Related papers: A Randomized Parallel Algorithm with Run Time $O(n…
Randomized quantum algorithms have been proposed in the context of quantum simulation and quantum linear algebra with the goal of constructing shallower circuits than methods based on block encodings. While the algorithmic complexities of…
Solving linear systems of equations is a fundamental problem in mathematics. When the linear system is so large that it cannot be loaded into memory at once, iterative methods such as the randomized Kaczmarz method excel. Here, we extend…
We present the first parallel algorithm for solving systems of linear equations in symmetric, diagonally dominant (SDD) matrices that runs in polylogarithmic time and nearly-linear work. The heart of our algorithm is a construction of a…
In this paper we present a new algorithm for solving linear programs that requires only $\tilde{O}(\sqrt{rank(A)}L)$ iterations to solve a linear program with $m$ constraints, $n$ variables, and constraint matrix $A$, and bit complexity…
Solving linear systems of equations is a common problem that arises both on its own and as a subroutine in more complex problems: given a matrix A and a vector b, find a vector x such that Ax=b. We consider the case where one doesn't need…
We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…
Asynchronous methods for solving systems of linear equations have been researched since Chazan and Miranker's pioneering 1969 paper on chaotic relaxation. The underlying idea of asynchronous methods is to avoid processor idle time by…
The {\it matrix-chain multiplication} problem is a classic problem that is widely taught to illustrate dynamic programming. The textbook solution runs in $\theta(n^3)$ time. However, there is a complex $O(n \log n)$-time method \cite{HU82},…
A distributed algorithm is described for solving a linear algebraic equation of the form $Ax=b$ assuming the equation has at least one solution. The equation is simultaneously solved by $m$ agents assuming each agent knows only a subset of…
We give a stochastic optimization algorithm that solves a dense $n\times n$ real-valued linear system $Ax=b$, returning $\tilde x$ such that $\|A\tilde x-b\|\leq \epsilon\|b\|$ in time: $$\tilde O((n^2+nk^{\omega-1})\log1/\epsilon),$$ where…
We consider asynchronous versions of the first and second order Richardson methods for solving linear systems of equations. These methods depend on parameters whose values are chosen a priori. We explore the parameter values that can be…
In this paper, we present novel randomized algorithms for solving saddle point problems whose dual feasible region is given by the direct product of many convex sets. Our algorithms can achieve an ${\cal O}(1/N)$ and ${\cal O}(1/N^2)$ rate…
This paper considers one of the fundamental parallel-in-time methods for the solution of ordinary differential equations, Parareal, and extends it by adopting a neural network as a coarse propagator. We provide a theoretical analysis of the…
Important papers have appeared recently on the problem of indexing binary strings for jumbled pattern matching, and further lowering the time bounds in terms of the input size would now be a breakthrough with broad implications. We can…
We present a randomized parallel algorithm that computes the greatest common divisor of two integers of n bits in length with probability 1-o(1) that takes O(n loglog n / log n) expected time using n^{6+\epsilon} processors on the EREW PRAM…
Probabilistic numerical solvers for ordinary differential equations (ODEs) treat the numerical simulation of dynamical systems as problems of Bayesian state estimation. Aside from producing posterior distributions over ODE solutions and…
Can linear systems be solved faster than matrix multiplication? While there has been remarkable progress for the special cases of graph structured linear systems, in the general setting, the bit complexity of solving an $n \times n$ linear…
The area of sublinear algorithms have recently received a lot of attention. In this setting, one has to choose specific access model for the input, as the algorithm does not have time to pre-process or even to see the whole input. A…
We describe, study, and experiment with an algorithm for finding all solutions of systems of polynomial equations using homotopy continuation and monodromy. This algorithm follows a framework developed in previous work and can operate in…
Randomized parallel algorithms for many fundamental problems achieve optimal linear work in expectation, but upgrading this guarantee to hold with high probability (whp) remains a recurring theoretical challenge. In this paper, we address…