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Achieving high efficiency with numerical kernels for sparse matrices is of utmost importance, since they are part of many simulation codes and tend to use most of the available compute time and resources. In addition, especially in large…

Performance · Computer Science 2013-05-07 Tobias Scharpff , Klaus Iglberger , Georg Hager , Ulrich Ruede

The multiplication of a sparse matrix with a dense vector (SpMV) is a key component in many numerical schemes and its performance is known to be severely limited by main memory access. Several numerical schemes require the multiplication of…

Numerical Analysis · Mathematics 2023-01-11 Christie L. Alappat , Georg Hager , Olaf Schenk , Gerhard Wellein

We consider the matrix completion problem where the aim is to esti-mate a large data matrix for which only a relatively small random subset of its entries is observed. Quite popular approaches to matrix completion problem are iterative…

Statistics Theory · Mathematics 2015-02-03 Olga Klopp

This paper presents an efficient technique for matrix-vector and vector-transpose-matrix multiplication in distributed-memory parallel computing environments, where the matrices are unstructured, sparse, and have a substantially larger…

Mathematical Software · Computer Science 2018-12-04 Jonathan Eckstein , Gyorgy Matyasfalvi

In this paper, a method via sparse-sparse iteration for computing a sparse incomplete factorization of the inverse of a symmetric positive definite matrix is proposed. The resulting factorized sparse approximate inverse is used as a…

Numerical Analysis · Mathematics 2008-08-03 Davod Khojasteh Salkuyeh , Faezeh Toutounian

Our main interest in this paper is to study some approximation problems for classes of functions with mixed smoothness. We use technique, based on a combination of results from hyperbolic cross approximation, which were obtained in 1980s --…

Numerical Analysis · Mathematics 2016-02-17 Vladimir Temlyakov

The increasing number of processing elements and decreas- ing memory to core ratio in modern high-performance platforms makes efficient strong scaling a key requirement for numerical algorithms. In order to achieve efficient scalability on…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-01-14 Michael Lange , Gerard Gorman , Michele Weiland , Lawrence Mitchell , James Southern

We offer a method to estimate a covariance matrix in the special case that \textit{both} the covariance matrix and the precision matrix are sparse --- a constraint we call double sparsity. The estimation method is maximum likelihood,…

Methodology · Statistics 2021-08-17 Shev Macnamara , Erik Schlögl , Zdravko I. Botev

Sparse support recovery arises in many applications in communications and signal processing. Existing methods tackle sparse support recovery problems for a given measurement matrix, and cannot flexibly exploit the properties of sparsity…

Information Theory · Computer Science 2019-10-11 Shuaichao Li , Wanqing Zhang , Ying Cui , Hei Victor Cheng , Wei Yu

We study the matrix completion problem when the observation pattern is deterministic and possibly non-uniform. We propose a simple and efficient debiased projection scheme for recovery from noisy observations and analyze the error under a…

Information Theory · Computer Science 2019-10-31 Simon Foucart , Deanna Needell , Reese Pathak , Yaniv Plan , Mary Wootters

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

An implicit purification scheme is proposed for calculation of the temperature-dependent, grand canonical single-particle density matrix, given as a Fermi operator expansion in terms of the Hamiltonian. The computational complexity is shown…

Materials Science · Physics 2009-11-10 Anders M. N. Niklasson

A constrained L1 minimization method is proposed for estimating a sparse inverse covariance matrix based on a sample of $n$ iid $p$-variate random variables. The resulting estimator is shown to enjoy a number of desirable properties. In…

Methodology · Statistics 2011-02-14 Tony Cai , Weidong Liu , Xi Luo

A switched-capacitor matrix multiplier is presented for approximate computing and machine learning applications. The multiply-and-accumulate operations perform discrete-time charge-domain signal processing using passive switches and 300 aF…

Emerging Technologies · Computer Science 2016-12-06 Edward H. Lee , S. Simon Wong

Matrix-matrix multiplication is a basic operation in linear algebra and an essential building block for a wide range of algorithms in various scientific fields. Theory and implementation for the dense, square matrix case are well-developed.…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-06-01 Alfio Lazzaro , Joost VandeVondele , Juerg Hutter , Ole Schuett

Matrix scaling problems with sparse cost matrices arise frequently in various domains, such as optimal transport, image processing, and machine learning. The Sinkhorn-Knopp algorithm is a popular iterative method for solving these problems,…

Optimization and Control · Mathematics 2024-06-26 Jose Rafael Espinosa Mena

Parameterless stopping criteria for recursive polynomial expansions to construct the density matrix in electronic structure calculations are proposed. Based on convergence order estimation the new stopping criteria automatically and…

Computational Physics · Physics 2017-01-13 Anastasia Kruchinina , Elias Rudberg , Emanuel H. Rubensson

Matrix completion problem has been previously studied under various adaptive and passive settings. Previously, researchers have proposed passive, two-phase and single-phase algorithms using coherence parameter, and multi phase algorithm…

Machine Learning · Computer Science 2022-03-17 Ilqar Ramazanli

In this paper, we propose a sparsity-promoting feedback control design for stochastic linear systems with multiplicative noise. The objective is to identify a sparse control architecture that optimizes the closed-loop performance while…

Optimization and Control · Mathematics 2022-08-22 Yi Guo , Ognjen Stanojev , Gabriela Hug , Tyler Summers

This paper considers the problem of outsourcing the multiplication of two private and sparse matrices to untrusted workers. Secret sharing schemes can be used to tolerate stragglers and guarantee information-theoretic privacy of the…

Information Theory · Computer Science 2023-06-28 Maximilian Egger , Marvin Xhemrishi , Antonia Wachter-Zeh , Rawad Bitar
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