activity
20112026
most citedFast and scalable Gaussian process modeling with applications to astronomical time series

1k citations · 1.2k across the 20 of their papers we have counts for

collaborators

23 papers

math.NA2026

LoCCA: Localized Chebyshev Cross Approximation for Kernel Matrix Factorization via Nodal Perturbation Stability

Sumit Singh, Shrirup Dutta, Sivaram Ambikasaran

We propose Local Chebyshev Cross-Approximation (LoCCA), a data-driven framework that bridges smooth polynomial interpolation with flexible matrix factorizations. LoCCA dynamically…

math.NA2026

Continuous Cross Approximation of Matrices Arising Out of Kernel Functions

Sumit Singh, Sivaram Ambikasaran

We propose a residual energy-based framework for constructing low-rank approximations of kernel matrices arising from continuous kernel functions. The method operates in a continuo…

math.NA2025

Rank of Matrices Arising out of Singular Kernel Functions

Sumit Singh, Sivaram Ambikasaran

Kernel functions are frequently encountered in differential equations and machine learning applications. In this work, we study the rank of matrices arising out of the kernel funct…

math.NA2024

A hybrid interpolation ACA accelerated method for parabolic boundary integral operators

Sivaram Ambikasaran, Ritesh Khan, Johannes Tausch +1

We consider piecewise polynomial discontinuous Galerkin discretizations of boundary integral reformulations of the heat equation. The resulting linear systems are dense and block-l…

math.NA2023

New Algebraic Fast Algorithms for -body Problems in Two and Three Dimensions

Ritesh Khan, Sivaram Ambikasaran

We present two new algebraic multilevel hierarchical matrix algorithms to perform fast matrix-vector product (MVP) for -body problems in dimensions, namely efficient $\mathc…

math.NA2023

HODLR3D: Hierarchical matrices for -body problems in three dimensions

V A Kandappan, Vaishnavi Gujjula, Sivaram Ambikasaran

This article introduces HODLR3D, a class of hierarchical matrices arising out of -body problems in three dimensions. HODLR3D relies on the fact that certain off-diagonal matrix…

math.NA2023★ 1 cited

Algebraic Inverse Fast Multipole Method: A fast direct solver that is better than HODLR based fast direct solver

Vaishnavi Gujjula, Sivaram Ambikasaran

This article presents a fast direct solver, termed Algebraic Inverse Fast Multipole Method (from now on abbreviated as AIFMM), for linear systems arising out of -body problems.…

math.NA2022★ 3 cited

HODLRD: A new Black-box fast algorithm for -body problems in -dimensions with guaranteed error bounds

Ritesh Khan, V A Kandappan, Sivaram Ambikasaran

In this article, we prove new theorems bounding the rank of different sub-matrices arising from these kernel functions. Bounds like these are often useful for analyzing the complex…

math.GM2022

Spectrum of MATLABs magic squares

Hariprasad Manjunath, Sivaram Ambikasaran

This article looks at the eigenvalues of magic squares generated by the MATLAB's magic() function. The magic() function constructs doubly even () magic squares, singl…

math.NA2022

HODLR2D: A new class of Hierarchical matrices

V A Kandappan, Vaishnavi Gujjula, Sivaram Ambikasaran

This article introduces HODLR2D, a new hierarchical low-rank representation for a class of dense matrices arising out of body problems in two dimensions. Using this new hierarc…

math.NA2022★ 1 cited

A new Directional Algebraic Fast Multipole Method based iterative solver for the Lippmann-Schwinger equation accelerated with HODLR preconditioner

Vaishnavi Gujjula, Sivaram Ambikasaran

We present a fast iterative solver for scattering problems in 2D, where a penetrable object with compact support is considered. By representing the scattered field as a volume pote…

math.NA2022★ 1 cited

A new Nested Cross Approximation

Vaishnavi Gujjula, Sivaram Ambikasaran

In this article, we present a new Nested Cross Approximation (NNCA) for constructing H2 matrices. It differs from the existing NCAs~\cite{bebendorf2012constructing, zhao2019fast} i…

astro-ph.IM2017★ 1k cited

Fast and scalable Gaussian process modeling with applications to astronomical time series

Daniel Foreman-Mackey, Eric Agol, Sivaram Ambikasaran +1

The growing field of large-scale time domain astronomy requires methods for probabilistic data analysis that are computationally tractable, even with large datasets. Gaussian Proce…

physics.chem-ph2015

An accurate, fast, mathematically robust, universal, non-iterative algorithm for computing multi-component diffusion velocities

Sivaram Ambikasaran, Krithika Narayanaswamy

Using accurate multi-component diffusion treatment in numerical combustion studies remains formidable due to the computational cost associated with solving for diffusion velocities…

math.NA2015★ 2 cited

Fast, adaptive, high order accurate discretization of the Lippmann-Schwinger equation in two dimension

Sivaram Ambikasaran, Carlos Borges, Lise-Marie Imbert-Gerard +1

We present a fast direct solver for two dimensional scattering problems, where an incident wave impinges on a penetrable medium with compact support. We represent the scattered fie…

math.NA2014

Generalized Rybicki Press algorithm

Sivaram Ambikasaran

This article discusses a more general and numerically stable Rybicki Press algorithm, which enables inverting and computing determinants of covariance matrices, whose elements are…

math.NA2014★ 27 cited

The Inverse Fast Multipole Method

Sivaram Ambikasaran, Eric Darve

This article introduces a new fast direct solver for linear systems arising out of wide range of applications, integral equations, multivariate statistics, radial basis interpolati…

math.NA2014★ 12 cited

Fast symmetric factorization of hierarchical matrices with applications

Sivaram Ambikasaran, Michael O'Neil, Karan Raj Singh

We present a fast direct algorithm for computing symmetric factorizations, i.e. , of symmetric positive-definite hierarchical matrices with weak-admissibility conditions.…

math.NA2014★ 31 cited

A Kalman filter powered by -matrices for quasi-continuous data assimilation problems

Judith Y. Li, Sivaram Ambikasaran, Eric F. Darve +1

Continuously tracking the movement of a fluid or a plume in the subsurface is a challenge that is often encountered in applications, such as tracking a plume of injected CO or…

math.NA2014★ 1 cited

A fast direct solver for high frequency scattering from a large cavity in two dimensions

Jun Lai, Sivaram Ambikasaran, Leslie F. Greengard

We present a fast direct solver for the simulation of electromagnetic scattering from an arbitrarily-shaped, large, empty cavity embedded in an infinite perfectly conducting half s…

math.NA2014

Fast Direct Methods for Gaussian Processes

Sivaram Ambikasaran, Daniel Foreman-Mackey, Leslie Greengard +2

A number of problems in probability and statistics can be addressed using the multivariate normal (Gaussian) distribution. In the one-dimensional case, computing the probability fo…

math.NA2014★ 117 cited

A Fast Block Low-Rank Dense Solver with Applications to Finite-Element Matrices

Amirhossein Aminfar, Sivaram Ambikasaran, Eric Darve

This article presents a fast solver for the dense "frontal" matrices that arise from the multifrontal sparse elimination process of 3D elliptic PDEs. The solver relies on the fact…

math.NA2011

A simple way to speedup Gauss Elimination

Sivaram Ambikasaran

This article looks at a simple modification to speedup the conventional Gauss Elimination. The proposed modification speeds up the conventional Gauss Elimination by a factor of nea…