Related papers: Fast and oblivious convolution quadrature
N-fold integer programming is a fundamental problem with a variety of natural applications in operations research and statistics. Moreover, it is universal and provides a new, variable-dimension, parametrization of all of integer…
A fast simple O(\log n) iteration algorithm for individual Lucas numbers is given. This is faster than using Fibonacci based methods because of the structure of Lucas numbers. Using a sqrt 5 conversion factor on Lucus numbers gives a faster…
We have developed an algorithm for transferring radiation in three-dimensional space. The algorithm computes radiation source and sink terms using the Fast Fourier Transform (FFT) method, based on a formulation in which the integral of any…
We present a new method for computing the Near-To-Far-Field (NTFF) transformation in FDTD simulations which has an overall scaling of $O(N^3)$ instead of the standard $O(N^4)$. By mapping the far field with a cartesian coordinate system the…
Due to the nonlocal feature of fractional differential operators, the numerical solution to fractional partial differential equations usually requires expensive memory and computation costs. This paper develops a fast scheme for fractional…
When a Convolutional Neural Network is used for on-the-fly evaluation of continuously updating time-sequences, many redundant convolution operations are performed. We propose the method of Deep Shifting, which remembers previously…
Kernel matrices appear in machine learning and non-parametric statistics. Given $N$ points in $d$ dimensions and a kernel function that requires $\mathcal{O}(d)$ work to evaluate, we present an $\mathcal{O}(dN\log N)$-work algorithm for the…
Recently, there has been a surge of interest for quantum computation for its ability to exponentially speed up algorithms, including machine learning algorithms. However, Tang suggested that the exponential speed up can also be done on a…
Derivative Free Optimization is known to be an efficient and robust method to tackle the black-box optimization problem. When it comes to noisy functions, classical comparison-based algorithms are slower than gradient-based algorithms. For…
We present a new approach for solving (minimum disagreement) correlation clustering that results in sublinear algorithms with highly efficient time and space complexity for this problem. In particular, we obtain the following algorithms for…
We present a novel algorithm attaining excessively fast, the sought solution of linear systems of equations. The algorithm is short in its basic formulation and, by definition, vectorized, while the memory allocation demands are trivial,…
Quantum algorithm is constructed which verifies the formulas of predicate calculus in time $O(\sqrt N)$ with bounded error probability, where $N$ is the time required for classical algorithms. This algorithm uses the polynomial number of…
Classic cache-oblivious parallel matrix multiplication algorithms achieve optimality either in time or space, but not both, which promotes lots of research on the best possible balance or tradeoff of such algorithms. We study modern…
In this article we propose a new adaptive numerical quadrature procedure which includes both local subdivision of the integration domain, as well as local variation of the number of quadrature points employed on each subinterval. In this…
Stochastic approximation is a foundation for many algorithms found in machine learning and optimization. It is in general slow to converge: the mean square error vanishes as $O(n^{-1})$. A deterministic counterpart known as quasi-stochastic…
We investigate possibilities to speed up iterative algorithms for non-blind image deconvolution. We focus on algorithms in which convolution with the point-spread function to be deconvolved is used in each iteration, and aim at accelerating…
Kernel methods are fundamental in machine learning, and faster algorithms for kernel approximation provide direct speedups for many core tasks in machine learning. The polynomial kernel is especially important as other kernels can often be…
The inverse source problem arising in photoacoustic tomography and in several other coupled-physics modalities is frequently solved by iterative algorithms. Such algorithms are based on the minimization of a certain cost functional. In…
This work considers the subdiffusion problem with non-positive memory, which not only arises from physical laws with memory, but could be transformed from sophisticated models such as subdiffusion or subdiffusive Fokker-Planck equation with…
The problem of minimizing the maximum of $N$ convex, Lipschitz functions plays significant roles in optimization and machine learning. It has a series of results, with the most recent one requiring $O(N\epsilon^{-2/3} + \epsilon^{-8/3})$…