Randomized numerical linear algebra: why you should care and how you can use it
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Murray, Riley John [Sandia National Laboratories (↗
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Yet Another NLA Library: T-LAPACK
In recent years, Randomized numerical linear algebra (RandNLA) proved to be more than a theoretical novelty: projects like RandLAPACK demonstrate its practical value across architectures, and projects like RandBLAS build trust in randomization as a tool for high-performance NLA. This BoF considers two main questions. First, what are the pressing issues in software standards and implementation that need to be resolved for RandNLA to become a core component of HPC? Second, how can we mobilize a community effort to make progress on these issues? The BoF will engage the audience to discuss the idea of growing the role of RandNLA in high-performance computing and what it would take to scale from niche prototypes to robust, production-quality software libraries.
97 MATHEMATICS AND COMPUTING↗
A Contextually-Aware Sensitivity Analysis to Guide the Design of Randomized Least Squares Solvers in Applications
Our work on the DOE-sponsored project “A Contextually-Aware Sensitivity Analysis to Guide the Design of Randomized Least Squares Solvers in Applications,” was an effort to address critical challenges in nu merical computing and its applications to optimization. The increasing demand for robust and scalable solutions to large-scale linear algebra problems has highlighted the limitations of traditional approaches, particularly in heterogeneous and extreme-scale computing environments. Randomized Numerical Linear Algebra (RandNLA) offers a promising framework to address these challenges, and this proposal builds on this foundation by introducing innovations in sensitivity analysis and computational adaptability.
97 MATHEMATICS AND COMPUTING↗
Developing ML/AI Methods for High-Throughput Characterization of Multiple-Sensor Streams of Tokamak Dynamics for High-Speed Control (Final Report)
This project evaluated and developed new mathematical and algorithmic techniques capable of handling (in real-time) the growing amounts of data generated by modern fusion research. While existing numerical linear algebra (NLA) methods provide the backbone to classical data analysis and algorithms, these methods fundamentally do not port to distributed architectures nor do they allow low-latency data reduction for control. Motivated by the needs for modern fusion reactors, this project explored and implemented new numerical methods to characterize plasma dynamics, respond in real-time to discharge evolution, and to process massive-scale data accurately and rapidly more fully. This project links expertise in multiple-sensor diagnostics of tokamak plasma dynamics from Columbia University’s Plasma Physics Laboratory with expertise in massive-scale data reduction and extreme data control algorithms at Columbia University’s Data Science Institute. This interdisciplinary project (i) applied machine learning methods, (ii) implemented a properly-trained neural-network for very fast processing of high-speed plasma videography, and (ii) developed the applied mathematical methods, based on randomized-NLA (rNLA) routines, for data analysis, reduction, and real-time control. The Columbia University High Beta Tokamak-Extended Pulse (HBT-EP) facility provided data to test new algorithms and partnership with Columbia University's Data Sciences Institute evaluated the broader use of new algorithms for many challenging control applications.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
Randomized Algorithms for Low-Rank Matrix and Tensor Decompositions
This paper surveys randomized algorithms in numerical linear algebra for low-rank decompositions of matrices and tensors. The survey begins with a review of classical matrix algorithms that can be accelerated by randomized dimensionality reduction, such as the singular value decomposition (SVD) or interpolative (ID) and CUR decompositions. Recent advances in randomized dimensionality reduction are discussed, including new methods of fast matrix sketching and sampling techniques, which are incorporated into classical matrix algorithms for fast low-rank matrix approximations. The extension of randomized matrix algorithms to tensors is then explored for several low-rank tensor decompositions in the CP and Tucker formats, including the higher-order SVD, ID, and CUR decomposition.
Pearce, Katherine J. [The University of Texas at A↗
Iterative methods in GPU-resident linear solvers for nonlinear constrained optimization
Linear solvers are major computational bottlenecks in a wide range of decision support and optimization computations. The challenges become even more pronounced on heterogeneous hardware, where traditional sparse numerical linear algebra methods are often inefficient. For example, methods for solving ill-conditioned linear systems have relied on conditional branching, which degrades performance on hardware accelerators such as graphical processing units (GPUs). To improve the efficiency of solving ill-conditioned systems, our computational strategy separates computations that are efficient on GPUs from those that need to run on traditional central processing units (CPUs). Our strategy maximizes the reuse of expensive CPU computations. Iterative methods, which thus far have not been broadly used for ill-conditioned linear systems, play an important role in our approach. In particular, we extend ideas from Arioli et al., (2007) to implement iterative refinement using inexact LU factors and flexible generalized minimal residual (FGMRES), with the aim of efficient performance on GPUs. In conclusion, we focus on solutions that are effective within broader application contexts, and discuss how early performance tests could be improved to be more predictive of the performance in a realistic environment.
97 MATHEMATICS AND COMPUTING↗
Surrogate-Based Autotuning for Randomized Sketching Algorithms in Regression Problems
Algorithms from Randomized Numerical Linear Algebra (RandNLA) are known to be effective in handling high-dimensional computational problems, providing high-quality empirical performance as well as strong probabilistic guarantees. However, their practical application is complicated by the fact that the user needs to set various algorithm-specific tuning parameters which are different from those used in traditional NLA. This paper demonstrates how a surrogate-based autotuning approach can be used to address fundamental problems of parameter selection in RandNLA algorithms. In particular, we provide a detailed investigation of surrogate-based autotuning for sketch-and-precondition (SAP)-based randomized least squares methods, which have been one of the great success stories in modern RandNLA. Empirical results show that our surrogate-based autotuning approach can achieve near-optimal performance with much less tuning cost than a random search (up to about 7.6x fewer trials of different parameter configurations). Moreover, while our experiments focus on least squares, our results demonstrate a general-purpose autotuning pipeline applicable to any kind of RandNLA algorithm.
Cho, Younghyun↗
Ensemble Simulation Techniques and Fast Randomized Algorithms
The major goals of the project were to develop and analyze new ensemble simulation techniques, including trajectory stratification and preconditioned MCMC techniques, as well as develop fast numerical linear algebra techniques closely related to ensemble simulation ideas. The trajectory stratification techniques involve simulating in parallel short trajectory fragments of a Markov process confined to a specific region of space‐time and then patching together the statistics gathered to assemble estimates of very general dynamical properties. We have also developed this approach for rare event simulation and extended the techniques to applications requiring a more general framework (such as electronic structure calculations). The preconditioned MCMC techniques involve simulating multiple Markov chains in parallel and then using information from the ensemble to speed the mixing of each individual chain. The fast randomized linear algebra methods are motivated by the diffusion Monte Carlo technique, but are applicable to finding the dominant eigenvalue of (almost) general matrices. For most non‐negative matrices, the schemes result in an error (compared to the power method) that is constant in the dimension of the problem. For more general matrices, we see a very clear sublinear cost trend in computational tests.
73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
Randomized Algorithms for Linear Solvers
Recently, randomized algorithms in numerical linear algebra, specifically those centered around random sketching, have gained traction in primarily theoretical research due to their potential to significantly reduce problem dimensionality at the cost of an O(1) multiplicative distortion factor. It has been assumed that this sketching can be done efficiently, but thorough investigation into how precisely to do it has been neglected. Moreover, the theory-based community has argued for sketching’s ability to reduce computational cost via complexity analysis, but has not researched how it affects the stability of the algorithms. At Sandia, efficient linear solvers that scale well on modern HPC architectures while maintaining stability are imperative for practical applications. In this LDRD, we developed a random sketching strategy that is substantially faster than existing ones, and demonstrate its superior performance in practice on a NVIDIA H100 GPU. Moreover, we show how this can be used to significantly outperform existing linear least squares solvers while improving the solver’s stability as well. Additionally, we demonstrate how this sketching strategy can be used to make a fast, stable QR factorization that can subsequently be used in s-step and block Krylov solvers. Finally, we incorporate a sketching-based block orthogonalization scheme into s-step GMRES, which is stable and faster than existing approaches on the Perlmutter supercomputer.
97 MATHEMATICS AND COMPUTING↗
BoBa
BoBa is a C++ software library for working with large matrices, tensors, and tensor decompositions. The library provides tools for dense matrix and tensor operations, tensor decompositions, and tensor decomposition methods that support modern CPU and GPU architectures. It includes portable abstractions for linear algebra, tensor algebra, and multidimensional computation. BoBa is intended for scientific computing applications that involve large multidimensional data sets or high dimensional mathematical models. Its capabilities support tasks such as data compression, linear algebra, efficient numerical computation, and the development of scalable algorithms for heterogeneous hardware. Tutorials, tests, and example applications are included to help users learn and apply the library.
Yao, Jin [Lawrence Livermore National Laboratory (↗
Evaluation of data driven low-rank matrix factorization for accelerated solutions of the Vlasov equation
Low-rank methods have shown success in accelerating simulations of a collisionless plasma described by the Vlasov equation, but still rely on computationally costly linear algebra every time step. We propose a data-driven factorization method using artificial neural networks, specifically with convolutional layer architecture, that trains on existing simulation data. At inference time, the model outputs a low-rank decomposition of the distribution field of the charged particles, and we demonstrate that this step is faster than the standard linear algebra technique. Numerical experiments show that the method achieves comparable reconstruction accuracy for interpolation tasks, generalizing to unseen test data in a manner beyond just memorizing training data; patterns in factorization also inherently followed the same numerical trend as those within algebraic methods (e.g., truncated singular-value decomposition). However, when training on the first 70% of a time-series data and testing on the remaining 30%, the method fails to meaningfully extrapolate. Despite this limiting result, the technique may have benefits for simulations in a statistical steady-state or otherwise showing temporal stability. These results suggest that while the model offers a computationally efficient alternative for datasets with temporal stability, its current formulation is best suited for interpolation rather than for predicting future states in time-evolving systems. This study thus lays the groundwork for further refinement of neural network-based approaches to low-rank matrix factorization in high-dimensional plasma simulations.
97 MATHEMATICS AND COMPUTING↗
Quantum many-body linear algebra, Hamiltonian moments, and a coupled-cluster inspired framework
Here, we propose a general strategy to develop quantum many-body approximations of primitives in linear algebra algorithms. As a practical example, we introduce a coupled-cluster inspired framework to produce approximate Hamiltonian moments and demonstrate its application in various linear algebra algorithms for ground state estimation. Through numerical examples, we illustrate the difference between the ground-state energies arising from quantum many-body linear algebra and those from the analogous many-body perturbation theory. Our results support the general idea of designing quantum many-body approximations outside of perturbation theory, providing a route to new algorithms and approximations.
Algorithms and data structure↗
Hardware acceleration for HPS algorithms in two and three dimensions
We provide a flexible, open-source framework for hardware acceleration, namely massively-parallel execution on general-purpose graphics processing units (GPUs), applied to the hierarchical Poincaré–Steklov (HPS) family of algorithms for building fast direct solvers for linear elliptic partial differential equations. To take full advantage of the power of hardware acceleration, we propose two variants of HPS algorithms to improve performance on two- and three-dimensional problems. In the two-dimensional setting, we introduce a novel recomputation strategy that minimizes costly data transfers to and from the GPU; in three dimensions, we modify and extend the adaptive discretization technique of Geldermans and Gillman [1] to greatly reduce peak memory usage. We provide an open-source implementation of these methods written in JAX, a high-level accelerated linear algebra package, which allows for the first integration of a high-order fast direct solver with automatic differentiation tools. We conclude with extensive numerical examples showing our methods are fast and accurate on two- and three-dimensional problems.
Fast direct solvers↗
Algebraic Multigrid with Filtering: An Efficient Preconditioner for Interior Point Methods in Large-Scale Contact Mechanics Optimization
Large-scale contact mechanics simulations are crucial in many engineering fields such as structural design and manufacturing. In the frictionless case, contact can be modeled by minimizing an energy functional; however, these problems are often nonlinear, nonconvex, and increasingly difficult to solve as mesh resolution increases. In this work, we employ a Newton-based interior-point (IP) filter line-search method, an effective approach for large-scale constrained optimization. While this method converges rapidly, each iteration requires solving a large saddle-point linear system that becomes ill-conditioned as the optimization process converges, largely due to IP treatment of the contact constraints. Such ill-conditioning can hinder solver scalability and increase iteration counts with mesh refinement. Here, to address this, we introduce a novel preconditioner, algebraic multigrid with filtering (AMGF), tailored to the Schur complement of the saddle-point system. Building on the classical AMG solver, commonly used for elasticity, we augment it with a specialized subspace correction that filters near null space components introduced by contact interface constraints. Through theoretical analysis and numerical experiments on a range of linear and nonlinear contact problems, we demonstrate that the proposed solver achieves mesh independent convergence and maintains robustness against the ill-conditioning that notoriously plagues IP methods. These results indicate that AMGF makes contact mechanics simulations more tractable and broadens the applicability of Newton-based IP methods in challenging engineering scenarios. More broadly, AMGF is well suited for problems, optimization or otherwise, where solver performance is limited by a low-dimensional subspace, such as those arising from localized constraints, interface conditions, or model heterogeneities. This makes the method widely applicable beyond contact mechanics and constrained optimization.
Mathematics and Computing↗
A Model Predictive Control to Improve Grid Resilience
The following article details a model predictive control (MPC) to improve grid resilience when faced with variable generation resources. This topic is of significant interest to utility power systems where distributed intermittent energy sources will increase significantly and be relied on for electric grid ancillary services. Previous work on MPCs has focused on narrowly targeted control applications such as improving electric vehicle (EV) charging infrastructure or reducing the cost of integrating Energy Storage Systems (ESSs) into the grid. In contrast, this article develops a comprehensive treatment of the construction of an MPC tailored to electric grids and then applies it integration of intermittent energy resources. To accomplish this, the following article includes a description of a reduced order model (ROM) of an electric power grid based on a circuit model, an optimization formulation that describes the MPC, a collocation method for solving linear time-dependent differential algebraic equations (DAEs) that result from the ROM, and an overall strategy for iteratively refining the behavior of the MPC. Next, the algorithm is validated using two separate numerical experiments. First, the algorithm is compared to an existing MPC code and the results are verified by a numerically precise simulation. It is shown that this algorithm produces a control comparable to existing algorithms and the behavior of the control carefully respects the bounds specified. Second, the MPC is applied to a small nine bus system that contains a mix of turbine-spinning-machine-based and intermittent generation in order to demonstrate the algorithm’s utility for resource planning and control of intermittent resources. This study demonstrates how the MPC can be tuned to change the behavior of the control, which can then assist with the integration of intermittent resources into the grid. The emphasis throughout the paper is to provide systematic treatment of the topic and produce a novel nonlinear control compatible design framework applicable to electric grids and the control of variable resources. This differs from the more targeted application-based focus in most presentations.
microgrid↗
RE-INTEGRATE EMT Simulation Software: Graph Convolutional Network for Sparse Matrix Pattern Detection
The increasing complexity of power networks, driven by proliferation of inverters, presents analytical challenges that simplified models often fail to capture, necessitating Electromagnetic Transient (EMT) simulations. EMT models are represented as discretized differential-algebraic equations (DAEs), forming a linear system Ax = b that is computationally intensive to solve. Due to inherent sparsity of adjacency matrix A, distinct patterns emerge that, when accurately identified, enable efficient solver selection to minimize computation time. However, identifying ideal pattern is complicated by numerous reordering algorithms and limited structural insights. To address this, we introduce a Graph Convolutional Network (GCN) model for classifying sparse matrix patterns common in power system analysis. The model, achieving 96% test accuracy, is validated using PV plant models of 125 MW capacities connected to New England 39-bus transmission system (TS), and further scaled to a 4,992-bus network with 384 PV plants, yielding 191, 616 × 191, 616 sized A matrix. For all cases, the GCN model accurately identifies the matrix’s intrinsic sparse pattern, demonstrating its potential to enhance solver performance in EMT analysis.
Hossain, Md Rifat [Florida International Universit↗
A Scalable Interior‐Point Gauss–Newton Method for PDE‐Constrained Optimization With Bound Constraints
Here, we present a scalable approach to solve a class of partial differential equation (PDE)‐constrained optimization problems with bound constraints. This approach utilizes a robust full‐space interior‐point (IP)‐Gauss–Newton optimization method. To cope with the poorly‐conditioned IP‐Gauss–Newton saddle‐point linear systems that need to be solved approximately, once per optimization step, we propose two spectrally related preconditioners. These preconditioners leverage the limited informativeness of data in regularized PDE‐constrained optimization problems. A block Gauss–Seidel preconditioner is proposed for the GMRES‐based solution of the IP‐Gauss–Newton linear systems. It is shown, for a large‐class of PDE‐ and bound‐constrained optimization problems, that the spectrum of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix is asymptotically independent of discretization and is not impacted by the ill‐conditioning that notoriously plagues interior‐point methods. We exploit symmetry of the IP‐Gauss–Newton linear systems and propose a regularization and log‐barrier Hessian preconditioner for the preconditioned conjugate gradient (PCG)‐based solution of the equivalent IP‐Gauss–Newton–Schur complement linear systems. The eigenvalues of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix, that are not equal to one, are identical to the eigenvalues of the regularization and log‐barrier Hessian preconditioned Schur complement matrix. The scalability of the approach is demonstrated on two example problems. The numerical solution of these optimization problems is shown to require a discretization independent number of IP‐Gauss–Newton linear solves. Furthermore, the linear systems are solved in a discretization and IP ill‐conditioning independent number of preconditioned Krylov subspace iterations. The parallel scalability of the preconditioner, achieved via algebraic multigrid component solvers when applicable, and the aforementioned algorithmic scalability permits a parallel scalable means to compute solutions of a large class of PDE‐ and bound‐constrained problems.
PDE-constrained optimization↗
Universal time scalings of sensitivity in Markovian quantum metrology
Assuming Markovian time evolution of a quantum sensing system, we study the general characterization of the optimal sensitivity scalings with time, under most general quantum control protocols. We allow the estimated parameter to influence both the Hamiltonian as well as the dissipative part of the quantum master equation and focus on the asymptotic-time along with the short-time sensitivity scalings. We find that via simple algebraic conditions (in terms of the Hamiltonian, the jump operators as well as their parameter derivatives), one can characterize the four classes of metrological models that represent: quadratic-linear, quadratic-quadratic, linear-linear, and linear-quadratic time scalings. We also investigate the relevant time scales on which the transition between the two regimes appears. Additionally, we provide universal numerical methods to obtain quantitative bounds on sensitivity that are the tightest that exist in the literature. Simplicity and universality of our results make it suitable for diverse applications in quantum metrology.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗