LU factorization with panel rank revealing pivoting and its communication avoiding version

We present the LU decomposition with panel rank revealing pivoting (LU_PRRP), an LU factorization algorithm based on strong rank revealing QR panel factorization. LU_PRRP is more stable than Gaussian elimination with partial pivoting (GEPP). Our extensive numerical experiments show that the new factorization scheme is as numerically stable as GEPP in practice, but it is more resistant to pathological cases and easily solves the Wilkinson matrix and the Foster matrix. We also present CALU_PRRP, a communication avoiding version of LU_PRRP that minimizes communication. CALU_PRRP is based on tournament pivoting, with the selection of the pivots at each step of the tournament being performed via strong rank revealing QR factorization. CALU_PRRP is more stable than CALU, the communication avoiding version of GEPP. CALU_PRRP is also more stable in practice and is resistant to pathological cases on which GEPP and CALU fail.Comment: No. RR-7867 (2012

Hybrid Models for Mixed Variables in Bayesian Optimization

This paper presents a new type of hybrid models for Bayesian optimization (BO) adept at managing mixed variables, encompassing both quantitative (continuous and integer) and qualitative (categorical) types. Our proposed new hybrid models merge Monte Carlo Tree Search structure (MCTS) for categorical variables with Gaussian Processes (GP) for continuous ones. Addressing efficiency in searching phase, we juxtapose the original (frequentist) upper confidence bound tree search (UCTS) and the Bayesian Dirichlet search strategies, showcasing the tree architecture's integration into Bayesian optimization. Central to our innovation in surrogate modeling phase is online kernel selection for mixed-variable BO. Our innovations, including dynamic kernel selection, unique UCTS (hybridM) and Bayesian update strategies (hybridD), position our hybrid models as an advancement in mixed-variable surrogate models. Numerical experiments underscore the hybrid models' superiority, highlighting their potential in Bayesian optimization.Comment: 32 pages, 8 Figure

MEMS-based, phase-shifting interferometer

Provided herein are optical devices fabricated to include a reflective surface, actuators and stress-relieving structures. Systems containing such devices, and methods of manufacturing such devices, are also provided

Dynamic Computation of Network Statistics via Updating Schema

In this paper we derive an updating scheme for calculating some important network statistics such as degree, clustering coefficient, etc., aiming at reduce the amount of computation needed to track the evolving behavior of large networks; and more importantly, to provide efficient methods for potential use of modeling the evolution of networks. Using the updating scheme, the network statistics can be computed and updated easily and much faster than re-calculating each time for large evolving networks. The update formula can also be used to determine which edge/node will lead to the extremal change of network statistics, providing a way of predicting or designing evolution rule of networks.Comment: 17 pages, 6 figure

Approximation de rang faible pour les matrices creuses

In this paper we present an algorithm for computing a low rank approximation of a sparse matrix based on a truncated LU factorization with column and row permutations. We present various approaches for determining the column and row permutations that show a trade-off between speed versus deterministic/probabilistic accuracy. We show that if the permutations are chosen by using tournament pivoting based on QR factorization, then the obtained truncated LU factorization with column/row tournament pivoting, LU\_CRTP, satisfies bounds on the singular values which have similarities with the ones obtained by a communication avoiding rank revealing QR factorization. Experiments on challenging matrices show that LU_CRTP provides a good low rank approximation of the input matrix and it is less expensive than the rank revealing QR factorization in terms of computational and memory usage costs, while also minimizing the communication cost. We also compare the computational complexity of our algorithm with randomizedalgorithms and show that for sparse matrices and high enough but still modest accuracies, our approach is faster.Ce papier introduit un algorithme pour calculer une approximation de rang faible d’une matrice creuse. Cet algorithme est basé sur une factorisation LU avec des permutations de lignes et de colonnes

Write-Avoiding Algorithms

Short version of the technical report available at http://www.eecs.berkeley.edu/Pubs/TechRpts/2015/EECS-2015-163.pdf as Technical Report No. UCB/EECS-2015-163International audienc

Matrix Factorization at Scale: a Comparison of Scientific Data Analytics in Spark and C+MPI Using Three Case Studies

We explore the trade-offs of performing linear algebra using Apache Spark, compared to traditional C and MPI implementations on HPC platforms. Spark is designed for data analytics on cluster computing platforms with access to local disks and is optimized for data-parallel tasks. We examine three widely-used and important matrix factorizations: NMF (for physical plausability), PCA (for its ubiquity) and CX (for data interpretability). We apply these methods to TB-sized problems in particle physics, climate modeling and bioimaging. The data matrices are tall-and-skinny which enable the algorithms to map conveniently into Spark's data-parallel model. We perform scaling experiments on up to 1600 Cray XC40 nodes, describe the sources of slowdowns, and provide tuning guidance to obtain high performance

The inherent inaccuracy of implicit tridiagonal QR

Recently Demmel and Veselic showed that Jacobi's method has a tighter relative error bound for the computed eigenvalues of a symmetric positive de nite matrix than does QR iteration. Here we show the weaker error bound of QR as implemented in LAPACK's SSTEQR or EISPACK's IMTQL is unavoidable. We do this by presenting a particular symmetric positive de nite tridiagonal matrix for whichQRmust fail, given any reasonable shift strategy