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In this paper, we propose a second order optimization method to learn models where both the dimensionality of the parameter space and the number of training samples is high. In our method, we construct on each iteration a Krylov subspace…

Machine Learning · Statistics 2011-11-21 Oriol Vinyals , Daniel Povey

Optimization is important in machine learning problems, and quasi-Newton methods have a reputation as the most efficient numerical schemes for smooth unconstrained optimization. In this paper, we consider the explicit superlinear…

Optimization and Control · Mathematics 2022-09-13 Dachao Lin , Haishan Ye , Zhihua Zhang

We analyze a modified version of Nesterov accelerated gradient algorithm, which applies to affine fixed point problems with non self-adjoint matrices, such as the ones appearing in the theory of Markov decision processes with discounted or…

Optimization and Control · Mathematics 2021-07-05 Marianne Akian , Stéphane Gaubert , Zheng Qu , Omar Saadi

In this paper, we consider Nesterov's Accelerated Gradient method for solving Nonlinear Inverse and Ill-Posed Problems. Known to be a fast gradient-based iterative method for solving well-posed convex optimization problems, this method also…

Numerical Analysis · Mathematics 2020-01-13 Simon Hubmer , Ronny Ramlau

This paper describes practical randomized algorithms for low-rank matrix approximation that accommodate any budget for the number of views of the matrix. The presented algorithms, which are aimed at being as pass efficient as needed, expand…

Numerical Analysis · Mathematics 2018-05-25 Elvar K. Bjarkason

Low-precision arithmetic has had a transformative effect on the training of neural networks, reducing computation, memory and energy requirements. However, despite its promise, low-precision arithmetic has received little attention for…

Machine Learning · Computer Science 2022-07-15 Wesley J. Maddox , Andres Potapczynski , Andrew Gordon Wilson

CRYSTAL-Kyber (Kyber) is one of the post-quantum cryptography (PQC) key-encapsulation mechanism (KEM) schemes selected during the standardization process. This paper addresses optimization for Kyber architecture with respect to latency and…

Cryptography and Security · Computer Science 2023-12-05 Weihang Tan , Yingjie Lao , Keshab K. Parhi

Stencil computations are widely used to simulate the change of state of physical systems across a multidimensional grid over multiple timesteps. The state-of-the-art techniques in this area fall into three groups: cache-aware tiled looping…

Data Structures and Algorithms · Computer Science 2021-05-17 Zafar Ahmad , Rezaul Chowdhury , Rathish Das , Pramod Ganapathi , Aaron Gregory , Yimin Zhu

Smoothed Particle Hydrodynamics (SPH) is essential for modeling complex large-deformation problems across various applications, requiring significant computational power. A major portion of SPH computation time is dedicated to the Nearest…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-23 Zirui Mao , Xinyi Li , Shenyang Hu , Ganesh Gopalakrishnan , Ang Li

Machine learning (ML) models are widely used in many important domains. For efficiently processing these computational- and memory-intensive applications, tensors of these over-parameterized models are compressed by leveraging sparsity,…

Hardware Architecture · Computer Science 2021-08-11 Shail Dave , Riyadh Baghdadi , Tony Nowatzki , Sasikanth Avancha , Aviral Shrivastava , Baoxin Li

High frequency integral equation methodologies display the capability of reproducing single-scattering returns in frequency-independent computational times and employ a Neumann series formulation to handle multiple-scattering effects. This…

Numerical Analysis · Mathematics 2018-01-16 Yassine Boubendir , Fatih Ecevit , Fernando Reitich

In recent years two Krylov subspace methods have been proposed for solving skew symmetric linear systems, one based on the minimum residual condition, the other on the Galerkin condition. We give new, algorithm-independent proofs that in…

Numerical Analysis · Mathematics 2015-12-02 Stanley C. Eisenstat

A high fidelity flow simulation for complex geometries for high Reynolds number ($Re$) flow is still very challenging, which requires more powerful computational capability of HPC system. However, the development of HPC with traditional CPU…

Computational Physics · Physics 2022-03-03 Chuangchao Ye , Pengjunyi Zhang , Rui Yan , Dejun Sun , Zhenhua Wan

Linear matrix equations, such as the Sylvester and Lyapunov equations, play an important role in various applications, including the stability analysis and dimensionality reduction of linear dynamical control systems and the solution of…

Numerical Analysis · Mathematics 2019-05-30 Daniel Kressner , Stefano Massei , Leonardo Robol

Constrained least squares problems arise in a variety of applications, and many iterative methods are already available to compute their solutions. This paper proposes a new efficient approach to solve nonnegative linear least squares…

Numerical Analysis · Mathematics 2017-01-09 Silvia Gazzola , Yves Wiaux

Graph analytics techniques based on spectral methods process extremely large sparse matrices with millions or even billions of non-zero values. Behind these algorithms lies the Top-K sparse eigenproblem, the computation of the largest…

Hardware Architecture · Computer Science 2022-01-20 Francesco Sgherzi , Alberto Parravicini , Marco Domenico Santambrogio

A class of second-order algorithms is proposed for minimizing smooth nonconvex functions that alternates between regularized Newton and negative curvature steps in an iteration-dependent subspace. In most cases, the Hessian matrix is…

Optimization and Control · Mathematics 2023-08-22 Serge Gratton , Sadok Jerad , Philippe L. Toint

Semi-implicit time-stepping schemes for atmosphere and ocean models require elliptic solvers that work efficiently on modern supercomputers. This paper reports our study of the potential computational savings when using mixed precision…

Computational Physics · Physics 2022-10-05 Jan Ackmann , Peter D. Düben , Tim N. Palmer , Piotr K. Smolarkiewicz

We present a variant of the s-step Preconditioned Conjugate Gradient (PCG) method that combines a Chebyshev-stabilized Krylov basis with a Forward Gauss-Seidel (FGS) iteration for the solution of the reduced Gram systems. In s-step…

Numerical Analysis · Mathematics 2026-03-30 Pasqua D'Ambra , Massimo Bernaschi , Mauro G. Carrozzo , Stephen Thomas

We propose a novel algorithm based on inexact GMRES methods for linear response calculations in density functional theory. Such calculations require iteratively solving a nested linear problem $\mathcal{E} \delta\rho = b$ to obtain the…

Numerical Analysis · Mathematics 2025-10-30 Michael F. Herbst , Bonan Sun
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