Related papers: An improved dqds algorithm
In this paper, we introduce a new, fast data assimilation algorithm for a 2D linear advection equation with divergence-free coefficients. We first apply the nodal discontinuous Galerkin (DG) method to discretize the advection equation, and…
This article introduces HODLR2D, a new hierarchical low-rank representation for a class of dense matrices arising out of $N$ body problems in two dimensions. Using this new hierarchical framework, we propose a new fast matrix-vector product…
A novel algorithm is proposed for CANDECOMP/PARAFAC tensor decomposition to exploit best rank-1 tensor approximation. Different from the existing algorithms, our algorithm updates rank-1 tensors simultaneously in parallel. In order to…
In this paper, a modified BFGS algorithm is proposed. The modified BFGS matrix estimates a modified Hessian matrix which is a convex combination of an identity matrix for the steepest descent algorithm and a Hessian matrix for the Newton…
Approximate Simultaneous Diagonalization (ASD) is a problem to find a common similarity transformation which approximately diagonalizes a given square-matrix tuple. Many data science problems have been reduced into ASD through ingenious…
We revisit the stochastic limited-memory BFGS (L-BFGS) algorithm. By proposing a new framework for the convergence analysis, we prove improved convergence rates and computational complexities of the stochastic L-BFGS algorithms compared to…
Distributed algorithms to solve linear equations in multi-agent networks have attracted great research attention and many iteration-based distributed algorithms have been developed. The convergence speed is a key factor to be considered for…
To accelerate and compress deep neural networks (DNNs), many network quantization algorithms have been proposed. Although the quantization strategy of any algorithm from the state-of-the-arts may outperform others in some network…
We present an asymptotically faster algorithm for solving linear systems in well-structured 3-dimensional truss stiffness matrices. These linear systems arise from linear elasticity problems, and can be viewed as extensions of graph…
With the recent emergence of mixed precision hardware, there has been a renewed interest in its use for solving numerical linear algebra problems fast and accurately. The solution of total least squares problems, i.e., solving $\min_{E,r}…
We present 3DGS-LM, a new method that accelerates the reconstruction of 3D Gaussian Splatting (3DGS) by replacing its ADAM optimizer with a tailored Levenberg-Marquardt (LM). Existing methods reduce the optimization time by decreasing the…
Decentralized learning recently has received increasing attention in machine learning due to its advantages in implementation simplicity and system robustness, data privacy. Meanwhile, the adaptive gradient methods show superior…
We propose a new multistep deep learning-based algorithm for the resolution of moderate to high dimensional nonlinear backward stochastic differential equations (BSDEs) and their corresponding parabolic partial differential equations (PDE).…
We study the consensus decentralized optimization problem where the objective function is the average of $n$ agents private non-convex cost functions; moreover, the agents can only communicate to their neighbors on a given network topology.…
Reconfigurable optical topologies promise to improve the performance in datacenters by dynamically optimizing the physical network in a demand-aware manner. State-of-the-art optical technologies allow to establish and update direct…
In this paper we present a new methodology for data accesses when solving batches of Tridiagonal and Pentadiagonal matrices that all share the same LHS matrix. By only storing one copy of this matrix there is a significant reduction in…
The GW approach produces highly accurate quasiparticle energies, but its application to large systems is computationally challenging, which can be largely attributed to the difficulty in computing the inverse dielectric matrix. To address…
In this paper, we propose Distributed Mirror Descent (DMD) algorithm for constrained convex optimization problems on a (strongly-)connected multi-agent network. We assume that each agent has a private objective function and a constraint…
A cumbersome operation in numerical analysis and linear algebra, optimization, machine learning and engineering algorithms; is inverting large full-rank matrices which appears in various processes and applications. This has both numerical…
Stochastic gradient descent (SGD) algorithm and its variations have been effectively used to optimize neural network models. However, with the rapid growth of big data and deep learning, SGD is no longer the most suitable choice due to its…