Computational optimal transport: With applications to data science

G Peyré, M Cuturi - Foundations and Trends® in Machine …, 2019 - nowpublishers.com
Optimal transport (OT) theory can be informally described using the words of the French
mathematician Gaspard Monge (1746–1818): A worker with a shovel in hand has to move a …

Unbalanced optimal transport, from theory to numerics

T Séjourné, G Peyré, FX Vialard - Handbook of Numerical Analysis, 2023 - Elsevier
Optimal Transport (OT) has recently emerged as a central tool in data sciences to compare
in a geometrically faithful way point clouds and more generally probability distributions. The …

OSQP: An operator splitting solver for quadratic programs

B Stellato, G Banjac, P Goulart, A Bemporad… - Mathematical …, 2020 - Springer
We present a general-purpose solver for convex quadratic programs based on the
alternating direction method of multipliers, employing a novel operator splitting technique …

Mixed precision algorithms in numerical linear algebra

NJ Higham, T Mary - Acta Numerica, 2022 - cambridge.org
Today's floating-point arithmetic landscape is broader than ever. While scientific computing
has traditionally used single precision and double precision floating-point arithmetics, half …

A survey of numerical linear algebra methods utilizing mixed-precision arithmetic

A Abdelfattah, H Anzt, EG Boman… - … Journal of High …, 2021 - journals.sagepub.com
The efficient utilization of mixed-precision numerical linear algebra algorithms can offer
attractive acceleration to scientific computing applications. Especially with the hardware …

[图书][B] Direct methods for sparse matrices

IS Duff, AM Erisman, JK Reid - 2017 - books.google.com
The subject of sparse matrices has its root in such diverse fields as management science,
power systems analysis, surveying, circuit theory, and structural analysis. Efficient use of …

A fast algorithm for matrix balancing

PA Knight, D Ruiz - IMA Journal of Numerical Analysis, 2013 - academic.oup.com
As long as a square non-negative matrix A has total support then it can be balanced, that is,
we can find a diagonal scaling of A that has row and column sums equal to one. A number of …

Learning intrinsic image decomposition from watching the world

Z Li, N Snavely - Proceedings of the IEEE conference on …, 2018 - openaccess.thecvf.com
Single-view intrinsic image decomposition is a highly ill-posed problem, making learning
from large amounts of data an attractive approach. However, it is difficult to collect ground …

Fast bilateral-space stereo for synthetic defocus

JT Barron, A Adams, YC Shih… - Proceedings of the IEEE …, 2015 - cv-foundation.org
Given a stereo pair it is possible to recover a depth map and use that depth to render a
synthetically defocused image. Though stereo algorithms are well-studied, rarely are those …

A review of matrix scaling and Sinkhorn's normal form for matrices and positive maps

M Idel - arXiv preprint arXiv:1609.06349, 2016 - arxiv.org
Given a nonnegative matrix $ A $, can you find diagonal matrices $ D_1,~ D_2 $ such that $
D_1AD_2 $ is doubly stochastic? The answer to this question is known as Sinkhorn's …