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In this paper, we propose a distributed algorithm for solving large-scale separable convex problems using Lagrangian dual decomposition and the interior-point framework. By adding self-concordant barrier terms to the ordinary Lagrangian, we…

Optimization and Control · Mathematics 2013-02-14 I. Necoara , J. A. K. Suykens

We present a massively parallel, GPU-accelerated implementation of the Bethe-Salpeter equation (BSE) for the calculation of the vertical excitation energies (VEEs) and optical absorption spectra of condensed and molecular systems, starting…

Materials Science · Physics 2024-12-25 Victor Wen-zhe Yu , Yu Jin , Giulia Galli , Marco Govoni

High-order accurate discontinuous Galerkin (DG) methods have emerged as powerful tools for solving partial differential equations such as the compressible Navier-Stokes equations due to their excellent dispersion-dissipation properties and…

Numerical Analysis · Mathematics 2025-11-12 Patrick Kopper , Anna Schwarz , Jens Keim , Andrea Beck

Versions of GMRES with deflation of eigenvalues are applied to lattice QCD problems. Approximate eigenvectors corresponding to the smallest eigenvalues are generated at the same time that linear equations are solved. The eigenvectors…

High Energy Physics - Lattice · Physics 2007-05-23 Ronald B. Morgan , Walter Wilcox

We adapt a symmetric interior penalty discontinuous Galerkin method using a patch reconstructed approximation space to solve elliptic eigenvalue problems, including both second and fourth order problems in 2D and 3D. It is a direct…

Numerical Analysis · Mathematics 2019-11-26 Ruo Li , Zhiyuan Sun , Fanyi Yang

Gaussian processes are a powerful framework for uncertainty-aware function approximation and sequential decision-making. Unfortunately, their classical formulation does not scale gracefully to large amounts of data and modern hardware for…

Machine Learning · Computer Science 2025-07-10 Jihao Andreas Lin

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

Power iteration has been generalized to solve many interesting problems in machine learning and statistics. Despite its striking success, theoretical understanding of when and how such an algorithm enjoys good convergence property is…

Optimization and Control · Mathematics 2020-06-12 Cheolmin Kim , Youngseok Kim , Diego Klabjan

Block matrix structure is commonly arising is various physics and engineering applications. There are various advantages in preserving the blocks structure while computing the inversion of such partitioned matrices. In this context, using…

Numerical Analysis · Mathematics 2023-11-22 R. Thiru Senthil

A hollow matrix described by a graph $G$ is a real symmetric matrix having all diagonal entries equal to zero and with the off-diagonal entries governed by the adjacencies in $G$. For a given graph $G$, the determination of all possible…

Combinatorics · Mathematics 2023-06-23 F. Scott Dahlgren , Zachary Gershkoff , Leslie Hogben , Sara Motlaghian , Derek Young

The main objective of this work consists in analyzing sub-structuring method for the parallel solution of sparse linear systems with matrices arising from the discretization of partial differential equations such as finite element, finite…

Numerical Analysis · Mathematics 2021-08-31 Abal-Kassim Cheik Ahamed , Frédéric Magoulès

In this paper, we propose a gradient boosting algorithm for large-scale regression problems called \textit{Gradient Boosted Binary Histogram Ensemble} (GBBHE) based on binary histogram partition and ensemble learning. From the theoretical…

Machine Learning · Statistics 2021-06-04 Hanyuan Hang , Tao Huang , Yuchao Cai , Hanfang Yang , Zhouchen Lin

We develop a dynamic generalized conditional gradient method (DGCG) for dynamic inverse problems with optimal transport regularization. We consider the framework introduced in (Bredies and Fanzon, ESAIM: M2AN, 54:2351-2382, 2020), where the…

Numerical Analysis · Mathematics 2023-08-16 Kristian Bredies , Marcello Carioni , Silvio Fanzon , Francisco Romero

We present a scalable parallel solver for numerical constraint satisfaction problems (NCSPs). Our parallelization scheme consists of homogeneous worker solvers, each of which runs on an available core and communicates with others via the…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-19 Daisuke Ishii , Kazuki Yoshizoe , Toyotaro Suzumura

This article is devoted to computing the eigenvalue of the Laplace eigenvalue problem by the weak Galerkin (WG) finite element method with emphasis on obtaining lower bounds. The WG method is on the use of weak functions and their weak…

Numerical Analysis · Mathematics 2015-08-24 Hehu Xie , Qilong Zhai , Ran Zhang

This paper presents a universal numerical scheme tailored for tackling linear integral, integro-differential, and both initial and boundary value problems of ordinary differential equations. The numerical scheme is readily adapted for…

General Mathematics · Mathematics 2026-01-23 Vladimir Kryzhniy

This note considers the unstructured sparse recovery problems in a general form. Examples include rational approximation, spectral function estimation, Fourier inversion, Laplace inversion, and sparse deconvolution. The main challenges are…

Numerical Analysis · Mathematics 2024-03-11 Lexing Ying

Many large-scale scientific computations require eigenvalue solvers in a scaling regime where efficiency is limited by data movement. We introduce a parallel algorithm for computing the eigenvalues of a dense symmetric matrix, which…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-04-19 Edgar Solomonik , Grey Ballard , James Demmel , Torsten Hoefler

It is well known that for singular inconsistent range-symmetric linear systems, the generalized minimal residual (GMRES) method determines a least squares solution without breakdown. The reached least squares solution may be or not be the…

Numerical Analysis · Mathematics 2024-01-24 Kui Du , Jia-Jun Fan , Fang Wang

High-dimensional partial-differential equations (PDEs) arise in a number of fields of science and engineering, where they are used to describe the evolution of joint probability functions. Their examples include the Boltzmann and…

Numerical Analysis · Mathematics 2018-10-17 A. M. P. Boelens , D. Venturi , D. M. Tartakovsky
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