Mathematical Software
The increase in performance and power of computing systems requires the wider use of program optimizations. The goal of performing optimizations is not only to reduce program runtime, but also to reduce other computer resources including…
In the literature on algorithms for performing the multi-term addition $s_n=\sum_{i=1}^n x_i$ using floating-point arithmetic it is often shown that a hardware unit that has single normalization and rounding improves precision, area,…
This report provides the mathematical details of the gsplat library, a modular toolbox for efficient differentiable Gaussian splatting, as proposed by Kerbl et al. It provides a self-contained reference for the computations involved in the…
We introduce Lineax, a library bringing linear solves and linear least-squares to the JAX+Equinox scientific computing ecosystem. Lineax uses general linear operators, and unifies linear solves and least-squares into a single,…
A hybrid MPI+OpenMP strategy for parallelizing multiple precision Taylor series method is proposed, realized and tested. To parallelize the algorithm we combine MPI and OpenMP parallel technologies together with GMP library (GNU miltiple…
Heterogeneous computing and exploiting integrated CPU-GPU architectures has become a clear current trend since the flattening of Moore's Law. In this work, we propose a numerical and algorithmic re-design of a p-adaptive quadrature-free…
This report provides an introduction to the ensmallen numerical optimization library, as well as a deep dive into the technical details of how it works. The library provides a fast and flexible C++ framework for mathematical optimization of…
HDSDP is a numerical software solving the semidefinite programming problems. The main framework of HDSDP resembles the dual-scaling interior point solver DSDP [BY2008] and several new features, including a dual method based on the…
The optimization of the matrix multiplication (or GEMM) has been a need during the last decades. This operation is considered the flagship of current linear algebra libraries such as BLIS, OpenBLAS, or Intel OneAPI because of its widespread…
We present the Seismic Laboratory for Imaging and Modeling/Monitoring (SLIM) open-source software framework for computational geophysics and, more generally, inverse problems involving the wave-equation (e.g., seismic and medical…
HyperNetX (HNX) is an open source Python library for the analysis and visualization of complex network data modeled as hypergraphs. Initially released in 2019, HNX facilitates exploratory data analysis of complex networks using algebraic…
We present a versatile open-source pipeline for simulating inhomogeneous reaction-diffusion processes in highly resolved, image-based geometries of porous media with reactive boundaries. Resolving realistic pore-scale geometries in…
This paper shows how to optimize sparse tensor algebraic expressions by introducing temporary tensors, called workspaces, into the resulting loop nests. We develop a new intermediate language for tensor operations called concrete index…
The introduction of posit reopened the debate about the utility of IEEE754 in specific domains. In this context, we propose a high-level language (Scala) library that aims to reduce the effort of designing and testing new number…
While loop reordering and fusion can make big impacts on the constant-factor performance of dense tensor programs, the effects on sparse tensor programs are asymptotic, often leading to orders of magnitude performance differences in…
The Sparse Grids Matlab Kit provides a Matlab implementation of sparse grids, and can be used for approximating high-dimensional functions and, in particular, for surrogate-model-based uncertainty quantification. It is lightweight,…
Many modern discontinuous Galerkin (DG) methods for conservation laws make use of summation by parts operators and flux differencing to achieve kinetic energy preservation or entropy stability. While these techniques increase the robustness…
Discrete Element Methods (DEM), i.e.~the simulation of many rigid particles, suffer from very stiff differential equations plus multiscale challenges in space and time. The particles move smoothly through space until they interact almost…
The GraphBLAS standard (GraphBlas.org) is being developed to bring the potential of matrix based graph algorithms to the broadest possible audience. Mathematically the Graph- BLAS defines a core set of matrix-based graph operations that can…
The Chisholm rational approximant is a natural generalization to two variables of the well-known single variable Pad\'e approximant, and has the advantage of reducing to the latter when one of the variables is set equals to 0. We present,…