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6.895 Theory of Parallel Systems Lecture 9 Analysis of Cilk Scheduler Lecturer: Michael A. Bender Scribe: Alexandru Caraca¸s, C. Scott Ananian Lecture Summary 1. The Cilk Scheduler We review the Cilk scheduler. 2. Location of Shallowest Thread We define the depth of a thread and the shallowest thread. Next, We pr...
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on it. (b) If the deque is empty, the processor tries to execute α’s parent (which is not in a deque). (c) If the deque is empty and the processor is unable to execute α’s parent (because the parent is busy), then the processor work steals. 3. Procedure α Syncs. If there are no outstanding children, then continue: ...
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Thread) The shal lowest thread is the thread with minimal depth. We prove some structural properties of the deque. Lemma 3 (Structural lemma) Consider any processor p at time t. Let u0 be the current root thread (of procedure α0) executing on processor p. Let u1, u2, . . . , uk be the threads (of procedures α1, α2, ...
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a procedure is stolen. uk uk−1 . . . u2 u1 u0 =⇒ uk uk−1 . . . u2 u1 Figure 3: Change in the deque of a processor when the processor returns from a procedure. • Case 1: Steal. A steal removes the top entry from the deque (see Figure 2). The processor performing the steal begins executing uk with an e...
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the currently-executing thread u0 with its successor in the DAG, ua. Figure 5 shows the relevant piece of the computation DAG. If the longest path to u0 has length d(u0), then clearly there is a path to ua through u0 which has length d(u0) + 1. Therefore, d(ua) ≥ d(u0) + 1, 9-3 uk uk−1 . . . u2 u1 u0 =⇒ ...
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required d(us) ≥ d(ua) > d(u1) > · · · > d(uk−1) > d(uk ). Note: This is the only case where the depth of the currently-executing thread may become equal to the depth of the thread on the bottom of the deque; hence the only case where a shallowest thread may be the currently-executing thread instead of the thread a...
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section we construct an augmented computation DAG G(cid:1) similar to the computation DAG G, such that when a thread has no incomplete predecessors in G(cid:1), then it is at the top of a deque. Next, we introduce critical threads. Our goal is to show that any thread on the top of a deque cannot stay there long beca...
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u0 in procedure α0. Note: Proposition 7 does not hold for the execution DAG G, that is why we create G(cid:2). Example 1 To see why, consider the execution DAG in Figure 9. After threads v2 and v1 have been executed, we begin to execute thread u0. We have the following deque: u2 u1 u0 Top of deque Bottom of deq...
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make progress on the critical path by executing the threads which are shallowest. Definition 9 (Critical thread) A thread is critical if it has no un-executed predecessors in the augmented DAG G(cid:2). Note: The extra edges in the augmented DAG G(cid:2) are not execution edges, they simply induce extra ordering tha...
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their respective results are: • execute instruction – one dollar into work bucket, • steal attempt – one dollar into steal bucket. We assume that all threads are of equal size and that all processors have the same time-step. In the following We overload the notation of steal attempt with steal. Lemma 11 At the end...
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11: Dividing computation into steal rounds. 5 Performance Analysis of Scheduling Algorithm Using Delay Se quences In this section, we analyze the performance of the Cilk work-stealing scheduling algorithm. We define delay sequences and use them to prove the execution time bounds of the Cilk scheduler. We prove equa...
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C rounds is very small, namely: (cid:2)CP (cid:1) 1 − 1 P ≤ e −C . The idea is that a thread is unlikely to be critical for many rounds. Also, a thread may be ready for many rounds but not critical. 9-8 Figure 12: A directed path U = (u1, u2, . . . , uL) in the augmented DAG G�. Theorem 17 The probability th...
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term e−C in the previous bound becomes exponentially small. If a thread is at the top of a deck then it has no un-executed predecessors in the augmented DAG G(cid:2). Intuitively we would expect that in every time-step we are able to peal some threads from the augmented DAG such that in time O(P T∞) there would be n...
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The very last thread in the computation uL when it is being executed it is critical. The extra edges in the augmented DAG introduce additional ordering (see Figure 9). In order to complete the proof for the execution time bound of the Cilk scheduler, we introduce some definitions and lemmas. Definition 20 (Delay Seq...
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during which a thread in U executes, since L ≤ 2T∞. For all the other R rounds, some thread is critical and not executed. Note: The converse need not be true. The idea is to sum up over all possible events the probability that the event occurs. Show that the sum is small. We would then be able to show that with high p...
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number of rounds, R. Proof Pr [(U, R, Π) occurs] = ≤ (cid:5) πi rounds occur while ui is critical (cid:11) (cid:4) Pr 1≤i≤L (cid:11) e −πi 1≤i≤L = e −R . Lemma 24 (Number of Delay Sequences) The number of delay sequences is at most (cid:1) 22T∞ (cid:2) . 2T∞ + R 2T∞ Proof We have #paths ≤ 22T∞ , ...
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] + Pr [C] + · · · . Following from Lemma 23 and Lemma 24 we have that: Pr [any (U, R, Π) occurs] ≤ (cid:1) ⎛ ⎝ (cid:2) Maximum Probability that any delay sequence occurs ⎞ ⎠ Number of Delay Sequences (cid:2) (cid:1) ≤ 22T∞ 2T∞ + R 2T∞ −R e Next, we use the following “death-bed” formula to simplify the...
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event occurs that is Pr [E] ≥ 1 − P (n), where P (n) is a polynomial. That is the probability that the event does not occur is polynomially small. Observation 26 When C ≥ 4, probability decreases exponentially in R. Example 2 If we take C = 4 then the probability is less or equal to 0.84R . Let: (cid:4) Then Pr ...
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at least 1 − ε: (cid:1) (cid:14) (cid:15)(cid:15) 1 (cid:14) (cid:15)(cid:15) 1 ). (cid:14) (cid:14) TP ≤ + O T∞ + lg T1 P (cid:1) (cid:2)(cid:2) . 1 ε 6.1 Death-Bed Formulae Figure 13 shows a list of useful (“death-bed”) formulae that were used in the analysis of the Cilk scheduler. 12 (5) (6) (7) ...
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16.920J/SMA 5212 Numerical Methods for PDEs Lecture 5 Finite Differences: Parabolic Problems B. C. Khoo Thanks to Franklin Tan SMA-HPC ©2002 NUS Outline • Governing Equation • Stability Analysis • 3 Examples • Relationship between σand λh • Implicit Time-Marching Scheme • Summary SMA-HPC ©2002 NUS 2 G...
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�� 2 x ∂   j = j u u 2 + − j 1 2 x ∆ u −+ j 1 + ( O x ∆ 2 ) which is second-order accurate. • Schemes of other orders of accuracy may be constructed. SMA-HPC ©2002 NUS 5 Stability Analysis Discretization We obtain at x 1 x 2 : : du 1 dt du 2 dt = = υ 2 x ∆ υ 2 x ∆ ( u...
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                    u υ   N   ∆ 2 x  0 1 − 0 A SMA-HPC ©2002 NUS 7 Stability Analysis PDE to Coupled ODEs Or in compact form (cid:71) du dt (cid:71) (cid:71) Au b + = where (cid:71) u (cid:71) b [ u = 1 o u υ  =  2 x ∆  u 2 0 0 0 T ] ...
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V j Tj V  =  j v 1 j v 2 v − j N 1  SMA-HPC ©2002 NUS 9 Stability Analysis Eigenvalue and Eigenvector of Matrix A N The ( j V 1) ( − × − diagonalizes the matrix by E A N 1) matrix formed by the ( N − 1) columns 1E AE− = Λ where Λ = λ  1        λ 2 0 0   ...
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− 1 − I ) SMA-HPC ©2002 NUS Λ 11 Stability Analysis Coupled ODEs to Uncoupled ODEs Continuing from (cid:71) (cid:71) 1 − U E u = Let and (cid:71) (cid:71) u E b + − 1 1 E − 1 − E = Λ (cid:71) du dt (cid:71) (cid:71) 1−= F E b (cid:71) U d dt , we have (cid:74)(cid:71) (cid:74)(cid:71) F...
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U j = j c jt λ e is the solution for j = 1,2,….,N–1. − 1 λ j F j Evaluating, (cid:74)(cid:74)(cid:74)(cid:74)(cid:71) (cid:71) (cid:71) t λ u EU E ce = = ( (cid:71) 1 − E E b − Λ 1− ) Complementary (transient) solution (cid:74)(cid:74)(cid:74)(cid:74)(cid:71) ) (  t λ t λ c e ce = ...
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SMA-HPC ©2002 NUS 15 Stability Analysis Use of Modal (Scalar) Equation (cid:71) u is expressed as a It may be noted that since the solution contribution from all the modes of the initial solution, which have propagated or (and) diffused with the eigenvalue , and a contribution fr λ j properties of the time...
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a 22    ⇒ (cid:71) du dt (cid:71) Au = SMA-HPC ©2002 NUS 18 Example 1 Continuous Time Operator Proceeding as before, or otherwise (solving the ODEs directly), we can obtain the solution u 1 u 2 = = c ξ 1 11 c ξ 1 21 t λ e 1 + t λ e 1 + t λ ξ c e 2 2 12 t λ c e ξ 2 ...
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for the nth time level, then (cid:71) n u = (cid:71) n u A 1 − where (cid:71) n u = n  u  1 n u 2 T   and A a  11 =  a  21 a 12 a 22    Since A is independent of time, (cid:71) n u = (cid:71) n u A 1 − (cid:71) n AAu − 2 = .... = (cid:71) 0 n A u = S...
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2 2 n = ' c λ ξ λ ξ 21 1 n 1 + ' c 22 2 n 2 where    c 1 c 2 '   '  = (cid:74)(cid:74)(cid:71) 1 0 − E u are constants. SMA-HPC ©2002 NUS 21 Example 1 Comparison Comparing the solution of the semi-discretized problem where time is kept continuous    u 1 u 2    [ ...
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time is solution . nλ co nt inuo hus as exponential discretized has power SMA-HPC ©2002 NUS 22 Example 1 Comparison In equivalence, the transient solution of the difference equation must decay with time, i.e. nλ < 1 for this particular form of time discretization. SMA-HPC ©2002 NUS 23 Example 2 Le...
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solution pn, i.e. un = cn + pn There are several ways of solving for the complementary and particular solutions. S and characteristic polynomial. One way is through use of the shift operator The time shift operator S operates on cn such that Scn = cn+1 S2cn = S(Scn) = Scn+1 = cn+2 SMA-HPC ©2002 NUS 25 Exam...
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1 Combining the two components of the solution together, n u n ) ) ( n c + p ( ( =  h β λ  1  = + 1 + 2 2 h h + λ β λ 1 − + 2 2 h λ n ) ( 2 SMA-HPC ©2002 NUS n )   +     2 e 2 h µ h µ hn µ ahe e h µ h e 2 λ −   1  − 27 Example 2 Leapfrog Time ...
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u ∂ 2 x ∂ the central difference scheme for spatial discretization, we obtain A = υ 2 x ∆ 1 − 2 1 0 2 −  1         0 1 −         2   1 which is the tridiagonal matrix. SMA-HPC ©2002 NUS 30 Example 2 Leapfrog Time Discretization According to analysis of a ...
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which can be plotted in the absolute stability diagram. SMA-HPC ©2002 NUS 31 Example 2 Leapfrog Time Discretization Absolute Stability Diagram for σ As applied to the 1-D Parabolic PDE, the absolute stability diagram for σis Im(σ) Region of instability Unit circle σ2 with h increasing σ2 at h = ∆t = 0 ...
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+ + 1 ( 2 2 h λ 2 ) + 1 . 2 − 1 2 . 4 4 h λ ! 2 σ 1 1 = + h λ + h 2 2 λ 2 + ... and compared to h λ e 1 = + h λ + 2 2 h λ 2! . .. + is identical up to the second order of is said to be second-order accurate. h λ . Hence, the above scheme SMA-HPC ©2002 NUS 34 Example 3...
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ization scheme is stable if σ ≡ + 1 1λ < h or bounded by SMA-HPC ©2002 NUS h λ σ = − 1 s.t. σ < 1 in the h λ -plane. 36 Example 3 Euler-Forward Time Discretization Stability Diagram The stability diagram for the Euler-forward time discretization in the λh-plane is Unit Circle Im(λh) -2 -1 0 Regio...
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(λh) • The above set of ODEs becomes −(cid:71) (cid:71) n u 1 n 1 + − u h 2 (cid:71) n Au (cid:71) b + = n Introducing the time shift operator S (cid:71) n hAu 2 (cid:71) hb n + 2 • i 1 − + − = A (cid:71) n Su (cid:71) n u S  S S −  h 2  Premultiplying 1 − I EE =  E AE...
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2 (cid:71) n F = − (cid:71)  n E U   1 −− S S h 2 i.e.  Λ −   − (cid:71) 1  S S − n U  2 h  (cid:71) nF = − which is a set of uncoupled equations. Hence, for each j, j = 1,2,….,N-1,  λ  j  − − 1  S S − U  j h 2  = − F j SMA-HPC ©2002 NUS 41 Relationship between...
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Uncoupling the set, Integrating each equation in the uncoupled set, Re-coupling the results to form the final solution. These 3 steps are commonly referred to as the ISOLATION THEOREM SMA-HPC ©2002 NUS 43 Implicit Time- Marching Scheme Thus far, we have presented examples of explicit time-marching methods and...
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� u 1 ( )  − S h 1 λ  the characteristic polynomial becomes ( ) ) h λ σ ( ) S The principal root is therefore (  1  Ρ Ρ = = − aheµ ( 1 ) n + h S  1 − =  0 σ = 1 h − λ 1 1 = + h λ + 2 λ 2 h + .... which, upon comparison with λ he first-order accurate. 1 = + λ 1 2 h ...
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7 Implicit Time- Marching Scheme Euler-Backward However, numerical solution of u requires the solution of a set of simultaneous algebraic equations or matrix inversion, which is computationally much more intensive/expensive compared to the multiplication/ addition operations of explicit schemes. SMA-HPC ©2002 ...
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18.409 An Algorithmist’s Toolkit September 17, 2009 Lecturer: Jonathan Kelner Scribe: Andre Wibisono Lecture 3 1 Outline Today’s lecture covers three main parts: • Courant-Fischer formula and Rayleigh quotients • The connection of λ2 to graph cutting • Cheeger’s Inequality 2 Courant-Fischer and Rayleigh Quoti...
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(cid:2)x(cid:2)=1 ⊥ x∈Sk −1 −1 xT Ax . xT x Let A = QT ΛQ be the eigendecomposition of A. We observe that xT Ax = xT QT ΛQx = Proof (Qx)T Λ(Qx), and since Q is orthogonal, (cid:3)Qx(cid:3) = (cid:3)x(cid:3). Thus it suffices to consider the case when A = Λ is a diagonal matrix with the eigenvalues λ1, . . . , λn...
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:3)2 = λk. x 2 i=1 i=k i=k 3-1 ⊥ On the other hand, plugging in x = ek ∈ Sk −1 yields xT Ax = (ek)T Aek = λk. This shows that λk = min x T Ax. (cid:2)x(cid:2)=1 ⊥ x∈Sk −1 Similarly, for (cid:3)x(cid:3) = 1, x T Ax = n (cid:10) λix 2 i i=1 ≤ λmax n (cid:10) i = λmax(cid:3)x(cid:3)2 = λmax. x 2 i=1 ...
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x=0 (cid:11) (i,j)∈E (xi − xj )2 . i∈V x2 i (cid:11) We can interpret the formula for λ2 as putting springs on each edge (with slightly weird boundary conditions corresponding to normalization) and minimizing the potential energy of the configuration. Some big matrices are hard or annoying to diagonalize, so in...
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bound λ2 ≤ O(1/n2). We knew this was true from the explicit formula of λ2 in terms of sines and cosines from Lecture 2, but this is much cleaner and more general of a result. 2.2 Example 2: A Complete Binary Tree Let G be a complete binary tree on n = 2h − 1 nodes. Define the vector x ∈ Rn to have the value 0 on the ...
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Cut Graphs? The first question to ask about graph cutting is what we want to optimize when we are cutting a graph. Before attempting to answer this question, we introduce several notations. Let G = (V, E) be a graph. Given a set S ⊆ V of vertices of G, let S ¯ = V \ S be the complement of S in V . Let |S| and |S¯| de...
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of problems, as Figure 1(b) shows. In this example, we ideally want to cut the graph across the one edge in the middle that separates the two clusters. However, the approximate bisection criterion would force us to make a cut across the dense graph on the left. (a) Problem with min-cut (b) Problem with approximate ...
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follows. Associate every cut S − S ¯ with a vector x ∈ {−1, 1}n, where (cid:14) 1, −1, xi = if i ∈ S, and if i ∈ ¯ S. Then it is easy to see that we can write e(S) = (cid:10) 1 4 (i,j)∈E (xi − xj )2 . For a boolean statement A, let [A] denote the characteristic function on A, so [A] = 1 if A is true, and ...
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) ≤ min (cid:11) x∈{−1,1}n ≤ min S⊆V n min(|S|, |S¯|) = φ(G). 2 n (cid:11) (i,j)∈E (xi − xj )2 (xi − xj )2 i<j Therefore, solving the integer program (cid:11) min x∈{−1,1}n (xi − xj )2 (i,j)∈E (cid:11) (xi − xj )2 i<j allows us to approximate φ(G) within a factor of 2. The bad news is that it is NP-...
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Let p and q be the points that minimize Since C C ⊆ C (cid:2), we know that f (q) ≤ f (p). n smaller f (x) C p q (cid:7) C (cid:7) q Figure 2: Illustration of the relaxation technique for approximation algorithms. For this relaxation to be useful, we have to show how to “round” q to a feasible point q(cid:7) ∈...
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in Lecture 2). Therefore, using the Rayleigh quotient, (cid:11) min (cid:11) x∈Rn (i,j)∈E (xi − xj )2 i<j (xi − xj )2 (cid:11) (i,j)∈E (xi − xj )2 i=1 (cid:11)n 2 xi n = λ2 n . = min x∈Rn x⊥1 3-5 Putting all the pieces together, we get φ(G) = min e(S) e(S) S⊆V min(|S|, |S¯|) n ≥ min 2 S⊆V |S| · ...
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, which is Cheeger’s Inequality. Theorem 4 (Cheeger’s Inequality) Given a graph G, φ(G)2 2dmax ≤ λ2 ≤ 2φ(G), where dmax is the maximum degree in G. As a side note, the dmax disappears from the formula if we use the normalized Laplacian in our calcu­ lations, but the proof is messier and is not fundamentally any di...
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. . ≤ xn, and the cut will be defined by the set S = {1, . . . , k} for some value of k. The value of k cannot be known a priori since the best cut depends on the graph. In practice, an algorithm would have to try all values of k to actually find the optimal cut after embedding the graph to the real line. We will act...
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T Lx xT x ≥ yT Ly yT y Proof First, the numerators are equal by the operation of the Laplacian, x T Lx = (cid:10) (xi − xj )2 = (cid:10) (cid:2) (yi + xm) − (yj + xm) (cid:3)2 = (cid:10) (yi − yj )2 = y T Ly. (i,j)∈E (i,j)∈E (i,j)∈E Next, since x ⊥ 1, y T y = (x + xm1)T (x + xm1) = x T x + 2xm(x T 1) + x...
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− ym)2 + (ym − yi)2 . 3-7 4.2.3 Step 3: Breaking the Sum in Half We would like to break the summations in half so that we do not have to deal with separate cases with positive and negative numbers. Let E(cid:7) be the edges (i, j) with i, j ≤ m, and let E(cid:7) be the edges (i, j) with i, j ≥ m. We then have (c...
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first one. 4.2.4 The Main Lemma Let Ci be the number of edges crossing the point xi, i.e. the number of edges in the cut if we were to take S = {1, . . . , i}. Recall that φ = φ(G) = min , S⊆V min(|S|, |S¯|) e(S) so by taking S = {1, . . . , i}, we get Ci ≥ φi for i ≤ n/2 and Ci ≥ φ(n − i) for i ≥ n/2. The main ...
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1 ≤ i ≤ m. Then we can evaluate the last summation above as (cid:10) (i,j)∈E (cid:3) − |zi − zj | ≥ φ (cid:10) m−1 k(zk+1 − zk) k=1 (cid:2) (cid:3) = φ (z2 − z1) + 2(z3 − z2) + 3(z4 − z3) + · · · + (m − 1)(zm − zm−1) = φ(−z1 − z2 − · · · − zm−1 + (m − 1)zm) (cid:10) m = φ |zi|. i=1 3-8 4.2.5 Using the M...
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i − y 2 | = j (cid:10) ⎛ |yi − yj | · |yi + yj | ≤ ⎝ (cid:10) ⎞1/2 ⎛ (yi − yj )2 ⎠ ⎝ (cid:10) ⎞1/2 (yi + yj )2 ⎠ . (i,j)∈E(cid:3) − (i,j)∈E(cid:3) − (i,j)∈E(cid:3) − (i,j)∈E(cid:3) − 4. We want to get rid of the (yi + yj )2 part, so we bound it and observe that the maximum number of 2 can show u...
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,j)∈E (cid:11) + n i=m (yi − yj )2 2 yi ≥ φ2 2dmax . Therefore, T Lx x xT x ≥ yT Ly yT y ≥ min (cid:14) (cid:11) (i,j)∈E (cid:11) (yi − yj )2 , 2 i (cid:3) − m i=1 y (cid:11) (cid:3) (i,j)∈E (cid:11) + n i=m (yi − yj )2 2 i y (cid:19) ≥ φ2 2dmax . 4.2.6 So who is Cheeger anyway? Jeff Cheeger is ...
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MIT OpenCourseWare http://ocw.mit.edu 6.005 Elements of Software Construction Fall 2008 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms. 6.005 elements of software construction coding the photo organizer Daniel Jackson topics for today how to implement an ob...
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Album root;} static subset patterns ‣ classification of object does not change over time ‣ subset as subclass: class Root extends Album {...} © Daniel Jackson 2008 6 example: Selected OR © Daniel Jackson 2008 7 PhotoSelectedSetCatalogelts!PhotoselectedPhotoBooleanisSelected! example: Root OR © Daniel Jac...
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Photos;} or class Photo {Set<Collection> insertedInto;} ‣ relation as map: class Catalog {Map<Album, Set<Photo>> insertedPhotos;} or class Catalog {Map<Photo, Set<Album>> insertedInto;} ‣ for basic add operation, implementing as Album -> Photo is fine ‣ but if add operation removes photo from other collections, wi...
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15 thumbnails architecture of GUI may influence decisions ‣ regard selection and images as part of view, not model ‣ and want to avoid back-dependences of model on view © Daniel Jackson 2008 16 PhotoSelectedImage!File!?fileimagePhotoFile!fileListPreviewPanethumbnailsThumbnaileltsImage!imageBooleanisSelected!photo!...
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(a2) or !a1.getName().equals(a2.getName()) * 4) Map of inserted photos has all albums as keys * inserted.keySet() = parent.keySet() + root * */ where albums is the set of Album objects that are keys or values in the parent map // checking rep (1) assert root != null: "root cannot be null!"; assert...
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2.160 System Identification, Estimation, and Learning Lecture Notes No. 6 February 24, 2006 4.5.1 The Kalman Gain Consider the error of a posteriori estimate x ıt = et ≡ x ı t − xt = x ı t x ı t + 1 t − K t ( y t H − + ( K H t xt t + t − 1 t t x ı t vt − 1− ) − xt x ı t t − )1 H t − xt (2...
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T = KH εε H + KHεε H − 2[ T T T vKH ε T + Kvε H ] + 2KvvT + 2[εv − εε H ] T T T T T (3)0 The necessary condition for the mean squared error of state estimate with respect to the gain matrix K is: Jd t = 0 dK (31) T T aking expectation of ee t t , differentiating it w.r.t. K and setting it to zero yield: [ T K...
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Uncorrelated with vt A ⋅ xt − 2 + wt − 2 Uncorrelated with vt ∴ ı[ xE tt − 1vt T ] = 0 For the second term xt = xA ⋅ t − 1 tw 1−+ Uncorrelated with vt A ⋅ xt − 2 + wt − 2 Uncorrelated with vt - ∴ vxE [ t T t ] = Therefore xAE [ t − 1vt T ] + wE [ t − 1vt T 0] = 2 E [εtvt T ] = 0 (34) Now not...
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3 satisfy 5) and (3 6) into (33), we can conclude that the optimal gain must Kt H t P t t −1Ht Kt Rt + T − T t −1Ht P t = 0 ∴ Kt = P t t −1Ht T [H P t tt −1Ht T −1 + R ] t (37) (38) This is called the Kalman Gain. 4.5.2 Updating the Error Covariance The above Kalman gain contains the a priori error ...
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− KH )T + KR t T K ) (40 Substituting the Kalman gain (3) into (40yields 8 ) P = (I − H K t t t )P t − 1 t (41) Exercise. Derive (41) Furthermore, based on Pt we can compute Pt + 1 t by using the state transition equation (8) Consider From (36) Pt + 1 = E[ε ε T ] t + 1 t + 1 t ı ε t + 1 = xt + 1 t − xt +...
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T t− 1wt ] Kt ( y + vt )wT ] t T ] + x E [ w t t − I ) + t t = A E [ A= t− 1 − T yı )}w ] − t t x E [ t T ] w t − x H K E t [ T x E [ t ı t t | − 1wt ] − t T ] − w t [ ı x E H K t t T ] w t T t t | − 1wt ] v E K [ t t (42) (43) (44) The first term: xıt− 1 does not depend on wt , hence ...
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0 P 1 tP ,0 = 1 Compute Kalman Gain K t P = t 1− t HPHH t T [ t t − 1 t T t 1 − R ] + t Initial State Estimate x ı0 Measurement yt Update State Estimate with new measurement ıx t t −1 = At −1xt −1 ı Update error covariance tP (= PHKI ) t t − t t 1 − x ıt = x ı t −1 t + Kt ( y − Ht...
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output error The Kalman Gain K t = P t t −1 H t (H t P t t −1 H t + Rt ) T T −1 Error Covariance update (a priori to a posteriori): Pt = (I − K t H t )P t −1 t (9) (20) ) (23 (38) (41) xt )(xt ı − Δ P = E t t −x ı([ x ı[E= ( Δ P t −1| t − t −1 |t ] xt )T xt )(x ı 1| t − t : a posteriori state est...
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t t Therefore xı t x ı= t −1 t + t P H t −1 T Rt y Δ t (46) (47) (48) Q1. Without loss of generality, we can write 2 ⎡σ1 ⎢ Rt = ⎢ ⎢ ⎢ ⎢ 0 ⎣ 2 σ2 � ⎤ 0 ⎥ ⎥ ⎥ ⎥ σl ⎦⎥ 2 yt 1 ⎡Δ ⎤ ⎢ ⎥ � Δy = ⎢ ⎥ ⎥ ⎢ ⎥ ⎢ ⎣Δytl ⎦ t since if not diagonal we can change the coordinates. 2 ⎤ ⎡Δyt 1 σ1 ⎥ T ⎢ � ...
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⎜ ⎜ ⎜ ⎝ ⎞ ⎟ ⎟ ⎟ ⎠ Large variance in this � direction sure in this direction ı −x t t 1 is not maxλ More corrected based on new data Associated with matrix P , which is t positive-definite, we can consider an ellipsoid with eigenvalues λmin(P ) ,λ (P ) max t t xt 2 x ıt = x ı t −1 t + P Δq t ...
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Lecture 7 ChIP-seq Analysis Irreproducible Discovery Rate (IDR) Analysis Foundations of Computational Systems Biology David K. Gifford 1 Transcription factors regulate gene expression © Emw on wikipedia. Some rights reserved. License: CC-BY-SA. This content is excluded from our Creative Commons license. For m...
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:10)(cid:22)(cid:4)(cid:5)(cid:24)(cid:17)(cid:12)(cid:18)(cid:13)(cid:5)(cid:15)(cid:12)(cid:18)(cid:11)(cid:12)(cid:18)(cid:25)(cid:5)(cid:4)(cid:22)(cid:4)(cid:18)(cid:13)(cid:6)(cid:5) ChIP-Seq reads are independently generated from a set of spatially discrete binding events 9 GPS addresses the challenges in Ch...
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n=1 m=1 M m=1 Prob. of event m Mixing prob. 13 Likelihood of observed reads p(R | π) = ∏∑πm p(rn | m), ∑πm = 1 N M M Read assignment is latent n=1 m=1 m=1 g(zn = m) = 1 Read n came from event m π= arg max p(R | π) g(z = m n Read n did not come from event m ) = 0 π Expectation-Maximization (EM) algorithm with comp...
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no prior (events at 500 and 550 bp) 16 GPS deconvolves homotypic events and improves spatial accuracy Example of a predicted joint CTCF event that contains coordinately located CTCF motifs 22 Likelihood of observed reads p(R | π) = ∏∑πm p(rn | m), ∑πm = 1 N M M n=1 m=1 m=1 A sparse prior on mixture components (b...
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= 0.5 equal chance reads occurred in control and IP channels for null model. 24 We determine significant events by Benjamini Hochberg at a desired false discovery rate (FDR) Rank: Rank of event in list list of p-values, from most significant (rank = 1) to least (rank = Count) Accept events (reject null) of ra...
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Rate (IDR) Analysis •  Consider that the lists X and Y are a mixture of two kinds of events – reproducible and irreproducible. •  Model the ranking scores as a two component mixture and learn the parameters of the reproducible and irreproducible components •  For IDR α, select top l pairs using their scores suc...
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ev et al., 2008) TF A TF A Courtesy of PLoS Computational Biology. License: CC-BY. Source: Guo, Yuchun, Shaun Mahony, et al. "High Resolution Genome Wide Binding Event Finding and Motif Discovery Reveals Transcription Factor Spatial Binding Constraints." PLoS Computational Biology 8, no. 8 (2012): e1002638. 34 GE...
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638. Motif Event call 35 GEM improves the spatial resolution of ChIP-exo data event prediction 0.015 0.01 0.005 y t i s n e d d a e R 0 -300 GEM initial distribution GEM learned distribution CTCF empirical distribution -200 0 Stranded location with respect to binding site (bp) -100 100 200 300 Motif...
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GEM Summary •  GEM incorporates motif information as a position-specific prior to bias binding event prediction •  GEM achieves exceptional spatial resolution, and further improves joint event deconvolution •  GEM systematic analysis reveals in vivo transcription factor spatial binding constraints in human and ...
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D. Dowell, et al. "Tissue-specific Transcriptional Regulation has Diverged Significantly between Human and Mouse." Nature Genetics 39, no. 6 (2007): 730-32. D. Odom, R. Dowell E. Fraenkel, D. Gifford Labs Nature Genetics, 2007 43 FIN 44 MIT OpenCourseWare http://ocw.mit.edu 7.91J / 20.490J / 20.390J / 7.36J / 6.802J...
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MIT EECS 6.837 Computer Graphics Collision Detection and Response MIT EECS 6.837 – Matusik MIT EECS 6.837 – Durand Philippe Halsman: Dali Atomicus 1 This image is in the public domain. Source:Wikimedia Commons. Collisions • Detection • Response • Overshooting problem (when we enter the solid) 2 Collision...
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due to copyright restrictions. This image is in the public domain. Source:Wikimedia Commons. Image courtesy of Chris Rand on Wikimedia Commons. License: CC-BY-SA. This content is excluded from our Creative Commons license. For more info rmation, see http://ocw.mit.edu/help/faq-fair-use/. 9 Collision Detection i...
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ierarchy • http://isg.cs.tcd.ie/spheretree/ © Gareth Bradshaw. All rights reserved. This content is excluded from our Creative Commons license. For more information, see http://ocw.mit.edu/help/faq-fair-use/. 15 Pseudocode (simplistic version) boolean intersect(node1, node2) // no overlap? ==> no intersection! ...
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For more information, see http://ocw.mit.edu/help/faq-fair-use/. Courtesy of Patrick Laug. Used with permission. 18 boolean intersect(node1, node2) if (!overlap(node1->sphere, node2->sphere) return false if (node1->radius()>node2->radius()) for each child c of node1 if intersect(c, node2) return true else...
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boolean intersect(node1, node2) if (!overlap(node1->sphere, node2->sphere) return false if (node1->radius()>node2->radius()) for each child c of node1 if intersect(c, node2) return true else for each child c f node2 if intersect(c, node1) return true return false © Gareth Bradshaw. All rights reserve...
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– Cluster nearby objects • Incremental – Add objects one by one, binary-tree style. 26 Bounding Sphere of a Set of Points • Trivial given center C – radius = maxi ||C-Pi|| C © Gareth Bradshaw. All rights reserved. This content is excluded from our Creative Commons license. For more information, see http://...
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)(cid:11) (cid:27) (cid:16)(cid:4)%(cid:31)(cid:7)(cid:11)(cid:6)(cid:25)(cid:20)(cid:5)(cid:17)(cid:5)/(cid:16)(cid:15)<(cid:11)(cid:8)(cid:17)(cid:15)(cid:4)(cid:30)(cid:7)(cid:11)%(cid:14)(cid:11) © Sara McMains. All rights reserved. This content is excluded from our Creative Commons license. For more information, s...
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)%(cid:30)(cid:11)(cid:14)(cid:20)(cid:5)(cid:11)(cid:26)%(cid:7)(cid:7)(cid:31)(cid:5)(cid:11) Questions? (cid:27) (cid:8)(cid:6)(cid:6)%"(cid:30)(cid:11)(cid:5)(cid:8)(cid:13)(cid:20)(cid:11)(cid:15)(cid:16)*(cid:5)(cid:13)(cid:14)(cid:11)(cid:15)(cid:17)(cid:11)(cid:14)(cid:17)%(cid:8)(cid:30)"(cid:31)(cid:5)(cid:1...
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uvia-Pastor, Daniel Rypl. All rights(cid:2)reserved. This content is excluded from our(cid:2)Creative Commons license. For more information, see http://ocw.mit.edu/help/faq-fair-use/. Courtesy of Patrick Laug. Used with permission. 32 Reference Image of the cover of the book, "Real Time Collision Detection," by Chris...
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Graphics Pipeline & Rasterization Image removed due to copyright restrictions. MIT EECS 6.837 – Matusik 1 How Do We Render Interactively? • Use graphics hardware, via OpenGL or DirectX – OpenGL is multi-platform, DirectX is MS only OpenGL rendering Our ray tracer © Khronos Group. All rights reserved. This cont...
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ization GPU For each triangle For each pixel Does triangle cover pixel? Keep closest hit Pixel raster Scene primitives 7 GPUs do Rasterization • The process of taking a triangle and figuring out which pixels it covers is called rasterization • We’ve seen acceleration structures for ray tracing; rast...
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at once – Then, can sample the image completely freely • The rasterizer only needs one triangle at a time, plus the entire image and associated depth information for all pixels 11 Rasterization Advantages • Modern scenes are more complicated than images – A 1920x1080 frame at 64-bit color and 32-bit ...
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times scan conversion flat shading scan conversion gouraud shading © Khronos Group. All rights reserved. This content is excluded from our Creative Commons license. For more information, see http://ocw.mit.edu/help/faq-fair-use/. 15 Ray Casting / Tracing • Advantages – Generality: can render anything that can...
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update frame buffer color • Compute per-pixel color © source unknown. All rights reserved. This content is excluded from our Creative Commons license. For more information, see http://ocw.mit.edu/help/faq-fair-use/. © Khronos Group. All rights reserved. This content is excluded from our Creative Commons license. For ...
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) setup 3 edge equations for each pixel x,y if passes all edge equations compute z if z<zbuffer[x,y] zbuffer[x,y]=z framebuffer[x,y]=shade() © source unknown. All rights reserved. This content is excluded from our Creative Commons license. For more information, see http://ocw.mit.edu/help/faq-fair-use/. ...
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