Related papers: GPU-Accelerated Cholesky Factorization of Block Tr…
In this paper, we aim to introduce a new perspective when comparing highly parallelized algorithms on GPU: the energy consumption of the GPU. We give an analysis of the performance of linear algebra operations, including addition of…
As multicore systems continue to gain ground in the High Performance Computing world, linear algebra algorithms have to be reformulated or new algorithms have to be developed in order to take advantage of the architectural features on these…
Gaussian processes (GPs) are a widely used regression tool, but the cubic complexity of exact solvers limits their scalability. To address this challenge, we extend the GPRat library by incorporating a fully GPU-resident GP prediction…
Process mapping asks to assign vertices of a task graph to processing elements of a supercomputer such that the computational workload is balanced while the communication cost is minimized. Motivated by the recent success of GPU-based graph…
The solution of eigenproblems is often a key computational bottleneck that limits the tractable system size of numerical algorithms, among them electronic structure theory in chemistry and in condensed matter physics. Large eigenproblems…
Preconditioning techniques are crucial for enhancing the efficiency of solving large-scale linear equation systems that arise from partial differential equation (PDE) discretization. These techniques, such as Incomplete Cholesky…
Hierarchical low-rank approximation of dense matrices can reduce the complexity of their factorization from O(N^3) to O(N). However, the complex structure of such hierarchical matrices makes them difficult to parallelize. The block size and…
Block iterative methods are extremely important as smoothers for multigrid methods, as preconditioners for Krylov methods, and as solvers for diagonally dominant linear systems. Developing robust and efficient algorithms suitable for…
We study exact sparse linear regression with an $\ell_0-\ell_2$ penalty and develop a branch-and-bound (BnB) algorithm explicitly designed for GPU execution. Starting from a perspective reformulation, we derive an interval relaxation that…
In sparse LU factorization, nonzero elements after symbolic factorization tend to distribute in diagonal and right-bottom region of sparse matrices. However, regular 2D blocking on this non-uniform distribution structure may lead to…
This paper explores practical aspects of using a high-level functional language for GPU-based arithmetic on ``midsize'' integers. By this we mean integers of up to about a quarter million bits, which is sufficient for most practical…
We consider differential Lyapunov and Riccati equations, and generalized versions thereof. Such equations arise in many different areas and are especially important within the field of optimal control. In order to approximate their…
In recent years, GPU-accelerated optimization solvers based on second-order methods (e.g., interior-point methods) have gained momentum with the advent of mature and efficient GPU-accelerated direct sparse linear solvers, such as cuDSS.…
The decomposition method which makes the parallel solution of the block-tridiagonal matrix systems possible is presented. The performance of the method is analytically estimated based on the number of elementary multiplicative operations…
We introduce a GPU-accelerated Monte Carlo framework for nonconvex, free-final-time trajectory optimization problems. This framework makes use of the prox-linear method, which belongs to the larger family of sequential convex programming…
Discrete optimization is a central problem in artificial intelligence. The optimization of the aggregated cost of a network of cost functions arises in a variety of problems including (W)CSP, DCOP, as well as optimization in stochastic…
Decomposing matrix A into a lower matrix L and an upper matrix U, which is also known as LU decomposition, is an essential operation in numerical linear algebra. For a sparse matrix, LU decomposition often introduces more nonzero entries in…
This work presents a GPU-accelerated solver for the unit commitment (UC) problem in large-scale power grids. The solver uses the Primal-Dual Hybrid Gradient (PDHG) algorithm to efficiently solve the relaxed linear subproblem, achieving…
Matrix Factorization (MF) has been widely applied in machine learning and data mining. A large number of algorithms have been studied to factorize matrices. Among them, stochastic gradient descent (SGD) is a commonly used method.…
Many-particle continuous-time quantum walks (CTQWs) represent a resource for several tasks in quantum technology, including quantum search algorithms and universal quantum computation. In order to design and implement CTQWs in a realistic…