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A fast direct inversion scheme for the large sparse systems of linear equations resulting from the discretization of elliptic partial differential equations in two dimensions is given. The scheme is described for the particular case of a…

Numerical Analysis · Mathematics 2007-07-02 Per-Gunnar Martinsson

Inversion of sparse matrices with standard direct solve schemes is robust, but computationally expensive. Iterative solvers, on the other hand, demonstrate better scalability; but, need to be used with an appropriate preconditioner (e.g.,…

Numerical Analysis · Mathematics 2017-09-28 Hadi Pouransari , Pieter Coulier , Eric Darve

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…

Commutative Algebra · Mathematics 2017-03-20 Vanita Pawar , Krishna Naik Karamtot

The use of sparse precision (inverse covariance) matrices has become popular because they allow for efficient algorithms for joint inference in high-dimensional models. Many applications require the computation of certain elements of the…

Computation · Statistics 2017-12-06 Per Sidén , Finn Lindgren , David Bolin , Mattias Villani

The precise analysis and accurate measurement of harmonic provides a reliable scientific industrial application. However, the high-performance DSP processor is the important method of electrical harmonic analysis. Hence, in this research…

Signal Processing · Electrical Eng. & Systems 2018-06-13 Rozita Teymourzadeh , Memtode Jim , Mok Vee hong

We have built and tested a compact, low-cost, but very-high-performance astronomical polarimeter based on a continuously rotating half-wave plate and a high-speed imaging detector. The polarimeter is suitable for small telescopes up to ~1 m…

Instrumentation and Methods for Astrophysics · Physics 2023-02-08 Jeremy Bailey , Daniel V. Cotton , Ain De Horta , Lucyna Kedziora-Chudczer , Om Shastri

Nowadays, analyzing and reducing the ever larger astronomical datasets is becoming a crucial challenge, especially for long cumulated observation times. The INTEGRAL/SPI X-gamma-ray spectrometer is an instrument for which it is essential to…

Instrumentation and Methods for Astrophysics · Physics 2013-05-27 L. Bouchet , P. Amestoy , A. Buttari , F. -H. Rouet , M. Chauvin

We propose new compressive parameter estimation algorithms that make use of polar interpolation to improve the estimator precision. Our work extends previous approaches involving polar interpolation for compressive parameter estimation in…

Information Theory · Computer Science 2016-11-17 Karsten Fyhn , Marco F. Duarte , Søren Holdt Jensen

We have developed a nonlocal algorithm for estimating polarimetric synthetic aperture radar (PolSAR) covariance matrices on single-look complex (SLC) format resolution. The algorithm is inspired by recent work with guided nonlocal means…

Image and Video Processing · Electrical Eng. & Systems 2022-02-16 Jørgen A. Agersborg , Stian Normann Anfinsen , Jane Uhd Jepsen

Disentanglement of constituent factors of a sensory signal is central to perception and cognition and hence is a critical task for future artificial intelligence systems. In this paper, we present a compute engine capable of efficiently…

Emerging Technologies · Computer Science 2023-06-07 Jovin Langenegger , Geethan Karunaratne , Michael Hersche , Luca Benini , Abu Sebastian , Abbas Rahimi

Compressive sensing promises to enable bandwidth-efficient on-board compression of astronomical data by lifting the encoding complexity from the source to the receiver. The signal is recovered off-line, exploiting GPUs parallel computation…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-14 Attilio Fiandrotti , Sophie M. Fosson , Chiara Ravazzi , Enrico Magli

Synthetic Magnetic Resonance (MR) imaging predicts images at new design parameter settings from a few observed MR scans. Model-based methods, that use both the physical and statistical properties underlying the MR signal and its…

Applications · Statistics 2023-08-25 Subrata Pal , Somak Dutta , Ranjan Maitra

The problem of decomposing a given covariance matrix as the sum of a positive semi-definite matrix of given rank and a positive semi-definite diagonal matrix, is considered. We present a projection-type algorithm to address this problem.…

Optimization and Control · Mathematics 2018-06-13 Valentina Ciccone , Augusto Ferrante , Mattia Zorzi

It is well known that matrices with low Hessenberg-structured displacement rank enjoy fast algorithms for certain matrix factorizations. We show how $n\times n$ principal finite sections of the Gram matrix for the orthogonal polynomial…

Numerical Analysis · Mathematics 2024-12-24 Karim Gumerov , Samantha Rigg , Richard Mikael Slevinsky

Algorithms involving Gaussian processes or determinantal point processes typically require computing the determinant of a kernel matrix. Frequently, the latter is computed from the Cholesky decomposition, an algorithm of cubic complexity in…

Computation · Statistics 2021-07-23 Simon Bartels , Wouter Boomsma , Jes Frellsen , Damien Garreau

This paper studies the estimation of large precision matrices and Cholesky factors obtained by observing a Gaussian process at many locations. Under general assumptions on the precision and the observations, we show that the sample…

Statistics Theory · Mathematics 2025-03-25 Jiaheng Chen , Daniel Sanz-Alonso

This article presents a new method to compute matrices from numerical simulations based on the ideas of sparse sampling and compressed sensing. The method is useful for problems where the determination of the entries of a matrix constitutes…

Chemical Physics · Physics 2014-10-21 Jacob N. Sanders , Xavier Andrade , Alán Aspuru-Guzik

In this paper we present a new algorithm for compressive sensing that makes use of binary measurement matrices and achieves exact recovery of ultra sparse vectors, in a single pass and without any iterations. Due to its noniterative nature,…

Information Theory · Computer Science 2018-05-22 Mahsa Lotfi , Mathukumalli Vidyasagar

Sparse data structures are commonly used in neural networks to reduce the memory footprint. These data structures are compact but cause irregularities such as random memory accesses, which prevent efficient use of the memory hierarchy. GPUs…

Programming Languages · Computer Science 2025-06-19 Hossein Albakri , Kazem Cheshmi

The incoherent scatter radar (ISR) technique is a powerful remote sensing tool for ionosphere and thermosphere dynamics in the near-Earth space environment. Weak ISR scatter from naturally occurring Langmuir oscillations, or plasma lines,…

Data Analysis, Statistics and Probability · Physics 2023-12-01 Natalie Hilliard , Juha Vierinen , Philip J. Erickson
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