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We present two parallel optimization algorithms for a convex function $f$. The first algorithm optimizes over linear inequality constraints in a Hilbert space, $\mathbb H$, and the second over a non convex polyhedron in $\mathbb R^n$. The…

Optimization and Control · Mathematics 2025-10-22 E. Dov Neimand , Serban Sabau

In this paper, we propose an efficient parallelization strategy for boundary element method (BEM) solvers that perform the electromagnetic analysis of structures with lossy conductors. The proposed solver is accelerated with the adaptive…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-11-30 Damian Marek , Shashwat Sharma , Piero Triverio

The FEAST algorithm is a subspace iteration method that uses a spectral projector as a rational filter in order to efficiently solve interior eigenvalue problems in parallel. Although the solutions from the FEAST algorithm converge rapidly…

Numerical Analysis · Mathematics 2016-05-30 Brendan Gavin , Eric Polizzi

In ptychography experiments, redundant scanning is usually required to guarantee the stable recovery, such that a huge amount of frames are generated, and thus it poses a great demand of parallel computing in order to solve this large-scale…

Numerical Analysis · Mathematics 2021-02-05 Huibin Chang , Roland Glowinski , Stefano Marchesini , Xue-cheng Tai , Yang Wang , Tieyong Zeng

In this paper, we propose a parallel-in-time algorithm for approximately solving parabolic equations. In particular, we apply the $k$-step backward differentiation formula, and then develop an iterative solver by using the waveform…

Numerical Analysis · Mathematics 2021-06-04 Shuonan Wu , Zhi Zhou

This paper investigates the eigenvalue computation problem of the dual quaternion Hermitian matrix closely related to multi-agent group control. Recently, power method was proposed by Cui and Qi in Journal of Scientific Computing, 100…

Numerical Analysis · Mathematics 2025-05-22 Yongjun Chen , Liping Zhang

The linear response eigenvalue problem, which arises from many scientific and engineering fields, is quite challenging numerically for large-scale sparse/dense system, especially when it has zero eigenvalues. Based on a direct sum…

Numerical Analysis · Mathematics 2025-06-11 Yu Li , Zijing Wang , Yong Zhang

Current dense symmetric eigenvalue (EIG) and singular value decomposition (SVD) implementations may suffer from the lack of concurrency during the tridiagonal and bidiagonal reductions, respectively. This performance bottleneck is typical…

Numerical Analysis · Mathematics 2021-04-30 D. Keyes , H. Ltaief , Y. Nakatsukasa , D. Sukkari

We study the generalized finite element methods (GFEMs) for the second-order elliptic eigenvalue problem with an interface in 1D. The linear stable generalized finite element methods (SGFEM) were recently developed for the elliptic source…

Numerical Analysis · Mathematics 2018-10-25 Quanling Deng , Victor Calo

Interior eigenvalue problems for large-scale sparse Hermitian matrices are fundamental in computational science. We propose an adaptive polynomial filtering strategy based on Chebyshev expansion of a step function, integrated into a…

Numerical Analysis · Mathematics 2026-04-02 Xiaofei Xu , Yuhui Ni , Shengguo Li , Juan Zhang

We propose a flexible machine-learning framework for solving eigenvalue problems of diffusion operators in moderately large dimension. We improve on existing Neural Networks (NNs) eigensolvers by demonstrating our approach ability to…

Numerical Analysis · Mathematics 2022-07-08 Eric Simonnet , Mickaël D. Chekroun

In this article, we propose a non-parametric Bayesian level-set method for simultaneous reconstruction of two different piecewise constant coefficients in an elliptic partial differential equation. We show that the Bayesian formulation of…

Applications · Statistics 2025-05-28 Anuj Abhishek , Thilo Strauss , Taufiquar Khan

Alternating Direction Method of Multipliers (ADMM) has recently been proposed as a potential alternative optimizer to the Stochastic Gradient Descent(SGD) for deep learning problems. This is because ADMM can solve gradient vanishing and…

Optimization and Control · Mathematics 2021-06-24 Junxiang Wang , Zheng Chai , Yue Cheng , Liang Zhao

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

Speculative decoding has proven to be an efficient solution to large language model (LLM) inference, where the small drafter predicts future tokens at a low cost, and the target model is leveraged to verify them in parallel. However, most…

Computation and Language · Computer Science 2024-10-10 Zilin Xiao , Hongming Zhang , Tao Ge , Siru Ouyang , Vicente Ordonez , Dong Yu

We present a parallel hierarchical solver for general sparse linear systems on distributed-memory machines. For large-scale problems, this fully algebraic algorithm is faster and more memory-efficient than sparse direct solvers because it…

Numerical Analysis · Mathematics 2017-12-21 Chao Chen , Hadi Pouransari , Sivasankaran Rajamanickam , Erik G. Boman , Eric Darve

Diffusion models have emerged as state-of-the-art generative models for image generation. However, sampling from diffusion models is usually time-consuming due to the inherent autoregressive nature of their sampling process. In this work,…

Machine Learning · Computer Science 2024-05-28 Zhiwei Tang , Jiasheng Tang , Hao Luo , Fan Wang , Tsung-Hui Chang

We address the communication overhead of distributed sparse matrix-(multiple)-vector multiplication in the context of large-scale eigensolvers, using filter diagonalization as an example. The basis of our study is a performance model which…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-27 Andreas Alvermann , Georg Hager , Holger Fehske

We introduce a two-level direct solver for the Hierarchical Poincar\'e-Steklov (HPS) method for solving linear elliptic PDEs. HPS combines multidomain spectral collocation with a direct solver, enabling high-order discretizations for highly…

Numerical Analysis · Mathematics 2025-09-19 Joseph Kump , Anna Yesypenko , Per-Gunnar Martinsson

Scaling multi-dimensional transformers to long sequences is indispensable across various domains. However, the challenges of large memory requirements and slow speeds of such sequences necessitate sequence parallelism. All existing…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-05-13 Xuanlei Zhao , Shenggan Cheng , Chang Chen , Zangwei Zheng , Ziming Liu , Zheming Yang , Yang You