FMR: Fast randomized algorithms for covariance matrix computations
hal.structure.identifier | High-End Parallel Algorithms for Challenging Numerical Simulations [HiePACS] | |
dc.contributor.author | BLANCHARD, Pierre | |
hal.structure.identifier | High-End Parallel Algorithms for Challenging Numerical Simulations [HiePACS] | |
hal.structure.identifier | Laboratoire Bordelais de Recherche en Informatique [LaBRI] | |
dc.contributor.author | COULAUD, Olivier | |
hal.structure.identifier | Department of Mechanical Engineering [Stanford] | |
hal.structure.identifier | Institute for Computational and Mathematical Engineering [Stanford] [ICME] | |
dc.contributor.author | DARVE, Eric | |
hal.structure.identifier | Biodiversité, Gènes & Communautés [BioGeCo] | |
hal.structure.identifier | from patterns to models in computational biodiversity and biotechnology [PLEIADE] | |
dc.contributor.author | FRANC, Alain | |
dc.date.created | 2016-06-08 | |
dc.date.issued | 2016-06-08 | |
dc.date.conference | 2016-06-08 | |
dc.description.abstractEn | 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. | |
dc.language.iso | en | |
dc.title.en | FMR: Fast randomized algorithms for covariance matrix computations | |
dc.type | Autre communication scientifique (congrès sans actes - poster - séminaire...) | |
dc.subject.hal | Informatique [cs]/Analyse numérique [cs.NA] | |
dc.subject.hal | Informatique [cs]/Logiciel mathématique [cs.MS] | |
dc.subject.hal | Statistiques [stat]/Applications [stat.AP] | |
dc.subject.hal | Sciences du Vivant [q-bio]/Biodiversité/Systématique, phylogénie et taxonomie | |
bordeaux.conference.title | Platform for Advanced Scientific Computing (PASC) | |
bordeaux.country | CH | |
bordeaux.conference.city | Lausanne | |
bordeaux.peerReviewed | oui | |
hal.identifier | hal-01334747 | |
hal.version | 1 | |
hal.invited | non | |
hal.proceedings | non | |
hal.conference.organizer | USI | |
hal.conference.organizer | CSCS | |
hal.conference.organizer | EPFL | |
hal.conference.end | 2016-06-10 | |
hal.popular | non | |
hal.audience | Internationale | |
hal.origin.link | https://hal.archives-ouvertes.fr//hal-01334747v1 | |
bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.date=2016-06-08&rft.au=BLANCHARD,%20Pierre&COULAUD,%20Olivier&DARVE,%20Eric&FRANC,%20Alain&rft.genre=conference |
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