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We consider the numerical solution of large-scale symmetric differential matrix Riccati equations. Under certain hypotheses on the data, reduced order methods have recently arisen as a promising class of solution strategies, by forming…
The optimization of chemical processes is challenging due to the nonlinearities arising from process physics and discrete design decisions. In particular, optimal synthesis and design of chemical processes can be posed as a Generalized…
A challenging problem in decentralized optimization is to develop algorithms with fast convergence on random and time varying topologies under unreliable and bandwidth-constrained communication network. This paper studies a stochastic…
We present Learning-Driven Annealing (LDA), a framework that links individual quantum annealing evolutions into a global solution strategy to mitigate hardware constraints such as short annealing times and integrated control errors. Unlike…
This paper develops fast and efficient algorithms for computing Tucker decomposition with a given multilinear rank. By combining random projection and the power scheme, we propose two efficient randomized versions for the truncated…
A new algorithm to compute the restricted singular value decomposition of dense matrices is presented. Like Zha's method \cite{Zha92}, the new algorithm uses an implicit Kogbetliantz iteration, but with four major innovations. The first…
In the simulation of differential-algebraic equations (DAEs), it is essential to employ numerical schemes that take into account the inherent structure and maintain explicit or hidden algebraic constraints without altering them. This paper…
The low multilinear rank approximation, also known as the truncated Tucker decomposition, has been extensively utilized in many applications that involve higher-order tensors. Popular methods for low multilinear rank approximation usually…
The singular value decomposition (SVD) is a crucial tool in machine learning and statistical data analysis. However, it is highly susceptible to outliers in the data matrix. Existing robust SVD algorithms often sacrifice speed for…
Modern societies have developed insatiable demands for more computation capabilities. Exploiting implicit parallelism to provide automatic performance improvement remains a central goal in engineering future general-purpose computing…
An algorithm is developed to compute the complete CS decomposition (CSD) of a partitioned unitary matrix. Although the existence of the CSD has been recognized since 1977, prior algorithms compute only a reduced version (the 2-by-1 CSD)…
Discriminant analysis, including linear discriminant analysis (LDA) and quadratic discriminant analysis (QDA), is a popular approach to classification problems. It is well known that LDA is suboptimal to analyze heteroscedastic data, for…
This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…
Decentralized optimization, particularly the class of decentralized composite convex optimization (DCCO) problems, has found many applications. Due to ubiquitous communication congestion and random dropouts in practice, it is highly…
In this paper we introduce the Boosted Double-proximal Subgradient Algorithm (BDSA), a novel splitting algorithm designed to address general structured nonsmooth and nonconvex mathematical programs expressed as sums and differences of…
Scalability of statistical estimators is of increasing importance in modern applications and dimension reduction is often used to extract relevant information from data. A variety of popular dimension reduction approaches can be framed as…
Scaling the size of monolithic quantum computer systems is a difficult task. As the number of qubits within a device increases, a number of factors contribute to decreases in yield and performance. To meet this challenge, distributed…
Matrix exponential discriminant analysis (EDA) is a generalized discriminant analysis method based on matrix exponential. It can essentially overcome the intrinsic difficulty of small sample size problem that exists in the classical linear…
In this article, we present a parallel recursive algorithm based on multi-level domain decomposition that can be used as a precondtioner to a Krylov subspace method to solve sparse linear systems of equations arising from the discretization…
The Catani--Seymour dipole subtraction is a general and powerful procedure to calculate the QCD next-to-leading order corrections for collider observables. We clearly define a practical algorithm to use the dipole subtraction. The algorithm…