Search Results - "HIGHAM, NICHOLAS J."
-
1
The Scaling and Squaring Method for the Matrix Exponential Revisited
Published in SIAM review (01-12-2009)“…The scaling and squaring method is the most widely used method for computing the matrix exponential, not least because it is the method implemented in the…”
Get full text
Journal Article -
2
Stochastic rounding: implementation, error analysis and applications
Published in Royal Society open science (01-03-2022)“…Stochastic rounding (SR) randomly maps a real number to one of the two nearest values in a finite precision number system. The probability of choosing either…”
Get full text
Journal Article -
3
Adaptive precision in block‐Jacobi preconditioning for iterative sparse linear system solvers
Published in Concurrency and computation (25-03-2019)“…Summary We propose an adaptive scheme to reduce communication overhead caused by data movement by selectively storing the diagonal blocks of a block‐Jacobi…”
Get full text
Journal Article -
4
A survey of numerical linear algebra methods utilizing mixed-precision arithmetic
Published in The international journal of high performance computing applications (01-07-2021)“…The efficient utilization of mixed-precision numerical linear algebra algorithms can offer attractive acceleration to scientific computing applications…”
Get full text
Journal Article -
5
Numerical behavior of NVIDIA tensor cores
Published in PeerJ. Computer science (10-02-2021)“…We explore the floating-point arithmetic implemented in the NVIDIA tensor cores, which are hardware accelerators for mixed-precision matrix multiplication…”
Get full text
Journal Article -
6
Performance impact of precision reduction in sparse linear systems solvers
Published in PeerJ. Computer science (17-01-2022)“…It is well established that reduced precision arithmetic can be exploited to accelerate the solution of dense linear systems. Typical examples are mixed…”
Get full text
Journal Article -
7
Explicit solutions to correlation matrix completion problems, with an application to risk management and insurance
Published in Royal Society open science (01-03-2018)“…We derive explicit solutions to the problem of completing a partially specified correlation matrix. Our results apply to several block structures for the…”
Get full text
Journal Article -
8
Accurately computing the log-sum-exp and softmax functions
Published in IMA journal of numerical analysis (01-10-2021)“…Evaluating the log-sum-exp function or the softmax function is a key step in many modern data science algorithms, notably in inference and classification…”
Get full text
Journal Article -
9
Matrix Depot: an extensible test matrix collection for Julia
Published in PeerJ. Computer science (06-04-2016)“…Matrix Depot is a Julia software package that provides easy access to a large and diverse collection of test matrices. Its novelty is threefold. First, it is…”
Get full text
Journal Article -
10
Mixed-precision iterative refinement using tensor cores on GPUs to accelerate solution of linear systems
Published in Proceedings of the Royal Society. A, Mathematical, physical, and engineering sciences (01-11-2020)“…Double-precision floating-point arithmetic (FP64) has been the de facto standard for engineering and scientific simulations for several decades. Problem…”
Get full text
Journal Article -
11
Numerical algorithms for high-performance computational science
Published in Philosophical transactions of the Royal Society of London. Series A: Mathematical, physical, and engineering sciences (06-03-2020)“…A number of features of today's high-performance computers make it challenging to exploit these machines fully for computational science. These include…”
Get full text
Journal Article -
12
Solving block low-rank linear systems by LU factorization is numerically stable
Published in IMA journal of numerical analysis (13-04-2022)“…Abstract Block low-rank (BLR) matrices possess a blockwise low-rank property that can be exploited to reduce the complexity of numerical linear algebra…”
Get full text
Journal Article -
13
Anymatrix: an extensible MATLAB matrix collection
Published in Numerical algorithms (01-07-2022)“…Anymatrix is a MATLAB toolbox that provides an extensible collection of matrices with the ability to search the collection by matrix properties. Each matrix is…”
Get full text
Journal Article -
14
Anderson acceleration of the alternating projections method for computing the nearest correlation matrix
Published in Numerical algorithms (01-08-2016)“…In a wide range of applications it is required to compute the nearest correlation matrix in the Frobenius norm to a given symmetric but indefinite matrix. Of…”
Get full text
Journal Article -
15
Scaling, sensitivity and stability in the numerical solution of quadratic eigenvalue problems
Published in International journal for numerical methods in engineering (15-01-2008)“…The most common way of solving the quadratic eigenvalue problem (QEP) (λ2 M + λD + K)x = 0 is to convert it into a linear problem (λX + Y)z = 0 of twice the…”
Get full text
Journal Article -
16
The Influence and Contribution of Jack Dongarra to Numerical Linear Algebra
Published in Computing in science & engineering (01-07-2022)“…This article is dedicated to Jack Dongarra on the occasion of him receiving the 2021 ACM Turing Award and concentrates primarily on his contributions to…”
Get full text
Journal Article -
17
Cholesky factorization
Published in Wiley interdisciplinary reviews. Computational statistics (01-09-2009)“…This article aimed at a general audience of computational scientists, surveys the Cholesky factorization for symmetric positive definite matrices, covering…”
Get full text
Journal Article -
18
Integer matrix factorisations, superalgebras and the quadratic form obstruction
Published in Linear algebra and its applications (01-08-2021)“…We identify and analyse obstructions to factorisation of integer matrices into products NTN or N2 of matrices with rational or integer entries. The…”
Get full text
Journal Article -
19
On pth roots of stochastic matrices
Published in Linear algebra and its applications (01-08-2011)Get full text
Journal Article -
20
An algorithm to compute the polar decomposition of a 3 × 3 matrix
Published in Numerical algorithms (01-10-2016)“…We propose an algorithm for computing the polar decomposition of a 3 × 3 real matrix that is based on the connection between orthogonal matrices and…”
Get full text
Journal Article