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Linear system solving is one of the main workhorses in applied mathematics. Recently, theoretical computer scientists have contributed sophisticated algorithms for solving linear systems with symmetric diagonally dominant matrices (a class…

Data Structures and Algorithms · Computer Science 2015-03-02 Daniel Hoske , Dimitar Lukarski , Henning Meyerhenke , Michael Wegner

We show that the mass matrix derived from finite elements can be effectively used as a preconditioner for iteratively solving the linear system arising from finite-difference discretization of the Poisson equation, using the conjugate…

Numerical Analysis · Mathematics 2021-11-08 Chen Greif , Yunhui He

We present preconditioning techniques to solve linear systems of equations with a block two-by-two and three-by-three structure arising from finite element discretizations of the fictitious domain method with Lagrange multipliers. In…

Numerical Analysis · Mathematics 2026-03-09 Michele Benzi , Marco Feder , Luca Heltai , Federica Mugnaioni

In this paper, we investigate the preconditioned AOR method for solving linear systems. We study two general preconditioners and propose some lower triangular, upper triangular and combination preconditioners. For $A$ being an L-matrix, a…

Numerical Analysis · Mathematics 2020-02-04 Yongzhong Song

The numerical solution of partial differential equations on high-dimensional domains gives rise to computationally challenging linear systems. When using standard discretization techniques, the size of the linear system grows exponentially…

Numerical Analysis · Mathematics 2015-08-13 Daniel Kressner , Michael Steinlechner , Bart Vandereycken

This paper develops the preconditioning technique as a method to address the accuracy issue caused by ill-conditioning. Given a preconditioner $M$ for an ill-conditioned linear system $Ax=b$, we show that, if the inverse of the…

Numerical Analysis · Mathematics 2017-05-15 Qiang Ye

We present an improved algorithm for solving symmetrically diagonally dominant linear systems. On input of an $n\times n$ symmetric diagonally dominant matrix $A$ with $m$ non-zero entries and a vector $b$ such that $A\bar{x} = b$ for some…

Data Structures and Algorithms · Computer Science 2011-08-22 Ioannis Koutis , Gary Miller , Richard Peng

We show that if the nearly-linear time solvers for Laplacian matrices and their generalizations can be extended to solve just slightly larger families of linear systems, then they can be used to quickly solve all systems of linear equations…

Computational Complexity · Computer Science 2017-09-26 Rasmus Kyng , Peng Zhang

We propose an augmented Lagrangian-based preconditioner to accelerate the convergence of Krylov subspace methods applied to linear systems of equations with a block three-by-three structure such as those arising from mixed finite element…

Numerical Analysis · Mathematics 2023-10-26 Fatemeh P. A. Beik , Michele Benzi

We consider the iterative solution of large linear systems of equations in which the coefficient matrix is the sum of two terms, a sparse matrix $A$ and a possibly dense, rank deficient matrix of the form $\gamma UU^T$, where $\gamma > 0$…

Numerical Analysis · Mathematics 2022-11-08 Michele Benzi , Chiara Faccio

We show that preconditioners constructed by random sampling can perform well without meeting the standard requirements of iterative methods. When applied to graph Laplacians, this leads to ultra-sparsifiers that in expectation behave as the…

Data Structures and Algorithms · Computer Science 2014-01-27 Michael B. Cohen , Rasmus Kyng , Jakub W. Pachocki , Richard Peng , Anup Rao

The discretization of certain integral equations, e.g., the first-kind Fredholm equation of Laplace's equation, leads to symmetric positive-definite linear systems, where the coefficient matrix is dense and often ill-conditioned. We…

Numerical Analysis · Mathematics 2022-08-22 Chao Chen , George Biros

We show how to solve directed Laplacian systems in nearly-linear time. Given a linear system in an $n \times n$ Eulerian directed Laplacian with $m$ nonzero entries, we show how to compute an $\epsilon$-approximate solution in time $O(m…

Data Structures and Algorithms · Computer Science 2018-11-28 Michael B. Cohen , Jonathan Kelner , Rasmus Kyng , John Peebles , Richard Peng , Anup B. Rao , Aaron Sidford

We deal with interval parametric systems of linear equations and the goal is to solve such systems, which basically comes down to finding an enclosure for a parametric solution set. Obviously we want this enclosure to be as tight as…

Numerical Analysis · Mathematics 2025-10-07 Iwona Skalna , Milan Hladík

We show that if the probabilistic logarithmic-space solver or the deterministic nearly logarithmic-space solver for undirected Laplacian matrices can be extended to solve slightly larger subclasses of linear systems, then they can be use to…

Computational Complexity · Computer Science 2020-03-17 Xuangui Huang

A new polynomial preconditioner for symmetric complex linear systems based on Hermitian and skew-Hermitian splitting (HSS) for complex symmetric linear systems is herein presented. It applies to Conjugate Orthogonal Conjugate Gradient…

Numerical Analysis · Mathematics 2016-04-18 Enrico Bertolazzi , Marco Frego

We present a modified version of the PRESB preconditioner for two-by-two block system of linear equations with the coefficient matrix $$\textbf{A}=\left(\begin{array}{cc} F & -G^* G & F \end{array}\right),$$ where $F\in\mathbb{C}^{n\times…

Numerical Analysis · Mathematics 2024-05-15 Owe Axelsson , Dovod Khojasteh Slakuyeh

In this paper we provide an $O(m (\log \log n)^{O(1)} \log(1/\epsilon))$-expected time algorithm for solving Laplacian systems on $n$-node $m$-edge graphs, improving improving upon the previous best expected runtime of $O(m \sqrt{\log n}…

Data Structures and Algorithms · Computer Science 2023-04-04 Arun Jambulapati , Aaron Sidford

We explore a scaled spectral preconditioner for the efficient solution of sequences of symmetric and positive-definite linear systems. We design the scaled preconditioner not only as an approximation of the inverse of the linear system but…

Numerical Analysis · Mathematics 2024-10-04 Youssef Diouane , Selime Gürol , Oussama Mouhtal , Dominique Orban

This article is concerned with the question of constructing effcient multigrid preconditioners for the linear systems arising when applying semismooth Newton methods to large-scale linear-quadratic optimization problems constrained by…

Numerical Analysis · Mathematics 2013-11-08 Andrei Draganescu
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