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We present a sparse linear system solver that is based on a multifrontal variant of Gaussian elimination, and exploits low-rank approximation of the resulting dense frontal matrices. We use hierarchically semiseparable (HSS) matrices, which…

Mathematical Software · Computer Science 2015-02-27 Pieter Ghysels , Xiaoye S. Li , Francois-Henry Rouet , Samuel Williams , Artem Napov

Many tasks in data mining and related fields can be formalized as matching between objects in two heterogeneous domains, including collaborative filtering, link prediction, image tagging, and web search. Machine learning techniques,…

Machine Learning · Computer Science 2014-10-24 Jingbo Shang , Tianqi Chen , Hang Li , Zhengdong Lu , Yong Yu

Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and…

Numerical Analysis · Mathematics 2017-03-14 Kai Yang , Hadi Pouransari , Eric Darve

Disentanglement of constituent factors of a sensory signal is central to perception and cognition and hence is a critical task for future artificial intelligence systems. In this paper, we present a compute engine capable of efficiently…

Emerging Technologies · Computer Science 2023-06-07 Jovin Langenegger , Geethan Karunaratne , Michael Hersche , Luca Benini , Abu Sebastian , Abbas Rahimi

Inversion of sparse matrices with standard direct solve schemes is robust, but computationally expensive. Iterative solvers, on the other hand, demonstrate better scalability; but, need to be used with an appropriate preconditioner (e.g.,…

Numerical Analysis · Mathematics 2017-09-28 Hadi Pouransari , Pieter Coulier , Eric Darve

The discrete distribution clustering algorithm, namely D2-clustering, has demonstrated its usefulness in image classification and annotation where each object is represented by a bag of weighed vectors. The high computational complexity of…

Machine Learning · Computer Science 2013-02-07 Yu Zhang , James Z. Wang , Jia Li

We propose two novel techniques for overcoming load-imbalance encountered when implementing so-called look-ahead mechanisms in relevant dense matrix factorizations for the solution of linear systems. Both techniques target the scenario…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-11-22 Sandra Catalán , José R. Herrero , Enrique S. Quintana-Ortí , Rafael Rodríguez-Sánchez , Robert van de Geijn

Standard discretization techniques for boundary integral equations, e.g., the Galerkin boundary element method, lead to large densely populated matrices that require fast and efficient compression techniques like the fast multipole method…

Numerical Analysis · Mathematics 2022-03-14 Steffen Börm

The finite cell method is a highly flexible discretization technique for numerical analysis on domains with complex geometries. By using a non-boundary conforming computational domain that can be easily meshed, automatized computations on a…

This survey describes a class of methods known as "fast direct solvers". These algorithms address the problem of solving a system of linear equations $\boldsymbol{Ax}=\boldsymbol{b}$ arising from the discretization of either an elliptic PDE…

Numerical Analysis · Mathematics 2025-11-12 Per-Gunnar Martinsson , Michael O'Neil

This paper introduces the hierarchical interpolative factorization for elliptic partial differential equations (HIF-DE) in two (2D) and three dimensions (3D). This factorization takes the form of an approximate generalized LU/LDL…

Numerical Analysis · Mathematics 2015-04-21 Kenneth L. Ho , Lexing Ying

A randomized algorithm for computing a compressed representation of a given rank-structured matrix $A \in \mathbb{R}^{N\times N}$ is presented. The algorithm interacts with $A$ only through its action on vectors. Specifically, it draws two…

Numerical Analysis · Mathematics 2024-06-25 James Levitt , Per-Gunnar Martinsson

Persistent homology is a leading tool in topological data analysis (TDA). Many problems in TDA can be solved via homological -- and indeed, linear -- algebra. However, matrices in this domain are typically large, with rows and columns…

Algebraic Topology · Mathematics 2021-08-23 Haibin Hang , Chad Giusti , Lori Ziegelmeier , Gregory Henselman-Petrusek

Leveraging Trace Theory, we investigate the efficient parallelization of direct solvers for large linear equation systems. Our focus lies on a multi-frontal algorithm, and we present a methodology for achieving near-optimal scheduling on…

Numerical Analysis · Mathematics 2023-06-16 Jan Trynda , Maciej Woźniak , Sergio Rojas

Parallelization techniques have become ubiquitous for accelerating inference and training of deep neural networks. Despite this, several operations are still performed in a sequential manner. For instance, the forward and backward passes…

Machine Learning · Computer Science 2023-10-30 Federico Danieli , Miguel Sarabia , Xavier Suau , Pau Rodríguez , Luca Zappella

The recently developed Hierarchical Poincar\'e-Steklov (HPS) method is a high-order discretization technique that comes with a direct solver. Results from previous papers demonstrate the method's ability to solve Helmholtz problems to high…

Numerical Analysis · Mathematics 2019-04-29 Natalie Beams , Adrianna Gillman , Russell J. Hewett

The algorithms in the current sequential numerical linear algebra libraries (e.g. LAPACK) do not parallelize well on multicore architectures. A new family of algorithms, the tile algorithms, has recently been introduced. Previous research…

Mathematical Software · Computer Science 2010-02-23 Emmanuel Agullo , Henricus Bouwmeester , Jack Dongarra , Jakub Kurzak , Julien Langou , Lee Rosenberg

Scalable sparse LU factorization is critical for efficient numerical simulation of circuits and electrical power grids. In this work, we present a new scalable sparse direct solver called Basker. Basker introduces a new algorithm to…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-01-22 Joshua Dennis Booth , Sivasankaran Rajamanickam , Heidi K. Thornquist

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 are interested in solving linear systems arising from three applications: (1) kernel methods in machine learning, (2) discretization of boundary integral equations from mathematical physics, and (3) Schur complements formed in the…

Numerical Analysis · Mathematics 2022-08-15 Chao Chen , Per-Gunnar Martinsson