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Given the importance of floating-point~(FP) performance in numerous domains, several new variants of FP and its alternatives have been proposed (e.g., Bfloat16, TensorFloat32, and Posits). These representations do not have correctly rounded…

In this paper, we present a study of an a posteriori estimator for the discretization error of a non-standard finite difference scheme applied to boundary value problems defined on an infinite interval. In particular, we show how…

In recent years, half precision floating-point arithmetic has gained wide support in hardware and software stack thanks to the advance of artificial intelligence and machine learning applications. Operating at half precision can…

Large-scale numerical computations make increasing use of low-precision (LP) floating point formats and mixed precision arithmetic, which can be enhanced by the technique of stochastic rounding (SR), that is, rounding an intermediate…

In semidefinite programming a proposed optimal solution may be quite poor in spite of having sufficiently small residual in the optimality conditions. This issue may be framed in terms of the discrepancy between forward error (the…

Kernel methods give powerful, flexible, and theoretically grounded approaches to solving many problems in machine learning. The standard approach, however, requires pairwise evaluations of a kernel function, which can lead to scalability…

Sparse recovery and subset selection are fundamental problems in varied communities, including signal processing, statistics and machine learning. Herein, we focus on an important greedy algorithm for these problems: Backward Stepwise…

Many core problems in nonlinear systems analysis and control can be recast as solving partial differential equations (PDEs) such as Lyapunov and Hamilton-Jacobi-Bellman (HJB) equations. Physics-informed neural networks (PINNs) have emerged…

Neural networks are universal approximators and are studied for their use in solving differential equations. However, a major criticism is the lack of error bounds for obtained solutions. This paper proposes a technique to rigorously…

This study focuses on addressing the challenge of solving the reduced biquaternion equality constrained least squares (RBLSE) problem. We develop algebraic techniques to derive real and complex solutions for the RBLSE problem by utilizing…

Probabilistic rounding error analysis can yield much sharper bounds than classical worst-case theory, but existing results typically rely on zero-mean rounding errors and often leave the confidence parameter implicit. This work revisits…

Error bounds, which refer to inequalities that bound the distance of vectors in a test set to a given set by a residual function, have proven to be extremely useful in analyzing the convergence rates of a host of iterative methods for…

In exact sparse optimization problems on Rd (also known as sparsity constrained problems), one looks for solution that have few nonzero components. In this paper, we consider problems where sparsity is exactly measured either by the…

Randomized algorithms for low-rank matrix approximation are investigated, with the emphasis on the fixed-precision problem and computational efficiency for handling large matrices. The algorithms are based on the so-called QB factorization,…

We consider the communication complexity of some fundamental convex optimization problems in the point-to-point (coordinator) and blackboard communication models. We strengthen known bounds for approximately solving linear regression,…

We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…

The quality of numerical computations can be measured through their forward error, for which finding good error bounds is challenging in general. For several algorithms and using stochastic rounding (SR), probabilistic analysis has been…

We propose a multi-precision extension of the Quadratic Regularization (R2) algorithm that enables it to take advantage of low-precision computations, and by extension to decrease energy consumption during the solve. The lower the precision…

Recently, randomized algorithms for low-rank approximation of quaternion matrices have received increasing attention. However, for large-scale problems, existing quaternion orthonormalizations are inefficient, leading to slow rangefinders.…

We present and analyze a simple, two-step algorithm to approximate the optimal solution of the sparse PCA problem. Our approach first solves a L1 penalized version of the NP-hard sparse PCA optimization problem and then uses a randomized…