相关论文: Differentiation of the Cholesky decomposition

We analyze two algorithms for computing the symplectic $LL^T$ factorization $A=LL^T$ of a given symmetric positive definite symplectic matrix $A$. The first algorithm $W_1$ is an implementation of the $HH^T$ factorization from [Dopico et…

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…

A new decomposition optimization algorithm, called \textit{path-following gradient-based decomposition}, is proposed to solve separable convex optimization problems. Unlike path-following Newton methods considered in the literature, this…

In this contribution, we present the implementation of a second-order CASSCF algorithm in conjunction with the Cholesky decomposition of the two-electron repulsion integrals. The algorithm, called Norm-Extended Optimization, guarantees…

The ability to differentiate through optimization problems has unlocked numerous applications, from optimization-based layers in machine learning models to complex design problems formulated as bilevel programs. It has been shown that…

Inference scaling methods for LLMs often rely on decomposing problems into steps (or groups of tokens), followed by sampling and selecting the best next steps. However, these steps and their sizes are often predetermined or manually…

This note presents fast Cholesky/LU/QR decomposition algorithms with $O(n^{2.529})$ time complexity when using the fastest known matrix multiplication. The algorithms have potential application, since a quickly made implementation using…

In this paper, we propose a scalable algorithm for spectral embedding. The latter is a standard tool for graph clustering. However, its computational bottleneck is the eigendecomposition of the graph Laplacian matrix, which prevents its…

Hierarchical matrices provide a highly memory-efficient way of storing dense linear operators arising, for example, from boundary element methods, particularly when stored in the H^2 format. In such data-sparse representations, iterative…

We discuss the parallelization of algorithms for solving polynomial systems symbolically by way of triangular decomposition. Algorithms for solving polynomial systems combine low-level routines for performing arithmetic operations on…

Co-clustering simultaneously clusters rows and columns, revealing more fine-grained groups. However, existing co-clustering methods suffer from poor scalability and cannot handle large-scale data. This paper presents a novel and scalable…

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 propose two coded schemes for the distributed computing problem of multiplying a matrix by a set of vectors. The first scheme is based on partitioning the matrix into submatrices and applying maximum distance separable (MDS) codes to…

This paper presents two new approaches to decomposing and solving large Markov decision problems (MDPs), a partial decoupling method and a complete decoupling method. In these approaches, a large, stochastic decision problem is divided into…

Classic algorithms and machine learning systems like neural networks are both abundant in everyday life. While classic computer science algorithms are suitable for precise execution of exactly defined tasks such as finding the shortest path…

This paper presents a hierarchical low-rank decomposition algorithm assuming any matrix element can be computed in $O(1)$ time. The proposed algorithm computes rank-revealing decompositions of sub-matrices with a blocked adaptive cross…

We introduce the sparsified Cholesky and sparsified multigrid algorithms for solving systems of linear equations. These algorithms accelerate Gaussian elimination by sparsifying the nonzero matrix entries created by the elimination process.…

We introduce a new algorithm and software for solving linear equations in symmetric diagonally dominant matrices with non-positive off-diagonal entries (SDDM matrices), including Laplacian matrices. We use pre-conditioned conjugate gradient…

Diagonalization of a large matrix is the computational bottleneck in many applications such as electronic structure calculations. We show that a speedup of over 30% can be achieved by exploiting 32-bit floating point operations, while…

Clustering the nodes of a graph is a cornerstone of graph analysis and has been extensively studied. However, some popular methods are not suitable for very large graphs: e.g., spectral clustering requires the computation of the spectral…