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In this paper, we propose an optimization selection methodology for the ubiquitous sparse matrix-vector multiplication (SpMV) kernel. We propose two models that attempt to identify the major performance bottleneck of the kernel for every…

Performance · Computer Science 2016-01-12 Athena Elafrou , Georgios Goumas , Nectarios Koziris

Panel-based, kernel-split quadrature is currently one of the most efficient methods available for accurate evaluation of singular and nearly singular layer potentials in two dimensions. However, it can fail completely for the layer…

Numerical Analysis · Mathematics 2022-01-20 Fredrik Fryklund , Ludvig af Klinteberg , Anna-Karin Tornberg

Kernel matrix-vector multiplication (KMVM) is a foundational operation in machine learning and scientific computing. However, as KMVM tends to scale quadratically in both memory and time, applications are often limited by these…

Numerical Analysis · Mathematics 2025-02-25 Robert Hu , Siu Lun Chau , Dino Sejdinovic , Joan Alexis Glaunès

Typically, nonlinear Support Vector Machines (SVMs) produce significantly higher classification quality when compared to linear ones but, at the same time, their computational complexity is prohibitive for large-scale datasets: this…

Machine Learning · Computer Science 2021-11-11 S. Cipolla , J. Gondzio

Panel-based, kernel-split quadrature is currently one of the most efficient methods available for accurate evaluation of singular and nearly singular layer potentials in two dimensions. However, it can fail completely for the layer…

Numerical Analysis · Mathematics 2021-08-04 Fredrik Fryklund , Ludvig af Klinteberg , Anna-Karin Tornberg

We consider the efficient solution of strongly elliptic partial differential equations with random load based on the finite element method. The solution's two-point correlation can efficiently be approximated by means of an…

Numerical Analysis · Mathematics 2017-03-21 Jürgen Dölz , Helmut Harbrecht , Michael D. Peters

To speed up Gaussian process inference, a number of fast kernel matrix-vector multiplication (MVM) approximation algorithms have been proposed over the years. In this paper, we establish an exact fast kernel MVM algorithm based on exact…

Machine Learning · Statistics 2025-08-05 Nicolas Langrené , Xavier Warin , Pierre Gruet

Domain specific (dis-)similarity or proximity measures used e.g. in alignment algorithms of sequence data, are popular to analyze complex data objects and to cover domain specific data properties. Without an underlying vector space these…

Data Structures and Algorithms · Computer Science 2014-11-07 Andrej Gisbrecht , Frank-Michael Schleif

Recent studies have demonstrated improved skill in numerical weather prediction via the use of spatially correlated observation error covariance information in data assimilation systems. In this case, the observation weighting matrices…

Numerical Analysis · Mathematics 2022-01-05 Guannan Hu , Sarah L. Dance

In this paper, a hierarchical Tucker low-rank (HTLR) matrix is proposed to approximate non-oscillatory kernel functions in linear complexity. The HTLR matrix is based on the hierarchical matrix, with the low-rank blocks replaced by Tucker…

Numerical Analysis · Mathematics 2025-08-11 Yingzhou Li , Jingyu Liu

We present memory-efficient and scalable algorithms for kernel methods used in machine learning. Using hierarchical matrix approximations for the kernel matrix the memory requirements, the number of floating point operations, and the…

Machine Learning · Computer Science 2018-03-29 Elizaveta Rebrova , Gustavo Chavez , Yang Liu , Pieter Ghysels , Xiaoye Sherry Li

A fast multilevel algorithm based on directionally scaled tensor-product Gaussian kernels on structured sparse grids is proposed for interpolation of high-dimensional functions and for the numerical integration of high-dimensional…

Numerical Analysis · Mathematics 2015-01-15 Zhaonan Dong , Emmanuil H. Georgoulis , Jeremy Levesley , Fuat Usta

A fast method is proposed for solving the high frequency Helmholtz equation. The building block of the new fast method is an overlapping source transfer domain decomposition method for layered medium, which is an extension of the source…

Numerical Analysis · Mathematics 2015-07-10 Wei Leng

The training process of neural networks is known to be time-consuming, and having a deep architecture only aggravates the issue. This process consists mostly of matrix operations, among which matrix multiplication is the bottleneck. Several…

Machine Learning · Computer Science 2025-06-17 Sana Ebrahimi , Rishi Advani , Abolfazl Asudeh

This paper is contributed to a fast algorithm for Hankel tensor-vector products. For this purpose, we first discuss a special class of Hankel tensors that can be diagonalized by the Fourier matrix, which is called \emph{anti-circulant}…

Numerical Analysis · Mathematics 2014-01-27 Weiyang Ding , Liqun Qi , Yimin Wei

Scaling up the sparse matrix-vector multiplication kernel on modern Graphics Processing Units (GPU) has been at the heart of numerous studies in both academia and industry. In this article we present a novel non-parametric, self-tunable,…

Numerical Analysis · Computer Science 2012-12-24 Xintian Yang , Srinivasan Parthasarathy , Ponnuswamy Sadayappan

In this paper, we propose a hierarchical random compression method (HRCM) for kernel matrices in fast kernel summations. The HRCM combines the hierarchical framework of the H-matrix and a randomized sampling technique of the column and row…

Numerical Analysis · Mathematics 2018-03-15 Duan Chen , Wei Cai

In this paper, we develop fast multipole methods for 3D Helmholtz kernel in layered media. Two algorithms based on different forms of Taylor expansion of layered media Green's function are developed. A key component of the first algorithm…

Numerical Analysis · Mathematics 2019-02-18 Bo Wanga , Duan Chen , Bo Zhang , Wenzhong Zhang , Min Hyung Cho , Wei Cai

Recent work shows that inference for Gaussian processes can be performed efficiently using iterative methods that rely only on matrix-vector multiplications (MVMs). Structured Kernel Interpolation (SKI) exploits these techniques by deriving…

Machine Learning · Computer Science 2018-02-27 Jacob R. Gardner , Geoff Pleiss , Ruihan Wu , Kilian Q. Weinberger , Andrew Gordon Wilson

In this article, we establish a class of new accelerated modulus-based iteration methods for solving the linear complementarity problem. When the system matrix is an $H_+$-matrix, we present appropriate criteria for the convergence…

Optimization and Control · Mathematics 2023-05-05 Bharat Kumar , Deepmala , A. K. Das