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Motivated by applications in machine learning and statistics, we study distributed optimization problems over a network of processors, where the goal is to optimize a global objective composed of a sum of local functions. In these problems,…

Optimization and Control · Mathematics 2019-05-14 Thinh T. Doan , Carolyn L. Beck , R. Srikant

We propose an adaptive randomized truncation estimator for Krylov subspace methods that optimizes the trade-off between the solution variance and the computational cost, while remaining unbiased. The estimator solves a constrained…

Numerical Analysis · Mathematics 2025-04-08 Qi Luo , Florian Schäfer

Iterative Fast Fourier Transform methods are useful for calculating the fields in composite materials and their macroscopic response. By iterating back and forth until convergence, the differential constraints are satisfied in Fourier…

Numerical Analysis · Mathematics 2018-01-25 Hervé Moulinec , Pierre Suquet , Graeme W. Milton

A design method for chromatic dispersion compensation filters realized using overlap-save processing in the frequency domain is proposed. Based on the idea to use the values that are normally zero-padded, better results than using optimal…

Signal Processing · Electrical Eng. & Systems 2023-08-14 Oscar Gustafsson , Cheolyong Bae , Hakan Johansson

We analyze a family of Runge-Kutta based quadrature algorithms for the approximation of the gramians of linear time invariant dynamical systems. The approximated gramians are used to obtain an approximate balancing transformation similar to…

Numerical Analysis · Mathematics 2020-03-09 Christian Bertram , Heike Faßbender

We present the first distributed optimization algorithm with lazy communication for collaborative geometric estimation, the backbone of modern collaborative simultaneous localization and mapping (SLAM) and structure-from-motion (SfM)…

We present new methods for radiative transfer on hierarchial grids. We develop a new method for calculating the scattered flux that employs the grid structure to speed up the computation. We describe a novel subiteration algorithm that can…

Instrumentation and Methods for Astrophysics · Physics 2015-06-05 T. Lunttila , M. Juvela

The overlap formula for the chiral determinant is presented and the realization of gauge anomalies and gauge field toplogy in this context is discussed. The ability of the overlap formalism to deal with supersymmetric theories and…

High Energy Physics - Lattice · Physics 2009-09-25 Rajamani Narayanan

We apply the Min-Sum message-passing protocol to solve the consensus problem in distributed optimization. We show that while the ordinary Min-Sum algorithm does not converge, a modified version of it known as Splitting yields convergence to…

Optimization and Control · Mathematics 2017-11-06 Patrick Rebeschini , Sekhar Tatikonda

We have developed an algorithm that constructs a model of a reconfigurable optical interferometer, independent of specific architectural constraints. The programming of unitary transformations on the interferometer's optical modes relies on…

Quantum Physics · Physics 2025-06-02 Sergei S. Kuzmin , Ivan V. Dyakonov , Stanislav S. Straupe

A new improved transfer matrix method (TMM) is presented. It is shown that the method not only overcomes the numerical instability found in the original TMM, but also greatly improves the scalability of computation. The new improved TMM has…

Mesoscale and Nanoscale Physics · Physics 2009-11-13 Huiqiong Yin , Ruibao Tao

The hybrid LSMR algorithm is proposed for large-scale general-form regularization. It is based on a Krylov subspace projection method where the matrix $A$ is first projected onto a subspace, typically a Krylov subspace, which is implemented…

Numerical Analysis · Mathematics 2024-09-17 Yanfei Yang

Many model order reduction (MOR) methods rely on the computation of an orthonormal basis of a subspace onto which the large full order model is projected. Numerically, this entails the orthogonalization of a set of vectors. The nature of…

Numerical Analysis · Mathematics 2025-07-11 Maximilian Bindhak , Art J. R. Pelling , Jens Saak

The use of block Krylov subspace methods for computing the solution to a sequence of shifted linear systems using subspace recycling was first proposed in [Soodhalter, SISC 2016], where a recycled shifted block GMRES algorithm (rsbGMRES)…

Numerical Analysis · Mathematics 2022-09-16 Liam Burke

An overview of the current status of algorithmic approaches to dynamical overlap fermions is given. In particular the issue of changing the topological sector is discussed.

High Energy Physics - Lattice · Physics 2008-11-26 Stefan Schaefer

In this paper, we propose the primal-dual method of multipliers (PDMM) for distributed optimization over a graph. In particular, we optimize a sum of convex functions defined over a graph, where every edge in the graph carries a linear…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-02-06 G. Zhang , R. Heusdens

An approach is proposed to improve the efficiency of fourth-order algorithms for numerical integration of the equations of motion in molecular dynamics simulations. The approach is based on an extension of the decomposition scheme by…

Statistical Mechanics · Physics 2009-11-07 Igor Omelyan , Ihor Mryglod , Reinhard Folk

The Generalized Integral Representation Method (GIRM) for Space-Time-Separated Method (STSM) and Space-Time-Unified Method (STUM) are discussed. STSM and STUM give explicit and implicit time evolutions, respectively. The algorithm of STSM…

Numerical Analysis · Mathematics 2017-07-18 Hiroshi Isshiki , Daisuke Kitazawa

This work is concerned with approximating matrix functions for banded matrices, hierarchically semiseparable matrices, and related structures. We develop a new divide-and-conquer method based on (rational) Krylov subspace methods for…

Numerical Analysis · Mathematics 2021-07-12 Alice Cortinovis , Daniel Kressner , Stefano Massei

We present some results pertaining to partially quenched formulations of the overlap/domain wall operator with the Thirring model in 2+1D. Auxiliary fields are generated with a Shamir domain wall approach and measurements of eigenvalues and…

High Energy Physics - Lattice · Physics 2021-12-07 Jude Worthy , Simon Hands
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