Related papers: XAMG: A library for solving linear systems with mu…
In this paper we solve mixed-integer linear programs (MILPs) via distributed asynchronous saddle point computation. This work is motivated by the MILPs being able to model problems in multi-agent autonomy, such as task assignment problems…
Hardware architectures and machine learning (ML) libraries evolve rapidly. Traditional compilers often fail to generate high-performance code across the spectrum of new hardware offerings. To mitigate, engineers develop hand-tuned kernels…
The family of Multiscale Hybrid-Mixed (MHM) finite element methods has received considerable attention from the mathematics and engineering community in the last few years. The MHM methods allow solving highly heterogeneous problems on…
Computational implementations for solving systems of linear equations often rely on a one-size-fits-all approach based on LU decomposition of dense matrices stored in column-major format. Such solvers are typically implemented with the aid…
A version of the Dynamical Systems Method (DSM) for solving ill-conditioned linear algebraic systems is studied in this paper. An {\it a priori} and {\it a posteriori} stopping rules are justified. An algorithm for computing the solution…
The Multilevel Monte Carlo (MLMC) method has proven to be an effective variance-reduction statistical method for Uncertainty Quantification (UQ) in Partial Differential Equation (PDE) models, combining model computations at different levels…
We construct an algebraic multigrid (AMG) based preconditioner for the reduced Hessian of a linear-quadratic optimization problem constrained by an elliptic partial differential equation. While the preconditioner generalizes a geometric…
This paper proposes improving the solve time of a bootstrap AMG designed previously by the authors. This is achieved by incorporating the information, set of algebraically smooth vectors, generated by the bootstrap algorithm, in a single…
We present a simple and powerful algorithm for parallel black box optimization called Successive Halving and Classification (SHAC). The algorithm operates in $K$ stages of parallel function evaluations and trains a cascade of binary…
This survey describes a class of methods known as "fast direct solvers". These algorithms address the problem of solving a system of linear equations $\boldsymbol{Ax}=\boldsymbol{b}$ arising from the discretization of either an elliptic PDE…
Scaling hyperparameter optimisation to very large datasets remains an open problem in the Gaussian process community. This paper focuses on iterative methods, which use linear system solvers, like conjugate gradients, alternating…
We present the Matlab toolbox MacaulayLab, which implements numerical linear algebra algorithms for solving multivariate polynomial systems and rectangular multiparameter eigenvalue problems. Its structure and functionality are the result…
Algebraic multigrid (AMG) is an $\mathcal{O}(n)$ solution process for many large sparse linear systems. A hierarchy of progressively coarser grids is constructed that utilize complementary relaxation and interpolation operators. High-energy…
In this paper, an adjoint solver for the multigrid in time software library XBraid is presented. XBraid provides a non-intrusive approach for simulating unsteady dynamics on multiple processors while parallelizing not only in space but also…
At physical light quark masses, efficient linear solvers are crucial for carrying out the millions of inversions of the Dirac matrix required for obtaining high statistics in quark correlation functions. Adaptive algebraic multi-grid…
For the large sparse systems of weakly nonlinear equations arising in the discretizations of many classical differential and integral equations, this paper presents a class of synchronous parallel multi-splitting two-stage two-parameter…
In this paper we describe in detail the computational algorithm used by our parallel multigrid elliptic equation solver with adaptive mesh refinement. Our code uses truncation error estimates to adaptively refine the grid as part of the…
Multi-material problems often exhibit complex geometries along with physical responses presenting large spatial gradients or discontinuities. In these cases, providing high-quality body-fitted finite element analysis meshes and obtaining…
The verification of multithreaded software is still a challenge. This comes mainly from the fact that the number of thread interleavings grows exponentially in the number of threads. The idea that thread interleavings can be studied with a…
Matrix-free geometric multigrid solvers for elliptic PDEs that have been discretised with Higher-order Discontinuous Galerkin (DG) methods are ideally suited to exploit state-of-the-art computer architectures. Higher polynomial degrees…