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- research-articleNovember 2015
On efficient Monte Carlo preconditioners and hybrid Monte Carlo methods for linear algebra
ScalA '15: Proceedings of the 6th Workshop on Latest Advances in Scalable Algorithms for Large-Scale SystemsArticle No.: 6, Pages 1–8https://doi.org/10.1145/2832080.2832086An enhanced version of a stochastic SParse Approximate Inverse (SPAI) preconditioner for general matrices is presented in this paper. This is a Monte Carlo preconditioner based on Markov Chain Monte Carlo (MCMC) methods to compute a rough approximate ...
- research-articleNovember 2015
A parallel ensemble Kalman filter implementation based on modified Cholesky decomposition
ScalA '15: Proceedings of the 6th Workshop on Latest Advances in Scalable Algorithms for Large-Scale SystemsArticle No.: 4, Pages 1–8https://doi.org/10.1145/2832080.2832084This paper discusses an efficient parallel implementation of the ensemble Kalman filter based on the modified Cholesky decomposition. The proposed implementation starts with decomposing the domain into sub-domains. In each sub-domain a sparse estimation ...
- research-articleNovember 2015
A scalable randomized least squares solver for dense overdetermined systems
ScalA '15: Proceedings of the 6th Workshop on Latest Advances in Scalable Algorithms for Large-Scale SystemsArticle No.: 3, Pages 1–8https://doi.org/10.1145/2832080.2832083We present a fast randomized least-squares solver for distributed-memory platforms. Our solver is based on the Blendenpik algorithm, but employs a batchwise randomized unitary transformation scheme. The batchwise transformation enables our algorithm to ...
