Related papers: A Hybrid Direct-Iterative Method for Solving KKT L…
The classical method to solve a quadratic optimization problem with nonlinear equality constraints is to solve the Karush-Kuhn-Tucker (KKT) optimality conditions using Newton's method. This approach however is usually computationally…
This paper presents a novel approach for the identification of linear time-periodic (LTP) systems in continuous time. This method is based on harmonic modeling and consists in converting any LTP system into an equivalent LTI system with…
We present an efficient, robust and fully GPU-accelerated aggregation-based algebraic multigrid preconditioning technique for the solution of large sparse linear systems. These linear systems arise from the discretization of elliptic PDEs.…
With the continuous advancement in the performance of large language models (LLMs), their demand for computational resources and memory has significantly increased, which poses major challenges for efficient inference on consumer-grade…
Matrix diagonalization is almost always involved in computing the density matrix needed in quantum chemistry calculations. In the case of modest matrix sizes ($\lesssim$ 5000), performance of traditional dense diagonalization algorithms on…
We extend the discontinuous Galerkin (DG) framework to a linear second-order elliptic problem on a compact smooth connected and oriented surface. An interior penalty (IP) method is introduced on a discrete surface and we derive a-priori…
Linear programming (LP) is an extremely useful tool which 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…
The Variational Quantum Linear Solver (VQLS), a hybrid quantum-classical algorithm for solving linear systems, faces a practical scalability bottleneck: the Linear Combination of Unitaries (LCU) decomposition requires O(L^2) circuit…
We consider flux-corrected finite element discretizations of 3D convection-dominated transport problems and assess the computational efficiency of algorithms based on such approximations. The methods under investigation include…
We introduce a mini-batch stochastic variance-reduced algorithm to solve finite-sum scale invariant problems which cover several examples in machine learning and statistics such as principal component analysis (PCA) and estimation of…
In this paper we consider the stability of the QR factorization in an oblique inner product. The oblique inner product is defined by a symmetric positive definite matrix A. We analyze two algorithm that are based a factorization of A and…
In this paper we present a methodology for data accesses when solving batches of Tridiagonal and Pentadiagonal matrices that all share the same left-hand-side (LHS) matrix. The intended application is to the numerical solution of Partial…
Recent enhancements to the Primal-Dual Hybrid Gradient (PDHG) algorithm have enabled GPUs to efficiently solve large linear programming problems, often faster than the long-dominant simplex and interior-point methods. The solutions found by…
We present three methods for distributed memory parallel inverse factorization of block-sparse Hermitian positive definite matrices. The three methods are a recursive variant of the AINV inverse Cholesky algorithm, iterative refinement, and…
This paper proposes a novel input-output parametrization of the set of internally stabilizing output-feedback controllers for linear time-invariant (LTI) systems. Our underlying idea is to directly treat the closed-loop transfer matrices…
Many application problems that lead to solving linear systems make use of preconditioned Krylov subspace solvers to compute their solution. Among the most popular preconditioning approaches are incomplete factorization methods either as…
Kernel methods represent some of the most popular machine learning tools for data analysis. Since exact kernel methods can be prohibitively expensive for large problems, reliable low-rank matrix approximations and high-performance…
Systems of linear equations arise at the heart of many scientific and engineering applications. Many of these linear systems are sparse; i.e., most of the elements in the coefficient matrix are zero. Direct methods based on matrix…
We present an algorithm which allows to solve analytically linear systems of differential equations which factorize to first order. The solution is given in terms of iterated integrals over an alphabet where its structure is implied by the…
Impossibility of finding local realistic models for quantum correlations due to entanglement is an important fact in foundations of quantum physics, gaining now new applications in quantum information theory. We present an in-depth…