Related papers: An Efficient Parallel Solver for SDD Linear System…
We study sublinear-time algorithms for solving linear systems $Sz = b$, where $S$ is a diagonally dominant matrix, i.e., $|S_{ii}| \geq \delta + \sum_{j \ne i} |S_{ij}|$ for all $i \in [n]$, for some $\delta \geq 0$. We present randomized…
We present the first parallel depth-first search algorithm for undirected graphs that has near-linear work and sublinear depth. Concretely, in any $n$-node $m$-edge undirected graph, our algorithm computes a DFS in $\tilde{O}(\sqrt{n})$…
We describe an asynchronous parallel stochastic coordinate descent algorithm for minimizing smooth unconstrained or separably constrained functions. The method achieves a linear convergence rate on functions that satisfy an essential strong…
We propose a parallelizable sparse inverse formulation Gaussian process (SpInGP) for temporal models. It uses a sparse precision GP formulation and sparse matrix routines to speed up the computations. Due to the state-space formulation used…
Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and…
In this article we consider the inversion problem for polynomially computable discrete functions. These functions describe behavior of many discrete systems and are used in model checking, hardware verification, cryptanalysis, computer…
The Parareal algorithm is used to solve time-dependent problems considering multiple solvers that may work in parallel. The key feature is a initial rough approximation of the solution that is iteratively refined by the parallel solvers. We…
We develop a family of parallel algorithms for the SpKAdd operation that adds a collection of k sparse matrices. SpKAdd is a much needed operation in many applications including distributed memory sparse matrix-matrix multiplication…
In the literature, besides the assumption of strict complementarity, superlinear convergence of implementable polynomial-time interior point algorithms using known search directions, namely, the HKM direction, its dual or the NT direction,…
We propose a two-level iterative scheme for solving general sparse linear systems. The proposed scheme consists of a sparse preconditioner that increases the skew-symmetric part and makes the main diagonal of the coefficient matrix as close…
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…
We introduce a family of numerical algorithms for the solution of linear system in higher dimensions with the matrix and right hand side given and the solution sought in the tensor train format. The proposed methods are rank--adaptive and…
We consider the problem of reconstructing an infinite set of sparse, finite-dimensional vectors, that share a common sparsity pattern, from incomplete measurements. This is in contrast to the work [17], where the single vector signal can be…
We propose a new asynchronous parallel block-descent algorithmic framework for the minimization of the sum of a smooth nonconvex function and a nonsmooth convex one, subject to both convex and nonconvex constraints. The proposed framework…
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…
Understanding the singular value spectrum of a matrix $A \in \mathbb{R}^{n \times n}$ is a fundamental task in countless applications. In matrix multiplication time, it is possible to perform a full SVD and directly compute the singular…
In this work, we propose a parallel-in-time solver for linear and nonlinear ordinary differential equations. The approach is based on an efficient multilevel solver of the Schur complement related to a multilevel time partition. For linear…
In this paper we review the parallel solution of sparse linear systems, usually deriving by the discretization of ODE-IVPs or ODE-BVPs. The approach is based on the concept of parallel factorization of a (block) tridiagonal matrix. This…
Harnessing parallelism in seemingly sequential models is a central challenge for modern machine learning. Several approaches have been proposed for evaluating sequential processes in parallel using iterative fixed-point methods, like…
We provide new high-accuracy randomized algorithms for solving linear systems and regression problems that are well-conditioned except for $k$ large singular values. For solving such $d \times d$ positive definite system our algorithms…