Home » Multiplierless iteration for the resolution of semidefinite linear systems

Multiplierless iteration for the resolution of semidefinite linear systems

FEB 7, 2020 | 11:45 AM TO 12:45 PM

Details

WHERE: The Graduate Center
365 Fifth Avenue
ROOM: 4419
WHEN: Feb 7, 2020: 11:45 AM-12:45 PM
ADMISSION: Free

 

Description

Abstract: Algorithms of numerical analysis assume by default that all numbers manipulated by the computer are real numbers. We introduce for the first time in this talk a numerical method that accommodates the internal coarse binary operations of a computer to increase the efficiency of the algorithm. We show that a linear system of equations with a matrix that is symmetric and positive semidefinite can be iteratively solved with an algorithm where every multiplication is reduced to a scaling by a power of 2, which simply amounts to bit shifts in binary.

We will then see how this multiplierless algorithm can be used in various problems, such as least squares, l1-regularized least squares and the minimal-norm resolution of any consistent linear system. A particular application of focus will be the minimal-norm reconstruction of a bandlimited signal from generalized nonuniform samples.