BLANCHARD, Pierre; COULAUD, Olivier; DARVE, Eric; FRANC, Alain

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Licence d’utilisation du document

BLANCHARD, Pierre
High-End Parallel Algorithms for Challenging Numerical Simulations [HiePACS]

COULAUD, Olivier
High-End Parallel Algorithms for Challenging Numerical Simulations [HiePACS]
Laboratoire Bordelais de Recherche en Informatique [LaBRI]

DARVE, Eric
Department of Mechanical Engineering [Stanford]
Institute for Computational and Mathematical Engineering [Stanford] [ICME]

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Autre communication scientifique (congrès sans actes - poster - séminaire...)

Ce document a été publié dans

Platform for Advanced Scientific Computing (PASC), 2016-06-08, Lausanne. 2016-06-08

Résumé en anglais

We present an open-source library implementing fast algorithms for covari-ance matrices computations, e.g., randomized low-rank approximations (LRA) and fast multipole matrix multiplication (FMM). The library can be used to approximate square roots of low-rank covariance matrices in O(N 2) operations in SVD form using randomized LRA, instead of the standard O(N 3) cost. Low-rank covariance matrices given as kernels, e.g., Gaussian decay, evaluated on 3D grids can be decomposed in O(N) operations using the FMM. The performance of the library is illustrated on two examples: • Generation of Gaussian Random Fields (GRF) on large spatial grids • MultiDimensional Scaling (MDS) for the classification of species.< Réduire

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Importé de hal

Unités de recherche

BioGeCo (Biodiversité Gènes & Communautés) - UMR 1202