Related papers: Mixed Precision GMRES-based Iterative Refinement w…
This paper surveys an important class of methods that combine iterative projection methods and variational regularization methods for large-scale inverse problems. Iterative methods such as Krylov subspace methods are invaluable in the…
With the steady advance of high performance computing systems featuring smaller and smaller hardware components, the systems and algorithms used for numerical simulations increasingly contend with disruptions caused by hardware failures and…
A novel algorithm for the recovery of low-rank matrices acquired via compressive linear measurements is proposed and analyzed. The algorithm, a variation on the iterative hard thresholding algorithm for low-rank recovery, is designed to…
This paper concerns with iterative schemes for the perfect reconstruction of functions belonging to multiresolution spaces on bounded manifolds from nonuniform sampling. The schemes have optimal complexity in the sense that the…
Iterative methods for computing matrix functions have been extensively studied and their convergence speed can be significantly improved with the right tuning of parameters and by mixing different iteration types. Handtuning the design…
In this paper, we develop a new Randomized Global Generalized Minimum Residual (RGlGMRES) algorithm for efficiently computing solutions to large scale linear systems with multiple right hand sides.The proposed method builds on a recently…
In this paper, we propose a novel reduced-rank adaptive filtering algorithm by blending the idea of the Krylov subspace methods with the set-theoretic adaptive filtering framework. Unlike the existing Krylov-subspace-based reduced-rank…
High-quality reconstructions of signals and images with sharp edges are needed in a wide range of applications. To overcome the large dimensionality of the parameter space and the complexity of the regularization functional,…
Mixed-effects models are widely used to model data with hierarchical grouping structures and high-cardinality categorical predictor variables. However, for high-dimensional crossed random effects, current standard computations relying on…
Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…
Incomplete LU (ILU) smoothers are effective in the algebraic multigrid (AMG) $V$-cycle for reducing high-frequency components of the error. However, the requisite direct triangular solves are comparatively slow on GPUs. Previous work has…
This paper describes practical randomized algorithms for low-rank matrix approximation that accommodate any budget for the number of views of the matrix. The presented algorithms, which are aimed at being as pass efficient as needed, expand…
Parallel implementations of Krylov subspace methods often help to accelerate the procedure of finding an approximate solution of a linear system. However, such parallelization coupled with asynchronous and out-of-order execution often…
Preconditioned Krylov subspace (KSP) methods are widely used for solving large-scale sparse linear systems arising from numerical solutions of partial differential equations (PDEs). These linear systems are often nonsymmetric due to the…
Quadratic optimization problems (QPs) are ubiquitous, and solution algorithms have matured to a reliable technology. However, the precision of solutions is usually limited due to the underlying floating-point operations. This may cause…
When the CG method for solving linear algebraic systems was formulated about 70 years ago by Lanczos, Hestenes, and Stiefel, it was considered an iterative process possessing a mathematical finite termination property. CG was placed into a…
Randomized iterative methods, such as the randomized Kaczmarz method, have gained significant attention for solving large-scale linear systems due to their simplicity and efficiency. Meanwhile, Krylov subspace methods have emerged as a…
We propose a new Iteratively Reweighted Least Squares (IRLS) algorithm for the problem of completing or denoising low-rank matrices that are structured, e.g., that possess a Hankel, Toeplitz or block-Hankel/Toeplitz structure. The algorithm…
In recent years, a new kind of accelerated hardware has gained popularity in the Artificial Intelligence (AI) and Machine Learning (ML) communities which enables extremely high-performance tensor contractions in reduced precision for deep…
We present a novel data-driven reformulation of the iterative SVD-rational Krylov algorithm (ISRK), in its original formulation a Petrov-Galerkin (two-sided) projection-based iterative method for model reduction combining rational Krylov…