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Primal-dual interior-point methods solve constrained convex optimization problems to tight tolerances with speed and robustness. Their solutions are also efficiently differentiable with respect to the problem data through the implicit…

Optimization and Control · Mathematics 2026-05-19 Jon Arrizabalaga , Kevin Tracy , Zachary Manchester

The paper proposes a general quasi-interpolation scheme for high-dimensional function approximation. To facilitate error analysis, we view our quasi-interpolation as a two-step procedure. In the first step, we approximate a target function…

Numerical Analysis · Mathematics 2024-09-24 Wenwu Gao , Jiecheng Wang , Zhengjie Sun , Gregory E. Fasshauer

We propose a mixed precision Jacobi algorithm for computing the singular value decomposition (SVD) of a dense matrix. After appropriate preconditioning, the proposed algorithm computes the SVD in a lower precision as an initial guess, and…

Numerical Analysis · Mathematics 2025-05-12 Weiguo Gao , Yuxin Ma , Meiyue Shao

For a linear complementarity problem, we present a relaxaiton accelerated two-sweep matrix splitting iteration method. The convergence analysis illustrates that the proposed method converges to the exact solution of the linear…

Optimization and Control · Mathematics 2020-12-02 Dongkai Li , Li Wang , Yuying Liu

I present HPRMAT, a high-performance solver library for the linear systems arising in R-matrix coupled-channel scattering calculations in nuclear physics. Designed as a drop-in replacement for the linear algebra routines in existing…

Computational Physics · Physics 2025-12-15 Jin Lei

Frugal computing is becoming an important topic for environmental reasons. In this context, several techniques have been proposed to reduce the storage of scientific data by dedicated compression methods specially tailored for arrays of…

Data Structures and Algorithms · Computer Science 2022-03-01 Matthieu Martel

Finite-precision floating point arithmetic unavoidably introduces rounding errors which are traditionally bounded using a worst-case analysis. However, worst-case analysis might be overly conservative because worst-case errors can be…

Numerical Analysis · Mathematics 2019-12-11 Fredrik Dahlqvist , Rocco Salvia , George A Constantinides

In this article we show how to compute a matrix representation and the implicit equation by means of the method developed in [Botbol: arXiv:1007.3437], using the computer algebra system Macaulay2 \cite{M2}. As it is probably the most…

Algebraic Geometry · Mathematics 2010-07-22 Nicolas Botbol

Significant inaccuracy often occurs during the process of mathematical calculation due to the digit limitation of floating point, which may lead to catastrophic loss. Normally, people believe that adjustment of floating-point precision is…

Numerical Analysis · Computer Science 2015-12-07 Ran Wang , Xinrui He

Singular and oscillatory functions feature in numerous applications. The high-accuracy approximation of such functions shall greatly help us develop high-order methods for solving applied mathematics problems. This paper demonstrates that…

Numerical Analysis · Mathematics 2022-05-20 Congpei An , Hao-Ning Wu

We present an optimized single-precision implementation of the Sparse Approximate Matrix Multiply (\SpAMM{}) [M. Challacombe and N. Bock, arXiv {\bf 1011.3534} (2010)], a fast algorithm for matrix-matrix multiplication for matrices with…

Numerical Analysis · Computer Science 2012-09-05 Nicolas Bock , Matt Challacombe

Matrix multiplication is a fundamental operation in both training of neural networks and inference. To accelerate matrix multiplication, Graphical Processing Units (GPUs) provide it implemented in hardware. Due to the increased throughput…

Mathematical Software · Computer Science 2026-04-07 Faizan A. Khattak , Mantas Mikaitis

We consider the problem of matrix completion on an $n \times m$ matrix. We introduce the problem of Interpretable Matrix Completion that aims to provide meaningful insights for the low-rank matrix using side information. We show that the…

Optimization and Control · Mathematics 2020-03-05 Dimitris Bertsimas , Michael Lingzhi Li

In this paper, we propose a mixed-precision convolution unit architecture which supports different integer and floating point (FP) precisions. The proposed architecture is based on low-bit inner product units and realizes higher precision…

Hardware Architecture · Computer Science 2021-01-29 Hamzah Abdel-Aziz , Ali Shafiee , Jong Hoon Shin , Ardavan Pedram , Joseph H. Hassoun

The Schur decomposition of a square matrix $A$ is an important intermediate step of state-of-the-art numerical algorithms for addressing eigenvalue problems, matrix functions, and matrix equations. This work is concerned with the following…

Numerical Analysis · Mathematics 2022-03-22 Zvonimir Bujanović , Daniel Kressner , Christian Schröder

This paper introduces an efficient algorithm for computing the best approximation of a given matrix onto the intersection of linear equalities, inequalities and the doubly nonnegative cone (the cone of all positive semidefinite matrices…

Optimization and Control · Mathematics 2018-03-20 Ying Cui , Defeng Sun , Kim-Chuan Toh

We comment on two randomized algorithms for constructing low-rank matrix decompositions. Both algorithms employ the Subsampled Randomized Hadamard Transform [14]. The first algorithm appeared recently in [9]; here, we provide a novel…

Data Structures and Algorithms · Computer Science 2012-04-04 Christos Boutsidis

Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…

Machine Learning · Computer Science 2024-10-16 Yuntian Gu , Xuzheng Chen

It is well known that Strassen and Winograd algorithms can reduce the computational costs associated with dense matrix multiplication. We have already shown that they are also very effective for software-based multiple precision…

Numerical Analysis · Mathematics 2016-05-16 Tomonori Kouya

Geometric predicates are at the core of many algorithms, such as the construction of Delaunay triangulations, mesh processing and spatial relation tests. These algorithms have applications in scientific computing, geographic information…

Numerical Analysis · Mathematics 2023-08-01 Tinko Bartels , Vissarion Fisikopoulos , Martin Weiser