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We present a distributed-memory library for computations with dense structured matrices. A matrix is considered structured if its off-diagonal blocks can be approximated by a rank-deficient matrix with low numerical rank. Here, we use…

Mathematical Software · Computer Science 2015-06-29 François-Henry Rouet , Xiaoye S. Li , Pieter Ghysels , Artem Napov

Structured dense matrices result from boundary integral problems in electrostatics and geostatistics, and also Schur complements in sparse preconditioners such as multi-frontal methods. Exploiting the structure of such matrices can reduce…

Numerical Analysis · Mathematics 2023-11-03 Sameer Deshmukh , Qinxiang Ma , Rio Yokota , George Bosilca

Inversion of sparse matrices with standard direct solve schemes is robust, but computationally expensive. Iterative solvers, on the other hand, demonstrate better scalability; but, need to be used with an appropriate preconditioner (e.g.,…

Numerical Analysis · Mathematics 2017-09-28 Hadi Pouransari , Pieter Coulier , Eric Darve

In this article, we introduce a fast and memory efficient solver for sparse matrices arising from the finite element discretization of elliptic partial differential equations (PDEs). We use a fast direct (but approximate) multifrontal…

Numerical Analysis · Computer Science 2015-04-23 AmirHossein Aminfar , Eric Darve

When solving partial differential equations (PDEs) using finite difference or finite element methods, efficient solvers are required for handling large sparse linear systems. In this paper, a recursive sparse LU decomposition for matrices…

Numerical Analysis · Mathematics 2024-08-27 Zhu Xuanru , Lai Jun

In this work, we develop a fast hierarchical solver for solving large, sparse least squares problems. We build upon the algorithm, spaQR (sparsified QR), that was developed by the authors to solve large sparse linear systems. Our algorithm…

Numerical Analysis · Mathematics 2021-03-05 Abeynaya Gnanasekaran , Eric Darve

Generalized sparse matrix-matrix multiplication is a key primitive for many high performance graph algorithms as well as some linear solvers such as multigrid. We present the first parallel algorithms that achieve increasing speedups for an…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-08-09 Aydın Buluç , John R. Gilbert

This article presents a fast solver for the dense "frontal" matrices that arise from the multifrontal sparse elimination process of 3D elliptic PDEs. The solver relies on the fact that these matrices can be efficiently represented as a…

Numerical Analysis · Computer Science 2015-12-08 Amirhossein Aminfar , Sivaram Ambikasaran , Eric Darve

In this work, we consider the reformulation of hierarchical ($\mathcal{H}$) matrix algorithms for many-core processors with a model implementation on graphics processing units (GPUs). $\mathcal{H}$ matrices approximate specific dense…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-09-04 Peter Zaspel

Factorization of large dense matrices are ubiquitous in engineering and data science applications, e.g. preconditioners for iterative boundary integral solvers, frontal matrices in sparse multifrontal solvers, and computing the determinant…

Numerical Analysis · Mathematics 2022-08-24 Qianxiang Ma , Sameer Deshmukh , Rio Yokota

We present a fast algorithm for linear least squares problems governed by hierarchically block separable (HBS) matrices. Such matrices are generally dense but data-sparse and can describe many important operators including those derived…

Numerical Analysis · Mathematics 2014-06-17 Kenneth L. Ho , Leslie Greengard

The solution of large sparse linear systems is often the most time-consuming part of many science and engineering applications. Computational fluid dynamics, circuit simulation, power network analysis, and material science are just a few…

Numerical Analysis · Computer Science 2011-09-20 Murat Manguoglu

We present a parallel hierarchical solver for general sparse linear systems on distributed-memory machines. For large-scale problems, this fully algebraic algorithm is faster and more memory-efficient than sparse direct solvers because it…

Numerical Analysis · Mathematics 2017-12-21 Chao Chen , Hadi Pouransari , Sivasankaran Rajamanickam , Erik G. Boman , Eric Darve

Randomized sampling has recently been proven a highly efficient technique for computing approximate factorizations of matrices that have low numerical rank. This paper describes an extension of such techniques to a wider class of matrices…

Numerical Analysis · Mathematics 2015-03-25 Per-Gunnar Martinsson

The parallel linear equations solver capable of effectively using 1000+ processors becomes the bottleneck of large-scale implicit engineering simulations. In this paper, we present a new hierarchical parallel master-slave-structural…

Computational Physics · Physics 2015-06-11 Ran Xu , Bin Liu , Yuan Dong

Nowadays, analyzing and reducing the ever larger astronomical datasets is becoming a crucial challenge, especially for long cumulated observation times. The INTEGRAL/SPI X-gamma-ray spectrometer is an instrument for which it is essential to…

Instrumentation and Methods for Astrophysics · Physics 2013-05-27 L. Bouchet , P. Amestoy , A. Buttari , F. -H. Rouet , M. Chauvin

We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…

Modern large language models (LLMs) place extraordinary pressure on memory and compute budgets, making principled compression indispensable for both deployment and continued training. We present Hierarchical Sparse Plus Low-Rank (HSS)…

Machine Learning · Computer Science 2026-01-14 Pawan Kumar , Aditi Gupta

Efficient solutions of large-scale, ill-conditioned and indefinite algebraic equations are ubiquitously needed in numerous computational fields, including multiphysics simulations, machine learning, and data science. Because of their…

Mathematical Software · Computer Science 2026-05-25 Xiaoye Sherry Li , Yang Liu

Iterative methods for solving large sparse systems of linear equations are widely used in many HPC applications. Extreme scaling of these methods can be difficult, however, since global communication to form dot products is typically…

Mathematical Software · Computer Science 2020-09-29 Nick Brown , J. Mark Bull , Iain Bethune
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