A literature survey of low-rank tensor approximation techniques

During the last years, low-rank tensor approximation has been established as a new tool in scientific computing to address large-scale linear and multilinear algebra problems, which would be intractable by classical techniques. This survey attempts to give a literature overview of current developments in this area, with an emphasis on function-related tensors

Quantum machine learning: a classical perspective

Recently, increased computational power and data availability, as well as algorithmic advances, have led machine learning techniques to impressive results in regression, classification, data-generation and reinforcement learning tasks. Despite these successes, the proximity to the physical limits of chip fabrication alongside the increasing size of datasets are motivating a growing number of researchers to explore the possibility of harnessing the power of quantum computation to speed-up classical machine learning algorithms. Here we review the literature in quantum machine learning and discuss perspectives for a mixed readership of classical machine learning and quantum computation experts. Particular emphasis will be placed on clarifying the limitations of quantum algorithms, how they compare with their best classical counterparts and why quantum resources are expected to provide advantages for learning problems. Learning in the presence of noise and certain computationally hard problems in machine learning are identified as promising directions for the field. Practical questions, like how to upload classical data into quantum form, will also be addressed.Comment: v3 33 pages; typos corrected and references adde

Tensor Networks for Big Data Analytics and Large-Scale Optimization Problems

In this paper we review basic and emerging models and associated algorithms for large-scale tensor networks, especially Tensor Train (TT) decompositions using novel mathematical and graphical representations. We discus the concept of tensorization (i.e., creating very high-order tensors from lower-order original data) and super compression of data achieved via quantized tensor train (QTT) networks. The purpose of a tensorization and quantization is to achieve, via low-rank tensor approximations "super" compression, and meaningful, compact representation of structured data. The main objective of this paper is to show how tensor networks can be used to solve a wide class of big data optimization problems (that are far from tractable by classical numerical methods) by applying tensorization and performing all operations using relatively small size matrices and tensors and applying iteratively optimized and approximative tensor contractions. Keywords: Tensor networks, tensor train (TT) decompositions, matrix product states (MPS), matrix product operators (MPO), basic tensor operations, tensorization, distributed representation od data optimization problems for very large-scale problems: generalized eigenvalue decomposition (GEVD), PCA/SVD, canonical correlation analysis (CCA).Comment: arXiv admin note: text overlap with arXiv:1403.204

QR Factorization of Tall and Skinny Matrices in a Grid Computing Environment

Previous studies have reported that common dense linear algebra operations do not achieve speed up by using multiple geographical sites of a computational grid. Because such operations are the building blocks of most scientific applications, conventional supercomputers are still strongly predominant in high-performance computing and the use of grids for speeding up large-scale scientific problems is limited to applications exhibiting parallelism at a higher level. We have identified two performance bottlenecks in the distributed memory algorithms implemented in ScaLAPACK, a state-of-the-art dense linear algebra library. First, because ScaLAPACK assumes a homogeneous communication network, the implementations of ScaLAPACK algorithms lack locality in their communication pattern. Second, the number of messages sent in the ScaLAPACK algorithms is significantly greater than other algorithms that trade flops for communication. In this paper, we present a new approach for computing a QR factorization -- one of the main dense linear algebra kernels -- of tall and skinny matrices in a grid computing environment that overcomes these two bottlenecks. Our contribution is to articulate a recently proposed algorithm (Communication Avoiding QR) with a topology-aware middleware (QCG-OMPI) in order to confine intensive communications (ScaLAPACK calls) within the different geographical sites. An experimental study conducted on the Grid'5000 platform shows that the resulting performance increases linearly with the number of geographical sites on large-scale problems (and is in particular consistently higher than ScaLAPACK's).Comment: Accepted at IPDPS10. (IEEE International Parallel & Distributed Processing Symposium 2010 in Atlanta, GA, USA.

Solution of partial differential equations on vector and parallel computers

The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed