Previously, I have went through heuristically the description of topology using homology groups in this entry. [Ho 2015] This is the essence of algebraic topology. We describe the topology using Betti numbers, the rank of the homolog groups. What they mean can be summarized as: [Bubenik 2015]

“… homology in degree 0 describes the connectedness of the data; homology in degree 1 detects holes and tunnels; homology in degree 2 captures voids; and so on.

## Concept of Persistence

However, in computational problems, it is the discrete points that we are dealing with. We formulate their connectedness through constructing complexes, as described by my another blog entry. [Ho 2015] From the Wolfram Demonstration that I quoted previously, connectedness depends on some parameters, such as the radii of points that are considered connected. Whether it is Čech Complex, RP complex, or Alpha complex, the idea is similar. With discrete data, therefore, there is no definite answer how the connectedness among the points are, as it depends on the parameters.

Therefore, the concept of persistence has been developed to tackle this problem. This is the core concept for computational topology. There are a lot of papers about persistence, but the most famous work is done by Zomorodian and Carlsson, who algebraically studied it. [Zomorodian & Carlsson 2005] The idea is that as one increases the radii of points, the complexes change, and so do the homology groups. By varying the radii, we can observe which topology persists. Persistence, and barcodes [Christ 2008]From the diagram above, we can see that as the radii ε increase, the diagram becomes more connected. To understand the changes of homologies, there are a few ways. In the diagram above, barcodes represent the “life span” of a connected component as ε increases. The Betti numbers of a certain degree (0, 1, or 2 in this example) at a certain value of ε is the number of barcodes at that degree. For example, look at the left most vertical dashed line, $\beta_0=10$, as there are 10 barcodes existing for $H_0$. Note there are indeed 10 separate connected components. For the second leftmost vertical dashed line, $\beta_0=6$ (6 connected components), and $\beta_1=2$ (2 holes).

Another way is using the persistence diagram, basically plotting the “birth” and “death” times of all the barcodes above. For an explanation of persistence diagram, please refer to this blog entry by Sebastien Bubeck, [Bubeck 2013] or the paper by Fasy et. al. [Fasy et. al. 2014] Another way to describe persistent topology is the persistence landscape. [Bubenik 2015]

## TDA Package in R

There are a lot of tools to perform topological data analysis. Ayasdi Core is a famous one. There are open sources C++ libraries such as Dionysus, or PHAT. There is a Python binding for Dionysus too.

There is a package in R that wraps Dionysus and PHAT, called TDA. To install it, simply open an R session, and enter

install.package('TDA')


library(TDA)


We know that for a circle, $\beta_0=\beta_1=1$, as it has on connected components, and a hole. Prepare the circle and store it in X by the function circleUnif:

X<- circleUnif(n=1000, r=1)
plot(X)


Then we can see a 2-dimensional circle like this: To calculate the persistent homology, use the function gridDiag:

diag.info<- gridDiag(X=X, FUN=kde, h=0.3, lim=cbind(c(-1, 1), c(-1, 1)), by=0.01, sublevel = FALSE, library = 'PHAT', printProgress=FALSE)


To plot the barcodes and persistence diagram, enter:

par(mfrow=c(2,1))
plot(diag.info$diagram) plot(diag.info$diagram, barcode=TRUE) In the plots, black refers to degree 0, and red refers to degree 1.

We can play the same game by adding a horizontal line to cut the circle into two halves:

X<- circleUnif(n=1000, r=1)
hl<- matrix(c(seq(-1, 1, 0.02), rep(0, 201)), ncol=2)
X<- rbind(X, hl)
plot(X) And the barcodes and persistence diagram are: We can try this with three-dimensional objects like sphere, or torus, but I never finished the calculation in reasonable speeds.

Topology has been shown to reveal important information about geometry and shape from data, [Carlsson 2015][Carlsson 2009] as I have talked about in various TDA blog entries. I have also demonstrated how to describe the topology if discrete data points by constructing simplicial complexes, and then calculated the homology and Betti numbers. (I will talk about persistent homology in the future.) Dealing with discrete data points in our digital storage devices, homology is the best way to describe it.

But if you are from a physics background, you may be familiar with the concept of homotopy and fundamental group. Some physicists deal with topology without digging into advanced mathematical tools but simply through solitons. There is a well-written introduction in this blog. In the physical world, an object is said to be topological if:

• there is a singular point that cannot be removed by a continuous deformation of field; [Mermin 1979]
• it has a saddle-point equation of the model that is different from another object of another topology, [Rajaraman 1987] inducing different kinds of physical dynamics; [Bray 1994]
• it can only be removed by crossing an energy barrier, which can be described by an instanton; [Calzetta, Ho, Hu 2010]
• it can proliferate through Kosterlitz-Thouless (BKT) phase transition; [Kosterliz, Thouless 1973]
• it can form in a system through a second-order phase transition at a finite rate, a process known as Kibble-Zurek mechanism (KZM); [Kibble 1976] [Zurek 1985] and
• its topology can be described by a winding number. (c.f. Betti numbers in homology)

Topological objects include vortices in magnets, superfluids, superconductors, or Skyrmions in helimagnets. [Mühlbauer et. al. 2009] [Ho et. al. 2010] They may come in honeycomb order, like Abrikosov vortices in type-II superconductors, [Abrikosov 1957] and helical nanofilaments in smectics. [Matsumoto et. al. 2009] It is widely used in fractional quantum Hall effect [Tsui et. al. 1982] and topological insulators (a lot of references can be found…). They can all be described using homotopy and winding numbers. We can see that topology is useful to describe the physical world for the complexities and patterns. There are ideas in string-net theory to use topology to describe the emergence of patterns and new phases of quantum matter. [Zeng et. al. 2015] Of course, I must not omit topological quantum computing that makes the qubits immune to environmental noise. [Das Sarma, Freedman, Nayak 2005]

However in data analytics, we do not use homotopy, albeit its beauty and usefulness in the physical world. Here are some of the reasons:

• In using homotopy, sometimes it takes decades for a lot of brains to figure out which homotopy groups to use. But in data analysis, we want to grasp the topology simply from data.
• Homotopy deals with continuous mappings, but data are discrete. Simplicial homology captures it more easily.
• In a physical system, we deal with usually one type of homotopy groups. But in data, we often deal with various topologies which we are not aware of in advance. Betti numbers can describe the topology easily by looking at data.
• Of course, homotopy is difficult to compute numerically.

Afra Zomorodian argued the use of homology over homotopy in his book as well. [Zomorodian 2009]

We have been talking about the elements of topological data analysis. In my previous post, I introduced simplicial complexes, concerning the ways to connect points together. In topology, it is the shape and geometry, not distances, which matter ( although while constructing the distance does play a role).

With the simplicial complexes, we can go ahead to describe its topology. We will use the techniques in algebraic topology without going into too much details. The techniques involves homology, but a full explanation of it requires the concepts of normal subgroup, kernel, image, quotient group in group theory. I will not talk about them, although I admit that there is no easy ways to talk about computational topology without touching them. I highly recommend the readers can refer to Zomorodian’s textbook for more details. [Zomorodian 2009]

I will continue with the Python class

SimplicialComplex

that I wrote in the previous blog post. Suppose we have an k-simplex, then the n-th face is any combinations with n+1 vertices. A simplicial complex is such that a face contained in a face is also a face of the complex. In this, we can define the boundary operator by $\partial_k \sigma = \sum_i (-1)^i [v_0 v_1 \ldots \hat{v}_i \ldots v_k]$,

where $\hat{v}_i$ indicates the i-th vertex be removed. This operator gives all the boundary faces of a face $\sigma$. The faces being operated are k-faces, and this operator will be mapped to a (k-1)-faces. Then the boundary operator can be seen as a $(n_k \times n_{k-1})$-matrix, where $n_k$ is the number of k-faces. This can be easily calculated with the following method:

class SimplicialComplex:
...
def boundary_operator(self, i):
source_simplices = self.n_faces(i)
target_simplices = self.n_faces(i-1)

if len(target_simplices)==0:
S = dok_matrix((1, len(source_simplices)), dtype=np.float32)
S[0, 0:len(source_simplices)] = 1
else:
source_simplices_dict = {}
for j in range(len(source_simplices)):
source_simplices_dict[source_simplices[j]] = j
target_simplices_dict = {}
for i in range(len(target_simplices)):
target_simplices_dict[target_simplices[i]] = i

S = dok_matrix((len(target_simplices), len(source_simplices)), dtype=np.float32)
for source_simplex in source_simplices:
for a in range(len(source_simplex)):
target_simplex = source_simplex[:a]+source_simplex[(a+1):]
i = target_simplices_dict[target_simplex]
j = source_simplices_dict[source_simplex]
S[i, j] = -1 if a % 2==1 else 1 # S[i, j] = (-1)**a
return S


With the boundary operator, we can calculate the Betti numbers that characterize uniquely the topology of the shapes. Actually it involves the concept of homology groups that we are going to omit. To calculate the k-th Betti numbers, we calculate: $\beta_k = \text{rank} (\text{ker} \partial_k) - \text{rank} (\text{Im} \partial_{k+1})$.

By rank-nullity theorem, [Jackson] $\text{rank} (\text{ker} \partial_k) +\text{rank} (\text{Im} \partial_k) = \text{dim} (\partial_k)$

the Betti number is then $\beta_k = \text{dim} (\partial_k) - \text{rank}(\text{Im} \partial_k)) - \text{rank} (\text{Im} \partial_{k+1})$

where the rank of the image of an operator can be easily computed using the rank method available in numpy. Then the method of calculating the Betti number is

class SimplicialComplex:
...
def betti_number(self, i):
boundop_i = self.boundary_operator(i)
boundop_ip1 = self.boundary_operator(i+1)

if i==0:
boundop_i_rank = 0
else:
try:
boundop_i_rank = np.linalg.matrix_rank(boundop_i.toarray())
except np.linalg.LinAlgError:
boundop_i_rank = boundop_i.shape
try:
boundop_ip1_rank = np.linalg.matrix_rank(boundop_ip1.toarray())
except np.linalg.LinAlgError:
boundop_ip1_rank = boundop_ip1.shape

return ((boundop_i.shape-boundop_i_rank)-boundop_ip1_rank)


If we draw a simplicial complex on a 2-dimensional plane, we almost have $\beta_0$, $\beta_1$ and $\beta_2$. $\beta_0$ indicates the number of components, $\beta_1$ the number of bases for a tunnel, and $\beta_2$ the number of voids.

Let’s have some examples. Suppose we have a triangle, not filled.

e1 = [(0, 1), (1, 2), (2, 0)]
sc1 = SimplicialComplex(e1)


Then the Betti numbers are:


In : sc1.betti_number(0)
Out: 1

In : sc1.betti_number(1)
Out: 1

In : sc1.betti_number(2)
Out: 0


Let’s try another example with multiple components.

e2 = [(1,2), (2,3), (3,1), (4,5,6), (6,7), (7,4)]
sc2 = SimplicialComplex(e2)


We can graphically represent it using networkx:

import networkx as nx
import matplotlib.pyplot as plt
n2 = nx.Graph()
nx.draw(n2)
plt.show()


And its Betti numbers are as follow:


In : sc2.betti_number(0)
Out: 2

In : sc2.betti_number(1)
Out: 2

In : sc2.betti_number(2)
Out: 0


A better illustration is the Wolfram Demonstration, titled “Simplicial Homology of the Alpha Complex”.

On top of the techniques in this current post, we can describe the homology of discrete points using persistent homology, which I will describe in my future posts. I will probably spend a post on homotopy in comparison to other types of quantitative problems.