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This paper introduces a randomized Householder QR factorization (RHQR). This factorization can be used to obtain a well conditioned basis of a vector space and thus can be employed in a variety of applications. The RHQR factorization of the…

Numerical Analysis · Mathematics 2024-05-24 Laura Grigori , Edouard Timsit

We present efficient realization of Householder Transform (HT) based QR factorization through algorithm-architecture co-design where we achieve performance improvement of 3-90x in-terms of Gflops/watt over state-of-the-art multicore,…

Performance · Computer Science 2018-03-15 Farhad Merchant , Tarun Vatwani , Anupam Chattopadhyay , Soumyendu Raha , S K Nandy , Ranjani Narayan

Layer factorization has emerged as a widely used technique for training memory-efficient neural networks. However, layer factorization methods face several challenges, particularly a lack of robustness during the training process. To…

Numerical Analysis · Mathematics 2025-02-06 Jonas Kusch , Steffen Schotthöfer , Alexandra Walter

In this paper we present a novel algorithm developed for computing the QR factorisation of extremely ill-conditioned tall-and-skinny matrices on distributed memory systems. The algorithm is based on the communication-avoiding CholeskyQR2…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-05-08 Nenad Mijić , Abhiram Kaushik , Davor Davidović

Tile low rank representations of dense matrices partition them into blocks of roughly uniform size, where each off-diagonal tile is compressed and stored as its own low rank factorization. They offer an attractive representation for many…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-08-27 Wajih Boukaram , Stefano Zampini , George Turkiyyah , David Keyes

This manuscript describes a technique for computing partial rank-revealing factorizations, such as, e.g, a partial QR factorization or a partial singular value decomposition. The method takes as input a tolerance $\varepsilon$ and an…

Numerical Analysis · Mathematics 2015-06-19 Per-Gunnar Martinsson , Sergey Voronin

We present Flip-Flop Spectrum-Revealing QR (Flip-Flop SRQR) factorization, a significantly faster and more reliable variant of the QLP factorization of Stewart, for low-rank matrix approximations. Flip-Flop SRQR uses SRQR factorization to…

Numerical Analysis · Mathematics 2019-12-12 Yuehua Feng , Jianwei Xiao , Ming Gu

Kernel methods are widespread in machine learning; however, they are limited by the quadratic complexity of the construction, application, and storage of kernel matrices. Low-rank matrix approximation algorithms are widely used to address…

Machine Learning · Statistics 2021-05-05 Ruoxi Wang , Yingzhou Li , Michael W. Mahoney , Eric Darve

CholeskyQR2 and shifted CholeskyQR3 are two state-of-the-art algorithms for computing tall-and-skinny QR factorizations since they attain high performance on current computer architectures. However, to guarantee stability, for some…

Numerical Analysis · Mathematics 2025-09-17 Andrew J. Higgins , Daniel B. Szyld , Erik G. Boman , Ichitaro Yamazaki

We present a new variant of serial right-looking supernodal sparse Cholesky factorization (RL). Our comparison of RL with the multifrontal method confirms that RL is simpler, slightly faster, and requires slightly less storage. The key to…

Mathematical Software · Computer Science 2024-09-23 M. Ozan Karsavuran , Esmond G. Ng , Barry W. Peyton , Jonathan L. Peyton

Standard rank-revealing factorizations such as the singular value decomposition and column pivoted QR factorization are challenging to implement efficiently on a GPU. A major difficulty in this regard is the inability of standard algorithms…

Numerical Analysis · Mathematics 2023-05-23 Nathan Heavner , Chao Chen , Abinand Gopal , Per-Gunnar Martinsson

Clustered Low Rank (CLR) framework for block-sparse and block-low-rank tensor representation and computation is described. The CLR framework depends on 2 parameters that control precision: one controlling the CLR block rank truncation and…

Chemical Physics · Physics 2017-08-23 Cannada A. Lewis , Justus A. Calvin , Edward F. Valeev

Previous studies have reported that common dense linear algebra operations do not achieve speed up by using multiple geographical sites of a computational grid. Because such operations are the building blocks of most scientific…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-11-15 Emmanuel Agullo , Camille Coti , Jack Dongarra , Thomas Herault , Julien Langou

The algorithms in the current sequential numerical linear algebra libraries (e.g. LAPACK) do not parallelize well on multicore architectures. A new family of algorithms, the tile algorithms, has recently been introduced. Previous research…

Mathematical Software · Computer Science 2010-02-23 Emmanuel Agullo , Henricus Bouwmeester , Jack Dongarra , Jakub Kurzak , Julien Langou , Lee Rosenberg

In this work, we develop randomized LU-Householder CholeskyQR (rLHC) for QR factorization of the tall-skinny matrices, consisting of SLHC3 with single-sketching and SSLHC3 with multi-sketching. Similar to LU-CholeskyQR2 (LUC2), they do not…

Numerical Analysis · Mathematics 2025-09-16 Haoran Guan , Yuwei Fan

Although mixed precision arithmetic has recently garnered interest for training dense neural networks, many other applications could benefit from the speed-ups and lower storage cost if applied appropriately. The growing interest in…

Numerical Analysis · Mathematics 2021-03-02 L. Minah Yang , Alyson Fox , Geoffrey Sanders

This paper describes efficient algorithms for computing rank-revealing factorizations of matrices that are too large to fit in RAM, and must instead be stored on slow external memory devices such as solid-state or spinning disk hard drives…

Mathematical Software · Computer Science 2020-03-05 Nathan Heavner , Per-Gunnar Martinsson , Gregorio Quintana-Ortí

We present a fast algorithm for linear least squares problems governed by hierarchically block separable (HBS) matrices. Such matrices are generally dense but data-sparse and can describe many important operators including those derived…

Numerical Analysis · Mathematics 2014-06-17 Kenneth L. Ho , Leslie Greengard

Current quantization methods for LLMs predominantly rely on block-wise structures to maintain efficiency, often at the cost of representational flexibility. In this work, we demonstrate that element-wise quantization can be made as…

Machine Learning · Computer Science 2026-02-02 Pingzhi Tang , Ruijie Zhou , Fanxu Meng , Wenjie Pei , Muhan Zhang

We analyse some QR decomposition algorithms, and show that the I/O complexity of the tile based algorithm is asymptotically the same as that of matrix multiplication. This algorithm, we show, performs the best when the tile size is chosen…

Data Structures and Algorithms · Computer Science 2010-06-08 Sraban Kumar Mohanty