65,115 research outputs found
Fast multi-dimensional scattered data approximation with Neumann boundary conditions
An important problem in applications is the approximation of a function
from a finite set of randomly scattered data . A common and powerful
approach is to construct a trigonometric least squares approximation based on
the set of exponentials . This leads to fast numerical
algorithms, but suffers from disturbing boundary effects due to the underlying
periodicity assumption on the data, an assumption that is rarely satisfied in
practice. To overcome this drawback we impose Neumann boundary conditions on
the data. This implies the use of cosine polynomials as basis
functions. We show that scattered data approximation using cosine polynomials
leads to a least squares problem involving certain Toeplitz+Hankel matrices. We
derive estimates on the condition number of these matrices. Unlike other
Toeplitz+Hankel matrices, the Toeplitz+Hankel matrices arising in our context
cannot be diagonalized by the discrete cosine transform, but they still allow a
fast matrix-vector multiplication via DCT which gives rise to fast conjugate
gradient type algorithms. We show how the results can be generalized to higher
dimensions. Finally we demonstrate the performance of the proposed method by
applying it to a two-dimensional geophysical scattered data problem
Wavelets and Fast Numerical Algorithms
Wavelet based algorithms in numerical analysis are similar to other transform
methods in that vectors and operators are expanded into a basis and the
computations take place in this new system of coordinates. However, due to the
recursive definition of wavelets, their controllable localization in both space
and wave number (time and frequency) domains, and the vanishing moments
property, wavelet based algorithms exhibit new and important properties.
For example, the multiresolution structure of the wavelet expansions brings
about an efficient organization of transformations on a given scale and of
interactions between different neighbouring scales. Moreover, wide classes of
operators which naively would require a full (dense) matrix for their numerical
description, have sparse representations in wavelet bases. For these operators
sparse representations lead to fast numerical algorithms, and thus address a
critical numerical issue.
We note that wavelet based algorithms provide a systematic generalization of
the Fast Multipole Method (FMM) and its descendents.
These topics will be the subject of the lecture. Starting from the notion of
multiresolution analysis, we will consider the so-called non-standard form
(which achieves decoupling among the scales) and the associated fast numerical
algorithms. Examples of non-standard forms of several basic operators (e.g.
derivatives) will be computed explicitly.Comment: 32 pages, uuencoded tar-compressed LaTeX file. Uses epsf.sty (see
`macros'
High-level synthesis optimization for blocked floating-point matrix multiplication
In the last decade floating-point matrix multiplication on FPGAs has been studied extensively and efficient architectures as well as detailed performance models have been developed. By design these IP cores take a fixed footprint which not necessarily optimizes the use of all available resources. Moreover, the low-level architectures are not easily amenable to a parameterized synthesis. In this paper high-level synthesis is used to fine-tune the configuration parameters in order to achieve the highest performance with maximal resource utilization. An\ exploration strategy is presented to optimize the use of critical resources (DSPs, memory) for any given FPGA. To account for the limited memory size on the FPGA, a block-oriented matrix multiplication is organized such that the block summation is done on the CPU while the block multiplication occurs on the logic fabric simultaneously. The communication overhead between the CPU and the FPGA is minimized by streaming the blocks in a Gray code ordering scheme which maximizes the data reuse for consecutive block matrix product calculations. Using high-level synthesis optimization, the programmable logic operates at 93% of the theoretical peak performance and the combined CPU-FPGA design achieves 76% of the available hardware processing speed for the floating-point multiplication of 2K by 2K matrices
Dominance Product and High-Dimensional Closest Pair under
Given a set of points in , the Closest Pair problem is
to find a pair of distinct points in at minimum distance. When is
constant, there are efficient algorithms that solve this problem, and fast
approximate solutions for general . However, obtaining an exact solution in
very high dimensions seems to be much less understood. We consider the
high-dimensional Closest Pair problem, where for some , and the underlying metric is .
We improve and simplify previous results for Closest Pair, showing
that it can be solved by a deterministic strongly-polynomial algorithm that
runs in time, and by a randomized algorithm that runs in
expected time, where is the time bound for computing the
{\em dominance product} for points in . That is a matrix ,
such that ; this is the
number of coordinates at which dominates . For integer coordinates
from some interval , we obtain an algorithm that runs in
time, where
is the exponent of multiplying an matrix by an
matrix.
We also give slightly better bounds for , by using more recent
rectangular matrix multiplication bounds. Computing the dominance product
itself is an important task, since it is applied in many algorithms as a major
black-box ingredient, such as algorithms for APBP (all pairs bottleneck paths),
and variants of APSP (all pairs shortest paths)
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