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To exploit both memory locality and the full performance potential of highly tuned kernels, dense linear algebra libraries such as LAPACK commonly implement operations as blocked algorithms. However, to achieve next-to-optimal performance…

Mathematical Software · Computer Science 2022-04-08 Elmar Peise , Paolo Bientinesi

The translation of linear algebra computations into efficient sequences of library calls is a non-trivial task that requires expertise in both linear algebra and high-performance computing. Almost all high-level languages and libraries for…

Mathematical Software · Computer Science 2020-01-01 Henrik Barthels , Christos Psarras , Paolo Bientinesi

Random projection can reduce the dimension of data while capturing its structure and is a fundamental tool for machine learning, signal processing, and information retrieval, which deal with a large amount of data today. RandNLA (Randomized…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-04-11 Hiroyuki Ootomo , Rio Yokota

Thevon Neumann entropy, named after John von Neumann, is an extension of the classical concept of entropy to the field of quantum mechanics. From a numerical perspective, von Neumann entropy can be computed simply by computing all…

Information Theory · Computer Science 2020-02-04 Eugenia-Maria Kontopoulou , Gregory-Paul Dexter , Wojciech Szpankowski , Ananth Grama , Petros Drineas

Countless applications cast their computational core in terms of dense linear algebra operations. These operations can usually be implemented by combining the routines offered by standard linear algebra libraries such as BLAS and LAPACK,…

Performance · Computer Science 2014-10-01 Elmar Peise , Paolo Bientinesi

In this paper, we investigate a new variant of neural architecture search (NAS) paradigm -- searching with random labels (RLNAS). The task sounds counter-intuitive for most existing NAS algorithms since random label provides few information…

Computer Vision and Pattern Recognition · Computer Science 2021-05-26 Xuanyang Zhang , Pengfei Hou , Xiangyu Zhang , Jian Sun

This paper outlines our ideas on how to teach linear algebra in a mechanized mathematical environment, and discusses some of our reasons for thinking that this is a better way to teach linear algebra than the ``old fashioned way''. We…

History and Overview · Mathematics 2023-06-02 Robert M. Corless , David J. Jeffrey , Azar Shakoori

Many areas of machine learning and science involve large linear algebra problems, such as eigendecompositions, solving linear systems, computing matrix exponentials, and trace estimation. The matrices involved often have Kronecker,…

Machine Learning · Computer Science 2023-11-30 Andres Potapczynski , Marc Finzi , Geoff Pleiss , Andrew Gordon Wilson

It is well known that the behavior of dense linear algebra algorithms is greatly influenced by factors like target architecture, underlying libraries and even problem size; because of this, the accurate prediction of their performance is a…

Mathematical Software · Computer Science 2012-12-11 Elmar Peise , Paolo Bientinesi

This survey highlights the recent advances in algorithms for numerical linear algebra that have come from the technique of linear sketching, whereby given a matrix, one first compresses it to a much smaller matrix by multiplying it by a…

Data Structures and Algorithms · Computer Science 2015-02-11 David P. Woodruff

The level of abstraction at which application experts reason about linear algebra computations and the level of abstraction used by developers of high-performance numerical linear algebra libraries do not match. The former is conveniently…

Mathematical Software · Computer Science 2020-08-10 Henrik Barthels , Christos Psarras , Paolo Bientinesi

In this era of large-scale data, distributed systems built on top of clusters of commodity hardware provide cheap and reliable storage and scalable processing of massive data. Here, we review recent work on developing and implementing…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-07-28 Jiyan Yang , Xiangrui Meng , Michael W. Mahoney

We introduce Natural Learning (NL), a novel algorithm that elevates the explainability and interpretability of machine learning to an extreme level. NL simplifies decisions into intuitive rules, like "We rejected your loan because your…

Machine Learning · Computer Science 2024-04-10 Hadi Fanaee-T

Randomized rounding is a technique that was originally used to approximate hard offline discrete optimization problems from a mathematical programming relaxation. Since then it has also been used to approximately solve sequential stochastic…

Data Structures and Algorithms · Computer Science 2024-11-21 Will Ma

These lecture notes focus on some numerical linear algebra algorithms in scientific computing. We assume that students are familiar with elementary linear algebra concepts such as vector spaces, systems of equations, matrices, norms,…

History and Overview · Mathematics 2024-12-31 Davoud Mirzaei

All inverse problems rely on data to recover unknown parameters, yet not all data are equally informative. This raises the central question of data selection. A distinctive challenge in PDE-based inverse problems is their inherently…

Numerical Analysis · Mathematics 2026-01-16 Kathrin Hellmuth , Ruhui Jin , Qin Li , Stephen J. Wright

Randomized Neural Networks explore the behavior of neural systems where the majority of connections are fixed, either in a stochastic or a deterministic fashion. Typical examples of such systems consist of multi-layered neural network…

Machine Learning · Computer Science 2021-02-03 Claudio Gallicchio , Simone Scardapane

Statistics and Optimization are foundational to modern Machine Learning. Here, we propose an alternative foundation based on Abstract Algebra, with mathematics that facilitates the analysis of learning. In this approach, the goal of the…

Machine Learning · Computer Science 2025-02-28 Fernando Martin-Maroto , Nabil Abderrahaman , David Mendez , Gonzalo G. de Polavieja

Linear algebra operations are widely used in scientific computing and machine learning applications. However, it is challenging for scientists and data analysts to run linear algebra at scales beyond a single machine. Traditional approaches…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-10-24 Vaishaal Shankar , Karl Krauth , Qifan Pu , Eric Jonas , Shivaram Venkataraman , Ion Stoica , Benjamin Recht , Jonathan Ragan-Kelley

In this paper, we tackle the problem of automatically generating algorithms for linear algebra operations by taking advantage of problem-specific knowledge. In most situations, users possess much more information about the problem at hand…

Mathematical Software · Computer Science 2012-11-27 Diego Fabregat-Traver , Paolo Bientinesi