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We propose HAMSI (Hessian Approximated Multiple Subsets Iteration), which is a provably convergent, second order incremental algorithm for solving large-scale partially separable optimization problems. The algorithm is based on a local…
Motivated by the challenge of seeking a rigorous foundation for the bulk-boundary correspondence for free fermions, we introduce an algorithm for determining exactly the spectrum and a generalized-eigenvector basis of a class of banded…
In the context of cryptanalysis, computing discrete logarithms in large cyclic groups using index-calculus-based methods, such as the number field sieve or the function field sieve, requires solving large sparse systems of linear equations…
In many hierarchical inverse problems, not only do we want to estimate high- or infinite-dimensional model parameters in the parameter-to-observable maps, but we also have to estimate hyperparameters that represent critical assumptions in…
Motivated by recent advances in serverless cloud computing, in particular the "function as a service" (FaaS) model, we consider the problem of minimizing a convex function in a massively parallel fashion, where communication between workers…
First-order optimization solvers, such as the Fast Gradient Method, are increasingly being used to solve Model Predictive Control problems in resource-constrained environments. Unfortunately, the convergence rate of these solvers is…
In our previous works, we proved that the inverse of the stiffness matrix of an $h$-version finite element method (FEM) applied to scalar second order elliptic boundary value problems can be approximated at an exponential rate in the block…
In this work, we propose a novel Parameter-Efficient Fine-Tuning (PEFT) approach based on Gaussian Graphical Models (GGMs), marking the first application of GGMs to PEFT tasks, to the best of our knowledge. The proposed method utilizes the…
Fast Fourier Transform (FFT)-based solvers for the Poisson equation are highly efficient, exhibiting $O(N\log N)$ computational complexity and excellent parallelism. However, their application is typically restricted to simple, regular…
In a series of recent papers the spectral behavior of the matrix sequence $\{Y_nT_n(f)\}$ is studied in the sense of the spectral distribution, where $Y_n$ is the main antidiagonal (or flip matrix) and $T_n(f)$ is the Toeplitz matrix…
In this article we present an algorithm to efficiently evaluate the exchange matrix in periodic systems when Gaussian basis set with pseudopotentials are used. The usual algorithm for evaluating exchange matrix scales cubically with the…
We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…
Achieving a substantial part of peak performance on todays and future high-performance computing systems is a major challenge for simulation codes. In this paper we address this question in the context of the numerical solution of partial…
We propose some numerical schemes for forward-backward stochastic differential equations (FBSDEs) based on a new fundamental concept of transposition solutions. These schemes exploit time-splitting methods for the variation of constants…
Efficient and suitably preconditioned iterative solvers for elliptic partial differential equations (PDEs) of the convection-diffusion type are used in all fields of science and engineering. To achieve optimal performance, solvers have to…
We propose a randomized algorithm with quadratic convergence rate for convex optimization problems with a self-concordant, composite, strongly convex objective function. Our method is based on performing an approximate Newton step using a…
In this article, we present a high performance, portable and well templated implementation for computing and fast-updating Pfaffian and inverse of an even-ranked skew-symmetric (antisymmetric) matrix. It is achieved with a skew-symmetric,…
Distributed processing frameworks, such as MapReduce, Hadoop, and Spark are popular systems for processing large amounts of data. The design of efficient algorithms in these frameworks is a challenging problem, as the systems both require…
In recent years, a new kind of accelerated hardware has gained popularity in the Artificial Intelligence (AI) and Machine Learning (ML) communities which enables extremely high-performance tensor contractions in reduced precision for deep…
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,…