Randomized numerical linear algebra: Foundations and algorithms

PG Martinsson, JA Tropp - Acta Numerica, 2020 - cambridge.org
This survey describes probabilistic algorithms for linear algebraic computations, such as
factorizing matrices and solving linear systems. It focuses on techniques that have a proven …

Randomized algorithms for matrices and data

MW Mahoney - Foundations and Trends® in Machine …, 2011 - nowpublishers.com
Randomized algorithms for very large matrix problems have received a great deal of
attention in recent years. Much of this work was motivated by problems in large-scale data …

A mathematical guide to operator learning

N Boullé, A Townsend - arxiv preprint arxiv:2312.14688, 2023 - arxiv.org
Operator learning aims to discover properties of an underlying dynamical system or partial
differential equation (PDE) from data. Here, we present a step-by-step guide to operator …

An efficient multicore implementation of a novel HSS-structured multifrontal solver using randomized sampling

P Ghysels, XS Li, FH Rouet, S Williams… - SIAM Journal on Scientific …, 2016 - SIAM
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 …

Scaling the “memory wall” for multi-dimensional seismic processing with algebraic compression on cerebras cs-2 systems

H Ltaief, Y Hong, L Wilson, M Jacquelin… - Proceedings of the …, 2023 - dl.acm.org
We exploit the high memory bandwidth of AI-customized Cerebras CS-2 systems for seismic
processing. By leveraging low-rank matrix approximation, we fit memory-hungry seismic …

Solving sparse linear systems faster than matrix multiplication

R Peng, S Vempala - Proceedings of the 2021 ACM-SIAM symposium on …, 2021 - SIAM
Can linear systems be solved faster than matrix multiplication? While there has been
remarkable progress for the special cases of graph structured linear systems, in the general …

Learning Green's functions associated with time-dependent partial differential equations

N Boullé, S Kim, T Shi, A Townsend - Journal of Machine Learning …, 2022 - jmlr.org
Neural operators are a popular technique in scientific machine learning to learn a
mathematical model of the behavior of unknown physical systems from data. Neural …

[BOOK][B] Hierarchical matrices: algorithms and analysis

W Hackbusch - 2015 - Springer
Usually one avoids numerical algorithms involving operations with large, fully populated
matrices. Instead one tries to reduce all algorithms to matrix-vector multiplications involving …

A fast randomized algorithm for computing a hierarchically semiseparable representation of a matrix

PG Martinsson - SIAM Journal on Matrix Analysis and Applications, 2011 - SIAM
Randomized sampling has recently been proven a highly efficient technique for computing
approximate factorizations of matrices that have low numerical rank. This paper describes …

Elliptic PDE learning is provably data-efficient

N Boullé, D Halikias… - Proceedings of the …, 2023 - National Acad Sciences
Partial differential equations (PDE) learning is an emerging field that combines physics and
machine learning to recover unknown physical systems from experimental data. While deep …