Numerical Analysis
Simultaneous matrix diagonalization is used as a subroutine in many machine learning problems, including blind source separation and paramater estimation in latent variable models. Here, we extend algorithms for performing joint…
In this paper, we study the global convergence of majorization minimization (MM) algorithms for solving nonconvex regularized optimization problems. MM algorithms have received great attention in machine learning. However, when applied to…
Mean field type models describing the limiting behavior of stochastic differential games as the number of players tends to +$\infty$, have been recently introduced by J-M. Lasry and P-L. Lions. Under suitable assumptions, they lead to a…
In this article, we introduce a fast and memory efficient solver for sparse matrices arising from the finite element discretization of elliptic partial differential equations (PDEs). We use a fast direct (but approximate) multifrontal…
Schemes with the second-order approximation in time are considered for numerical solving the Cauchy problem for an evolutionary equation of first order with a self-adjoint operator. The implicit two-level scheme based on the Pad\'{e}…
This work presents a technique for statistically modeling errors introduced by reduced-order models. The method employs Gaussian-process regression to construct a mapping from a small number of computationally inexpensive `error indicators'…
This work presents a method to adaptively refine reduced-order models \emph{a posteriori} without requiring additional full-order-model solves. The technique is analogous to mesh-adaptive $h$-refinement: it enriches the reduced-basis space…
In this paper, we review the parallel and distributed optimization algorithms based on the alternating direction method of multipliers (ADMM) for solving "big data" optimization problems in modern communication networks. We first introduce…
We present an algebraic method for constructing a highly effective coarse grid correction to accelerate domain decomposition. The coarse problem is constructed from the original matrix and a small set of input vectors that span a low-degree…
We introduce a fast mesh-based method for computing N-body interactions that is both scalable and accurate. The method is founded on a particle-particle--particle-mesh P3M approach, which decomposes a potential into rapidly decaying…
Hyper spectral imaging is a remote sensing technology, providing variety of applications such as material identification, space object identification, planetary exploitation etc. It deals with capturing continuum of images of the earth…
A thin shell finite element approach based on Loop's subdivision surfaces is proposed, capable of dealing with large deformations and anisotropic growth. To this end, the Kirchhoff-Love theory of thin shells is derived and extended to allow…
The aim of the paper is to derive for the negative correlation function with a time parameter an asymptotic disjunction of the numerical generalized least-squares estimator of an unknown constant mean of random field in fact the correct…
The damped Gauss-Newton (dGN) algorithm for CANDECOMP/PARAFAC (CP) decomposition can handle the challenges of collinearity of factors and different magnitudes of factors; nevertheless, for factorization of an $N$-D tensor of size $I_1\times…
Product between mode-$n$ unfolding $\bY_{(n)}$ of an $N$-D tensor $\tY$ and Khatri-Rao products of $(N-1)$ factor matrices $\bA^{(m)}$, $m = 1,..., n-1, n+1, ..., N$ exists in algorithms for CANDECOMP/PARAFAC (CP). If $\tY$ is an error…
The kernel-independent fast multipole method (KIFMM) proposed in [1] is of almost linear complexity. In the original KIFMM the time-consuming M2L translations are accelerated by FFT. However, when more equivalent points are used to achieve…
We define the notion of effective stiffness and show that it can used to build sparsifiers, algorithms that sparsify linear systems arising from finite-element discretizations of PDEs. In particular, we show that sampling $O(n\log n)$…
The main aim of this paper is to document the performance of $p$-refinement with respect to maximum principles and the non-negative constraint. The model problem is (steady-state) anisotropic diffusion with decay (which is a second-order…
In this paper we consider a modification to Darcy equation by taking into account the dependence of viscosity on the pressure. We present a stabilized mixed formulation for the resulting governing equations. Equal-order interpolation for…
The use of multigrid and related preconditioners with the finite element method is often limited by the difficulty of applying the algorithm effectively to a problem, especially when the domain has a complex shape or adaptive refinement. We…