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Accelerated algorithms have broad applications in large-scale optimization, due to their generality and fast convergence. However, their stability in the practical setting of noise-corrupted gradient oracles is not well-understood. This…

Optimization and Control · Mathematics 2018-08-01 Michael B. Cohen , Jelena Diakonikolas , Lorenzo Orecchia

This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…

Numerical Analysis · Mathematics 2025-02-05 Lucas Onisk , Malena Sabaté Landman

Krylov subspace methods are widely known as efficient algebraic methods for solving large scale linear systems. However, on massively parallel hardware the performance of these methods is typically limited by communication latency rather…

Numerical Analysis · Computer Science 2018-08-22 Siegfried Cools

Low-precision computing is essential for efficiently utilizing memory bandwidth and computing cores. While many mixed-precision algorithms have been developed for iterative sparse linear solvers, effectively leveraging half-precision (fp16)…

Numerical Analysis · Mathematics 2025-05-28 Kengo Suzuki , Takeshi Iwashita

Graphics Processing Unit (GPU) computing is becoming an alternate computing platform for numerical simulations. However, it is not clear which numerical scheme will provide the highest computational efficiency for different types of…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-09-07 Ben J. Zimmerman , Jonathan D. Regele , Bong Wie

Pipelined Krylov methods seek to ameliorate the latency due to inner products necessary for projection by overlapping it with the computation associated with sparse matrix-vector multiplication. We clarify a folk theorem that this can only…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-02-17 Hannah Morgan , Matthew G. Knepley , Patrick Sanan , L. Ridgway Scott

The present paper gives a review of our recent progress and latest results for novel linear-algebraic algorithms and its application to large-scale quantum material simulations or electronic structure calculations. The algorithms are…

As computational machines become larger and more complex, the probability of hardware failure rises. ``Silent errors'', or bit flips, may not be immediately apparent but can cause detrimental effects to algorithm behavior. In this work, we…

Numerical Analysis · Mathematics 2025-03-31 Erin Claire Carson , Jakub Hercík

This paper deals with the definition and optimization of augmentation spaces for faster convergence of the conjugate gradient method in the resolution of sequences of linear systems. Using advanced convergence results from the literature,…

Numerical Analysis · Mathematics 2013-02-01 Pierre Gosselet , Christian Rey , Julien Pebrel

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.…

Numerical Analysis · Mathematics 2014-03-10 Rajesh Gandham , Ken Esler , Yongpeng Zhang

Linear system solving is a key tool for computational power system studies, e.g., optimal power flow, transmission switching, or unit commitment. CPU-based linear system solver speeds, however, have saturated in recent years. Emerging…

Systems and Control · Electrical Eng. & Systems 2024-03-21 Samuel Chevalier , Robert Parker

The geometric multigrid method (GMG) is one of the most efficient solving techniques for discrete algebraic systems arising from elliptic partial differential equations. GMG utilizes a hierarchy of grids or discretizations and reduces the…

Numerical Analysis · Mathematics 2013-01-14 Chunsheng Feng , Shi Shu , Jinchao Xu , Chen-Song Zhang

This paper presents a Graphics Processing Units (GPUs) acceleration method of an iterative scheme for gas-kinetic model equations. Unlike the previous GPU parallelization of explicit kinetic schemes, this work features a fast converging…

Computational Physics · Physics 2020-01-08 Lianhua Zhu , Peng Wang , Songze Chen , Zhaoli Guo , Yonghao Zhang

We consider iterative (`turbo') algorithms for compressed sensing. First, a unified exposition of the different approaches available in the literature is given, thereby enlightening the general principles and main differences. In particular…

Information Theory · Computer Science 2017-05-22 Robert F. H. Fischer , Susanne Sparrer

The Preconditioned Conjugate Gradient (PCG) method is widely used for solving linear systems of equations with sparse matrices. A recent version of PCG, Pipelined PCG, eliminates the dependencies in the computations of the PCG algorithm so…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-05-14 Manasi Tiwari , Sathish Vadhiyar

Iterative solvers for large-scale linear systems such as Krylov subspace methods can diverge when the linear system is ill-conditioned, thus significantly reducing the applicability of these iterative methods in practice for…

Numerical Analysis · Mathematics 2025-07-24 Vasileios Kalantzis , Mark S. Squillante , Chai Wah Wu

We report a novel application of graphics processing units (GPUs) for the purpose of accelerating the search pipelines for gravitational waves from coalescing binaries of compact objects. A speed-up of 16 fold has been achieved compared…

General Relativity and Quantum Cosmology · Physics 2010-05-25 Shin Kee Chung , Linqing Wen , David Blair , Kipp Cannon , Amitava Datta

Hierarchical matrices provide a highly memory-efficient way of storing dense linear operators arising, for example, from boundary element methods, particularly when stored in the H^2 format. In such data-sparse representations, iterative…

Numerical Analysis · Mathematics 2025-09-23 Sven Christophersen

High fidelity scientific simulations modeling physical phenomena typically require solving large linear systems of equations which result from discretization of a partial differential equation (PDE) by some numerical method. This step often…

Mathematical Software · Computer Science 2020-07-01 Mohammad Shafaet Islam , Qiqi Wang

Graphics Processing Unit, or GPUs, have been successfully adopted both for graphic computation in 3D applications, and for general purpose application (GP-GPUs), thank to their tremendous performance-per-watt. Recently, there is a big…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-10-03 Paolo Burgio