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In many problems in Computational Physics and Chemistry, one finds a special kind of sparse matrices, termed "banded matrices". These matrices, which are defined as having non-zero entries only within a given distance from the main…

Computational Physics · Physics 2013-06-21 Pablo García-Risueño , Pablo Echenique

In this paper, we propose a new distributed algorithm, called Directed Transmission Method (DTM). DTM is a fully asynchronous and continuous-time iterative algorithm to solve SPD sparse linear system. As an architecture-aware algorithm, DTM…

Numerical Analysis · Mathematics 2010-09-09 Fei Wei , Huazhong Yang

Sparse matrix-matrix multiplication (or SpGEMM) is a key primitive for many high-performance graph algorithms as well as for some linear solvers, such as algebraic multigrid. The scaling of existing parallel implementations of SpGEMM is…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-11-18 Ariful Azad , Grey Ballard , Aydin Buluc , James Demmel , Laura Grigori , Oded Schwartz , Sivan Toledo , Samuel Williams

Numerically solving ordinary differential equations (ODEs) is a naturally serial process and as a result the vast majority of ODE solver software are serial. In this manuscript we developed a set of parallelized ODE solvers using…

Numerical Analysis · Mathematics 2022-09-13 Utkarsh , Chris Elrod , Yingbo Ma , Christopher Rackauckas

In this paper, we propose a hybrid parallel programming approach for a numerical solution of a two-dimensional acoustic wave equation using an implicit difference scheme for a single computer. The calculations are carried out in an implicit…

Computational Physics · Physics 2020-06-19 Arshyn Altybay , Michael Ruzhansky , Niyaz Tokmagambetov

In this paper, we consider a recursive estimation problem for linear regression where the signal to be estimated admits a sparse representation and measurement samples are only sequentially available. We propose a convergent parallel…

Optimization and Control · Mathematics 2017-12-12 Yang Yang , Mengyi Zhang , Marius Pesavento , Daniel P. Palomar

Gradient descent optimizations and backpropagation are the most common methods for training neural networks, but they are computationally expensive for real time applications, need high memory resources, and are difficult to converge for…

Machine Learning · Computer Science 2022-07-05 Seyyed Mostafa Mousavi Janbeh Sarayi , Mansour Nikkhah Bahrami

This paper presents a novel parallel splitting algorithm for solving quasi-static multiple-network poroelasticity (MPET) equations. By introducing a total pressure variable, the MPET system can be reformulated into a coupled…

Numerical Analysis · Mathematics 2025-07-29 Jijing Zhao , Huangxin Chen , Mingchao Cai , Shuyu Sun

In this paper, we propose a parallel-in-time algorithm for approximately solving parabolic equations. In particular, we apply the $k$-step backward differentiation formula, and then develop an iterative solver by using the waveform…

Numerical Analysis · Mathematics 2021-06-04 Shuonan Wu , Zhi Zhou

We present an algorithm for the solution of a simultaneous space-time discretization of linear parabolic evolution equations with a symmetric differential operator in space. Building on earlier work, we recast this discretization into a…

Numerical Analysis · Mathematics 2021-09-07 Raymond van Venetië , Jan Westerdiep

We are concerned with the fastest possible direct numerical solution algorithm for a thin-banded or tridiagonal linear system of dimension $N$ on a distributed computing network of $N$ nodes that is connected in a binary communication tree.…

Numerical Analysis · Mathematics 2018-02-02 Martin Neuenhofen

The main objective of this work consists in analyzing sub-structuring method for the parallel solution of sparse linear systems with matrices arising from the discretization of partial differential equations such as finite element, finite…

Numerical Analysis · Mathematics 2021-08-31 Abal-Kassim Cheik Ahamed , Frédéric Magoulès

A parallelization of a sweeping preconditioner for 3D Helmholtz equations without large cavities is introduced and benchmarked for several challenging velocity models. The setup and application costs of the sequential preconditioner are…

Numerical Analysis · Computer Science 2013-11-26 Jack Poulson , Björn Engquist , Siwei Li , Lexing Ying

We solve Poisson's equation using new multigrid algorithms that converge rapidly. The novel feature of the 2D and 3D algorithms are the use of extra diagonal grids in the multigrid hierarchy for a much richer and effective communication…

Numerical Analysis · Mathematics 2025-10-20 A. J. Roberts

The history of research on eigenvalue problems is rich with many outstanding contributions. Nonetheless, the rapidly increasing size of data sets requires new algorithms for old problems in the context of extremely large matrix dimensions.…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-12-17 Hesam T. Dashti , Alireza F. Siahpirani , Liya Wang , Mary Kloc , Amir H. Assadi

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

We develop a multilevel approach to compute approximate solutions to backward differential equations (BSDEs). The fully implementable algorithm of our multilevel scheme constructs sequential martingale control variates along a sequence of…

Probability · Mathematics 2014-12-11 Dirk Becherer , Plamen Turkedjiev

The implementation of a vast majority of machine learning (ML) algorithms boils down to solving a numerical optimization problem. In this context, Stochastic Gradient Descent (SGD) methods have long proven to provide good results, both in…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-10-06 Janis Keuper , Franz-Josef Pfreundt

The ubiquity of massive graph data sets in numerous applications requires fast algorithms for extracting knowledge from these data. We are motivated here by three electrical measures for the analysis of large small-world graphs $G = (V, E)$…

Data Structures and Algorithms · Computer Science 2021-02-09 Eugenio Angriman , Maria Predari , Alexander van der Grinten , Henning Meyerhenke

In this paper, we present a parallel computing method for the coupled-cluster singles and doubles (CCSD) in periodic systems. The CCSD in periodic systems solves simultaneous equations for single-excitation and double-excitation amplitudes.…

Strongly Correlated Electrons · Physics 2019-11-04 Takumi Yamashita , Taichi Kosugi , Yu-ichiro Matsushita , Tetsuya Sakurai