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We propose an efficient, distributed, out-of-memory implementation of the truncated singular value decomposition (t-SVD) for heterogeneous (CPU+GPU) high performance computing (HPC) systems. Various implementations of SVD have been…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-08-18 Ismael Boureima , Manish Bhattarai , Maksim E. Eren , Nick Solovyev , Hristo Djidjev , Boian S. Alexandrov

We present a novel distributed computing framework that is robust to slow compute nodes, and is capable of both approximate and exact computation of linear operations. The proposed mechanism integrates the concepts of randomized sketching…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-09-06 Burak Bartan , Mert Pilanci

The singular value decomposition (SVD) is a crucial tool in machine learning and statistical data analysis. However, it is highly susceptible to outliers in the data matrix. Existing robust SVD algorithms often sacrifice speed for…

Machine Learning · Statistics 2024-02-16 Sangil Han , Kyoowon Kim , Sungkyu Jung

We extend the randomized singular value decomposition (SVD) algorithm \citep{Halko2011finding} to estimate the SVD of a shifted data matrix without explicitly constructing the matrix in the memory. With no loss in the accuracy of the…

Machine Learning · Statistics 2019-12-02 Ali Basirat

Singular value decomposition (SVD) is widely used for dimensionality reduction and noise suppression, and it plays a pivotal role in numerous scientific and engineering applications. As the dimensions of the matrix grow rapidly, the…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-11-26 Fangqiang Du , Sixuan Chong , Zixuan Huang , Rui Qin , Fengnan Mi , Caibao Hu , Jiangang Chen

In this work, we present a mixed precision algorithm that leverages the Gram matrix and Jacobi methods to compute the singular value decomposition (SVD) of tall-and-skinny matrices. By constructing the Gram matrix in higher precision and…

Numerical Analysis · Mathematics 2026-03-13 Erin Carson , Yuxin Ma , Meiyue Shao

Higher-order tensor decompositions are analogous to the familiar Singular Value Decomposition (SVD), but they transcend the limitations of matrices (second-order tensors). SVD is a powerful tool that has achieved impressive results in…

Machine Learning · Computer Science 2007-11-14 Peter D. Turney

Singular value decomposition (SVD) is a standard matrix factorization technique that produces optimal low-rank approximations of matrices. It has diverse applications, including machine learning, data science and signal processing. However,…

Mathematical Software · Computer Science 2019-07-16 Vadim Demchik , Miroslav Bačák , Stefan Bordag

The Singular Value Decomposition (SVD) is one of the most important matrix factorizations, enjoying a wide variety of applications across numerous application domains. In statistics and data analysis, the common applications of SVD such as…

Mathematical Software · Computer Science 2020-09-03 Drew Schmidt

An efficient, accurate and reliable approximation of a matrix by one of lower rank is a fundamental task in numerical linear algebra and signal processing applications. In this paper, we introduce a new matrix decomposition approach termed…

Numerical Analysis · Computer Science 2018-08-15 Maboud F. Kaloorazi , Rodrigo C. de Lamare

Fast computation of singular value decomposition (SVD) is of great interest in various machine learning tasks. Recently, SVD methods based on randomized linear algebra have shown significant speedup in this regime. This paper attempts to…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-06-23 Yuechao Lu , Fumihiko Ino , Yasuyuki Matsushita

This article presents svds-C, an open-source and high-performance C program for accurately and robustly computing truncated SVD, e.g. computing several largest singular values and corresponding singular vectors. We have re-implemented the…

Mathematical Software · Computer Science 2024-05-30 Xu Feng , Wenjian Yu , Yuyang Xie

The recently developed Hierarchical Poincar\'e-Steklov (HPS) method is a high-order discretization technique that comes with a direct solver. Results from previous papers demonstrate the method's ability to solve Helmholtz problems to high…

Numerical Analysis · Mathematics 2019-04-29 Natalie Beams , Adrianna Gillman , Russell J. Hewett

Powered by the simplicity of lock-free asynchrony, Hogwilld! is a go-to approach to parallelize SGD over a shared-memory setting. Despite its popularity and concomitant extensions, such as PASSM+ wherein concurrent processes update a shared…

Machine Learning · Computer Science 2022-03-16 Bapi Chatterjee , Vyacheslav Kungurtsev , Dan Alistarh

In this paper, we address the well-known challenge in the numerical solution of time-fractional partial differential equations (TFPDEs), namely, that the dependence on all previous time levels leads to storage requirements that grow…

Numerical Analysis · Mathematics 2026-04-23 Jichun Li , Yangpeng Zhang , Yangwen Zhang

The randomized singular value decomposition (RSVD) is by now a well established technique for efficiently computing an approximate singular value decomposition of a matrix. Building on the ideas that underpin the RSVD, the recently proposed…

Mathematical Software · Computer Science 2021-04-14 N. Heavner , F. D. Igual , G. Quintana-Ortí , P. G. Martinsson

Sphere decoding (SD) of polar codes is an efficient method to achieve the error performance of maximum likelihood (ML) decoding. But the complexity of the conventional sphere decoder is still high, where the candidates in a target sphere…

Information Theory · Computer Science 2013-08-14 Kai Niu , Kai Chen , Jiaru Lin

Higher-order singular value decomposition (HOSVD) is an efficient way for data reduction and also eliciting intrinsic structure of multi-dimensional array data. It has been used in many applications, and some of them involve incomplete…

Numerical Analysis · Mathematics 2016-08-11 Yangyang Xu

A highly adaptive load balancing algorithm for parallel simulations using particle methods, such as molecular dynamics and smoothed particle hydrodynamics (SPH), is developed. Our algorithm is based on the dynamic spatial decomposition of…

Computational Physics · Physics 2018-11-14 M. S. Egorova , S. A. Dyachkov , A. N. Parshikov , V. V. Zhakhovsky

The paper presents a strategy to construct an incremental Singular Value Decomposition (SVD) for time-evolving, spatially 3D discrete data sets. A low memory access procedure for reducing and deploying the snapshot data is presented.…

Mathematical Software · Computer Science 2023-02-21 Niklas Kühl , Hendrik Fischer , Michael Hinze , Thomas Rung
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