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We review strategies for differentiating matrix-based computations, and derive symbolic and algorithmic update rules for differentiating expressions containing the Cholesky decomposition. We recommend new `blocked' algorithms, based on…

Computation · Statistics 2016-02-25 Iain Murray

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…

Numerical Analysis · Mathematics 2017-12-21 Chao Chen , Hadi Pouransari , Sivasankaran Rajamanickam , Erik G. Boman , Eric Darve

We implement two novel algorithms for sparse-matrix dense-matrix multiplication (SpMM) on the GPU. Our algorithms expect the sparse input in the popular compressed-sparse-row (CSR) format and thus do not require expensive format conversion.…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-13 Carl Yang , Aydin Buluc , John D. Owens

To precondition a large and sparse linear system, two direct methods for approximate factoring of the inverse are devised. The algorithms are fully parallelizable and appear to be more robust than the iterative methods suggested for the…

Numerical Analysis · Mathematics 2012-08-20 Mikko Byckling , Marko Huhtanen

In this paper we describe HeSP, a complete simulation framework to study a general task scheduling-partitioning problem on heterogeneous architectures, which treats recursive task partitioning and scheduling decisions on equal footing.…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-02-18 Anton Rey , Francisco D. Igual , Manuel Prieto-Matías

The multi-scale factor models are particularly appealing for analyzing matrix- or tensor-valued data, due to their adaptiveness to local geometry and intuitive interpretation. However, the reliance on the binary tree for recursive…

Methodology · Statistics 2020-02-26 Maoran Xu , Leo L. Duan

Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic…

Machine Learning · Computer Science 2020-07-27 Abhishek Gupta , Hao Chen , Jianzong Pi , Gaurav Tendolkar

Many standard linear algebra problems can be solved on a quantum computer by using recently developed quantum linear algebra algorithms that make use of block encodings and quantum eigenvalue/singular value transformations. A block encoding…

Quantum Physics · Physics 2023-05-23 Daan Camps , Lin Lin , Roel Van Beeumen , Chao Yang

Iterative methods based on matrix splittings are useful in solving large sparse linear systems. In this direction, proper splittings and its several extensions are used to deal with singular and rectangular linear systems. In this article,…

Numerical Analysis · Mathematics 2019-07-08 Ashish Kumar Nandi , Jajati Keshari Sahoo , Debasisha Mishra

Arrival of multicore systems has enforced a new scenario in computing, the parallel and distributed algorithms are fast replacing the older sequential algorithms, with many challenges of these techniques. The distributed algorithms provide…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-13 Rajendra Purohit , K R Chowdhary , S D Purohit

The interest in variable selection for clustering has increased recently due to the growing need in clustering high-dimensional data. Variable selection allows in particular to ease both the clustering and the interpretation of the results.…

Methodology · Statistics 2012-04-11 Charles Bouveyron , Camille Brunet

Runtime characteristics of sparse matrix computations and related processes may be often improved by reducing memory footprints of involved matrices. Such a reduction can be usually achieved when matrices are processed in a block-wise…

Numerical Analysis · Computer Science 2018-01-01 Daniel Langr

We develop a distributed Block Chebyshev-Davidson algorithm to solve large-scale leading eigenvalue problems for spectral analysis in spectral clustering. First, the efficiency of the Chebyshev-Davidson algorithm relies on the prior…

Machine Learning · Computer Science 2024-01-08 Qiyuan Pang , Haizhao Yang

This work focuses on accelerating the multiplication of a dense random matrix with a (fixed) sparse matrix, which is frequently used in sketching algorithms. We develop a novel scheme that takes advantage of blocking and recomputation…

Computational Engineering, Finance, and Science · Computer Science 2024-05-14 Tianyu Liang , Riley Murray , Aydın Buluç , James Demmel

In the supervised learning domain, considering the recent prevalence of algorithms with high computational cost, the attention is steering towards simpler, lighter, and less computationally extensive training and inference approaches. In…

Machine Learning · Computer Science 2022-09-02 Antonello Rosato , Massimo Panella , Denis Kleyko

Fixman's work in 1974 and the follow-up studies have developed a method that can factorize the inverse of mass matrix into an arithmetic combination of three sparse matrices---one of them is positive definite and need to be further…

Computational Physics · Physics 2017-09-13 Xiankun Xu , Peiwen Li

Complex valued systems with an indefinite matrix term arise in important applications such as for certain time-harmonic partial differential equations such as the Maxwell's equation and for the Helmholtz equation. Complex systems with…

Numerical Analysis · Mathematics 2021-10-04 Owe Axelsson , Maeddeh Pourbagher , Davod Khojasteh Salkuyeh

Sparse linear algebra routines are fundamental building blocks of a large variety of scientific applications. Direct solvers, which are methods for solving linear systems via the factorization of matrices into products of triangular…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-02-21 Valentin Le Fèvre , Tetsuzo Usui , Marc Casas

In this paper, we address strongly convex programming for princi- pal component pursuit with reduced linear measurements, which decomposes a superposition of a low-rank matrix and a sparse matrix from a small set of linear measurements. We…

Information Theory · Computer Science 2012-09-21 Qingshan You , Qun Wan , Yipeng Liu

Various numerical linear algebra problems can be formulated as evaluating bivariate function of matrices. The most notable examples are the Fr\'echet derivative along a direction, the evaluation of (univariate) functions of…

Numerical Analysis · Mathematics 2021-04-02 Stefano Massei , Leonardo Robol
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