Related papers: Efficient algorithms for computing rank-revealing …
We investigate the solution of low-rank matrix approximation problems using the truncated SVD. For this purpose, we develop and optimize GPU implementations for the randomized SVD and a blocked variant of the Lanczos approach. Our work…
Randomized algorithms are overwhelming methods for low-rank approximation that can alleviate the computational expenditure with great reliability compared to deterministic algorithms. A crucial thought is generating a standard Gaussian…
Low-rank representation learning has emerged as a powerful tool for recovering missing values in power load data due to its ability to exploit the inherent low-dimensional structures of spatiotemporal measurements. Among various techniques,…
Dynamic programming (DP) is a cornerstone of combinatorial optimization, yet its inherently sequential structure has long limited its scalability in scenario-based stochastic programming (SP). This paper introduces a GPU-accelerated…
In this work, we consider rank-one adaptations $X_{new} = X+ab^T$ of a given matrix $X\in \mathbb{R}^{n\times p}$ with known matrix factorization $X = UW$, where $U\in\mathbb{R}^{n\times p}$ is column-orthogonal, i.e. $U^TU=I$. Arguably the…
Shor's quantum algorithm is very important for cryptography, since it can factor large numbers much faster than classical algorithms. In this study, we implement a simulator for Shor's quantum algorithm on graphic processor units (GPU) and…
Nonnegative matrix factorization (NMF) has an established reputation as a useful data analysis technique in numerous applications. However, its usage in practical situations is undergoing challenges in recent years. The fundamental factor…
This paper describes a new QR factorization algorithm which is especially designed for massively parallel platforms combining parallel distributed multi-core nodes. These platforms make the present and the foreseeable future of…
We address the problem of efficient sparse fixed-rank (S-FR) matrix decomposition, i.e., splitting a corrupted matrix $M$ into an uncorrupted matrix $L$ of rank $r$ and a sparse matrix of outliers $S$. Fixed-rank constraints are usually…
In a general graph data structure like an adjacency matrix, when edges are homogeneous, the connectivity of two nodes can be sufficiently represented using a single bit. This insight has, however, not yet been adequately exploited by the…
We propose a GPU-based distributed optimization algorithm, aimed at controlling optimal power flow in multi-phase and unbalanced distribution systems. Typically, conventional distributed optimization algorithms employed in such scenarios…
The singular value decomposition (SVD) is a powerful tool in modern numerical linear algebra, which underpins computational methods such as principal component analysis (PCA), low-rank approximations, and randomized algorithms. Many…
Factorization and multiplication of dense matrices and tensors are critical, yet extremely expensive pieces of the scientific toolbox. Careful use of low rank approximation can drastically reduce the computation and memory requirements of…
Kernel methods are widespread in machine learning; however, they are limited by the quadratic complexity of the construction, application, and storage of kernel matrices. Low-rank matrix approximation algorithms are widely used to address…
General matrix-matrix multiplications with double-precision real and complex entries (DGEMM and ZGEMM) in vendor-supplied BLAS libraries are best optimized for square matrices but often show bad performance for tall & skinny matrices, which…
The Convex Hull algorithm is one of the most important algorithms in computational geometry, with many applications such as in computer graphics, robotics, and data mining. Despite the advances in the new algorithms in this area, it is…
We propose a factorization-free method for orthogonal projection onto the positive semidefinite (PSD) cone, leveraging composite polynomial filtering. Inspired by recent advances in homomorphic encryption, our approach approximates the PSD…
Coupled decompositions are a widely used tool for data fusion. As the volume of data increases, so does the dimensionality of matrices and tensors, highlighting the need for more efficient coupled decomposition algorithms. This paper…
We propose a GPU-accelerated distributed optimization algorithm for controlling multi-phase optimal power flow in active distribution systems with dynamically changing topologies. To handle varying network configurations and enable…
Given a matrix $M$ (not necessarily nonnegative) and a factorization rank $r$, semi-nonnegative matrix factorization (semi-NMF) looks for a matrix $U$ with $r$ columns and a nonnegative matrix $V$ with $r$ rows such that $UV$ is the best…