52,902 research outputs found
A fast semi-direct least squares algorithm for hierarchically block separable matrices
We present a fast algorithm for linear least squares problems governed by
hierarchically block separable (HBS) matrices. Such matrices are generally
dense but data-sparse and can describe many important operators including those
derived from asymptotically smooth radial kernels that are not too oscillatory.
The algorithm is based on a recursive skeletonization procedure that exposes
this sparsity and solves the dense least squares problem as a larger,
equality-constrained, sparse one. It relies on a sparse QR factorization
coupled with iterative weighted least squares methods. In essence, our scheme
consists of a direct component, comprised of matrix compression and
factorization, followed by an iterative component to enforce certain equality
constraints. At most two iterations are typically required for problems that
are not too ill-conditioned. For an HBS matrix with
having bounded off-diagonal block rank, the algorithm has optimal complexity. If the rank increases with the spatial dimension as is
common for operators that are singular at the origin, then this becomes
in 1D, in 2D, and
in 3D. We illustrate the performance of the method on
both over- and underdetermined systems in a variety of settings, with an
emphasis on radial basis function approximation and efficient updating and
downdating.Comment: 24 pages, 8 figures, 6 tables; to appear in SIAM J. Matrix Anal. App
A recursive paradigm for aligning observed behavior of large structured process models
The alignment of observed and modeled behavior is a crucial problem in process mining, since it opens the door for conformance checking and enhancement of process models. The state of the art techniques for the computation of alignments rely on a full exploration of the combination of the model state space and the observed behavior (an event log), which hampers their applicability for large instances. This paper presents a fresh view to the alignment problem: the computation of alignments is casted as the resolution of Integer Linear Programming models, where the user can decide the granularity of the alignment steps. Moreover, a novel recursive strategy is used to split
the problem into small pieces, exponentially reducing the complexity of the ILP models to be solved. The contributions of this paper represent a promising alternative to fight the inherent complexity of computing alignments for large instances.Peer ReviewedPostprint (author's final draft
An efficient multi-core implementation of a novel HSS-structured multifrontal solver using randomized sampling
We present a sparse linear system solver that is based on a multifrontal
variant of Gaussian elimination, and exploits low-rank approximation of the
resulting dense frontal matrices. We use hierarchically semiseparable (HSS)
matrices, which have low-rank off-diagonal blocks, to approximate the frontal
matrices. For HSS matrix construction, a randomized sampling algorithm is used
together with interpolative decompositions. The combination of the randomized
compression with a fast ULV HSS factorization leads to a solver with lower
computational complexity than the standard multifrontal method for many
applications, resulting in speedups up to 7 fold for problems in our test
suite. The implementation targets many-core systems by using task parallelism
with dynamic runtime scheduling. Numerical experiments show performance
improvements over state-of-the-art sparse direct solvers. The implementation
achieves high performance and good scalability on a range of modern shared
memory parallel systems, including the Intel Xeon Phi (MIC). The code is part
of a software package called STRUMPACK -- STRUctured Matrices PACKage, which
also has a distributed memory component for dense rank-structured matrices
Hierarchical interpolative factorization for elliptic operators: integral equations
This paper introduces the hierarchical interpolative factorization for
integral equations (HIF-IE) associated with elliptic problems in two and three
dimensions. This factorization takes the form of an approximate generalized LU
decomposition that permits the efficient application of the discretized
operator and its inverse. HIF-IE is based on the recursive skeletonization
algorithm but incorporates a novel combination of two key features: (1) a
matrix factorization framework for sparsifying structured dense matrices and
(2) a recursive dimensional reduction strategy to decrease the cost. Thus,
higher-dimensional problems are effectively mapped to one dimension, and we
conjecture that constructing, applying, and inverting the factorization all
have linear or quasilinear complexity. Numerical experiments support this claim
and further demonstrate the performance of our algorithm as a generalized fast
multipole method, direct solver, and preconditioner. HIF-IE is compatible with
geometric adaptivity and can handle both boundary and volume problems. MATLAB
codes are freely available.Comment: 39 pages, 14 figures, 13 tables; to appear, Comm. Pure Appl. Mat
Computational linear algebra over finite fields
We present here algorithms for efficient computation of linear algebra
problems over finite fields
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