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Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…
Structured low-rank (SLR) algorithms, which exploit annihilation relations between the Fourier samples of a signal resulting from different properties, is a powerful image reconstruction framework in several applications. This scheme relies…
Scaling up the sparse matrix-vector multiplication kernel on modern Graphics Processing Units (GPU) has been at the heart of numerous studies in both academia and industry. In this article we present a novel non-parametric, self-tunable,…
In this paper, we provide an affirmative answer to the long-standing question: Are GPUs useful in solving linear programming? We present cuPDLP.jl, a GPU implementation of restarted primal-dual hybrid gradient (PDHG) for solving linear…
Randomized algorithms for very large matrix problems have received a great deal of attention in recent years. Much of this work was motivated by problems in large-scale data analysis, and this work was performed by individuals from many…
Identifying discrete patterns in binary data is an important dimensionality reduction tool in machine learning and data mining. In this paper, we consider the problem of low-rank binary matrix factorisation (BMF) under Boolean arithmetic.…
Linear programming (LP) relaxation is a standard technique for solving hard combinatorial optimization (CO) problems. Here we present a gradient descent algorithm which exploits the special structure of some LP relaxations induced by CO…
Efficiently solving large-scale sparse linear systems poses a significant challenge in computational science, especially in fields such as physics, engineering, machine learning, and finance. Traditional classical algorithms face…
Linear algebra operations have been widely used in big data analytics and scientific computations. Many works have been done on optimizing linear algebra operations on GPUs with regular-shaped input. However, few works focus on fully…
In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal…
In this paper we accomplish the development of the fast rank-adaptive solver for tensor-structured symmetric positive definite linear systems in higher dimensions. In [arXiv:1301.6068] this problem is approached by alternating minimization…
In this thesis we develop techniques to efficiently solve numerical Partial Differential Equations (PDEs) using Graphical Processing Units (GPUs). Focus is put on both performance and re--usability of the methods developed, to this end a…
As the gap between compute and I/O performance tends to grow, modern High-Performance Computing (HPC) architectures include a new resource type: an intermediate persistent fast memory layer, called burst buffers. This is just one of many…
We introduce and compare new compression approaches to obtain regularized solutions of large linear systems which are commonly encountered in large scale inverse problems. We first describe how to approximate matrix vector operations with a…
The Harrow-Hassidim-Lloyd (HHL) algorithm is a quantum algorithm for solving systems of linear equations that, in principle, offers an exponential improvement in scaling with the system size compared to classical approaches. In this work,…
We present a fast and approximate multifrontal solver for large-scale sparse linear systems arising from finite-difference, finite-volume or finite-element discretization of high-frequency wave equations. The proposed solver leverages the…
We study three fundamental problems of Linear Algebra, lying in the heart of various Machine Learning applications, namely: 1)"Low-rank Column-based Matrix Approximation". We are given a matrix A and a target rank k. The goal is to select a…
We propose a low-rank tensor approach to approximate linear transport and nonlinear Vlasov solutions and their associated flow maps. The approach takes advantage of the fact that the differential operators in the Vlasov equation is tensor…
We study the robust matrix completion problem for the low-rank Hankel matrix, which detects the sparse corruptions caused by extreme outliers while we try to recover the original Hankel matrix from the partial observation. In this paper, we…
Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…