Related papers: Fast Sparse Matrix Permutation for Mesh-Based Dire…
The solution of sparse symmetric positive definite linear systems is an important computational kernel in large-scale scientific and engineering modeling and simulation. We will solve the linear systems using a direct method, in which a…
Direct factorization methods for the solution of large, sparse linear systems that arise from PDE discretizations are robust, but typically show poor time and memory scalability for large systems. In this paper, we describe an efficient…
Sparse linear algebra routines are fundamental building blocks of a large variety of scientific applications. Direct solvers, which are methods for solving linear systems via the factorization of matrices into products of triangular…
The modified Cholesky decomposition is commonly used for precision matrix estimation given a specified order of random variables. However, the order of variables is often not available or cannot be pre-determined. In this work, we propose…
In this article, we introduce a fast and memory efficient solver for sparse matrices arising from the finite element discretization of elliptic partial differential equations (PDEs). We use a fast direct (but approximate) multifrontal…
When solving partial differential equations (PDEs) using finite difference or finite element methods, efficient solvers are required for handling large sparse linear systems. In this paper, a recursive sparse LU decomposition for matrices…
In recent years, there has been widespread adoption of machine learning-based approaches to automate the solving of partial differential equations (PDEs). Among these approaches, Gaussian processes (GPs) and kernel methods have garnered…
Accelerators for sparse matrix multiplication are important components in emerging systems. In this paper, we study the main challenges of accelerating Sparse Matrix Multiplication (SpMM). For the situations that data is not stored in the…
Nonnegative matrix factorization (NMF) has become a very popular technique in machine learning because it automatically extracts meaningful features through a sparse and part-based representation. However, NMF has the drawback of being…
In inverting large sparse matrices, the key difficulty lies in effectively exploiting sparsity during the inversion process. One well-established strategy is the nested dissection, which seeks the so-called sparse Cholesky factorization. We…
Cholesky linear solvers are a critical bottleneck in challenging applications within computer graphics and scientific computing. These applications include but are not limited to elastodynamic barrier methods such as Incremental Potential…
This paper presents a GPU-accelerated framework for solving block tridiagonal linear systems that arise naturally in numerous real-time applications across engineering and scientific computing. Through a multi-stage permutation strategy…
We develop and implement in this paper a fast sparse assembly algorithm, the fundamental operation which creates a compressed matrix from raw index data. Since it is often a quite demanding and sometimes critical operation, it is of…
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.,…
Sparse matrix ordering is a vital optimization technique often employed for solving large-scale sparse matrices. Its goal is to minimize the matrix bandwidth by reorganizing its rows and columns, thus enhancing efficiency. Conventional…
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…
This paper introduces sTiles, a GPU-accelerated framework for factorizing sparse structured symmetric matrices. By leveraging tile algorithms for fine-grained computations, sTiles uses a structure-aware task execution flow to handle…
This paper presents an efficient technique for matrix-vector and vector-transpose-matrix multiplication in distributed-memory parallel computing environments, where the matrices are unstructured, sparse, and have a substantially larger…
In solving a linear system with iterative methods, one is usually confronted with the dilemma of having to choose between cheap, inefficient iterates over sparse search directions (e.g., coordinate descent), or expensive iterates in…
We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…