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In this paper, we present a very fast Monte Carlo scheme for additive processes: the computational time is of the same order of magnitude of standard algorithms for Brownian motions. We analyze in detail numerical error sources and propose…

Computational Finance · Quantitative Finance 2023-07-17 Michele Azzone , Roberto Baviera

This paper presents efforts to improve the hierarchical parallelism of a two scale simulation code. Two methods to improve the GPU parallel performance were developed and compared. The first used the NVIDIA Multi-Process Service and the…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-05-15 Jacob Merson , Mark S. Shephard

This paper is concerned with the popular Sudoku problem. We proposed a warm restart strategy for solving Sudoku puzzles, based on the sparse optimization technique. Furthermore, we defined a new difficulty level for Sudoku puzzles. The…

Optimization and Control · Mathematics 2018-03-16 Yuchao Tang , Zhenggang Wu , Chuanxi Zhu

Subset Sum is a classical optimization problem taught to undergraduates as an example of an NP-hard problem, which is amenable to dynamic programming, yielding polynomial running time if the input numbers are relatively small. Formally,…

Data Structures and Algorithms · Computer Science 2018-07-24 Konstantinos Koiliaris , Chao Xu

We improve complexity bounds for energy-efficient speed scheduling problems for both the single processor and multi-processor cases. Energy conservation has become a major concern, so revisiting traditional scheduling problems to take into…

Data Structures and Algorithms · Computer Science 2014-02-19 Vincent Cohen-Addad , Zhentao Li , Claire Mathieu , Ioannis Millis

We present a methodology for parallel acceleration of learning in the presence of matrix orthogonality and unitarity constraints of interest in several branches of machine learning. We show how an apparently sequential elementary rotation…

Machine Learning · Computer Science 2021-06-02 Firas Hamze

Orthogonal systems in $\mathrm{L}_2(\mathbb{R})$, once implemented in spectral methods, enjoy a number of important advantages if their differentiation matrix is skew-symmetric and highly structured. Such systems, where the differentiation…

Numerical Analysis · Mathematics 2019-11-14 Arieh Iserles , Marcus Webb

Based on the numerical method proposed in [G. Hu, X. Xie, F. Xu, J. Comput. Phys., 355 (2018), 436-449.] for Kohn-Sham equation, further improvement on the efficiency is obtained in this paper by i). designing a numerical method with the…

Numerical Analysis · Mathematics 2021-03-05 Guanghui Hu , Hehu Xie , Fei Xu

We describe a uniformly fast algorithm for generating points \vec{x} uniformly in a hypercube with the restriction that the difference between each pair of coordinates is bounded. We discuss the quality of the algorithm in the sense of its…

Computational Physics · Physics 2009-11-06 A. van Hameren , R. Kleiss

An algorithm is presented to compute isolated values of the divisor summatory function in O(n^(1/3)) time and O (log n) space. The algorithm is elementary and uses a geometric approach of successive approximation combined with coordinate…

Number Theory · Mathematics 2012-06-18 Richard Sladkey

We study the Multiple Cluster Scheduling problem and the Multiple Strip Packing problem. For both problems, there is no algorithm with approximation ratio better than $2$ unless $P = NP$. In this paper, we present an algorithm with…

Data Structures and Algorithms · Computer Science 2019-02-12 Klaus Jansen , Malin Rau

We present two fast algorithms for matrix-vector multiplication $y=Ax$, where $A$ is a Hankel matrix. The current asymptotically fastest method is based on the Fast Fourier Transform (FFT), however in multiprecision arithmetics with very…

Numerical Analysis · Mathematics 2014-03-25 Gleb Beliakov

The use of Model Predictive Control in industry is steadily increasing as more complicated problems can be addressed. Due to that online optimization is usually performed, the main bottleneck with Model Predictive Control is the relatively…

Optimization and Control · Mathematics 2014-01-31 Isak Nielsen , Daniel Axehill

We demonstrate how quantum computation can provide non-trivial improvements in the computational and statistical complexity of the perceptron model. We develop two quantum algorithms for perceptron learning. The first algorithm exploits…

Quantum Physics · Physics 2016-02-20 Nathan Wiebe , Ashish Kapoor , Krysta M Svore

Hardware double precision is often insufficient to solve large scientific problems accurately. Computing in higher precision defined by software causes significant computational overhead. The application of parallel algorithms compensates…

Mathematical Software · Computer Science 2020-12-15 Jan Verschelde

In [8] (Nakagawa, et.al., IEEE Trans. IT, 2021), we investigated the convergence speed of the Arimoto-Blahut algorithm. In [8], the convergence of the order $O(1/N)$ was analyzed by focusing on the second-order nonlinear recurrence formula…

Information Theory · Computer Science 2022-09-13 Kenji Nakagawa , Yoshinori Takei , Shin-ichiro Hara

We present a sampling method called, CacheDiff, that has both time and space complexity of O(k) to randomly select k items from a pool of N items, in which N is known.

Data Structures and Algorithms · Computer Science 2015-12-03 Dai Nguyen Bui

The Ray-Casting algorithm is an important method for fast real-time surface display from 3D medical images. Based on the Ray-Casting algorithm, a novel parallel Ray-Casting algorithm is proposed in this paper. A novel operation is…

Computer Vision and Pattern Recognition · Computer Science 2018-04-24 Yan Zhang , Peng Gao , Xiao-Qing Li

Optimized multiple precision basic linear computation, especially matrix multiplication, is crucial for solving ill-conditioned problems. The recently proposed Ozaki scheme, which implements accurate matrix multiplication using existing…

Numerical Analysis · Mathematics 2023-01-26 Taiga Utsugiri , Tomonori Kouya

Contraction Hierarchies is a successful speedup-technique to Dijkstra's seminal shortest path algorithm that has a convenient trade-off between preprocessing and query times. We investigate a shared-memory parallel implementation that uses…

Data Structures and Algorithms · Computer Science 2012-08-14 Dennis Luxen , Dennis Schieferdecker
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