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The Conjugate Gradient method (CGM) is known to be the fastest generic iterative method for solving linear systems with symmetric sign definite matrices. In this paper, we modify this method so that it could find fundamental solitary waves…

Pattern Formation and Solitons · Physics 2015-05-13 Taras I. Lakoba

This paper investigates using the conjugate gradient iterative solver for ill-posed problems. We show that preconditioner and Tikhonov-regularization work in conjunction. In particular when they employ the same symmetric positive…

Numerical Analysis · Mathematics 2025-12-12 Ahmed Chabib , Jean-Francois Witz , Vincent Magnier , Pierre Gosselet

We consider geometric multigrid methods for the solution of linear systems arising from isogeometric discretizations of elliptic partial differential equations. For classical finite elements, such methods are well known to be fast solvers…

Numerical Analysis · Mathematics 2017-05-16 Clemens Hofreither , Stefan Takacs , Walter Zulehner

Despite hundreds of papers on preconditioned linear systems of equations, there remains a significant lack of comprehensive performance benchmarks comparing various preconditioners for solving symmetric positive definite (SPD) systems. In…

Numerical Analysis · Mathematics 2025-05-28 Marc A. Tunnell , David F. Gleich

In recent years two Krylov subspace methods have been proposed for solving skew symmetric linear systems, one based on the minimum residual condition, the other on the Galerkin condition. We give new, algorithm-independent proofs that in…

Numerical Analysis · Mathematics 2015-12-02 Stanley C. Eisenstat

This paper proposes a new gradient method to solve the large-scale problems. Theoretical analysis shows that the new method has finite termination property for two dimensions and converges R-linearly for any dimensions. Experimental results…

Numerical Analysis · Mathematics 2019-07-12 Qinmeng Zou , Frederic Magoules

We consider linear ill-conditioned operator equations in a Hilbert space setting. Motivated by the aggregation method, we consider approximate solutions constructed from linear combinations of Tikhonov regularization, which amounts to…

Numerical Analysis · Mathematics 2023-06-07 Stefan Kindermann , Werner Zellinger

This paper revisits the numerical inverse kinematics (IK) problem, leveraging modern computational resources and refining the seed selection process to develop a solver that is competitive with analytical-based methods. The proposed seed…

Robotics · Computer Science 2025-03-31 Xinyi Yuan , Weiwei Wan , Kensuke Harada

Over the past two decades, descent methods have received substantial attention within the multiobjective optimization field. Nonetheless, both theoretical analyses and empirical evidence reveal that existing first-order methods for…

Optimization and Control · Mathematics 2024-11-13 Jian Chen , Liping Tang , Xinmin Yang

Many problems in science and engineering fields require the solution of shifted linear systems. To solve such systems efficiently, the recycling BiCG (RBiCG) algorithm in [SIAM J. SCI. COMPUT, 34 (2012) 1925-1949] is extended in this paper.…

Numerical Analysis · Mathematics 2014-06-26 Jing Meng , Pei-yong Zhu , Hou-Biao Li

This paper establishes the first theoretical framework for analyzing the rounding-error effects on multigrid methods using mixed-precision iterative-refinement solvers. While motivated by the sparse symmetric positive definite (SPD) matrix…

Numerical Analysis · Mathematics 2020-07-15 Stephen F. McCormick , Joseph Benzaken , Rasmus Tamstorf

Nesterov's accelerated gradient method for minimizing a smooth strongly convex function $f$ is known to reduce $f(\x_k)-f(\x^*)$ by a factor of $\eps\in(0,1)$ after $k\ge O(\sqrt{L/\ell}\log(1/\eps))$ iterations, where $\ell,L$ are the two…

Optimization and Control · Mathematics 2016-05-03 Sahar Karimi , Stephen A. Vavasis

We consider solution of multiply shifted systems of nonsymmetric linear equations, possibly also with multiple right-hand sides. First, for a single right-hand side, the matrix is shifted by several multiples of the identity. Such problems…

Mathematical Physics · Physics 2008-11-26 Dean Darnell , Ronald B. Morgan , Walter Wilcox

The state-of-the-art methods for solving optimization problems in big dimensions are variants of randomized coordinate descent (RCD). In this paper we introduce a fundamentally new type of acceleration strategy for RCD based on the…

Optimization and Control · Mathematics 2018-02-13 Dmitry Kovalev , Eduard Gorbunov , Elnur Gasanov , Peter Richtárik

The first order condition of the constrained minimization problem leads to a saddle point problem. A multigrid method using a multiplicative Schwarz smoother for saddle point problems can thus be interpreted as a successive subspace…

Numerical Analysis · Mathematics 2016-01-19 Long Chen

This paper presents a modification of Secant method for finding roots of equations that uses three points for iteration instead of just two. The development of the mathematical formula to be used in the iteration process is provided…

Numerical Analysis · Mathematics 2019-02-26 Ababu Teklemariam Tiruneh

Solving symmetric positive semidefinite linear systems is an essential task in many scientific computing problems. While Jacobi-type methods, including the classical Jacobi method and the weighted Jacobi method, exhibit simplicity in their…

Optimization and Control · Mathematics 2025-10-16 Ling Liang , Qiyuan Pang , Kim-Chuan Toh , Haizhao Yang

The conjugate gradient (CG) method is an efficient iterative method for solving large-scale strongly convex quadratic programming (QP). In this paper we propose some generalized CG (GCG) methods for solving the $\ell_1$-regularized…

Optimization and Control · Mathematics 2016-02-15 Zhaosong Lu , Xiaojun Chen

In earlier work we have studied a method for discretization in time of a parabolic problem which consists in representing the exact solution as an integral in the complex plane and then applying a quadrature formula to this integral. In…

Numerical Analysis · Mathematics 2016-02-02 William McLean , Vidar Thomée

A coarse grid correction (CGC) approach is proposed to enhance the efficiency of the matrix exponential and $\varphi$ matrix function evaluations. The approach is intended for iterative methods computing the matrix-vector products with…

Numerical Analysis · Mathematics 2024-04-23 Mike A. Botchev