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In our previous work [arXiv:2202.10042], the complexity of Sinkhorn iteration is reduced from $O(N^2)$ to the optimal $O(N)$ by leveraging the special structure of the kernel matrix. In this paper, we explore the special structure of kernel…

Optimization and Control · Mathematics 2022-06-22 Qichen Liao , Zihao Wang , Jing Chen , Bo Bai , Shi Jin , Hao Wu

Fast multipole methods (FMM) on distributed mem- ory have traditionally used a bulk-synchronous model of com- municating the local essential tree (LET) and overlapping it with computation of the local data. This could be perceived as an…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-05-30 Mustafa AbdulJabbar , Rio Yokota , David Keyes

Approximation theorem is one of the most important aspects of numerical analysis that has evolved over the years with many different approaches. Some of the most popular approximation methods include the Lebesgue approximation theorem, the…

Numerical Analysis · Mathematics 2024-04-16 Ishmael N. Amartey

This work is concerned with the kernel-based approximation of a complex-valued function from data, where the frequency response function of a partial differential equation in the frequency domain is of particular interest. In this setting,…

Computational Engineering, Finance, and Science · Computer Science 2024-11-26 Julien Bect , Niklas Georg , Ulrich Römer , Sebastian Schöps

We consider an efficient preconditioner for boundary integral equation (BIE) formulations of the two-dimensional Stokes equations in porous media. While BIEs are well-suited for resolving the complex porous geometry, they lead to a dense…

Numerical Analysis · Mathematics 2016-09-16 Pieter Coulier , Bryan Quaife , Eric Darve

Large classes of materials systems in physics and engineering are governed by magnetic and electrostatic interactions. Continuum or mesoscale descriptions of such systems can be cast in terms of integral equations, whose direct…

Computational Physics · Physics 2016-08-15 Xikai Jiang , Jiyuan Li , Xujun Zhao , Jian Qin , Dmitry Karpeev , Juan Hernandez-Ortiz , Juan de Pablo , Olle Heinonen

This work explores the representation of univariate and multivariate functions as matrix product states (MPS), also known as quantized tensor-trains (QTT). It proposes an algorithm that employs iterative Chebyshev expansions and Clenshaw…

Kernel matrix-vector product is ubiquitous in many science and engineering applications. However, a naive method requires $O(N^2)$ operations, which becomes prohibitive for large-scale problems. We introduce a parallel method that provably…

Mathematical Software · Computer Science 2021-04-30 Ruoxi Wang , Chao Chen , Jonghyun Lee , Eric Darve

In this work, the fast-convolving reproducing kernel particle method (FC-RKPM) is introduced. This method is hundreds to millions of times faster than the traditional RKPM for 3D meshfree simulations. In this approach, the meshfree…

Numerical Analysis · Mathematics 2024-04-01 Siavash Jafarzadeh , Michael Hillman

In a recent paper we have suggested that the finite temperature density matrix can be computed efficiently by a combination of polynomial expansion and iterative inversion techniques. We present here significant improvements over this…

Materials Science · Physics 2010-10-19 Michele Ceriotti , Thomas D. Kühne , Michele Parrinello

Efficient and stable algorithms for the calculation of spectral quantities and correlation functions are some of the key tools in computational condensed matter physics. In this article we review basic properties and recent developments of…

Other Condensed Matter · Physics 2007-05-23 Alexander Weisse , Gerhard Wellein , Andreas Alvermann , Holger Fehske

To speed up Gaussian process inference, a number of fast kernel matrix-vector multiplication (MVM) approximation algorithms have been proposed over the years. In this paper, we establish an exact fast kernel MVM algorithm based on exact…

Machine Learning · Statistics 2025-08-05 Nicolas Langrené , Xavier Warin , Pierre Gruet

We develop and analyze a new approach for simultaneously computing multiple solutions to the Helmholtz equation for different frequencies and different forcing functions. The new Multi-Frequency WaveHoltz (MFWH) algorithm is an extension of…

We build upon Estrin et al. (2019) to develop a general constrained nonlinear optimization algorithm based on a smooth penalty function proposed by Fletcher (1970, 1973b). Although Fletcher's approach has historically been considered…

Optimization and Control · Mathematics 2020-07-03 Ron Estrin , Michael Friedlander , Dominique Orban , Michael Saunders

The Krasnosel'skii-Mann (KM) algorithm is the most fundamental iterative scheme designed to find a fixed point of an averaged operator in the framework of a real Hilbert space, since it lies at the heart of various numerical algorithms for…

Optimization and Control · Mathematics 2023-08-28 Radu Ioan Bot , Dang-Khoa Nguyen

The accurate and efficient evaluation of potentials is of great importance for the numerical solution of partial differential equations. When the integration domain of the potential is irregular and is discretized by an unstructured mesh,…

Numerical Analysis · Mathematics 2022-06-20 Zewen Shen , Kirill Serkh

Computing low-rank approximations of kernel matrices is an important problem with many applications in scientific computing and data science. We propose methods to efficiently approximate and store low-rank approximations to kernel matrices…

Numerical Analysis · Mathematics 2025-03-14 Abraham Khan , Arvind K. Saibaba

An important linear algebra routine, GEneral Matrix Multiplication (GEMM), is a fundamental operator in deep learning. Compilers need to translate these routines into low-level code optimized for specific hardware. Compiler-level…

Machine Learning · Computer Science 2019-09-25 Huaqing Zhang , Xiaolin Cheng , Hui Zang , Dae Hoon Park

Efficient long-time integration of nonlinear fractional differential equations is significantly challenging due to the integro-differential nature of the fractional operators. In addition, the inherent non-smoothness introduced by the…

Numerical Analysis · Mathematics 2019-09-11 Yongtao Zhou , Jorge L. Suzuki , Chengjian Zhang , Mohsen Zayernouri

A grouping-circular-based (GCB) greedy algorithm is proposed to promote the efficiency of mesh deformation. By incorporating the multigrid concept that the computational errors on the fine mesh can be approximated with those on the coarse…

Numerical Analysis · Mathematics 2021-03-17 Hong Fang , He Zhang , Fanli Shan , Ming Tie , Xing Zhang , Jinghua Sun
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