The increasing number of applications requiring the solution of large scale singular value problems have rekindled interest in iterative methods for the SVD. Some promising recent ad- vances in large scale iterative methods are still plagued by slow convergence and accuracy limitations for computing smallest singular triplets. Furthermore, their current implementations in MATLAB cannot address the required large problems. Recently, we presented a preconditioned, two-stage method to effectively and accurately compute a small number of extreme singular triplets. In this research, we present a high-performance software, PRIMME SVDS, that implements our hybrid method based on the state-of-the-art eigensolver package PRIMME for both largest and smallest singular values. PRIMME SVDS fills a gap in production level software for computing the partial SVD, especially with preconditioning. The numerical experiments demonstrate its superior performance compared to other state-of-the-art software and its good parallel performance under strong and weak scaling.
SLEPc offers an LBD method with thick restarting @cite_35 , which has similar algorithmic limitations to PROPACK for computing smallest singular values. In addition, this particular SVD solver cannot be directly used with preconditioning. However, the SLEPc LBD has an efficient parallel implementation.
@cite_35
2069278600 1780115997 2157237396 2070598037
We present a new efficient algorithm for the search version of the approximate Closest Vector Problem with Preprocessing (CVPP). Our algorithm achieves an approximation factor of O(n sqrt log n ), improving on the previous best of O(n^ 1.5 ) due to Lag arias, Lenstra, and Schnorr hkzbabai . We also show, somewhat surprisingly, that only O(n) vectors of preprocessing advice are sufficient to solve the problem (with the slightly worse approximation factor of O(n)). We remark that this still leaves a large gap with respect to the decisional version of CVPP, where the best known approximation factor is O(sqrt n log n ) due to Aharonov and Regev AharonovR04 . To achieve these results, we show a reduction to the same problem restricted to target points that are close to the lattice and a more efficient reduction to a harder problem, Bounded Distance Decoding with preprocessing (BDDP). Combining either reduction with the previous best-known algorithm for BDDP by Liu, Lyubashevsky, and Micciancio LiuLM06 gives our main result. In the setting of CVP without preprocessing, we also give a reduction from (1+eps)gamma approximate CVP to gamma approximate CVP where the target is at distance at most 1+1 eps times the minimum distance (the length of the shortest non-zero vector) which relies on the lattice sparsification techniques of Dadush and Kun DadushK13 . As our final and most technical contribution, we present a substantially more efficient variant of the LLM algorithm (both in terms of run-time and amount of preprocessing advice), and via an improved analysis, show that it can decode up to a distance proportional to the reciprocal of the smoothing parameter of the dual lattice MR04 . We show that this is never smaller than the LLM decoding radius, and that it can be up to an wide tilde Omega (sqrt n ) factor larger. We address the issue of using mini-batches in stochastic optimization of SVMs. We show that the same quantity, the spectral norm of the data, controls the parallelization speedup obtained for both primal stochastic subgradient descent (SGD) and stochastic dual coordinate ascent (SCDA) methods and use it to derive novel variants of mini-batched SDCA. Our guarantees for both methods are expressed in terms of the original nonsmooth primal problem based on the hinge-loss. We present parallel and sequential dense QR factorization algorithms that are both optimal (up to polylogarithmic factors) in the amount of communication they perform and just as stable as Householder QR. We prove optimality by deriving new lower bounds for the number of multiplications done by “non-Strassen-like” QR, and using these in known communication lower bounds that are proportional to the number of multiplications. We not only show that our QR algorithms attain these lower bounds (up to polylogarithmic factors), but that existing LAPACK and ScaLAPACK algorithms perform asymptotically more communication. We derive analogous communication lower bounds for LU factorization and point out recent LU algorithms in the literature that attain at least some of these lower bounds. The sequential and parallel QR algorithms for tall and skinny matrices lead to significant speedups in practice over some of the existing algorithms, including LAPACK and ScaLAPACK, for example, up to 6.7 times over ScaLAPACK. A performance model for the parallel algorithm for general rectangular matrices predicts significant speedups over ScaLAPACK. SLD resolution with negation as finite failure (SLDNF) reflects the procedural interpretation of predicate calculus as a programming language and forms the computational basis for Prolog systems. Despite its advantages for stack-based memory management, SLDNF is often not appropriate for query evaluation for three reasons: (a) it may not terminate due to infinite positive recursion; (b) it may be terminate due to infinite recursion through negation; and (c) it may repeatedly evaluate the same literal in a rule body, leading to unacceptable performance. We address all three problems for goal-oriented query evaluation of general logic programs by presenting tabled evaluation with delaying, called SLG resolution. It has three distinctive features: (i) SLG resolution is a partial deduction procedure, consisting of seven fundamental transformations. A query is transformed step by step into a set of answers. The use of transformations separates logical issues of query evaluation from procedural ones. SLG allows an arbitrary computation rule for selecting a literal from a rule body and an arbitrary control strategy for selecting transformations to apply. (ii) SLG resolution is sound and search space complete with respect to the well-founded partial model for all non-floundering queries, and preserves all three-valued stable models. To evaluate a query under differenc three-valued stable models, SLG resolution can be enhanced by further processing of the answers of subgoals relevant to a query. (iii) SLG resolution avoids both positive and negative loops and always terminates for programs with the bounded-term-size property. It has a polynomial time data complexity for well-founded negation of function-free programs. Through a delaying mechanism for handling ground negative literals involved in loops, SLG resolution avoids the repetition of any of its derivation steps. Restricted forms of SLG resolution are identified for definite, locally stratified, and modularly stratified programs, shedding light on the role each transformation plays.