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We present a fast randomized algorithm that computes a low rank LU decomposition. Our algorithm uses random projections type techniques to efficiently compute a low rank approximation of large matrices. The randomized LU algorithm can be…

Numerical Analysis · Mathematics 2016-02-02 Gil Shabat , Yaniv Shmueli , Yariv Aizenbud , Amir Averbuch

In this article, we establish a class of new accelerated modulus-based iteration methods for solving the linear complementarity problem. When the system matrix is an $H_+$-matrix, we present appropriate criteria for the convergence…

Optimization and Control · Mathematics 2023-05-05 Bharat Kumar , Deepmala , A. K. Das

Sparse matrix-vector multiplication (SpMV) is a central building block for scientific software and graph applications. Recently, heterogeneous processors composed of different types of cores attracted much attention because of their…

Mathematical Software · Computer Science 2015-09-15 Weifeng Liu , Brian Vinter

The increasing importance of multicore processors calls for a reevaluation of established numerical algorithms in view of their ability to profit from this new hardware concept. In order to optimize the existent algorithms, a detailed…

Performance · Computer Science 2012-03-01 Gerald Schubert , Georg Hager , Holger Fehske

We present a new paradigm for speeding up randomized computations of several frequently used functions in machine learning. In particular, our paradigm can be applied for improving computations of kernels based on random embeddings. Above…

Machine Learning · Statistics 2016-04-26 Krzysztof Choromanski , Francois Fagan

We present a parallel computing strategy for a hybridizable discontinuous Galerkin (HDG) nested geometric multigrid (GMG) solver. Parallel GMG solvers require a combination of coarse-grain and fine-grain parallelism to improve time to…

Numerical Analysis · Mathematics 2019-07-18 M. S. Fabien , M. G. Knepley , R. T. Mills , B. M. Riviere

Sparse matrix vector multiplication (SpMV) is one of the most common operations in scientific and high-performance applications, and is often responsible for the application performance bottleneck. While the sparse matrix representation has…

Mathematical Software · Computer Science 2018-05-31 Shizhao Chen , Jianbin Fang , Donglin Chen , Chuanfu Xu , Zheng Wang

The low multilinear rank approximation, also known as the truncated Tucker decomposition, has been extensively utilized in many applications that involve higher-order tensors. Popular methods for low multilinear rank approximation usually…

Numerical Analysis · Mathematics 2021-04-05 Chuanfu Xiao , Chao Yang , Min Li

We present an efficient numerical method for computing Hamiltonian matrix elements between non-orthogonal Slater determinants, focusing on the most time-consuming component of the calculation that involves a sparse array. In the usual case…

Nuclear Theory · Physics 2012-10-22 Yutaka Utsuno , Noritaka Shimizu , Takaharu Otsuka , Takashi Abe

Matrix Factorization (MF) has been widely applied in machine learning and data mining. A large number of algorithms have been studied to factorize matrices. Among them, stochastic gradient descent (SGD) is a commonly used method.…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-06-30 Yuanhang Yu , Dong Wen , Ying Zhang , Xiaoyang Wang , Wenjie Zhang , Xuemin Lin

The main objective of this work consists in analyzing sub-structuring method for the parallel solution of sparse linear systems with matrices arising from the discretization of partial differential equations such as finite element, finite…

Numerical Analysis · Mathematics 2021-08-31 Abal-Kassim Cheik Ahamed , Frédéric Magoulès

Spectral clustering is one of the most popular graph clustering algorithms, which achieves the best performance for many scientific and engineering applications. However, existing implementations in commonly used software platforms such as…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-14 Yu Jin , Joseph F. JaJa

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…

Numerical Analysis · Computer Science 2013-11-14 Richard Peng , Daniel A. Spielman

Sparse linear system solvers are computationally expensive kernels that lie at the heart of numerous applications. This paper proposes a flexible preconditioning framework to substantially reduce the time and energy requirements of this…

Emerging Technologies · Computer Science 2021-07-16 Vasileios Kalantzis , Anshul Gupta , Lior Horesh , Tomasz Nowicki , Mark S. Squillante , Chai Wah Wu

This paper proposes a scalable binary CUR low-rank approximation algorithm that leverages parallel selection of representative rows and columns within a deterministic framework. By employing a blockwise adaptive cross approximation…

Numerical Analysis · Mathematics 2025-03-05 Bowen Su

Sparse Matrix-Matrix Multiplication (SpMM) is a fundamental operation in graph computing and analytics. However, the irregularity of real-world graphs poses significant challenges to achieving efficient SpMM operation for graph data on…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-12-13 Zhonggen Li , Xiangyu Ke , Yifan Zhu , Yunjun Gao , Yaofeng Tu

A fast multilevel algorithm based on directionally scaled tensor-product Gaussian kernels on structured sparse grids is proposed for interpolation of high-dimensional functions and for the numerical integration of high-dimensional…

Numerical Analysis · Mathematics 2015-01-15 Zhaonan Dong , Emmanuil H. Georgoulis , Jeremy Levesley , Fuat Usta

This paper proposes a combination of a hybrid CPU--GPU and a pure GPU software implementation of a direct algorithm for solving shifted linear systems $(A - \sigma I)X = B$ with large number of complex shifts $\sigma$ and multiple…

Mathematical Software · Computer Science 2017-08-24 Nela Bosner , Zvonimir Bujanović , Zlatko Drmač

The study deals with the parallelization of finite element based Navier-Stokes codes using domain decomposition and state-ofart sparse direct solvers. There has been significant improvement in the performance of sparse direct solvers.…

Distributed, Parallel, and Cluster Computing · Computer Science 2009-11-05 Mandhapati P. Raju , Siddhartha Khaitan

We propose a novel approach to estimating the precision matrix of multivariate Gaussian data that relies on decomposing them into a low-rank and a diagonal component. Such decompositions are very popular for modeling large covariance…

Methodology · Statistics 2022-08-18 Noirrit Kiran Chandra , Peter Mueller , Abhra Sarkar
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