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This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…
Sliding window sums are widely used in bioinformatics applications, including sequence assembly, k-mer generation, hashing and compression. New vector algorithms which utilize the advanced vector extension (AVX) instructions available on…
This paper deals with circulant matrices. It is shown that a circulant matrix can be multiplied by a vector in time O(n log(n)) in a ring with roots of unity without making use of an FFT algorithm. With our algorithm we achieve a speedup of…
Estimating conditional dependence graphs and precision matrices are some of the most common problems in modern statistics and machine learning. When data are fully observed, penalized maximum likelihood-type estimators have become standard…
This work formalizes efficient Fast Fourier-based multiplication algorithms for polynomials in quotient rings such as $\mathbb{Z}_{m}[x]/\left<x^{n}-a\right>$, with $n$ a power of 2 and $m$ a non necessarily prime integer. We also present a…
Matrix profile has been recently proposed as a promising technique to the problem of all-pairs-similarity search on time series. Efficient algorithms have been proposed for computing it, e.g., STAMP, STOMP and SCRIMP++. All these algorithms…
The distributed matrix multiplication problem with an unknown number of stragglers is considered, where the goal is to efficiently and flexibly obtain the product of two massive matrices by distributing the computation across N servers.…
Given an arbitrary matrix $A\in\mathbb{R}^{n\times n}$, we consider the fundamental problem of computing $Ax$ for any $x\in\mathbb{R}^n$ such that $Ax$ is $s$-sparse. While fast algorithms exist for particular choices of $A$, such as the…
Randomized algorithms in numerical linear algebra can be fast, scalable and robust. This paper examines the effect of sketching on the right singular vectors corresponding to the smallest singular values of a tall-skinny matrix. We analyze…
On common processors, integer multiplication is many times faster than integer division. Dividing a numerator n by a divisor d is mathematically equivalent to multiplication by the inverse of the divisor (n / d = n x 1/d). If the divisor is…
This article investigates a fast and stable method to solve Henderson's mixed model equation. The proposed algorithm is stable in that it avoids inverting a matrix of a large dimension and hence is free from the curse of dimensionality.…
We exhibit a randomized algorithm which given a matrix $A\in \mathbb{C}^{n\times n}$ with $\|A\|\le 1$ and $\delta>0$, computes with high probability an invertible $V$ and diagonal $D$ such that $\|A-VDV^{-1}\|\le \delta$ using…
This paper introduces an efficient first-order method based on the alternating direction method of multipliers (ADMM) to solve semidefinite programs (SDPs) arising from sum-of-squares (SOS) programming. We exploit the sparsity of the…
A lift-and-permute scheme of alternating direction method of multipliers (ADMM) is proposed for linearly constrained convex programming. It contains not only the newly developed balanced augmented Lagrangian method and its dual-primal…
In order to find the outcome probabilities of quantum mechanical systems like the optical networks underlying Boson sampling, it is necessary to be able to compute the permanents of unitary matrices, a computationally hard task. Here we…
N-fold integer programming is a fundamental problem with a variety of natural applications in operations research and statistics. Moreover, it is universal and provides a new, variable-dimension, parametrization of all of integer…
Current architectures are now equipped with matrix computation units designed to enhance AI and high-performance computing applications. Within these architectures, two fundamental instruction types are matrix multiplication and vector…
We consider space-saving versions of several important operations on univariate polynomials, namely power series inversion and division, division with remainder, multi-point evaluation, and interpolation. Now-classical results show that…
The sparse matrix-vector (SpMV) multiplication is an important computational kernel, but it is notoriously difficult to execute efficiently. This paper investigates algorithm performance for unstructured sparse matrices, which are more…
In this paper we present two different variants of method for symmetric matrix inversion, based on modified Gaussian elimination. Both methods avoid computation of square roots and have a reduced machine time's spending. Further, both of…