| &#92;left|x&#92;right|&#92;right|_{&#92;infty}' title='&#92;left|&#92;left|x&#92;right|&#92;right|_2  &#92;le &#92;mathsf{max}_i &#92;left|x_i&#92;right|&#92;left(&#92;sum_i 1&#92;right)^{1/2} = &#92;sqrt{n}&#92;left(&#92;mathsf{max}_i &#92;left|x&#92;right|&#92;right) = &#92;sqrt{n}&#92;left| &#92;left|x&#92;right|&#92;right|_{&#92;infty}' class='latex' /></p>
<p>So,  <img src='http://s0.wp.com/latex.php?latex=%5Cleft%7C%5Cleft%7Cx%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D+%5Cle+%5Cleft%7C%5Cleft%7Cx%5Cright%7C%5Cright%7C_2++%5Cle+%5Csqrt%7Bn%7D+%5Cleft%7C%5Cleft%7Cx%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|&#92;left|x&#92;right|&#92;right|_{&#92;infty} &#92;le &#92;left|&#92;left|x&#92;right|&#92;right|_2  &#92;le &#92;sqrt{n} &#92;left|&#92;left|x&#92;right|&#92;right|_{&#92;infty}' title='&#92;left|&#92;left|x&#92;right|&#92;right|_{&#92;infty} &#92;le &#92;left|&#92;left|x&#92;right|&#92;right|_2  &#92;le &#92;sqrt{n} &#92;left|&#92;left|x&#92;right|&#92;right|_{&#92;infty}' class='latex' />.</p>
<p>Now, we know, <img src='http://s0.wp.com/latex.php?latex=%5Cleft%7C%5Cleft%7CA%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D+%3D+%5Csup_%7Bx+%5Cne+0%7D+%5Cfrac%7B%5Cleft%7C%5Cleft%7CAx%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D%7D%7B%5Cleft%7C%5Cleft%7Cx%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|&#92;left|A&#92;right|&#92;right|_{&#92;infty} = &#92;sup_{x &#92;ne 0} &#92;frac{&#92;left|&#92;left|Ax&#92;right|&#92;right|_{&#92;infty}}{&#92;left|&#92;left|x&#92;right|&#92;right|_{&#92;infty}}' title='&#92;left|&#92;left|A&#92;right|&#92;right|_{&#92;infty} = &#92;sup_{x &#92;ne 0} &#92;frac{&#92;left|&#92;left|Ax&#92;right|&#92;right|_{&#92;infty}}{&#92;left|&#92;left|x&#92;right|&#92;right|_{&#92;infty}}' class='latex' />.</p>
<p>Using the inequalities from the vector norm, we have, <img src='http://s0.wp.com/latex.php?latex=%5Cleft%7C%5Cleft%7CAx%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D+%5Cle+%5Cleft%7C%5Cleft%7CAx%5Cright%7C%5Cright%7C_%7B2%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|&#92;left|Ax&#92;right|&#92;right|_{&#92;infty} &#92;le &#92;left|&#92;left|Ax&#92;right|&#92;right|_{2}' title='&#92;left|&#92;left|Ax&#92;right|&#92;right|_{&#92;infty} &#92;le &#92;left|&#92;left|Ax&#92;right|&#92;right|_{2}' class='latex' /> and  <img src='http://s0.wp.com/latex.php?latex=%5Cleft%7C%5Cleft%7Cx%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D+%5Cge+%5Cfrac%7B1%7D%7B%5Csqrt%7Bn%7D%7D%5Cleft%7C%5Cleft%7Cx%5Cright%7C%5Cright%7C_%7B2%7D+&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|&#92;left|x&#92;right|&#92;right|_{&#92;infty} &#92;ge &#92;frac{1}{&#92;sqrt{n}}&#92;left|&#92;left|x&#92;right|&#92;right|_{2} ' title='&#92;left|&#92;left|x&#92;right|&#92;right|_{&#92;infty} &#92;ge &#92;frac{1}{&#92;sqrt{n}}&#92;left|&#92;left|x&#92;right|&#92;right|_{2} ' class='latex' />.</p>
<p>So, substituting them into the matrix norm definition, we get,</p>
<p><img src='http://s0.wp.com/latex.php?latex=%5Cleft%7C%5Cleft%7CA%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D+%5Cle+%5Csup_%7Bx+%5Cne+0%7D+%5Cfrac%7B%5Cleft%7C%5Cleft%7CAx%5Cright%7C%5Cright%7C_%7B2%7D%7D%7B%5Cfrac%7B%5Cleft%7C%5Cleft%7Cx%5Cright%7C%5Cright%7C_%7B2%7D%7D%7B%5Csqrt%7Bn%7D%7D%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|&#92;left|A&#92;right|&#92;right|_{&#92;infty} &#92;le &#92;sup_{x &#92;ne 0} &#92;frac{&#92;left|&#92;left|Ax&#92;right|&#92;right|_{2}}{&#92;frac{&#92;left|&#92;left|x&#92;right|&#92;right|_{2}}{&#92;sqrt{n}}}' title='&#92;left|&#92;left|A&#92;right|&#92;right|_{&#92;infty} &#92;le &#92;sup_{x &#92;ne 0} &#92;frac{&#92;left|&#92;left|Ax&#92;right|&#92;right|_{2}}{&#92;frac{&#92;left|&#92;left|x&#92;right|&#92;right|_{2}}{&#92;sqrt{n}}}' class='latex' />.</p>
<p>This is how we get, <img src='http://s0.wp.com/latex.php?latex=%5Cleft%7C%5Cleft%7CA%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D+%5Cle+%5Csqrt%7Bn%7D%5Cleft%7C%5Cleft%7CA%5Cright%7C%5Cright%7C_%7B2%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|&#92;left|A&#92;right|&#92;right|_{&#92;infty} &#92;le &#92;sqrt{n}&#92;left|&#92;left|A&#92;right|&#92;right|_{2}' title='&#92;left|&#92;left|A&#92;right|&#92;right|_{&#92;infty} &#92;le &#92;sqrt{n}&#92;left|&#92;left|A&#92;right|&#92;right|_{2}' class='latex' />.</p>
<p>Similarly, <img src='http://s0.wp.com/latex.php?latex=%5Cleft%7C%5Cleft%7CAx%5Cright%7C%5Cright%7C_%7B2%7D+%5Cle+%5Csqrt%7Bm%7D%5Cleft%7C%5Cleft%7CAx%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|&#92;left|Ax&#92;right|&#92;right|_{2} &#92;le &#92;sqrt{m}&#92;left|&#92;left|Ax&#92;right|&#92;right|_{&#92;infty}' title='&#92;left|&#92;left|Ax&#92;right|&#92;right|_{2} &#92;le &#92;sqrt{m}&#92;left|&#92;left|Ax&#92;right|&#92;right|_{&#92;infty}' class='latex' /> (since the vector <img src='http://s0.wp.com/latex.php?latex=Ax+%5Cin+%5Cmathbb%7BC%7D%5Em&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='Ax &#92;in &#92;mathbb{C}^m' title='Ax &#92;in &#92;mathbb{C}^m' class='latex' />) and  <img src='http://s0.wp.com/latex.php?latex=%5Cleft%7C%5Cleft%7Cx%5Cright%7C%5Cright%7C_%7B2%7D+%5Cge+%5Cleft%7C%5Cleft%7Cx%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|&#92;left|x&#92;right|&#92;right|_{2} &#92;ge &#92;left|&#92;left|x&#92;right|&#92;right|_{&#92;infty}' title='&#92;left|&#92;left|x&#92;right|&#92;right|_{2} &#92;ge &#92;left|&#92;left|x&#92;right|&#92;right|_{&#92;infty}' class='latex' />, implies,</p>
<p><img src='http://s0.wp.com/latex.php?latex=%5Cleft%7C%5Cleft%7CA%5Cright%7C%5Cright%7C_%7B2%7D+%3D+%5Csup_%7Bx+%5Cne+0%7D+%5Cfrac%7B%5Cleft%7C%5Cleft%7CAx%5Cright%7C%5Cright%7C_%7B2%7D%7D%7B%5Cleft%7C%5Cleft%7Cx%5Cright%7C%5Cright%7C_%7B2%7D%7D+%5Cle+%5Csup_%7Bx+%5Cne+0%7D+%5Cfrac%7B%5Csqrt%7Bm%7D%5Cleft%7C%5Cleft%7CAx%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D%7D%7B%5Cleft%7C%5Cleft%7Cx%5Cright%7C%5Cright%7C_%7B%5Cinf%7D%7D+%3D+%5Csqrt%7Bm%7D%5Cleft%7C%5Cleft%7CA%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;left|&#92;left|A&#92;right|&#92;right|_{2} = &#92;sup_{x &#92;ne 0} &#92;frac{&#92;left|&#92;left|Ax&#92;right|&#92;right|_{2}}{&#92;left|&#92;left|x&#92;right|&#92;right|_{2}} &#92;le &#92;sup_{x &#92;ne 0} &#92;frac{&#92;sqrt{m}&#92;left|&#92;left|Ax&#92;right|&#92;right|_{&#92;infty}}{&#92;left|&#92;left|x&#92;right|&#92;right|_{&#92;inf}} = &#92;sqrt{m}&#92;left|&#92;left|A&#92;right|&#92;right|_{&#92;infty}' title='&#92;left|&#92;left|A&#92;right|&#92;right|_{2} = &#92;sup_{x &#92;ne 0} &#92;frac{&#92;left|&#92;left|Ax&#92;right|&#92;right|_{2}}{&#92;left|&#92;left|x&#92;right|&#92;right|_{2}} &#92;le &#92;sup_{x &#92;ne 0} &#92;frac{&#92;sqrt{m}&#92;left|&#92;left|Ax&#92;right|&#92;right|_{&#92;infty}}{&#92;left|&#92;left|x&#92;right|&#92;right|_{&#92;inf}} = &#92;sqrt{m}&#92;left|&#92;left|A&#92;right|&#92;right|_{&#92;infty}' class='latex' /></p>
<p>Finally, we get,</p>
<p><img src='http://s0.wp.com/latex.php?latex=%5Cfrac%7B1%7D%7B%5Csqrt%7Bm%7D%7D%5Cleft%7C%5Cleft%7CA%5Cright%7C%5Cright%7C_2+%5Cle+%5Cleft%7C%5Cleft%7CA%5Cright%7C%5Cright%7C_%7B%5Cinfty%7D+%5Cle+%5Csqrt%7Bn%7D%5Cleft%7C%5Cleft%7CA%5Cright%7C%5Cright%7C_2&amp;bg=ffffff&amp;fg=545454&amp;s=0' alt='&#92;frac{1}{&#92;sqrt{m}}&#92;left|&#92;left|A&#92;right|&#92;right|_2 &#92;le &#92;left|&#92;left|A&#92;right|&#92;right|_{&#92;infty} &#92;le &#92;sqrt{n}&#92;left|&#92;left|A&#92;right|&#92;right|_2' title='&#92;frac{1}{&#92;sqrt{m}}&#92;left|&#92;left|A&#92;right|&#92;right|_2 &#92;le &#92;left|&#92;left|A&#92;right|&#92;right|_{&#92;infty} &#92;le &#92;sqrt{n}&#92;left|&#92;left|A&#92;right|&#92;right|_2' class='latex' /></p>
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