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We present a design and implementation of the Thomas algorithm optimized for hardware acceleration on an FPGA, the Thomas Core. The hardware-based algorithm combined with the custom data flow and low level parallelism available in an FPGA…

Computational Finance · Quantitative Finance 2015-10-16 Samuel Palmer

We present and evaluate the Futhark implementation of reverse-mode automatic differentiation (AD) for the basic blocks of parallel programming: reduce, prefix sum (scan), and reduce by index. We first present derivations of general-case…

Programming Languages · Computer Science 2023-10-06 Lotte Maria Bruun , Ulrik Stuhr Larsen , Nikolaj Hinnerskov , Cosmin Oancea

This document is a follow-up to our previous paper dedicated to a vectorized derivation of backpropagation in CNNs. Following the same principles and notations already put in place there, we now focus on transformer-based…

Machine Learning · Computer Science 2025-12-30 Laurent Boué

We present a simple functional programming language, called Dual PCF, that implements forward mode automatic differentiation using dual numbers in the framework of exact real number computation. The main new feature of this language is the…

Logic in Computer Science · Computer Science 2025-02-03 Pietro Di Gianantonio , Abbas Edalat , Ran Gutin

In this article we study the suitability of dierent computational accelerators for the task of real-time data processing. The algorithm used for comparison is the polyphase filter, a standard tool in signal processing and a well established…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-11-14 Karel Adámek , Jan Novotný , Wes Armour

Recent works have shown that line search methods greatly increase performance of traditional stochastic gradient descent methods on a variety of datasets and architectures [1], [2]. In this work we succeed in extending line search methods…

Machine Learning · Computer Science 2024-03-28 Philip Kenneweg , Leonardo Galli , Tristan Kenneweg , Barbara Hammer

Geometric predicates are at the core of many algorithms, such as the construction of Delaunay triangulations, mesh processing and spatial relation tests. These algorithms have applications in scientific computing, geographic information…

Numerical Analysis · Mathematics 2023-08-01 Tinko Bartels , Vissarion Fisikopoulos , Martin Weiser

A computational revolution unleashed the power of artificial neural networks. At the heart of that revolution is automatic differentiation, which calculates the derivative of a performance measure relative to a large number of parameters.…

Quantitative Methods · Quantitative Biology 2023-12-27 Steven A. Frank

Derivative-based algorithms are ubiquitous in statistics, machine learning, and applied mathematics. Automatic differentiation offers an algorithmic way to efficiently evaluate these derivatives from computer programs that execute relevant…

Computation · Statistics 2022-03-01 Charles C. Margossian , Michael Betancourt

Fourier-domain Difference Map (FDM) for phase retrieval with two oversampled coded diffraction patterns are proposed. FDM is a 3-parameter family of fixed point algorithms including Fourier-domain Hybrid-Projection-Reflection (FHPR) and…

Data Analysis, Statistics and Probability · Physics 2016-03-09 Albert Fannjiang

The Convex Hull algorithm is one of the most important algorithms in computational geometry, with many applications such as in computer graphics, robotics, and data mining. Despite the advances in the new algorithms in this area, it is…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-03-21 Roberto Carrasco , Héctor Ferrada , Cristóbal A. Navarro , Nancy Hitschfeld

A 3-D spatiotemporal prediction-error filter (PEF), is used to enhance foreground/background contrast in (real and simulated) sensor image sequences. Relative velocity is utilized to extract point-targets that would otherwise be…

Computer Vision and Pattern Recognition · Computer Science 2015-01-20 Hugh L. Kennedy

We present DiffTaichi, a new differentiable programming language tailored for building high-performance differentiable physical simulators. Based on an imperative programming language, DiffTaichi generates gradients of simulation steps…

Machine Learning · Computer Science 2020-02-17 Yuanming Hu , Luke Anderson , Tzu-Mao Li , Qi Sun , Nathan Carr , Jonathan Ragan-Kelley , Frédo Durand

TorchOptics is an open-source Python library for differentiable Fourier optics simulations, developed using PyTorch to enable GPU-accelerated tensor computations and automatic differentiation. It provides a comprehensive framework for…

Optics · Physics 2024-11-28 Matthew J. Filipovich , A. I. Lvovsky

Diffusion models have achieved remarkable progress in high-fidelity image, video, and audio generation, yet inference remains computationally expensive. Nevertheless, current diffusion acceleration methods based on distributed parallelism…

Computer Vision and Pattern Recognition · Computer Science 2026-02-26 Euisoo Jung , Byunghyun Kim , Hyunjin Kim , Seonghye Cho , Jae-Gil Lee

We present a differentiable weak-form learning approach for accelerating finite element simulations. Rather than introducing black-box source terms in the strong form of the governing equations, we augment the momentum equation directly in…

Fluid Dynamics · Physics 2026-01-29 Junoh Jung , Emil Constantinescu

Gradient preconditioning is a key technique to integrate the second-order information into gradients for improving and extending gradient-based learning algorithms. In deep learning, stochasticity, nonconvexity, and high dimensionality lead…

Machine Learning · Computer Science 2023-05-09 Kazuki Osawa , Satoki Ishikawa , Rio Yokota , Shigang Li , Torsten Hoefler

Many applications are increasingly requiring numerical simulations for solving complex problems. Most of these numerical algorithms are massively parallel and often implemented on parallel high-performance computers. However, classic…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-11-02 Karl F. A. Friebel , Stephanie Soldavini , Gerald Hempel , Christian Pilato , Jeronimo Castrillon

Efficient parallelization of algorithms on general-purpose GPUs is essential in many areas today. However, it is a non-trivial task for software engineers to utilize GPUs to improve the performance of high-level programs in general.…

Programming Languages · Computer Science 2024-07-09 Lars Hummelgren , John Wikman , Oscar Eriksson , Philipp Haller , David Broman

The auto differentiable simulation is a type of simulation that outputs of the simulation include not only the simulation result itself, but also their derivatives with respect to various input parameters. It provides an efficient method to…

Computational Physics · Physics 2025-12-01 Ji Qianga , Yue Hao , Allen Qiang , Jinyu Wan