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With the emergence of mixed precision capabilities in hardware, iterative refinement schemes for solving linear systems $Ax=b$ have recently been revisited and reanalyzed in the context of three or more precisions. These new analyses show…
Multigrid preconditioners and solvers for the indefinite Helmholtz equation suffer from non-stability of the stationary smoothers due to the indefinite spectrum of the operator. In this paper we explore GMRES as a replacement for the…
Fast Iterative Shrinking-Threshold Algorithm (FISTA) is a popular fast gradient descent method (FGM) in the field of large scale convex optimization problems. However, it can exhibit undesirable periodic oscillatory behaviour in some…
A randomized Gram-Schmidt algorithm is developed for orthonormalization of high-dimensional vectors or QR factorization. The proposed process can be less computationally expensive than the classical Gram-Schmidt process while being at least…
This paper introduces a novel method for eigenvalue computation using a distributed cooperative neural network framework. Unlike traditional techniques that face scalability challenges in large systems, our decentralized algorithm enables…
In the realm of statistical learning, the increasing volume of accessible data and increasing model complexity necessitate robust methodologies. This paper explores two branches of robust Bayesian methods in response to this trend. The…
Weight decay is one of the most widely used forms of regularization in deep learning, and has been shown to improve generalization and robustness. The optimization objective driving weight decay is a sum of losses plus a term proportional…
Although many techniques have been applied to matrix factorization (MF), they may not fully exploit the feature structure. In this paper, we incorporate the grouping effect into MF and propose a novel method called Robust Matrix…
Variational inequalities can in general support distinct solutions. In this paper we study an algorithm for computing distinct solutions of a variational inequality, without varying the initial guess supplied to the solver. The central idea…
We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…
The aim of this paper is to develop an algebraic multigrid method to solve eigenvalue problems based on the combination of the multilevel correction scheme and the algebraic multigrid method for linear equations. Our approach uses the…
GEneral Matrix Multiply (GEMM) is a central operation in deep learning and corresponds to the largest chunk of the compute footprint. Therefore, improving its efficiency is an active topic of ongoing research. A popular strategy is the use…
In the present paper, we propose Krylov-based methods for solving large-scale differential Sylvester matrix equations having a low rank constant term. We present two new approaches for solving such differential matrix equations. The first…
Low-rank matrix approximation is one of the central concepts in machine learning, with applications in dimension reduction, de-noising, multivariate statistical methodology, and many more. A recent extension to LRMA is called low-rank…
Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…
We present an efficient stochastic algorithm for the recently introduced perturbative density matrix renormalization group (p-DMRG) method for large active spaces. The stochastic implementation bypasses the computational bottleneck involved…
In this paper we propose an algorithm for the formation of matrices of isogeometric Galerkin methods. The algorithm is based on three ideas. The first is that we perform the external loop over the rows of the matrix. The second is that we…
A deflated and restarted Lanczos algorithm to solve hermitian linear systems, and at the same time compute eigenvalues and eigenvectors for application to multiple right-hand sides, is described. For the first right-hand side, eigenvectors…
In most domains of network analysis researchers consider networks that arise in nature with weighted edges. Such networks are routinely dichotomized in the interest of using available methods for statistical inference with networks. The…
Although it is relatively easy to apply, the gradient method often displays a disappointingly slow rate of convergence. Its convergence is specially based on the structure of the matrix of the algebraic linear system, and on the choice of…