Related papers: High Performance Block Incomplete LU Factorization
This paper introduces the hierarchical interpolative factorization for elliptic partial differential equations (HIF-DE) in two (2D) and three dimensions (3D). This factorization takes the form of an approximate generalized LU/LDL…
In this work, we propose a class of novel preconditioned Krylov subspace methods for solving an optimal control problem of parabolic equations. Namely, we develop a family of block $\omega$-circulant based preconditioners for the…
The block-term tensor decomposition model with multilinear rank-$(L_r,L_r,1)$ terms (or, the "LL1 tensor decomposition" in short) offers a valuable alternative for hyperspectral unmixing (HU) under the linear mixture model. Particularly,…
When solving linear systems arising from PDE discretizations, iterative methods (such as Conjugate Gradient, GMRES, or MINRES) are often the only practical choice. To converge in a small number of iterations, however, they have to be…
Use of the stochastic Galerkin finite element methods leads to large systems of linear equations obtained by the discretization of tensor product solution spaces along their spatial and stochastic dimensions. These systems are typically…
We introduce a new algorithm and software for solving linear equations in symmetric diagonally dominant matrices with non-positive off-diagonal entries (SDDM matrices), including Laplacian matrices. We use pre-conditioned conjugate gradient…
K-means is undoubtedly the most widely used partitional clustering algorithm. Unfortunately, due to its gradient descent nature, this algorithm is highly sensitive to the initial placement of the cluster centers. Numerous initialization…
Preconditioned Krylov subspace (KSP) methods are widely used for solving large-scale sparse linear systems arising from numerical solutions of partial differential equations (PDEs). These linear systems are often nonsymmetric due to the…
Basic Linear Algebra Subprograms (BLAS) are a set of low level linear algebra kernels widely adopted by applications involved with the deep learning and scientific computing. The massive and economic computing power brought forth by the…
We describe a new data format for storing triangular, symmetric, and Hermitian matrices called RFPF (Rectangular Full Packed Format). The standard two dimensional arrays of Fortran and C (also known as full format) that are used to…
We introduce a preconditioner based on a hierarchical low-rank compression scheme of Schur complements. The construction is inspired by standard nested dissection, and relies on the assumption that the Schur complements can be approximated,…
Basic block reordering is an important step for profile-guided binary optimization. The state-of-the-art goal for basic block reordering is to maximize the number of fall-through branches. However, we demonstrate that such orderings may…
We demonstrate algorithm-based fault tolerance for silent, transient data corruption in "black-box" preconditioners. We consider both additive Schwarz domain decomposition with an ILU(k) subdomain solver, and algebraic multigrid, both…
To precondition a large and sparse linear system, two direct methods for approximate factoring of the inverse are devised. The algorithms are fully parallelizable and appear to be more robust than the iterative methods suggested for the…
We propose a solution strategy for linear systems arising in interior method optimization, which is suitable for implementation on hardware accelerators such as graphical processing units (GPUs). The current gold standard for solving these…
Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…
We develop a robust matrix-free, communication avoiding parallel, high-degree polynomial preconditioner for the Conjugate Gradient method for large and sparse symmetric positive definite linear systems. We discuss the selection of a scaling…
Large, sparse linear systems are pervasive in modern science and engineering, and Krylov subspace solvers are an established means of solving them. Yet convergence can be slow for ill-conditioned matrices, so practical deployments usually…
Countless applications cast their computational core in terms of dense linear algebra operations. These operations can usually be implemented by combining the routines offered by standard linear algebra libraries such as BLAS and LAPACK,…
The efficient solution of moderately large-scale linear systems arising from the KKT conditions in optimal control problems (OCPs) is a critical challenge in robotics. With the stagnation of Moore's law, there is growing interest in…