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We develop a tensor-network surrogate for option pricing, targeting large-scale portfolio revaluation problems arising in market risk management (e.g., VaR and Expected Shortfall computations). The method involves representing…

Pricing of Securities · Quantitative Finance 2026-03-30 Dominic Gribben , Carolina Allende , Alba Villarino , Aser Cortines , Mazen Ali , Román Orús , Pascal Oswald , Noureddine Lehdili

One popular way to compute the CANDECOMP/PARAFAC (CP) decomposition of a tensor is to transform the problem into a sequence of overdetermined least squares subproblems with Khatri-Rao product (KRP) structure involving factor matrices. In…

Numerical Analysis · Mathematics 2023-01-25 Yajie Yu , Hanyu Li

We have repurposed Google Tensor Processing Units (TPUs), application-specific chips developed for machine learning, into large-scale dense linear algebra supercomputers. The TPUs' fast inter-core interconnects (ICI)s, physically…

Computational Physics · Physics 2022-09-14 Adam G. M. Lewis , Jackson Beall , Martin Ganahl , Markus Hauru , Shrestha Basu Mallick , Guifre Vidal

This work presents a GPU thread mapping approach that allows doing fast parallel stencil-like computations on discrete fractals using their compact representation. The intuition behind is to employ two GPU tensor-core accelerated thread…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-26 Felipe A. Quezada , Cristóbal A. Navarro

The $k$-method is the isogeometric method based on splines (or NURBS, etc.) with maximum regularity. When implemented following the paradigms of classical finite element methods, the computational resources required by the $k-$method are…

Numerical Analysis · Mathematics 2018-05-23 Giancarlo Sangalli , Mattia Tani

Recent advances in transformer-based foundation models have made them the default choice for many tasks, but their rapidly growing size makes fitting a full model on a single GPU increasingly difficult and their computational cost…

Machine Learning · Computer Science 2026-01-21 Pierre Abillama , Changwoo Lee , Juechu Dong , David Blaauw , Dennis Sylvester , Hun-Seok Kim

This paper introduces RankMap, a platform-aware end-to-end framework for efficient execution of a broad class of iterative learning algorithms for massive and dense datasets. Our framework exploits data structure to factorize it into an…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-10-28 Azalia Mirhoseini , Eva L. Dyer , Ebrahim. M. Songhori , Richard G. Baraniuk , Farinaz Koushanfar

We present a matrix-free approach for implementing ghost penalty stabilization in Cut Finite Element Methods (CutFEM). While matrix-free methods for CutFEM have been developed, the efficient evaluation of high-order, face-based ghost…

Numerical Analysis · Mathematics 2026-03-04 Michał Wichrowski

Tensor processing units (TPUs) are one of the most well-known machine learning (ML) accelerators utilized at large scale in data centers as well as in tiny ML applications. TPUs offer several improvements and advantages over conventional ML…

Hardware Architecture · Computer Science 2024-07-12 Mohammed Elbtity , Peyton Chandarana , Ramtin Zand

Neural Network designs are quite diverse, from VGG-style to ResNet-style, and from Convolutional Neural Networks to Transformers. Towards the design of efficient accelerators, many works have adopted a dataflow-based, inter-layer pipelined…

Machine Learning · Computer Science 2023-06-23 Zhewen Yu , Christos-Savvas Bouganis

Although recent deep learning methods, especially generative models, have shown good performance in fast magnetic resonance imaging, there is still much room for improvement in high-dimensional generation. Considering that internal…

Computer Vision and Pattern Recognition · Computer Science 2022-12-13 Wei Zhang , Zengwei Xiao , Hui Tao , Minghui Zhang , Xiaoling Xu , Qiegen Liu

Tensor decomposition models play an increasingly important role in modern data science applications. One problem of particular interest is fitting a low-rank Canonical Polyadic (CP) tensor decomposition model when the tensor has sparse…

Numerical Analysis · Mathematics 2020-12-04 Jeremy M. Myers , Daniel M. Dunlavy , Keita Teranishi , D. S. Hollman

With the fast growth of parameter size, it becomes increasingly challenging to deploy large generative models as they typically require large GPU memory consumption and massive computation. Unstructured model pruning has been a common…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-09-20 Haojun Xia , Zhen Zheng , Yuchao Li , Donglin Zhuang , Zhongzhu Zhou , Xiafei Qiu , Yong Li , Wei Lin , Shuaiwen Leon Song

Factorization and multiplication of dense matrices and tensors are critical, yet extremely expensive pieces of the scientific toolbox. Careful use of low rank approximation can drastically reduce the computation and memory requirements of…

Performance · Computer Science 2023-11-15 Sameer Deshmukh , Rio Yokota , George Bosilca

Linear recurrent neural networks enable powerful long-range sequence modeling with constant memory usage and time-per-token during inference. These architectures hold promise for streaming applications at the edge, but deployment in…

Machine Learning · Computer Science 2025-08-14 Alessandro Pierro , Steven Abreu , Jonathan Timcheck , Philipp Stratmann , Andreas Wild , Sumit Bam Shrestha

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

This paper presents an open-source kernel-level heterogeneous memory characterization framework (MemScope) for embedded systems. MemScope enables precise characterization of the temporal behavior of available memory modules under…

Hardware Architecture · Computer Science 2025-07-08 Golsana Ghaemi , Gabriel Franco , Kazem Taram , Renato Mancuso

We proposed, in a recent paper (10.1002/nme.5987), a fast 3D parallel Delaunay kernel for tetrahedral mesh generation. This kernel was however incomplete in the sense that it lacked the necessary mesh improvement tools. The present paper…

Computational Geometry · Computer Science 2020-08-20 Célestin Marot , Jean-François Remacle

We present a novel, practical approach to speed up sparse matrix-vector multiplication (SpMVM) on GPUs. The novel key idea is to apply lossless entropy coding to further compress the sparse matrix when stored in one of the commonly…

Performance · Computer Science 2026-03-03 Emil Schätzle , Tommaso Pegolotti , Markus Püschel

The increasing complexity and scale of Deep Neural Networks (DNNs) necessitate specialized tensor accelerators, such as Tensor Processing Units (TPUs), to meet various computational and energy efficiency requirements. Nevertheless,…

Hardware Architecture · Computer Science 2025-03-11 Deepak Vungarala , Mohammed E. Elbtity , Sumiya Syed , Sakila Alam , Kartik Pandit , Arnob Ghosh , Ramtin Zand , Shaahin Angizi