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Sparse linear regression is a fundamental problem in high-dimensional statistics, but strikingly little is known about how to efficiently solve it without restrictive conditions on the design matrix. We consider the (correlated) random…

Machine Learning · Computer Science 2021-06-18 Jonathan Kelner , Frederic Koehler , Raghu Meka , Dhruv Rohatgi

The Legendre spectral Galerkin method of self-adjoint second order elliptic equations usually results in a linear system with a dense and ill-conditioned coefficient matrix. In this paper, the linear system is solved by a preconditioned…

Numerical Analysis · Mathematics 2020-04-30 Xuhao Diao , Jun Hu , Suna Ma

This paper investigates a type of fast and flexible preconditioners to solve multilinear system $\mathcal{A}\textbf{x}^{m-1}=\textbf{b}$ with $\mathcal{M}$-tensor $\mathcal{A}$ and obtains some important convergent theorems about…

Numerical Analysis · Mathematics 2021-10-08 Eisa Khosravi Dehdezi , Saeed Karimi

We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…

Data Structures and Algorithms · Computer Science 2025-04-14 Michał Dereziński , Christopher Musco , Jiaming Yang

Solving multiple parametrised related systems is an essential component of many numerical tasks, and learning from the already solved systems will make this process faster. In this work, we propose a novel probabilistic linear solver over…

Machine Learning · Statistics 2025-08-21 Disha Hegde , Jon Cockayne

Preconditioning is a technique from numerical linear algebra that can accelerate algorithms to solve systems of equations. In this paper, we demonstrate how preconditioning can circumvent a stringent assumption for sign consistency in…

Statistics Theory · Mathematics 2012-08-29 Jinzhu Jia , Karl Rohe

Motivated by the theory of self-duality which provides a variational formulation and resolution for non self-adjoint partial differential equations \cite{G1, G2}, we propose new templates for solving large non-symmetric linear systems. The…

Numerical Analysis · Mathematics 2008-01-28 Nassif Ghoussoub , Amir Moradifam

Hierarchical matrices (usually abbreviated ${\mathcal H}$-matrices) are frequently used to construct preconditioners for systems of linear equations. Since it is possible to compute approximate inverses or $LU$ factorizations in ${\mathcal…

Numerical Analysis · Mathematics 2014-02-24 Steffen Börm , Jessica Gördes

When a matrix A with n columns is known to be well approximated by a linear combination of basis matrices B_1,..., B_p, we can apply A to a random vector and solve a linear system to recover this linear combination. The same technique can…

Numerical Analysis · Mathematics 2011-10-20 Jiawei Chiu , Laurent Demanet

We show that a combination of two simple preprocessing steps would generally improve the conditioning of a homogeneous system of linear inequalities. Our approach is based on a comparison among three different but related notions of…

Optimization and Control · Mathematics 2013-06-25 Javier Pena , Vera Roshchina , Negar Soheili

We present a linear-system solver that, given an $n$-by-$n$ symmetric positive semi-definite, diagonally dominant matrix $A$ with $m$ non-zero entries and an $n$-vector $\bb $, produces a vector $\xxt$ within relative distance $\epsilon$ of…

Data Structures and Algorithms · Computer Science 2025-10-20 Daniel A. Spielman , Shang-Hua Teng

We propose a rescaled LASSO, by premultipying the LASSO with a matrix term, namely linear unified LASSO (LLASSO) for multicollinear situations. Our numerical study has shown that the LLASSO is comparable with other sparse modeling…

Methodology · Statistics 2017-10-16 M. Arashi , Y. Asar , B. Yuzbasi

We present a preconditioning method for the linear systems arising from the boundary element discretization of the Laplace hypersingular equation on a $2$-dimensional triangulated surface $\Gamma$ in $\mathbb{R}^3$. We allow $\Gamma$ to…

Numerical Analysis · Mathematics 2023-10-16 Martin Averseng , Xavier Claeys , Ralf Hiptmair

An all-at-once linear system arising from the nonlinear tempered fractional diffusion equation with variable coefficients is studied. Firstly, the nonlinear and linearized implicit schemes are proposed to approximate such the nonlinear…

Numerical Analysis · Mathematics 2024-12-20 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian

We prove the sufficiency of the Linear Superposition Principle for linear trees, which characterizes the spectra achievable by a real symmetric matrix whose underlying graph is a linear tree. The necessity was previously proven in 2014.…

Spectral Theory · Mathematics 2022-03-31 Tanay Wakhare , Charles R. Johnson

For a text given in advance, the substring minimal suffix queries ask to determine the lexicographically minimal non-empty suffix of a substring specified by the location of its occurrence in the text. We develop a data structure answering…

Data Structures and Algorithms · Computer Science 2016-02-01 Tomasz Kociumaka

A linearly implicit conservative difference scheme is applied to discretize the attractive coupled nonlinear Schr\"odinger equations with fractional Laplacian. Complex symmetric linear systems can be obtained, and the system matrices are…

Numerical Analysis · Mathematics 2023-10-19 Yan Cheng , Xi Yang

We use queueing networks to present a new approach to solving Laplacian systems. This marks a significant departure from the existing techniques, mostly based on graph-theoretic constructions and sampling. Our distributed solver works for a…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-09-11 Iqra Altaf Gillani , Amitabha Bagchi

Suffix trees are key and efficient data structure for solving string problems. A suffix tree is a compressed trie containing all the suffixes of a given text of length $n$ with a linear construction cost. In this work, we introduce an…

Data Structures and Algorithms · Computer Science 2024-06-04 Anas Al-okaily

This work aims to accelerate the convergence of proximal gradient methods used to solve regularized linear inverse problems. This is achieved by designing a polynomial-based preconditioner that targets the eigenvalue spectrum of the normal…