Related papers: GP-CMRH: An inner product free iterative method fo…

In this paper we study nonconvex and nonsmooth multi-block optimization over Riemannian manifolds with coupled linear constraints. Such optimization problems naturally arise from machine learning, statistical learning, compressive sensing,…

We present an algorithm to generate application-specific, global reduced order quadratures (ROQ) for multiple fast evaluations of weighted inner products between parameterized functions. If a reduced basis (RB) or any other projection-based…

The Density Matrix Renormalization Group (DMRG) algorithm is a powerful tool for solving eigenvalue problems to model quantum systems. DMRG relies on tensor contractions and dense linear algebra to compute properties of condensed matter…

We reconstruct all (2+1)D quantum double models of finite groups from their boundary symmetries through the repeated application of a gauging procedure, extending the existing construction for abelian groups. We employ the recently proposed…

Gaussian processes (GPs) are powerful tools for nonlinear classification in which latent GPs are combined with link functions. But GPs do not scale well to large training data. This is compounded for classification where the latent GPs…

This paper studies the Craig variant of the Golub-Kahan bidiagonalization algorithm as an iterative solver for linear systems with saddle point structure. Such symmetric indefinite systems in 2x2 block form arise in many applications, but…

Computational analysis with the finite element method requires geometrically accurate meshes. It is well known that high-order meshes can accurately capture curved surfaces with fewer degrees of freedom in comparison to low-order meshes.…

Multigrid solvers for hierarchical hybrid grids (HHG) have been proposed to promote the efficient utilization of high performance computer architectures. These HHG meshes are constructed by uniformly refining a relatively coarse fully…

A second-order accurate kernel-free boundary integral method is presented for Stokes and Navier boundary value problems on three-dimensional irregular domains. It solves equations in the framework of boundary integral equations, whose…

There is a rich literature on clustering functional data with applications to time-series modeling, trajectory data, and even spatio-temporal applications. However, existing methods routinely perform global clustering that enforces…

This paper introduces a new robust interior point method analysis for semidefinite programming (SDP). This new robust analysis can be combined with either logarithmic barrier or hybrid barrier. Under this new framework, we can improve the…

Infinite Hidden Markov Models (iHMM's) are an attractive, nonparametric generalization of the classical Hidden Markov Model which can automatically infer the number of hidden states in the system. However, due to the infinite-dimensional…

We present a fast general-purpose algorithm for high-throughput clustering of data "with a two dimensional organization". The algorithm is designed to be implemented with FPGAs or custom electronics. The key feature is a processing time…

Density Matrix Renormalization Group (DMRG) or Matrix Product States (MPS) are widely acknowledged as highly effective and accurate methods for solving one-dimensional quantum many-body systems. However, the direct application of DMRG to…

This article proposes an efficient numerical method for solving nonlinear partial differential equations (PDEs) based on sparse Gaussian processes (SGPs). Gaussian processes (GPs) have been extensively studied for solving PDEs by…

In this paper, we propose a double iteratively reweighted algorithm to solve nonconvex and nonsmooth optimization problems, where both the objectives and constraint functions are formulated by concave compositions to promote group-sparse…

Recursive blocked algorithms have proven to be highly efficient at the numerical solution of the Sylvester matrix equation and its generalizations. In this work, we show that these algorithms extend in a seamless fashion to…

We present an implementation of Pagh's compressed matrix multiplication algorithm, a randomized algorithm that constructs sketches of matrices to compute an unbiased estimate of their product. By leveraging fast polynomial multiplication…

Two new hybrid algorithms are proposed for large-scale linear discrete ill-posed problems in general-form regularization. They are both based on Krylov subspace inner-outer iterative algorithms. At each iteration, they need to solve a…

Finite element analysis of solid mechanics is a foundational tool of modern engineering, with low-order finite element methods and assembled sparse matrices representing the industry standard for implicit analysis. We use performance models…