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Block Krylov methods have recently gained a lot of attraction. Due to their increased arithmetic intensity they offer a promising way to improve performance on modern hardware. Recently Frommer et al. presented a block Krylov framework that…

Numerical Analysis · Mathematics 2019-12-30 Nils-Arne Dreier , Christian Engwer

Recently there is a large amount of work devoted to the study of Markov chain stochastic gradient methods (MC-SGMs) which mainly focus on their convergence analysis for solving minimization problems. In this paper, we provide a…

Machine Learning · Statistics 2022-09-19 Puyu Wang , Yunwen Lei , Yiming Ying , Ding-Xuan Zhou

Multi-degree splines are piecewise polynomial functions having sections of different degrees. They offer significant advantages over the classical uniform-degree framework, as they allow for modeling complex geometries with fewer degrees of…

Numerical Analysis · Mathematics 2021-02-08 Carolina Vittoria Beccari , Giulio Casciola

Using lower precision in algorithms can be beneficial in terms of reducing both computation and communication costs. Motivated by this, we aim to further the state-of-the-art in developing and analyzing mixed precision variants of iterative…

Numerical Analysis · Mathematics 2022-10-18 Eda Oktay , Erin Carson

We study the numerical stability of polynomial based encoding methods, which has emerged to be a powerful class of techniques for providing straggler and fault tolerance in the area of coded computing. Our contributions are as follows: 1)…

Information Theory · Computer Science 2019-05-23 Mohammad Fahim , Viveck R. Cadambe

In this paper we consider various splitting schemes for unsteady problems containing the grad-div operator. The fully implicit discretization of such problems would yield at each time step a linear problem that couples all components of the…

Numerical Analysis · Computer Science 2016-11-18 Peter Minev , Petr N. Vabishchevich

One of the limitations of recycled GCRO methods is the large amount of computation required to orthogonalize the basis vectors of the newly generated Krylov subspace for the approximate solution when combined with those of the recycle…

Numerical Analysis · Mathematics 2023-06-12 Stephen Thomas , Alison Baker , Stephane Gaudreault

By reducing the number of global synchronization bottlenecks per iteration and hiding communication behind useful computational work, pipelined Krylov subspace methods achieve significantly improved parallel scalability on present-day HPC…

Numerical Analysis · Computer Science 2018-09-07 Siegfried Cools , Wim Vanroose

Krylov subspace methods are a ubiquitous tool for computing near-optimal rank $k$ approximations of large matrices. While "large block" Krylov methods with block size at least $k$ give the best known theoretical guarantees, block size one…

Data Structures and Algorithms · Computer Science 2023-11-08 Raphael A. Meyer , Cameron Musco , Christopher Musco

The parallel strong-scaling of Krylov iterative methods is largely determined by the number of global reductions required at each iteration. The GMRES and Krylov-Schur algorithms employ the Arnoldi algorithm for nonsymmetric matrices. The…

Numerical Analysis · Mathematics 2021-05-18 Daniel Bielich , Julien Langou , Stephen Thomas , Kasia Swirydowicz , Ichitaro Yamazaki , Erik G. Boman

Randomized Krylov subspace methods that employ the sketch-and-solve paradigm to substantially reduce orthogonalization cost have recently shown great promise in speeding up computations for many core linear algebra tasks (e.g., solving…

Numerical Analysis · Mathematics 2026-03-13 Emil Krieger , Marcel Schweitzer

Krylov subspace methods are among the most extensively studied early fault-tolerant quantum algorithms for estimating ground-state energies of quantum systems. However, the rapid onset of ill-conditioning might make accurate energies…

Quantum Physics · Physics 2026-04-14 Maria Gabriela Jordão Oliveira , Karl Michael Ziems , Nina Glaser

In this paper some methods to use the empirical bootstrap approach for stochastic gradient descent (SGD) to minimize the empirical risk over a separable Hilbert space are investigated from the view point of algorithmic stability and…

Machine Learning · Statistics 2024-09-04 Andreas Christmann , Yunwen Lei

Krylov subspace methods are extensively used in scientific computing to solve large-scale linear systems. However, the performance of these iterative Krylov solvers on modern supercomputers is limited by expensive communication costs. The…

Numerical Analysis · Mathematics 2024-07-29 Zan Xu , Juan J. Alonso , Eric Darve

Pipelined Krylov subspace methods avoid communication latency by reducing the number of global synchronization bottlenecks and by hiding global communication behind useful computational work. In exact arithmetic pipelined Krylov subspace…

Numerical Analysis · Computer Science 2019-03-26 Siegfried Cools

Deep Markov models (DMM) are generative models that are scalable and expressive generalization of Markov models for representation, learning, and inference problems. However, the fundamental stochastic stability guarantees of such models…

Machine Learning · Computer Science 2021-11-09 Ján Drgoňa , Sayak Mukherjee , Jiaxin Zhang , Frank Liu , Mahantesh Halappanavar

$k$-means algorithm is one of the most classical clustering methods, which has been widely and successfully used in signal processing. However, due to the thin-tailed property of the Gaussian distribution, $k$-means algorithm suffers from…

Machine Learning · Computer Science 2021-02-02 Yiming Li , Yang Zhang , Qingtao Tang , Weipeng Huang , Yong Jiang , Shu-Tao Xia

Pipelined Krylov subspace methods (also referred to as communication-hiding methods) have been proposed in the literature as a scalable alternative to classic Krylov subspace algorithms for iteratively computing the solution to a large…

Numerical Analysis · Computer Science 2019-05-16 Siegfried Cools , Jeffrey Cornelis , Wim Vanroose

In classical frameworks as the Euclidean space, positive definite kernels as well as their analytic properties are explicitly available and can be incorporated directly in kernel-based learning algorithms. This is different if the…

Numerical Analysis · Mathematics 2023-01-18 Wolfgang Erb

Kernel based methods provide a way to reconstruct potentially high-dimensional functions from meshfree samples, i.e., sampling points and corresponding target values. A crucial ingredient for this to be successful is the distribution of the…

Numerical Analysis · Mathematics 2021-05-19 Tizian Wenzel , Gabriele Santin , Bernard Haasdonk