Related papers: Parallelization and scalability analysis of invers…
The factorization of skew-symmetric matrices is a critically understudied area of dense linear algebra, particularly in comparison to that of general and symmetric matrices. While some algorithms can be adapted from the symmetric case, the…
Current high-performance computer systems used for scientific computing typically combine shared memory computational nodes in a distributed memory environment. Extracting high performance from these complex systems requires tailored…
We present a fast direct algorithm for computing symmetric factorizations, i.e. $A = WW^T$, of symmetric positive-definite hierarchical matrices with weak-admissibility conditions. The computational cost for the symmetric factorization…
Fixman's work in 1974 and the follow-up studies have developed a method that can factorize the inverse of mass matrix into an arithmetic combination of three sparse matrices---one of them is positive definite and need to be further…
This paper presents a sequential randomized lowrank matrix factorization approach for incrementally predicting values of an unknown function at test points using the Gaussian Processes framework. It is well-known that in the Gaussian…
We propose Chunks and Tasks, a parallel programming model built on abstractions for both data and work. The application programmer specifies how data and work can be split into smaller pieces, chunks and tasks, respectively. The Chunks and…
We describe an efficient parallel implementation of the selected inversion algorithm for distributed memory computer systems, which we call \texttt{PSelInv}. The \texttt{PSelInv} method computes selected elements of a general sparse matrix…
We consider the least-squares approximation of a matrix C in the set of doubly stochastic matrices with the same sparsity pattern as C. Our approach is based on applying the well-known Alternating Direction Method of Multipliers (ADMM) to a…
In this paper we consider parallel implementations of approximate multiplication of large matrices with exponential decay of elements. Such matrices arise in computations related to electronic structure calculations and some other fields of…
An extremely common bottleneck encountered in statistical learning algorithms is inversion of huge covariance matrices, examples being in evaluating Gaussian likelihoods for a large number of data points. We propose general parallel…
We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…
We present a fast sparse matrix permutation algorithm tailored to linear systems arising from triangle meshes. Our approach produces nested-dissection-style permutations while significantly reducing permutation runtime overhead. Rather than…
In this paper we present a novel algorithm developed for computing the QR factorisation of extremely ill-conditioned tall-and-skinny matrices on distributed memory systems. The algorithm is based on the communication-avoiding CholeskyQR2…
Kernel methods represent some of the most popular machine learning tools for data analysis. Since exact kernel methods can be prohibitively expensive for large problems, reliable low-rank matrix approximations and high-performance…
As multicore systems continue to gain ground in the High Performance Computing world, linear algebra algorithms have to be reformulated or new algorithms have to be developed in order to take advantage of the architectural features on these…
An algorithm for computing {2, 3}, {2, 4}, {1, 2, 3}, {1, 2, 4} -inverses and the Moore-Penrose inverse of a given rational matrix A is established. Classes A(2, 3)s and A(2, 4)s are characterized in terms of matrix products (R*A)+R* and…
Square matrices appear in many machine learning problems and models. Optimization over a large square matrix is expensive in memory and in time. Therefore an economic approximation is needed. Conventional approximation approaches factorize…
LU and Cholesky matrix factorization algorithms are core subroutines used to solve systems of linear equations (SLEs) encountered while solving an optimization problem. Standard factorization algorithms are highly efficient but remain…
This paper introduces sTiles, a GPU-accelerated framework for factorizing sparse structured symmetric matrices. By leveraging tile algorithms for fine-grained computations, sTiles uses a structure-aware task execution flow to handle…
We consider three different ways of algorithmization of the Janashia-Lagvilava spectral factorization method. The first algorithm is faster than the second one, however, it is only suitable for matrices of low dimension. The second…