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The general perception is that kernel methods are not scalable, and neural nets are the methods of choice for nonlinear learning problems. Or have we simply not tried hard enough for kernel methods? Here we propose an approach that scales…
To solve discrete Markov decision models with a large number of dimensions is always difficult (and at times, impossible), because size of state space and computation cost increases exponentially with the number of dimensions. This…
On modern large-scale parallel computers, the performance of Krylov subspace iterative methods is limited by global synchronization. This has inspired the development of $s$-step Krylov subspace method variants, in which iterations are…
By applying the minimal residual technique to the Hermitian and skew-Hermitian (HSS) iteration scheme, we introduce a non-stationary iteration method named minimal residual Hermitian and skew-Hermitian (MRHSS) iteration method to solve the…
Super sample covariance (SSC) is important when estimating covariance matrices using a set of mock catalogues for galaxy surveys. If the underlying cosmological simulations do not include the variation in background parameters appropriate…
Sparse matrices have recently played a significant and impactful role in scientific computing, including artificial intelligence-related fields. According to historical studies on sparse matrix--vector multiplication (SpMV), Krylov subspace…
A subspace method is introduced to solve large-scale trace ratio problems. This approach is matrix-free, requiring only the action of the two matrices involved in the trace ratio. At each iteration, a smaller trace ratio problem is…
Krylov subspace methods are a ubiquitous tool for computing near-optimal rank $k$ approximations of large matrices. While "large block" Krylov methods with block size at least $k$ give the best known theoretical guarantees, block size one…
Based on the Beylkin-Cramer summation rule, we introduce a new fast algorithm that enable us to explore the high order statistics efficiently in large data sets. Central to this technique is to make decomposition both of fields and…
We consider the problem of resolving closely spaced point sources in one dimension from their Fourier data in a bounded domain. Classical subspace methods (e.g., MUSIC algorithm, Matrix Pencil method, etc.) show great superiority in…
In this paper, we tackle two important problems in low-rank learning, which are partial singular value decomposition and numerical rank estimation of huge matrices. By using the concepts of Krylov subspaces such as Golub-Kahan…
Simulation-based inference (SBI) has become an important tool in cosmology for extracting additional information from observational data using simulations. However, all cosmological simulations are approximations of the actual universe, and…
The numerical solution of large-scale Lyapunov matrix equations with symmetric banded data has so far received little attention in the rich literature on Lyapunov equations. We aim to contribute to this open problem by introducing two…
Frequency-dependent correlations, such as the spectral function and the dynamical structure factor, help understand condensed matter experiments. Within the density matrix renormalization group (DMRG) framework, an accurate method for…
Block and global Krylov subspace methods have been proposed as methods adapted to the situation where one iteratively solves systems with the same matrix and several right hand sides. These methods are advantageous, since they allow to cast…
Source extension is a reformulation of inverse problems in wave propagation, that at least in some cases leads to computationally tractable iterative solution methods. The core subproblem in all source extension methods is the solution of a…
Sylvester matrix equations are ubiquitous in scientific computing. However, few solution techniques exist for their generalized multiterm version, as they now arise in an increasingly large number of applications. In this work, we consider…
Many problems in science and engineering fields require the solution of shifted linear systems. To solve such systems efficiently, the recycling BiCG (RBiCG) algorithm in [SIAM J. SCI. COMPUT, 34 (2012) 1925-1949] is extended in this paper.…
Many fundamental statistical methods have become critical tools for scientific data analysis yet do not scale tractably to modern large datasets. This paper will describe very recent algorithms based on computational geometry which have…
Predicting ground state energies of quantum many-body systems is one of the central computational challenges in quantum chemistry, physics, and materials science. Krylov subspace methods, such as Krylov Quantum Diagonalization and…