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Monte Carlo simulation is widely used to numerically solve stochastic differential equations. Although the method is flexible and easy to implement, it may be slow to converge. Moreover, an inaccurate solution will result when using large…

Numerical Analysis · Mathematics 2023-02-13 Shuaiqiang Liu , Graziana Colonna , Lech A. Grzelak , Cornelis W. Oosterlee

Branch-and-Bound (B&B) algorithms are time intensive tree-based exploration methods for solving to optimality combinatorial optimization problems. In this paper, we investigate the use of GPU computing as a major complementary way to speed…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-08-21 Melab Nouredine , Imen Chakroun , Mezmaz Mohand , Daniel Tuyttens

We present a GPU-accelerated version of the real-space SPARC electronic structure code for performing hybrid functional calculations in generalized Kohn-Sham density functional theory. In particular, we develop a batch variant of the…

Computational Physics · Physics 2025-01-29 Xin Jing , Abhiraj Sharma , John E. Pask , Phanish Suryanarayana

We develop a block minimum residual (MINRES) algorithm for symmetric indefinite matrices. This version is built upon the band Lanczos method that generates one basis vector of the block Krylov subspace per iteration rather than a whole…

Numerical Analysis · Mathematics 2014-10-01 Kirk M. Soodhalter

We propose efficient preconditioning algorithms for an eigenvalue problem arising in quantum physics, namely the computation of a few interior eigenvalues and their associated eigenvectors for the largest sparse real and symmetric…

Numerical Analysis · Mathematics 2007-06-13 Olaf Schenk , Matthias Bollhoefer , Rudolf A. Roemer

We present a novel, GPU-optimized algorithm for particle-mesh interactions in grid-based hydrodynamics simulations, designed for massively parallel architectures. This approach overcomes the inefficiency of particle neighbour searches or…

Instrumentation and Methods for Astrophysics · Physics 2026-03-23 Chong-Chong He , Benjamin D. Wibking , Aditi Vijayan , Mark R. Krumholz , Pak Shing Li

Although the performance of commodity computers has improved drastically with the introduction of multicore processors and GPU computing, the standard R distribution is still based on single-threaded model of computation, using only a small…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-03-21 Bogdan Oancea , Richard Pospisil

Gibbs sampling is a widely used Markov chain Monte Carlo (MCMC) method for numerically approximating integrals of interest in Bayesian statistics and other mathematical sciences. Many implementations of MCMC methods do not extend easily to…

Computation · Statistics 2019-06-03 Alexander Terenin , Shawfeng Dong , David Draper

We present a versatile GPU-based parallel version of Logistic Regression (LR), aiming to address the increasing demand for faster algorithms in binary classification due to large data sets. Our implementation is a direct translation of the…

Machine Learning · Computer Science 2023-08-22 Nechba Mohammed , Mouhajir Mohamed , Sedjari Yassine

This thesis surveys the research in patch-based synthesis and algorithms for finding correspondences between small local regions of images. We additionally explore a large kind of applications of this new fast randomized matching technique.…

Graphics · Computer Science 2020-05-14 Hadi Abdi Khojasteh

Strong gravitational lensing is a powerful probe of cosmology and the dark matter distribution. Efficient lensing software is already a necessity to fully use its potential and the performance demands will only increase with the upcoming…

Instrumentation and Methods for Astrophysics · Physics 2019-02-12 Markus Rexroth , Christoph Schäfer , Gilles Fourestey , Jean-Paul Kneib

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…

Graphics · Computer Science 2020-07-02 Zhenghai Chen , Tiow-Seng Tan , Hong-Yang Ong

It is needed to solve generalized eigenvalue problems (GEP) in many applications, such as the numerical simulation of vibration analysis, quantum mechanics, electronic structure, etc. The subspace iteration is a kind of widely used…

Numerical Analysis · Mathematics 2023-01-02 Biyi Wang , Hengbin An , Hehu Xie , Zeyao Mo

We provide a preliminary study on utilizing GPU (Graphics Processing Unit) to accelerate computation for three simulation optimization tasks with either first-order or second-order algorithms. Compared to the implementation using only CPU…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-19 Jinghai He , Haoyu Liu , Yuhang Wu , Zeyu Zheng , Tingyu Zhu

This paper describes a parallel implementation of Viterbi decoding algorithm. Viterbi decoder is widely used in many state-of-the-art wireless systems. The proposed solution optimizes both throughput and memory usage by applying…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-19 Alireza Mohammadidoost , Matin Hashemi

Indoor localization has many applications, such as commercial Location Based Services (LBS), robotic navigation, and assistive navigation for the blind. This paper formulates the indoor localization problem into a multimedia retrieving…

Computer Vision and Pattern Recognition · Computer Science 2020-06-17 Feng Hu

Linear-time algorithms that are traditionally used to shuffle data on CPUs, such as the method of Fisher-Yates, are not well suited to implementation on GPUs due to inherent sequential dependencies, and existing parallel shuffling…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-02-04 Rory Mitchell , Daniel Stokes , Eibe Frank , Geoffrey Holmes

The IEEE 754-2008 standard recommends the correct rounding of some elementary functions. This requires to solve the Table Maker's Dilemma which implies a huge amount of CPU computation time. We consider in this paper accelerating such…

Mathematical Software · Computer Science 2013-06-06 Pierre Fortin , Mourad Gouicem , Stef Graillat

In recent years graphical processing units (GPUs) have become a powerful tool in scientific computing. Their potential to speed up highly parallel applications brings the power of high performance computing to a wider range of users.…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-04-26 Uldis Locans , Andreas Adelmann , Andreas Suter , Jannis Fischer , Werner Lustermann , Gunther Dissertori , Qiulin Wang

Our goal in this paper is to clarify the relationship between the block Lanczos and the block conjugate gradient (BCG) algorithms. Under the full rank assumption for the block vectors, we show the one-to-one correspondence between the…

Numerical Analysis · Mathematics 2025-02-25 Petr Tichý , Gérard Meurant , Dorota Šimonová