From saunders at stanford.edu Mon Jan 9 12:22:44 2012 From: saunders at stanford.edu (Michael Saunders) Date: Mon Jan 9 12:23:39 2012 Subject: [BANANA] LA/Opt seminars start Thursday Jan 19 Message-ID: Dear LA/Opt friends: The first ICME seminar for winter quarter will be NEXT WEEK. Note new room (but same building). Linear Algebra and Optimization Seminar (CME 510) http://icme.stanford.edu/seminars/seminars.php 4:15pm Thursday Jan 19, 2012 Y2E2 101 (473 Via Ortega) http://campus-map.stanford.edu/index.cfm?ID=04-070 Anders Skajaa Department of Informatics and Mathematical Modelling Technical University of Denmark Computational Experience with Two Warmstarting Strategies for Interior Point Methods The problem of warmstarting an optimization algorithm occurs when one needs to solve two or more different but related optimization problems. The question is how to make good use of the solution of the first problem when solving the second problem. In this talk, two new strategies for warmstarting primal-dual interior point methods are introduced. Common to both strategies is their use of only the final optimal iterate of the first problem when solving the second. Consequently our strategies are well suited for users who use optimization algorithms as black-box routines, which usually output only the final solution of a problem. We present extensive computational experiments substantiating that the warmstarting strategies are very useful in practice. These experiments include optimal control of an electric vehicle charging schedule and frequent robust rebalancing of a portfolio of financial assets. Forthcoming: Thursday Jan 26 Jean-Paul Watson, Sandia Albuquerque, jwatson@sandia.gov (Stochastic optimization for power grids) Thursday Feb 02 09 16 23 and Mar 01 08 SCREAM seminars organized by SIAM Stanford Student Chapter http://www.stanford.edu/group/siam/events.html Thursday Mar 16 Jim Lambers, Southern Mississippi http://www.math.usm.edu/lambers/ -------------- next part -------------- An HTML attachment was scrubbed... URL: http://csmr.ca.sandia.gov/pipermail/banana/attachments/20120109/06f7e575/attachment.html From saunders at stanford.edu Mon Jan 9 14:52:28 2012 From: saunders at stanford.edu (Michael Saunders) Date: Mon Jan 9 14:53:21 2012 Subject: [BANANA] [Theory Seminar] This Friday, 2PM, CIS Auditorium, Virginia Vassilevska Williams, Multiplying matrices faster than Coppersmith-Winograd In-Reply-To: References: <1651366407.286026.1326144555175.JavaMail.root@zm06.stanford.edu> Message-ID: Dear LA/Opt community, Here's a seminar of interest to the linear algebra community. Friday Jan 13, 2pm, CIS Auditorium, Stanford University. ---------- Forwarded message ---------- From: Kshipra Uday Bhawalkar Date: Mon, Jan 9, 2012 at 1:29 PM Subject: [Theory Seminar] This Friday, 2PM, CIS Auditorium, Virginia Vassilevska Williams, Multiplying matrices faster than Coppersmith-Winograd To: algo-seminar@lists.stanford.edu Hi all, This friday, Virginia Vassilevska Williams will talk about Multiplying matrices faster than Coppersmith-Winograd. The talk will take place at 2 PM in CIS Auditorium. Please note the non-standard time and place. Title: Multiplying matrices faster than Coppersmith-Winograd Abstract: In 1987 Coppersmith and Winograd presented an algorithm to multiply two n by n matrices using O(n^{2.3755}) arithmetic operations. This algorithm has remained the theoretically fastest approach for matrix multiplication for 24 years. We have recently been able to design an algorithm that multiplies n by n matrices and uses at most O(n^{2.3727}) arithmetic operations, thus improving the Coppersmith-Winograd running time. The improvement is based on a recursive application of the original Coppersmith-Winograd construction, together with a general theorem that reduces the analysis of the algorithm running time to solving a nonlinear constraint program. The final analysis is then done by numerically solving this program. To fully optimize the running time we utilize an idea from independent work by Stothers who claimed an O(n^{2.3737}) runtime in his Ph.D. thesis. The aim of the talk will be to give some intuition and to highlight the main new ideas needed to obtain the improvement. _______________________________________________ Website: http://theory.stanford.edu/seminar Visit https://mailman.stanford.edu/mailman/listinfo/algo-seminar to subscribe to or unsubscribe from this list. -------------- next part -------------- An HTML attachment was scrubbed... URL: http://csmr.ca.sandia.gov/pipermail/banana/attachments/20120109/4efc9640/attachment-0001.html From saunders at stanford.edu Thu Jan 19 01:16:42 2012 From: saunders at stanford.edu (Michael Saunders) Date: Thu Jan 19 01:17:43 2012 Subject: [BANANA] LA/Opt seminar TODAY (Anders Skajaa) Message-ID: Reminder: LA/Opt seminar this afternoon Linear Algebra and Optimization Seminar (CME 510) http://icme.stanford.edu/seminars/seminars.php 4:15pm Thursday Jan 19, 2012 Y2E2 101 (473 Via Ortega) http://campus-map.stanford.edu/index.cfm?ID=04-070 Anders Skajaa Department of Informatics and Mathematical Modelling Technical University of Denmark Computational Experience with Two Warmstarting Strategies for Interior Point Methods The problem of warmstarting an optimization algorithm occurs when one needs to solve two or more different but related optimization problems. The question is how to make good use of the solution of the first problem when solving the second problem. In this talk, two new strategies for warmstarting primal-dual interior point methods are introduced. Common to both strategies is their use of only the final optimal iterate of the first problem when solving the second. Consequently our strategies are well suited for users who use optimization algorithms as black-box routines, which usually output only the final solution of a problem. We present extensive computational experiments substantiating that the warmstarting strategies are very useful in practice. These experiments include optimal control of an electric vehicle charging schedule and frequent robust rebalancing of a portfolio of financial assets. Forthcoming: Thursday Feb 02 09 16 23 and Mar 01 08 SCREAM seminars organized by SIAM Stanford Student Chapter http://www.stanford.edu/group/siam/events.html Thursday Mar 15 Jim Lambers, Southern Mississippi http://www.math.usm.edu/lambers/ -------------- next part -------------- An HTML attachment was scrubbed... URL: http://csmr.ca.sandia.gov/pipermail/banana/attachments/20120119/d766570e/attachment.html From mgu at math.berkeley.edu Sat Jan 21 02:24:01 2012 From: mgu at math.berkeley.edu (Ming Gu) Date: Sat Jan 21 02:28:16 2012 Subject: [BANANA] LAPACK seminar on Jan. 25, 2012 Message-ID: <201201211024.q0LAO18a003761@panda.math.berkeley.edu> Math 290, Section 25, CS 298, Section 6 Spring 2012 (Matrix Computations and Scientific Computing) Welcome back to the Spring Semester!!! We meet WEDNESDAYS 12:10 - 1:00PM in Room 380 Soda Hall, Berkeley campus. The coordinators are Profs. J. Demmel (demmel@cs.berkeley.edu) and M. Gu (mgu@math.berkeley.edu). The program will be a mixture of research talks and tutorials. The tutorials will provide a partial sequel to Math 221. For the schedule and other details about the seminar, please see math.berkeley.edu/~mgu/LAPACKSeminar.htm Date: Jan. 25 Speaker: Ming Gu Title: Subspace Iteration with Random Start Matrix Abstract: The power method and subspace iteration method can be used to find a few largest eigenvalues (or singular values.) It is well-known that their convergence rate critically depends on the seperation of the eigenvalues (or singular values) as well as the start matrix. In this talk, we develop new convergence results for these methods, both for deterministic and random start matrices. From mgu at math.berkeley.edu Tue Jan 24 10:56:12 2012 From: mgu at math.berkeley.edu (mgu@math.berkeley.edu) Date: Tue Jan 24 11:02:47 2012 Subject: Reminder: [BANANA] LAPACK seminar on Jan. 25, 2012 In-Reply-To: <201201211024.q0LAO18a003761@panda.math.berkeley.edu> References: <201201211024.q0LAO18a003761@panda.math.berkeley.edu> Message-ID: <44e8bfa2fda3ed2e7a3ec16c218bffaf.squirrel@calmail.berkeley.edu> Math 290, Section 25, CS 298, Section 6 Spring 2012 (Matrix Computations and Scientific Computing) We meet WEDNESDAYS 12:10 - 1:00PM in Room 380 Soda Hall, Berkeley campus. The coordinators are Profs. J. Demmel (demmel@cs.berkeley.edu) and M. Gu (mgu@math.berkeley.edu). The program will be a mixture of research talks and tutorials. The tutorials will provide a partial sequel to Math 221. For the schedule and other details about the seminar, please see math.berkeley.edu/~mgu/LAPACKSeminar.htm Date: Jan. 25 Speaker: Ming Gu Title: Subspace Iteration with Random Start Matrix Date: Feb. 1 Speaker: Chris Rycroft, UCB and LBL Title: Application of the Voronoi tessellation for high-throughput analysis of crystalline porous materials From mgu at math.berkeley.edu Tue Jan 24 12:59:27 2012 From: mgu at math.berkeley.edu (mgu@math.berkeley.edu) Date: Tue Jan 24 15:03:04 2012 Subject: [BANANA] Fwd: [CSSeminars] Berkeley Lab - Computing Sciences Seminar - Thursday, 1/26/2012, 1:00pm Message-ID: <846bc6192b9c3006c9aeb57b084cb9b5.squirrel@calmail.berkeley.edu> ---------------------------- Original Message ---------------------------- Subject: Fwd: [CSSeminars] Berkeley Lab - Computing Sciences Seminar - Thursday, 1/26/2012, 1:00pm From: "Esmond G. Ng" Date: Tue, January 24, 2012 11:07 am To: "James Demmel" "Ming Gu" Cc: "Rachel Lance" -------------------------------------------------------------------------- Jim and Ming, Would you please advertise the following seminar on campus? Thanks, Esmond ----- Begin forwarded message: > From: Rachel Lance > Subject: [CSSeminars] Berkeley Lab - Computing Sciences Seminar - Thursday, 1/26/2012, 1:00pm > Date: January 20, 2012 5:01:43 PM PST > To: CSSeminars@hpcrd.lbl.gov, banana@csmr.ca.sandia.gov > > > Berkeley Lab - Computing Sciences Seminar > > Date: > > Thursday, January 26, 2012 > > Time: > > 1:00pm - 2:00pm > Location: > > Bldg. 50F, Room 1647 > Speaker: > > Robert van de Geijn > Texas Institute for Computational Engineering and Sciences > The University of Texas at Austin > Title: > > Design by Transformation - Application to Dense Linear Algebra Libraries > > Abstract: > > The FLAME project has yielded modern alternatives to LAPACK and related effort. An attractive feature of this work is the complete vertical integration of the entire software stack, starting with low level kernels that support the BLAS and finishing with a new distributed memory library, Elemental. In between are layers that target a single core, multicore, and multiGPU architectures. What this now enables is a new approach where libraries are viewed not as instantiations in code but instead as a repository of algorithms, knowledge about those algorithm, and knowledge about target architectures. Representations in code are then mechanically generated by a tool that performs optimizations for a given architecture by applying high-level transformations much like a human expert would. We discuss how this has been used to mechanically generate tens of thousands of different distributed memory implementations given a single sequential algorithm. By attaching cost functions to the component operations, a highly optimized implementation is chosen by the tool. The chosen optimization invariably matches or exceeds the performance of implementations by human experts. We call the underlying approach Design by Transformation (DxT). > Bio: > Robert van de Geijn is a Professor of Computer Science and member of the Institute for Computating Engineering and Sciences at UT-Austin. He received his Ph.D. in Applied Mathematics from the University of Maryland. His interests are in linear algebra libraries, scientific computing, parallel computing, and formal derivation of programs. His FLAME project pursues how fundamental techniques from computer science support high-performance linear algebra libraries. He has written more than a hundred refereed articles and several books on this subject. > > > This work is in collaboration with Bryan Marker, Don Batory, Jack Poulson, and Andy Terrell. > > Host of Seminar: > > Esmond Ng, Scientific Computing Group > Computing Sciences Seminars Web Site: http://crd.lbl.gov/SCG/CSSeminars. > For additional information, such as site access or directions to the conference room, please contact CSSeminars-Help@hpcrd.lbl.gov. > Web Contact: CSSeminars-Help@hpcrd.lbl.gov > > _______________________________________________ > CSSeminars mailing list > CSSeminars@hpcrdm.lbl.gov > https://hpcrdm.lbl.gov/cgi-bin/mailman/listinfo/csseminars -------------- next part -------------- An HTML attachment was scrubbed... URL: http://csmr.ca.sandia.gov/pipermail/banana/attachments/20120124/4ffcfcd3/untitled-2-0001.html -------------- next part -------------- A non-text attachment was scrubbed... Name: Mail Attachment.gif Type: image/gif Size: 9518 bytes Desc: not available Url : http://csmr.ca.sandia.gov/pipermail/banana/attachments/20120124/4ffcfcd3/MailAttachment-0001.gif From saunders at stanford.edu Wed Jan 25 06:58:08 2012 From: saunders at stanford.edu (Michael Saunders) Date: Wed Jan 25 06:59:01 2012 Subject: [BANANA] LA/Opt seminar Thursday Jan 26 (Ofer Levi) Message-ID: Linear Algebra and Optimization Seminar (CME 510) http://icme.stanford.edu/seminars/seminars.php 4:15pm Thursday Jan 26, 2012 Y2E2 101 (473 Via Ortega) http://campus-map.stanford.edu/index.cfm?ID=04-070 Application of computational methods and optimization to imaging and remote sensing problems Dr Ofer Levi Dept of Industrial Engineering Ben Gurion University of the Negev, Israel levio@bgu.ac.il (Visiting ICME on sabbatical) I will review several of the projects I have been working on over the past few years with colleagues from various application disciplines. The majority of these projects involve modeling a physical/biological system, programming a forward operator (typically linear), validation vs the physical system, and design and implementation of an effective inverse operator. The following projects will be reviewed: Hardware/software design and implementation of a compressed imaging system, Low resolution NMR spectrum reconstruction using an l1 method, Sparse representation of heart rate signals, Analysis of dynamic MRI brain images, Geometric analysis of multi-spectral agricultural images. Forthcoming: Thursday Feb 02 09 16 23 and Mar 01 08 SCREAM seminars organized by SIAM Stanford Student Chapter http://www.stanford.edu/group/siam/events.html Thursday Mar 15 Jim Lambers, Southern Mississippi http://www.math.usm.edu/lambers/ -------------- next part -------------- An HTML attachment was scrubbed... URL: http://csmr.ca.sandia.gov/pipermail/banana/attachments/20120125/3c56b557/attachment.html From saunders at stanford.edu Thu Jan 26 11:02:33 2012 From: saunders at stanford.edu (Michael Saunders) Date: Thu Jan 26 11:03:25 2012 Subject: [BANANA] LA/Opt seminar TODAY (Ofer Levi) Message-ID: Reminder: seminar today Linear Algebra and Optimization Seminar (CME 510) http://icme.stanford.edu/seminars/seminars.php 4:15pm Thursday Jan 26, 2012 Y2E2 101 (473 Via Ortega) http://campus-map.stanford.edu/index.cfm?ID=04-070 Application of computational methods and optimization to imaging and remote sensing problems Dr Ofer Levi Dept of Industrial Engineering Ben Gurion University of the Negev, Israel levio@bgu.ac.il (Visiting ICME on sabbatical) I will review several of the projects I have been working on over the past few years with colleagues from various application disciplines. The majority of these projects involve modeling a physical/biological system, programming a forward operator (typically linear), validation vs the physical system, and design and implementation of an effective inverse operator. The following projects will be reviewed: Hardware/software design and implementation of a compressed imaging system, Low resolution NMR spectrum reconstruction using an l1 method, Sparse representation of heart rate signals, Analysis of dynamic MRI brain images, Geometric analysis of multi-spectral agricultural images. Forthcoming: Thursday Feb 02 09 16 23 and Mar 01 08 SCREAM seminars organized by SIAM Stanford Student Chapter http://www.stanford.edu/group/siam/events.html Thursday Mar 15 Jim Lambers, Southern Mississippi http://www.math.usm.edu/lambers/ -------------- next part -------------- An HTML attachment was scrubbed... URL: http://csmr.ca.sandia.gov/pipermail/banana/attachments/20120126/729551b5/attachment.html From mgu at math.berkeley.edu Fri Jan 27 00:28:05 2012 From: mgu at math.berkeley.edu (Ming Gu) Date: Fri Jan 27 00:30:30 2012 Subject: [BANANA] LAPACK seminar on Feb. 1, 2012 Message-ID: <201201270828.q0R8S5Z8029959@phoenix.math.berkeley.edu> Math 290, Section 25, CS 298, Section 6 Spring 2012 (Matrix Computations and Scientific Computing) We meet WEDNESDAYS 12:10 - 1:00PM in Room 380 Soda Hall, Berkeley campus. The coordinators are Profs. J. Demmel (demmel@cs.berkeley.edu) and M. Gu (mgu@math.berkeley.edu). The program will be a mixture of research talks and tutorials. The tutorials will provide a partial sequel to Math 221. For the schedule and other details about the seminar, please see math.berkeley.edu/~mgu/LAPACKSeminar.htm Date: Feb. 1, 2012 Speaker: Chris Rycroft, UCB and LBL Title: Application of the Voronoi tessellation for high-throughput analysis of crystalline porous materials Abstract: Crystalline porous materials, such as zeolites, contain complex networks of void channels that are exploited in many industrial applications. Since the 1950s, they have been employed in common applications such as chemical catalysts and water softeners, and more recently there has been interest their use for new technologies such as carbon capture and storage. A key requirement for the success of any nanoporous material is that the chemical composition and pore topology must be optimal for a given application. However, this is a difficult task, since the number of possible pore topologies is extremely large: thousands of materials have been already been synthesized, and databases of millions of hypothetical structures are available. We have developed tools for rapid screening of these large databases to automatically select materials whose pore topology may make them most appropriate for a given application. Many of the methods are based on computing the Voronoi network, which provides a map of void channels in a given structure. This is carried out using the free software library Voro++, which has been modified to properly account for three-dimensional non-orthogonal periodic boundary conditions. Date: Feb. 8, 2012 Speaker: Aydin Buluc, LBL From saunders at stanford.edu Tue Jan 31 09:09:08 2012 From: saunders at stanford.edu (Michael Saunders) Date: Tue Jan 31 09:10:05 2012 Subject: [BANANA] LA/Opt SCREAM seminar Thursday Feb 2 (Ramsharan Rangarajan) Message-ID: SIAM Stanford Student Chapter SCREAM seminar, and Linear Algebra and Optimization Seminar (CME 510) 4:15pm Thursday Feb 02, 2012 Y2E2 101 (473 Via Ortega) Universal meshes: To mesh or not to mesh? Ramsharan Rangarajan PhD student, ME Dept, Stanford How difficult is it to simulate the melting of a block of ice using finite elements? Quite difficult. Why? The geometry of the ice block changes all the time. So how are evolving geometries handled in finite element calculations? I will describe a convenient yet accurate framework for numerically simulating such moving boundary problems. Forthcoming: Thurs Feb 09 Jihye Choi Importance sampling estimators for large deviations Wed Feb 15 Bala Rajaratnam Regularization of positive definite matrices Thurs Feb 16 Arvind Krishna The Bayesian approach for solving Inverse Problems Thurs Feb 23 Dario Grana Bayesian methods in geophysical inverse problems Thurs Mar 01 Chang-han Rhee Sensitivity Analysis of Markov Chains Thurs Mar 08 Jonghyun Lee Bayesian subsurface imaging using total variation prior Thurs Mar 15 Jim Lambers http://www.stanford.edu/group/siam/scream_2012.html http://icme.stanford.edu/seminars/seminars.php http://campus-map.stanford.edu/index.cfm?ID=04-070 -------------- next part -------------- An HTML attachment was scrubbed... URL: http://csmr.ca.sandia.gov/pipermail/banana/attachments/20120131/bb82ec49/attachment.html From mgu at math.berkeley.edu Tue Jan 31 12:57:07 2012 From: mgu at math.berkeley.edu (mgu@math.berkeley.edu) Date: Tue Jan 31 13:03:42 2012 Subject: [BANANA] Reminder: LAPACK seminar on Feb. 1, 2012 In-Reply-To: <201201270828.q0R8S5Z8029959@phoenix.math.berkeley.edu> References: <201201270828.q0R8S5Z8029959@phoenix.math.berkeley.edu> Message-ID: <24e9cb887353806cd8caef2b04a51340.squirrel@calmail.berkeley.edu> Math 290, Section 25, CS 298, Section 6 Spring 2012 (Matrix Computations and Scientific Computing) We meet WEDNESDAYS 12:10 - 1:00PM in Room 380 Soda Hall, Berkeley campus. The coordinators are Profs. J. Demmel (demmel@cs.berkeley.edu) and M. Gu (mgu@math.berkeley.edu). The program will be a mixture of research talks and tutorials. The tutorials will provide a partial sequel to Math 221. For the schedule and other details about the seminar, please see math.berkeley.edu/~mgu/LAPACKSeminar.htm Date: Feb. 1, 2012 Speaker: Chris Rycroft, UCB and LBL Title: Application of the Voronoi tessellation for high-throughput analysis of crystalline porous materials Date: Feb. 8, 2012 Speaker: Aydin Buluc, LBL Title: Parallel algorithms for sparse matrix product, indexing, and assignment