Related papers: Solving Linear Systems on a GPU with Hierarchicall…
We propose a generic algorithmic building block to accelerate training of machine learning models on heterogeneous compute systems. Our scheme allows to efficiently employ compute accelerators such as GPUs and FPGAs for the training of…
We present a sparse linear system solver that is based on a multifrontal variant of Gaussian elimination, and exploits low-rank approximation of the resulting dense frontal matrices. We use hierarchically semiseparable (HSS) matrices, which…
Direct factorization methods for the solution of large, sparse linear systems that arise from PDE discretizations are robust, but typically show poor time and memory scalability for large systems. In this paper, we describe an efficient…
We present a novel algorithm attaining excessively fast, the sought solution of linear systems of equations. The algorithm is short in its basic formulation and, by definition, vectorized, while the memory allocation demands are trivial,…
The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…
Traditional logic programming relies on symbolic computation on the CPU, which can limit performance for large-scale inference tasks. Recent advances in GPU hardware enable high-throughput matrix operations, motivating a shift toward…
We propose a novel factorization of a non-singular matrix $P$, viewed as a $2\times 2$-blocked matrix. The factorization decomposes $P$ into a product of three matrices that are lower block-unitriangular, upper block-triangular, and lower…
Matrix factorization (MF) discovers latent features from observations, which has shown great promises in the fields of collaborative filtering, data compression, feature extraction, word embedding, etc. While many problem-specific…
We present a parallel hierarchical solver for general sparse linear systems on distributed-memory machines. For large-scale problems, this fully algebraic algorithm is faster and more memory-efficient than sparse direct solvers because it…
In this work, we consider the reformulation of hierarchical ($\mathcal{H}$) matrix algorithms for many-core processors with a model implementation on graphics processing units (GPUs). $\mathcal{H}$ matrices approximate specific dense…
Block-tridiagonal systems are prevalent in state estimation and optimal control, and solving these systems is often the computational bottleneck. Improving the underlying solvers therefore has a direct impact on the real-time performance of…
The main objective of this work consists in analyzing sub-structuring method for the parallel solution of sparse linear systems with matrices arising from the discretization of partial differential equations such as finite element, finite…
We discuss an approach for solving sparse or dense banded linear systems ${\bf A} {\bf x} = {\bf b}$ on a Graphics Processing Unit (GPU) card. The matrix ${\bf A} \in {\mathbb{R}}^{N \times N}$ is possibly nonsymmetric and moderately large;…
In recent years, GPU-accelerated optimization solvers based on second-order methods (e.g., interior-point methods) have gained momentum with the advent of mature and efficient GPU-accelerated direct sparse linear solvers, such as cuDSS.…
We present a set of rules to guide the design of GPU algorithms. These rules are grounded on the principle of reducing waste in GPU utility to achieve good speed up. In accordance to these rules, we propose GPU algorithms for 2D…
Differentiable systems in this paper means systems of equations that are described by differentiable real functions in real matrix variables. This paper proposes algorithms for finding minimal rank solutions to such systems over (arbitrary…
While existing algorithms may be used to solve a linear system over a general field in matrix-multiplication time, the complexity of constructing a symmetric triangular factorization (LDL) has received relatively little formal study. The…
We consider the problem of learning a low-rank matrix, constrained to lie in a linear subspace, and introduce a novel factorization for modeling such matrices. A salient feature of the proposed factorization scheme is it decouples the…
In this work, we develop a fast hierarchical solver for solving large, sparse least squares problems. We build upon the algorithm, spaQR (sparsified QR), that was developed by the authors to solve large sparse linear systems. Our algorithm…
This survey describes probabilistic algorithms for linear algebra computations, such as factorizing matrices and solving linear systems. It focuses on techniques that have a proven track record for real-world problem instances. The paper…