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The inverse of a large matrix can often be accurately approximated by a polynomial of degree significantly lower than the order of the matrix. The iteration polynomial generated by a run of the GMRES algorithm is a good candidate, and its…

Numerical Analysis · Mathematics 2025-02-26 Mark Embree , Joel A. Henningsen , Jordan Jackson , Ronald B. Morgan

A multigrid method is proposed in this paper to solve eigenvalue problems by the finite element method based on the shifted-inverse power iteration technique. With this scheme, solving eigenvalue problem is transformed to a series of…

Numerical Analysis · Mathematics 2014-10-28 Hongtao Chen , Yunhui He , Yu Li , Hehu Xie

We consider the solution of systems of linear algebraic equations (SLAEs) with an ill-conditioned or degenerate exact matrix and an approximate right-hand side. An approach to solving such a problem is proposed and justified, which makes it…

Numerical Analysis · Mathematics 2024-05-08 A. S. Leonov

A multigrid method is proposed for solving nonlinear eigenvalue problems by the finite element method. With this new scheme, solving nonlinear eigenvalue problem is decomposed to a series of solutions of linear boundary value problems on…

Numerical Analysis · Mathematics 2015-01-09 Hehu Xie

Geometric modeling by constraints leads to large systems of algebraic equations. This paper studies bipartite graphs underlaid by systems of equations. It shows how these graphs make possible to polynomially decompose these systems into…

Discrete Mathematics · Computer Science 2014-05-26 Samy Ait-Aoudia , Roland Jegou , Dominique Michelucci

We consider inverse problems for non-linear hyperbolic and elliptic equations and give an introduction to the method based on the multiple linearization, or on the construction of artificial sources, to solve these problems. The method is…

Analysis of PDEs · Mathematics 2025-03-18 Matti Lassas

In this paper we generalize the technique of deflation to define two new methods to systematically find many local minima of a nonlinear least squares problem. The methods are based on the Gauss-Newton algorithm, and as such do not require…

Numerical Analysis · Mathematics 2025-06-13 Alban Bloor Riley , Marcus Webb , Michael L Baker

The technique that was used to build the EigCG algorithm for sparse symmetric linear systems is extended to the nonsymmetric case using the BiCG algorithm. We show that, similarly to the symmetric case, we can build an algorithm that is…

High Energy Physics - Lattice · Physics 2014-08-27 A. M. Abdel-Rehim , Andreas Stathopoulos , Kostas Orginos

For Hermitian positive definite linear systems and eigenvalue problems, the eigCG algorithm is a memory efficient algorithm that solves the linear system and simultaneously computes some of its eigenvalues. The algorithm is based on the…

High Energy Physics - Lattice · Physics 2010-02-19 Abdou Abdel-Rehim , Kostas Orginos , Andreas Stathopoulos

In this paper, we focus on solving a sequence of linear systems with an identical (or similar) coefficient matrix. For this type of problems, we investigate the subspace correction and deflation methods, which use an auxiliary matrix…

Numerical Analysis · Mathematics 2022-03-17 Takeshi Iwashita , Kota Ikehara , Takeshi Fukaya , Takeshi Mifune

We study a deflation method to reduce and to solve linear dfferential-algebraic equations (DAEs). It consists to define a sequence of DAEs with index reduction of one unit by step. This is simultaneously performed by substitution and…

Classical Analysis and ODEs · Mathematics 2011-09-20 Fabien Monfreda , Jean-Claude Yakoubsohn

In this paper, we propose the global quaternion full orthogonalization (Gl-QFOM) and global quaternion generalized minimum residual (Gl-QGMRES) methods, which are built upon global orthogonal and oblique projections onto a quaternion matrix…

Numerical Analysis · Mathematics 2023-08-28 Tao Li , Qing-Wen Wang , Xin-Fang Zhang

This paper is to introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary…

Numerical Analysis · Mathematics 2016-11-03 Shanghui Jia , Hehu Xie , Manting Xie , Fei Xu

Nonlinear systems of partial differential equations (PDEs) may permit several distinct solutions. The typical current approach to finding distinct solutions is to start Newton's method with many different initial guesses, hoping to find…

Numerical Analysis · Mathematics 2015-07-03 Patrick E. Farrell , Ásgeir Birkisson , Simon W. Funke

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

Consider using the right-preconditioned GMRES (AB-GMRES) for obtaining the minimum-norm solution of inconsistent underdetermined systems of linear equations. Morikuni (Ph.D. thesis, 2013) showed that for some inconsistent and…

Numerical Analysis · Mathematics 2022-05-25 Zeyu Liao , Ken Hayami , Keiichi Morikuni , Jun-Feng Yin

We study the iterative methods for large moment systems derived from the linearized Boltzmann equation. By Fourier analysis, it is shown that the direct application of the block symmetric Gauss-Seidel (BSGS) method has slower convergence…

Numerical Analysis · Mathematics 2024-07-11 Xiaoyu Dong , Zhenning Cai

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

Numerical Analysis · Mathematics 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

A method to the explict solutions of general systems of algebraic equations is presented via the metric form of affiliated K\"ahler manifolds. The solutions to these systems arise from sets of geodesic second order non-linear differential…

General Physics · Physics 2007-05-23 Gordon Chalmers

GMRES is one of the most popular iterative methods for the solution of large linear systems of equations that arise from the discretization of linear well-posed problems, such as Dirichlet boundary value problems for elliptic partial…

Numerical Analysis · Mathematics 2018-06-19 Silvia Gazzola , Silvia Noschese , Paolo Novati , Lothar Reichel