Related papers: Communication-avoiding Cholesky-QR2 for rectangula…
The computational cost of many signal processing and machine learning techniques is often dominated by the cost of applying certain linear operators to high-dimensional vectors. This paper introduces an algorithm aimed at reducing the…
The Simplex tableau has been broadly used and investigated in the industry and academia. With the advent of the big data era, ever larger problems are posed to be solved in ever larger machines whose architecture type did not exist in the…
Dense linear algebra kernels, such as linear solvers or tensor contractions, are fundamental components of many scientific computing applications. In this work, we present a novel method of deriving parallel I/O lower bounds for this broad…
Communication-avoiding and pipelined variants of Krylov solvers are critical for the scalability of linear system solvers on future exascale architectures. We present low synchronization variants of iterated classical (CGS) and modified…
A common approach for designing scalable algorithms for massive data sets is to distribute the computation across, say $k$, machines and process the data using limited communication between them. A particularly appealing framework here is…
Matrix factorization is a popular approach to solving matrix estimation problems based on partial observations. Existing matrix factorization is based on least squares and aims to yield a low-rank matrix to interpret the conditional sample…
The efficient solution of sparse, linear systems resulting from the discretization of partial differential equations is crucial to the performance of many physics-based simulations. The algorithmic optimality of multilevel approaches for…
This note presents fast Cholesky/LU/QR decomposition algorithms with $O(n^{2.529})$ time complexity when using the fastest known matrix multiplication. The algorithms have potential application, since a quickly made implementation using…
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…
The Cholesky decomposition plays an important role in finding the inverse of the correlation matrices. As it is a fast and numerically stable for linear system solving, inversion, and factorization compared to singular valued decomposition…
Generative models have achieved remarkable success across various applications, driving the demand for multi-GPU computing. Inter-GPU communication becomes a bottleneck in multi-GPU computing systems, particularly on consumer-grade GPUs. By…
Alternating Minimization is a widely used and empirically successful heuristic for matrix completion and related low-rank optimization problems. Theoretical guarantees for Alternating Minimization have been hard to come by and are still…
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…
Matrix diagonalization is almost always involved in computing the density matrix needed in quantum chemistry calculations. In the case of modest matrix sizes ($\lesssim$ 5000), performance of traditional dense diagonalization algorithms on…
The matrix factor model has drawn growing attention for its advantage in achieving two-directional dimension reduction simultaneously for matrix-structured observations. In this paper, we propose a simple iterative least squares algorithm…
The acceleration of sparse matrix computations on modern many-core processors, such as the graphics processing units (GPUs), has been recognized and studied over a decade. Significant performance enhancements have been achieved for many…
Incomplete factorizations have long been popular general-purpose algebraic preconditioners for solving large sparse linear systems of equations. Guaranteeing the factorization is breakdown free while computing a high quality preconditioner…
If learning methods are to scale to the massive sizes of modern datasets, it is essential for the field of machine learning to embrace parallel and distributed computing. Inspired by the recent development of matrix factorization methods…
Quantum computers face inherent scaling challenges, a fact that necessitates investigation of distributed quantum computing systems, whereby scaling is achieved through interconnection of smaller quantum processing units. However,…
In this era of large-scale data, distributed systems built on top of clusters of commodity hardware provide cheap and reliable storage and scalable processing of massive data. Here, we review recent work on developing and implementing…