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We describe the relation between block Jacobi matrices and minimization problems for discrete time optimal control problems. Using techniques developed for the continuous case, we provide new algorithms to compute spectral invariants of…

Optimization and Control · Mathematics 2022-12-16 Stefano Baranzini , Ivan Beschastnyi

We fully determine the communication complexity of approximating matrix rank, over any finite field $\mathbb{F}$. We study the most general version of this problem, where $0\leq r<R\leq n$ are given integers, Alice and Bob's inputs are…

Computational Complexity · Computer Science 2024-10-29 Alexander A. Sherstov , Andrey A. Storozhenko

Eigenvalue analysis is widely used for linear instability analysis in both external and internal aerodynamics. It typically involves finding the steady state, linearizing around it to obtain the Jacobian, and then solving for its…

Numerical Analysis · Mathematics 2019-12-19 Shenren Xu

We introduce and study the communication complexity of computing the inner product of two vectors, where the input is restricted w.r.t. a norm $N$ on the space $\mathbb{R}^n$. Here, Alice and Bob hold two vectors $v,u$ such that $\|v\|_N\le…

Computational Complexity · Computer Science 2022-11-28 Alexandr Andoni , Jarosław Błasiok , Arnold Filtser

The best known algorithm to compute the Jacobi symbol of two n-bit integers runs in time O(M(n) log n), using Sch\"onhage's fast continued fraction algorithm combined with an identity due to Gauss. We give a different O(M(n) log n)…

Data Structures and Algorithms · Computer Science 2010-11-29 Richard P. Brent , Paul Zimmermann

Two-term asymptotic formulae for the probability distribution functions for the smallest eigenvalue of the Jacobi $ \beta $-Ensembles are derived for matrices of large size in the r\'egime where $ \beta > 0 $ is arbitrary and one of the…

Probability · Mathematics 2024-01-24 B. Winn

In this paper we consider parallelization for applications whose objective can be expressed as maximizing a non-monotone submodular function under a cardinality constraint. Our main result is an algorithm whose approximation is arbitrarily…

Data Structures and Algorithms · Computer Science 2018-07-31 Eric Balkanski , Adam Breuer , Yaron Singer

We are concerned with the fastest possible direct numerical solution algorithm for a thin-banded or tridiagonal linear system of dimension $N$ on a distributed computing network of $N$ nodes that is connected in a binary communication tree.…

Numerical Analysis · Mathematics 2018-02-02 Martin Neuenhofen

We study distributed optimization algorithms for minimizing the average of convex functions. The applications include empirical risk minimization problems in statistical machine learning where the datasets are large and have to be stored on…

Optimization and Control · Mathematics 2016-01-07 Jason D. Lee , Qihang Lin , Tengyu Ma , Tianbao Yang

In this paper, we study the communication and (sub)gradient computation costs in distributed optimization and give a sharp complexity analysis for the proposed distributed accelerated gradient methods. We present two algorithms based on the…

Optimization and Control · Mathematics 2020-08-19 Huan Li , Cong Fang , Wotao Yin , Zhouchen Lin

In this work we revisit the arithmetic and bit complexity of Hermitian eigenproblems. Recently, [BGVKS, FOCS 2020] proved that a (non-Hermitian) matrix can be diagonalized with a randomized algorithm in $O(n^{\omega}\log^2(n/\epsilon))$…

Data Structures and Algorithms · Computer Science 2025-04-29 Aleksandros Sobczyk

For SGD based distributed stochastic optimization, computation complexity, measured by the convergence rate in terms of the number of stochastic gradient calls, and communication complexity, measured by the number of inter-node…

Optimization and Control · Mathematics 2019-05-14 Hao Yu , Rong Jin

We present a novel, highly efficient algorithm to parallelize O(N^2) direct summation method for N-body problems with individual timesteps on distributed-memory parallel machines such as Beowulf clusters. Previously known algorithms, in…

Astrophysics · Physics 2009-11-07 Junichiro Makino

This work studies the application of the discrete Holder-Brascamp-Lieb (HBL) inequalities to the design of communication optimal algorithms. In particular, it describes optimal tiling (blocking) strategies for nested loops that lack data…

Data Structures and Algorithms · Computer Science 2016-11-21 James Demmel , Alex Rusciano

The paper studies the global convergence of the Jacobi method for symmetric matrices of size $4$. We prove global convergence for all $720$ cyclic pivot strategies. Precisely, we show that inequality $S(A^{[t+3]})\leq\gamma S(A^{[t]})$,…

Numerical Analysis · Mathematics 2018-10-09 Erna Begovic , Vjeran Hari

Submodular maximization is a general optimization problem with a wide range of applications in machine learning (e.g., active learning, clustering, and feature selection). In large-scale optimization, the parallel running time of an…

Data Structures and Algorithms · Computer Science 2023-04-11 Matthew Fahrbach , Vahab Mirrokni , Morteza Zadimoghaddam

Solving linear systems and computing eigenvalues are two fundamental problems in linear algebra. For solving linear systems, many efficient quantum algorithms have been discovered. For computing eigenvalues, currently, we have efficient…

Quantum Physics · Physics 2020-09-22 Changpeng Shao

A tight $\Omega((n/\sqrt{M})^{\log_2 7}M)$ lower bound is derived on the \io complexity of Strassen's algorithm to multiply two $n \times n$ matrices, in a two-level storage hierarchy with $M$ words of fast memory. A proof technique is…

Data Structures and Algorithms · Computer Science 2016-05-10 Gianfranco Bilardi , Lorenzo De Stefani

In the paper, we show that the transformations between modified Jacobi and Bernstein bases of the constrained space of polynomials of degree at most $n$ can be performed with the complexity $O(n^2)$. As a result, the algorithm of degree…

Numerical Analysis · Mathematics 2017-06-28 Przemysław Gospodarczyk , Paweł Woźny

Can linear systems be solved faster than matrix multiplication? While there has been remarkable progress for the special cases of graph structured linear systems, in the general setting, the bit complexity of solving an $n \times n$ linear…

Data Structures and Algorithms · Computer Science 2021-01-08 Richard Peng , Santosh Vempala
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