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The block classical Gram--Schmidt (BCGS) algorithm and its reorthogonalized variant are widely-used methods for computing the economic QR factorization of block columns $X$ due to their lower communication cost compared to other approaches…

数值分析 · 数学 2025-06-06 Erin Carson , Yuxin Ma

Numerous applications, such as Krylov subspace solvers, make extensive use of the block classical Gram-Schmidt (BCGS) algorithm and its reorthogonalized variants for orthogonalizing a set of vectors. For large-scale problems in distributed…

分布式、并行与集群计算 · 计算机科学 2025-07-30 Erin Carson , Yuxin Ma

Using lower precision in algorithms can be beneficial in terms of reducing both computation and communication costs. Motivated by this, we aim to further the state-of-the-art in developing and analyzing mixed precision variants of iterative…

数值分析 · 数学 2022-10-18 Eda Oktay , Erin Carson

Block Gram-Schmidt algorithms serve as essential kernels in many scientific computing applications, but for many commonly used variants, a rigorous treatment of their stability properties remains open. This work provides a comprehensive…

数值分析 · 数学 2023-02-21 Erin Carson , Kathryn Lund , Miroslav Rozložník , Stephen Thomas

A new reorthogonalized block classical Gram--Schmidt algorithm is proposed that factorizes a full column rank matrix $A$ into $A=QR$ where $Q$ is left orthogonal (has orthonormal columns) and $R$ is upper triangular and nonsingular. With…

数值分析 · 数学 2011-08-23 Jesse L. Barlow , Alicja Smoktunowicz

This article introduces randomized block Gram-Schmidt process (RBGS) for QR decomposition. RBGS extends the single-vector randomized Gram-Schmidt (RGS) algorithm and inherits its key characteristics such as being more efficient and having…

数值分析 · 数学 2025-02-25 Oleg Balabanov , Laura Grigori

Saddle point problems arise in many important practical applications. In this paper we propose and analyze some algorithms for solving symmetric saddle point problems which are based upon the block Gram-Schmidt method. In particular, we…

数值分析 · 数学 2013-12-19 Felicja Okulicka-Dłużewska , Alicja Smoktunowicz

In the framework of tensor spaces, we consider orthogonalization kernels to generate an orthogonal basis of a tensor subspace from a set of linearly independent tensors. In particular, we experimentally study the loss of orthogonality of…

分布式、并行与集群计算 · 计算机科学 2024-01-17 Olivier Coulaud , Luc Giraud , Martina Iannacito

With the recent realization of exascale performace by Oak Ridge National Laboratory's Frontier supercomputer, reducing communication in kernels like QR factorization has become even more imperative. Low-synchronization Gram-Schmidt methods,…

数值分析 · 数学 2023-02-21 Kathryn Lund

One of the limitations of recycled GCRO methods is the large amount of computation required to orthogonalize the basis vectors of the newly generated Krylov subspace for the approximate solution when combined with those of the recycle…

数值分析 · 数学 2023-06-12 Stephen Thomas , Alison Baker , Stephane Gaudreault

The iteration complexity of the block-coordinate descent (BCD) type algorithm has been under extensive investigation. It was recently shown that for convex problems the classical cyclic BCGD (block coordinate gradient descent) achieves an…

最优化与控制 · 数学 2015-12-16 Ruoyu Sun , Mingyi Hong

The parallel strong-scaling of Krylov iterative methods is largely determined by the number of global reductions required at each iteration. The GMRES and Krylov-Schur algorithms employ the Arnoldi algorithm for nonsymmetric matrices. The…

Decentralized optimization with orthogonality constraints is found widely in scientific computing and data science. Since the orthogonality constraints are nonconvex, it is quite challenging to design efficient algorithms. Existing…

最优化与控制 · 数学 2024-01-09 Lei Wang , Xin Liu

The Gram-Schmidt Process (GSP) is used to convert a non-orthogonal basis (a set of linearly independent vectors, matrices, etc) into an orthonormal basis (a set of orthogonal, unit-length vectors, bi or tri dimensional matrices). The…

计算机视觉与模式识别 · 计算机科学 2016-07-19 Mario Mastriani

In the present study, we establish two new block variants of the Conjugate Orthogonal Conjugate Gradient (COCG) and the Conjugate A-Orthogonal Conjugate Residual (COCR) Krylov subspace methods for solving complex symmetric linear systems…

数值分析 · 数学 2016-01-21 Xian-Ming Gu , Bruno Carpentieri , Ting-Zhu Huang , Jing Meng

The Bregman proximal gradient method (BPGM), which uses the Bregman distance as a proximity measure in the iterative scheme, has recently been re-developed for minimizing convex composite problems without the global Lipschitz gradient…

最优化与控制 · 数学 2025-04-16 Lei Yang , Kim-Chuan Toh

The orthogonalization process is an essential building block in Krylov space methods, which takes up a large portion of the computational time. Commonly used methods, like the Gram-Schmidt method, consider the projection and normalization…

数值分析 · 数学 2022-04-29 Nils-Arne Dreier , Christian Engwer

Krylov subspace methods are an essential building block in numerical simulation software. The efficient utilization of modern hardware is a challenging problem in the development of these methods. In this work, we develop Krylov subspace…

数值分析 · 数学 2021-04-07 Nils-Arne Dreier

A randomized Gram-Schmidt algorithm is developed for orthonormalization of high-dimensional vectors or QR factorization. The proposed process can be less computationally expensive than the classical Gram-Schmidt process while being at least…

数值分析 · 数学 2022-01-20 Oleg Balabanov , Laura Grigori

High order exponential integrators require computing linear combination of exponential like $\varphi$-functions of large matrices $A$ times a vector $v$. Krylov projection methods are the most general and remain an efficient choice for…

数值分析 · 数学 2024-10-22 Tanya Tafolla , Stéphane Gaudreault , Mayya Tokman
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