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Stochastic simulation techniques employed for the analysis of portfolios of insurance/reinsurance risk, often referred to as `Aggregate Risk Analysis', can benefit from exploiting state-of-the-art high-performance computing platforms. In…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-08-19 A. K. Bahl , O. Baltzer , A. Rau-Chaplin , B. Varghese , A. Whiteway

Graphics Processing Unit, or GPUs, have been successfully adopted both for graphic computation in 3D applications, and for general purpose application (GP-GPUs), thank to their tremendous performance-per-watt. Recently, there is a big…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-10-03 Paolo Burgio

Adaptive learning is necessary for non-stationary environments where the learning machine needs to forget past data distribution. Efficient algorithms require a compact model update to not grow in computational burden with the incoming data…

Machine Learning · Computer Science 2023-07-11 Vanessa Gómez-Verdejo , Emilio Parrado-Hernández , Manel Martínez-Ramón

In this paper, we present GATSPI, a novel GPU accelerated logic gate simulator that enables ultra-fast power estimation for industry sized ASIC designs with millions of gates. GATSPI is written in PyTorch with custom CUDA kernels for ease…

Machine Learning · Computer Science 2022-03-14 Yanqing Zhang , Haoxing Ren , Akshay Sridharan , Brucek Khailany

Recent research has focused on developing GPU-accelerated first-order solvers for linear programming (LP). This line of work, however, has largely overlooked the role of presolving, and thus prior results do not fully reflect the speedups…

Optimization and Control · Mathematics 2026-04-28 Daniel Cederberg , Stephen Boyd

Energy system optimization models are increasing in scope and resolution, yielding large and challenging linear programs. For a long time, the standard way to address such problems has relied on shared-memory interior-point methods (IPM),…

Optimization and Control · Mathematics 2026-05-07 Janina Zittel , Annika Buchholz , Michael Bussieck , Frederik Fiand , Thorsten Koch , Lukas Mehl , Niels Lindner , Manuel Wetzel

We present a robust and scalable preconditioner for the solution of large-scale linear systems that arise from the discretization of elliptic PDEs amenable to rank compression. The preconditioner is based on hierarchical low-rank…

Numerical Analysis · Mathematics 2017-12-27 Gustavo Chávez , George Turkiyyah , Stefano Zampini , David Keyes

The SPAI algorithm, a sparse approximate inverse preconditioning technique for large sparse linear systems, proposed by Grote and Huckle [SIAM J. Sci. Comput., 18 (1997), pp.~838--853.], is based on the F-norm minimization and computes a…

Numerical Analysis · Mathematics 2018-08-29 Zhongxiao Jia , Wenjie Kang

In this paper we present an optimized parallel implementation of a flexible MAP decoder for synchronization error correcting codes, supporting a very wide range of code sizes and channel conditions. On mid-range GPUs we demonstrate decoding…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-02-26 Johann A. Briffa

Simulating Clifford and near-Clifford circuits using the extended stabilizer formalism has become increasingly popular, particularly in quantum error correction. Compared to the state-vector approach, the extended stabilizer formalism can…

Quantum Physics · Physics 2026-05-18 Vu Tuan Hai , Bui Cao Doanh , Le Vu Trung Duong , Pham Hoai Luan , Yasuhiko Nakashima

In this paper, we describe the algorithms we implemented in FDPS to make efficient use of accelerator hardware such as GPGPUs. We have developed FDPS to make it possible for many researchers to develop their own high-performance parallel…

Instrumentation and Methods for Astrophysics · Physics 2020-02-12 Masaki Iwasawa , Daisuke Namekata , Keigo Nitadori , Kentaro Nomura , Long Wang , Miyuki Tsubouchi , Junichiro Makino

The geometric iterative method (GIM) is widely used in data interpolation/fitting, but its slow convergence affects the computational efficiency. Recently, much work was done to guarantee the acceleration of GIM in the literature. In this…

Numerical Analysis · Mathematics 2023-04-11 Chengzhi Liu , Yue Qiu , Li Zhang

Efficiently solving large-scale linear systems is a critical challenge in electromagnetic simulations, particularly when using the Crank-Nicolson Finite-Difference Time-Domain (CN-FDTD) method. Existing iterative solvers are commonly…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-24 Haoyuan Zhang , Yaqian Gao , Xinxin Zhang , Jialin Li , Runfeng Jin , Yidong Chen , Feng Zhang , Wu Yuan , Wenpeng Ma , Shan Liang , Jian Zhang , Zhonghua Lu

In this work, we optimize speculative sampling for parallel hardware accelerators to improve sampling speed. We notice that substantial portions of the intermediate matrices necessary for speculative sampling can be computed concurrently.…

Machine Learning · Computer Science 2024-10-04 Dominik Wagner , Seanie Lee , Ilja Baumann , Philipp Seeberger , Korbinian Riedhammer , Tobias Bocklet

Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2020-03-19 Agniva Chowdhury , Palma London , Haim Avron , Petros Drineas

High Performance Computing (HPC) platforms allow scientists to model computationally intensive algorithms. HPC clusters increasingly use General-Purpose Graphics Processing Units (GPGPUs) as accelerators; FPGAs provide an attractive…

Hardware Architecture · Computer Science 2015-04-20 Syed Waqar Nabi , Saji N. Hameed , Wim Vanderbauwhede

Multivariate Gaussian processes (GPs) offer a powerful probabilistic framework to represent complex interdependent phenomena. They pose, however, significant computational challenges in high-dimensional settings, which frequently arise in…

Mathematical models implemented on a computer have become the driving force behind the acceleration of the cycle of scientific processes. This is because computer models are typically much faster and economical to run than physical…

Computation · Statistics 2021-07-05 Vojtech Kejzlar , Mookyong Son , Shrijita Bhattacharya , Tapabrata Maiti

We investigate the SPAI and PSAI preconditioning procedures and shed light on two important features of them: (i) For the large linear system $Ax=b$ with $A$ irregular sparse, i.e., with $A$ having $s$ relatively dense columns, SPAI may be…

Numerical Analysis · Mathematics 2015-03-17 Zhongxiao Jia , Qian Zhang

The ability to leverage large-scale hardware parallelism has been one of the key enablers of the accelerated recent progress in machine learning. Consequently, there has been considerable effort invested into developing efficient parallel…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-01-19 Vitaly Aksenov , Dan Alistarh , Janne H. Korhonen
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