Related papers: An improved Krylov eigenvalue strategy using the F…
We propose a multigrid correction scheme to solve a new Steklov eigenvalue problem in inverse scattering. With this scheme, solving an eigenvalue problem in a fine finite element space is reduced to solve a series of boundary value problems…
This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…
Analyzing massive spatial datasets using Gaussian process model poses computational challenges. This is a problem prevailing heavily in applications such as environmental modeling, ecology, forestry and environmental heath. We present a…
We propose an inexact infeasible arc-search interior-point method for solving linear optimization problems. The method combines an arc-search strategy with inexact solutions to Newton systems and admits a polynomial iteration complexity…
In this work we present a rational Krylov subspace method for solving real large-scale polynomial eigenvalue problems with T-even (that is, symmetric/skew-symmetric) structure. Our method is based on the Even-IRA algorithm. To preserve the…
Approximating the action of a matrix function $f(\mathbf{A})$ on a vector $\mathbf{b}$ is an increasingly important primitive in machine learning, data science, and statistics, with applications such as sampling high dimensional Gaussians,…
We study decentralized optimization over a network of agents, modeled as graphs, with no central server. The goal is to minimize $f+r$, where $f$ represents a (strongly) convex function averaging the local agents' losses, and $r$ is a…
We propose a high order adaptive-rank implicit integrators for stiff time-dependent PDEs, leveraging extended Krylov subspaces to efficiently and adaptively populate low-rank solution bases. This allows for the accurate representation of…
Perfect hash functions give unique "names" to arbitrary keys requiring only a few bits per key. This is an essential building block in applications like static hash tables, databases, or bioinformatics. This paper introduces the PHast…
A problem of great interest in optimization is to minimize a sum of two closed, proper, and convex functions where one is smooth and the other has a computationally inexpensive proximal operator. In this paper we analyze a family of…
We propose an acceleration scheme for first-order methods (FOMs) for convex quadratic programs (QPs) that is analogous to Anderson acceleration and the Generalized Minimal Residual algorithm for linear systems. We motivate our proposed…
An approach is given for solving large linear systems that combines Krylov methods with use of two different grid levels. Eigenvectors are computed on the coarse grid and used to deflate eigenvalues on the fine grid. GMRES-type methods are…
In this paper, we present numerical methods suitable for solving convex quadratic Fractional Differential Equation (FDE) constrained optimization problems, with box constraints on the state and/or control variables. We develop an…
Spectral clustering algorithms typically require a priori selection of input parameters such as the number of clusters, a scaling parameter for the affinity measure, or ranges of these values for parameter tuning. Despite efforts for…
We propose a new iterative algorithm for generating a subset of eigenvalues and eigenvectors of large matrices which generalizes the method of optimal relaxations. We also give convergence criteria for the iterative process, investigate its…
This paper provides a new way of developing the fast iterative shrinkage/thresholding algorithm (FISTA) that is widely used for minimizing composite convex functions with a nonsmooth term such as the $\ell_1$ regularizer. In particular,…
Krylov subspace methods are an essential building block in numerical simulation software. The efficient utilization of modern hardware is a challenging problem in the development of these methods. In this work, we develop Krylov subspace…
This paper deals with linear algebra operations on Graphics Processing Unit (GPU) with complex number arithmetic using double precision. An analysis of their uses within iterative Krylov methods is presented to solve acoustic problems.…
This work is concerned with approximating matrix functions for banded matrices, hierarchically semiseparable matrices, and related structures. We develop a new divide-and-conquer method based on (rational) Krylov subspace methods for…
Stability selection has gained popularity as a method for enhancing the performance of variable selection algorithms while controlling false discovery rates. However, achieving these desirable properties depends on correctly specifying the…