Technical Reports and Preprints
Randomized Numerical Linear Algebra
Photonic co-processors in HPC: using LightOn OPUs for Randomized Numerical Linear Algebra
Randomized Numerical Linear Algebra (RandNLA) is a powerful class of methods, widely used in High Performance Computing (HPC). RandNLA provides approximate solutions to linear algebra functions applied to large signals, at reduced computational costs. However, the randomization step for dimensionality reduction may itself become the computational bottleneck on traditional hardware. Leveraging near constant-time linear random projections delivered by LightOn Optical Processing Units we show that randomization can be significantly accelerated, at negligible precision loss, in a wide range of important RandNLA algorithms, such as RandSVD or trace estimators.
Authors: Daniel Hesslow, Alessandro Cappelli, Igor Carron, Laurent Daudet, Raphaël Lafargue, Kilian Müller, Ruben Ohana, Gustave Pariente, Iacopo Poli