scholarly journals Efficient Noninteractive Outsourcing of Large-Scale QR and LU Factorizations

2021 ◽  
Vol 2021 ◽  
pp. 1-14
Author(s):  
Lingzan Yu ◽  
Yanli Ren ◽  
Guorui Feng ◽  
Xinpeng Zhang
Keyword(s):  
Large Scale ◽  
Sparse Matrix ◽  
Sparse Matrices ◽  
Data Outsourcing ◽  
Mathematical Methods ◽  
Original Matrix ◽  
Computational Overhead ◽  
Cloud Server ◽  
Outsourcing Algorithm ◽  
Scale Matrix

QR and LU factorizations are two basic mathematical methods for decomposition and dimensionality reduction of large-scale matrices. However, they are too complicated to be executed for a limited client because of big data. Outsourcing computation allows a client to delegate the tasks to a cloud server with powerful resources and therefore greatly reduces the client’s computation cost. However, the previous methods of QR and LU outsourcing factorizations need multiple interactions between the client and cloud server or have low accuracy and efficiency in large-scale matrix applications. In this paper, we propose a noninteractive and efficient outsourcing algorithm of large-scale QR and LU factorizations. The proposed scheme is based on the specific perturbation method including a series of consecutive and sparse matrices, which can be used to protect the original matrix and obtain the results of factorizations. The generation and inversion of sparse matrix has small workloads on the client’s side, and the communication cost is also small since the client does not need to interact with the cloud server in the outsourcing algorithms. Moreover, the client can verify the outsourcing result with a probability of approximated to 1. The experimental results manifest that as for the client, the proposed algorithms reduce the computational overhead of direct computation successfully, and it is most efficient compare with the previous ones.

A novel publicly delegable secure outsourcing algorithm for large-scale matrix multiplication

2020 ◽  
Vol 38 (5) ◽  
pp. 6445-6455
Author(s):  
Malay Kumar ◽  
Vaibhav Mishra ◽  
Anurag Shukla ◽  
Munendra Singh ◽  
Manu Vardhan
Keyword(s):  
Large Scale ◽  
Matrix Multiplication ◽  
Secure Outsourcing ◽  
Outsourcing Algorithm ◽  
Scale Matrix

scholarly journals Outsourcing Computing of Large Matrix Jordan Decomposition

2019 ◽  
Vol 2019 ◽  
pp. 1-7
Author(s):  
Hongfeng Wu ◽  
Jingjing Yan
Keyword(s):  
Large Scale ◽  
Security Analysis ◽  
Sensitive Information ◽  
Jordan Decomposition ◽  
Verification Algorithm ◽  
Resource Limited ◽  
Large Matrix ◽  
Cloud Server ◽  
Scale Matrix ◽  
Efficient Verification

The Jordan decomposition of matrix is a typical scientific and engineering computational task, but such computation involves enormous computing resources for large matrices, which is burdensome for the resource-limited clients. Cloud computing enables computational resource-limited clients to economically outsource such problems to the cloud server. However, outsourcing Jordan decomposition of large-scale matrix to the cloud brings great security concerns and challenges since the matrices usually contain sensitive information. In this paper, we present a secure, verifiable, efficient, and privacy preserving algorithm for outsourcing Jordan decomposition of large-scale matrix. Security analysis shows that our algorithm is practically secure. Efficient verification algorithm is used to verify the results returned from the cloud.

scholarly journals Enhancing Linear Algebraic Computation of Logic Programs Using Sparse Representation

2021 ◽  
Author(s):  
Tuan Quoc Nguyen ◽  
Katsumi Inoue ◽  
Chiaki Sakama
Keyword(s):  
Large Scale ◽  
Matrix Representation ◽  
Sparse Matrix ◽  
Sparse Matrices ◽  
Knowledge Bases ◽  
Algebraic Characterization ◽  
Logic Programs ◽  
Algebraic Computation ◽  
Sparse Matrix Representation

AbstractAlgebraic characterization of logic programs has received increasing attention in recent years. Researchers attempt to exploit connections between linear algebraic computation and symbolic computation to perform logical inference in large-scale knowledge bases. In this paper, we analyze the complexity of the linear algebraic methods for logic programs and propose further improvement by using sparse matrices to embed logic programs in vector spaces. We show its great power of computation in reaching the fixed point of the immediate consequence operator. In particular, performance for computing the least models of definite programs is dramatically improved using the sparse matrix representation. We also apply the method to the computation of stable models of normal programs, in which the guesses are associated with initial matrices, and verify its effect when there are small numbers of negation. These results show good enhancement in terms of performance for computing consequences of programs and depict the potential power of tensorized logic programs.

scholarly journals On Randomized Trace Estimates for Indefinite Matrices with an Application to Determinants

2021 ◽  
Author(s):  
Alice Cortinovis ◽  
Daniel Kressner
Keyword(s):  
Large Scale ◽  
Gaussian Process Regression ◽  
Likelihood Estimation ◽  
Random Vectors ◽  
Symmetric Positive Definite ◽  
Matrix Logarithm ◽  
The Matrix ◽  
Trace Estimation ◽  
Scale Matrix ◽  
Existing Result

AbstractRandomized trace estimation is a popular and well-studied technique that approximates the trace of a large-scale matrix B by computing the average of $$x^T Bx$$ x T B x for many samples of a random vector X. Often, B is symmetric positive definite (SPD) but a number of applications give rise to indefinite B. Most notably, this is the case for log-determinant estimation, a task that features prominently in statistical learning, for instance in maximum likelihood estimation for Gaussian process regression. The analysis of randomized trace estimates, including tail bounds, has mostly focused on the SPD case. In this work, we derive new tail bounds for randomized trace estimates applied to indefinite B with Rademacher or Gaussian random vectors. These bounds significantly improve existing results for indefinite B, reducing the number of required samples by a factor n or even more, where n is the size of B. Even for an SPD matrix, our work improves an existing result by Roosta-Khorasani and Ascher (Found Comput Math, 15(5):1187–1212, 2015) for Rademacher vectors. This work also analyzes the combination of randomized trace estimates with the Lanczos method for approximating the trace of f(B). Particular attention is paid to the matrix logarithm, which is needed for log-determinant estimation. We improve and extend an existing result, to not only cover Rademacher but also Gaussian random vectors.

A Scalable Redefined Stochastic Blockmodel

2021 ◽  
Vol 15 (3) ◽  
pp. 1-28
Author(s):  
Xueyan Liu ◽  
Bo Yang ◽  
Hechang Chen ◽  
Katarzyna Musial ◽  
Hongxu Chen ◽  
...  
Keyword(s):  
Large Scale ◽  
Network Science ◽  
Learning Algorithm ◽  
State Of The Art ◽  
Real World Data ◽  
Computational Overhead ◽  
Stochastic Blockmodel ◽  
Np Hard Problem ◽  
Large Scale Networks ◽  
The Cost

Stochastic blockmodel (SBM) is a widely used statistical network representation model, with good interpretability, expressiveness, generalization, and flexibility, which has become prevalent and important in the field of network science over the last years. However, learning an optimal SBM for a given network is an NP-hard problem. This results in significant limitations when it comes to applications of SBMs in large-scale networks, because of the significant computational overhead of existing SBM models, as well as their learning methods. Reducing the cost of SBM learning and making it scalable for handling large-scale networks, while maintaining the good theoretical properties of SBM, remains an unresolved problem. In this work, we address this challenging task from a novel perspective of model redefinition. We propose a novel redefined SBM with Poisson distribution and its block-wise learning algorithm that can efficiently analyse large-scale networks. Extensive validation conducted on both artificial and real-world data shows that our proposed method significantly outperforms the state-of-the-art methods in terms of a reasonable trade-off between accuracy and scalability. 1

Improved square-root cubature information filter

2016 ◽  
Vol 39 (4) ◽  
pp. 579-588 ◽  
Author(s):  
Yulong Huang ◽  
Yonggang Zhang ◽  
Ning Li ◽  
Lin Zhao
Keyword(s):  
Large Scale ◽  
Estimation Error ◽  
Sampling Interval ◽  
Prediction Errors ◽  
Square Root ◽  
Sigma Point ◽  
Theoretical Comparison ◽  
Error Covariance ◽  
Information Filter ◽  
Scale Matrix

In this paper, a theoretical comparison between existing the sigma-point information filter (SPIF) framework and the unscented information filter (UIF) framework is presented. It is shown that the SPIF framework is identical to the sigma-point Kalman filter (SPKF). However, the UIF framework is not identical to the classical SPKF due to the neglect of one-step prediction errors of measurements in the calculation of state estimation error covariance matrix. Thus SPIF framework is more reasonable as compared with UIF framework. According to the theoretical comparison, an improved cubature information filter (CIF) is derived based on the superior SPIF framework. Square-root CIF (SRCIF) is also developed to improve the numerical accuracy and stability of the proposed CIF. The proposed SRCIF is applied to a target tracking problem with large sampling interval and high turn rate, and its performance is compared with the existing SRCIF. The results show that the proposed SRCIF is more reliable and stable as compared with the existing SRCIF. Note that it is impractical for information filters in large-scale applications due to the enormous computational complexity of large-scale matrix inversion, and advanced techniques need to be further considered.

scholarly journals Amesos2 and Belos: Direct and Iterative Solvers for Large Sparse Linear Systems

2012 ◽  
Vol 20 (3) ◽  
pp. 241-255 ◽  
Author(s):  
Eric Bavier ◽  
Mark Hoemmen ◽  
Sivasankaran Rajamanickam ◽  
Heidi Thornquist
Keyword(s):  
Linear Systems ◽  
Iterative Methods ◽  
Sparse Matrix ◽  
Sparse Matrices ◽  
Direct Methods ◽  
Iterative Solvers ◽  
Software Project ◽  
Sparse Linear Systems ◽  
Scalar Type ◽  
Mixed Precision

Solvers for large sparse linear systems come in two categories: direct and iterative. Amesos2, a package in the Trilinos software project, provides direct methods, and Belos, another Trilinos package, provides iterative methods. Amesos2 offers a common interface to many different sparse matrix factorization codes, and can handle any implementation of sparse matrices and vectors, via an easy-to-extend C++ traits interface. It can also factor matrices whose entries have arbitrary “Scalar” type, enabling extended-precision and mixed-precision algorithms. Belos includes many different iterative methods for solving large sparse linear systems and least-squares problems. Unlike competing iterative solver libraries, Belos completely decouples the algorithms from the implementations of the underlying linear algebra objects. This lets Belos exploit the latest hardware without changes to the code. Belos favors algorithms that solve higher-level problems, such as multiple simultaneous linear systems and sequences of related linear systems, faster than standard algorithms. The package also supports extended-precision and mixed-precision algorithms. Together, Amesos2 and Belos form a complete suite of sparse linear solvers.

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