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Fast matrix multiplication algorithms are asymptotically faster than the classical cubic-time algorithm, but they are often slower in practice. One important obstacle is the use of complex coefficients, which increases arithmetic overhead…
This paper describes a regularized variant of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex programs. It is shown that the pointwise iteration-complexity of the new method is better than the…
In this paper, we developed new numeric and symbolic algorithms to find the inverse of any nonsingular heptadiagonal matrix. Symbolic algorithm will not break and it is without setting any restrictive conditions. The computational cost of…
A fast and accurate algorithm for solving a Bernstein-Vandermonde linear system is presented. The algorithm is derived by using results related to the bidiagonal decomposition of the inverse of a totally positive matrix by means of Neville…
A fast direct inversion scheme for the large sparse systems of linear equations resulting from the discretization of elliptic partial differential equations in two dimensions is given. The scheme is described for the particular case of a…
The article presents a matrix differential operator and a pseudoinverse matrix differential operator for finding a particular solution to nonhomogeneous linear ordinary differential equations (ODE) with constant coefficients with special…
This paper presents optimal scaling of the alternating directions method of multipliers (ADMM) algorithm for a class of distributed quadratic programming problems. The scaling corresponds to the ADMM step-size and relaxation parameter, as…
Multipoint polynomial evaluation and interpolation are fundamental for modern symbolic and numerical computing. The known algorithms solve both problems over any field of constants in nearly linear arithmetic time, but the cost grows to…
The study of solving the inverse eigenvalue problem for nonnegative matrices has been around for decades. It is clear that an inverse eigenvalue problem is trivial if the desirable matrix is not restricted to a certain structure. Provided…
Consider the problem of estimating the entries of a large matrix, when the observed entries are noisy versions of a small random fraction of the original entries. This problem has received widespread attention in recent times, especially…
Straggler nodes are well-known bottlenecks of distributed matrix computations which induce reductions in computation/communication speeds. A common strategy for mitigating such stragglers is to incorporate Reed-Solomon based MDS (maximum…
The generalized alternating direction method of multipliers (ADMM) of Xiao et al. [{\tt Math. Prog. Comput., 2018}] aims at the two-block linearly constrained composite convex programming problem, in which each block is in the form of…
In this paper, we propose a faster stochastic alternating direction method of multipliers (ADMM) for nonconvex optimization by using a new stochastic path-integrated differential estimator (SPIDER), called as SPIDER-ADMM. Moreover, we prove…
We present a novel set of reversible modular multipliers applicable to quantum computing, derived from three classical techniques: 1) traditional integer division, 2) Montgomery residue arithmetic, and 3) Barrett reduction. Each multiplier…
The Augmented Lagragian Method (ALM) and Alternating Direction Method of Multiplier (ADMM) have been powerful optimization methods for general convex programming subject to linear constraint. We consider the convex problem whose objective…
We present a new algorithm by which the Adomian polynomials can be determined for scalar-valued nonlinear polynomial functional in a Hilbert space. This algorithm calculates the Adomian polynomials without the complicated operations such as…
We discuss an automated computational methodology for computing two-dimensional spectral submanifolds (SSMs) in autonomous nonlinear mechanical systems of arbitrary degrees of freedom. In our algorithm, SSMs, the smoothest nonlinear…
This paper presents a quantum algorithm for efficiently computing partial sums and specific weighted partial sums of quantum state amplitudes. Computation of partial sums has important applications, including numerical integration,…
We compare alternative computing strategies for solving the constrained lasso problem. As its name suggests, the constrained lasso extends the widely-used lasso to handle linear constraints, which allow the user to incorporate prior…
A Random SubMatrix method (RSM) is proposed to calculate the low-rank decomposition of large-scale matrices with known entry percentage \rho. RSM is very fast as the floating-point operations (flops) required are compared favorably with the…