Related papers: Extending the eigCG algorithm to non-symmetric lin…
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…
Typically, the conjugate gradient (CG) algorithm employs mixed precision and even-odd preconditioning to compute propagators for highly improved staggered quarks (HISQ). This approach suffers from critical slowing down as the light quark…
Solving non-Hermitian quantum many-body systems on a quantum computer by minimizing the variational energy is challenging as the energy can be complex. Here, based on energy variance, we propose a variational method for solving the…
A new iterative method for solving large scale symmetric nonlinear eigenvalue problems is presented. We firstly derive an infinite dimensional symmetric linearization of the nonlinear eigenvalue problem, then we apply the indefinite Lanczos…
Many fields of science and engineering require finding eigenvalues and eigenvectors of large matrices. The solutions can represent oscillatory modes of a bridge, a violin, the disposition of electrons around an atom or molecule, the…
Conjugate gradient (CG) methods are a class of important methods for solving linear equations and nonlinear optimization problems. In this paper, we propose a new stochastic CG algorithm with variance reduction and we prove its linear…
Connections of the conjugate gradient (CG) method with other methods in computational mathematics are surveyed, including the connections with the conjugate direction method, the subspace optimization method and the quasi-Newton method BFGS…
We develop and analyze efficient "coordinate-wise" methods for finding the leading eigenvector, where each step involves only a vector-vector product. We establish global convergence with overall runtime guarantees that are at least as good…
In [Meurant, Pape\v{z}, Tich\'y; Numerical Algorithms 88, 2021], we presented an adaptive estimate for the energy norm of the error in the conjugate gradient (CG) method. In this paper, we extend the estimate to algorithms for solving…
Estimating the eigenstate properties of quantum systems is a long-standing, challenging problem for both classical and quantum computing. Existing universal quantum algorithms typically rely on ideal and efficient query models (e.g. time…
Latent Gaussian models (LGMs) are widely used in statistics and machine learning. Bayesian inference in non-conjugate LGMs is difficult due to intractable integrals involving the Gaussian prior and non-conjugate likelihoods. Algorithms…
We study the estimation of the latent variable Gaussian graphical model (LVGGM), where the precision matrix is the superposition of a sparse matrix and a low-rank matrix. In order to speed up the estimation of the sparse plus low-rank…
Graphical Processing Units (GPUs) are more and more frequently used for lattice QCD calculations. Lattice studies often require computing the quark propagators for several masses. These systems can be solved using multi-shift inverters but…
Science and engineering problems frequently require solving a sequence of dual linear systems. Besides having to store only few Lanczos vectors, using the BiConjugate Gradient method (BiCG) to solve dual linear systems has advantages for…
Solving linear systems and computing eigenvalues are two fundamental problems in linear algebra. For solving linear systems, many efficient quantum algorithms have been discovered. For computing eigenvalues, currently, we have efficient…
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…
Computing the trace of the inverse of large matrices is typically addressed through statistical methods. Deflating out the lowest eigenvectors or singular vectors of the matrix reduces the variance of the trace estimator. This work…
The Kaczmarz method is an iterative method for solving large systems of equations that projects iterates orthogonally onto the solution space of each equation. In contrast to direct methods such as Gaussian elimination or QR-factorization,…
We present an adaptive multigrid solver for application to the non-Hermitian Wilson-Dirac system of QCD. The key components leading to the success of our proposed algorithm are the use of an adaptive projection onto coarse grids that…
In this work, we propose Natural Hypergradient Descent (NHGD), a new method for solving bilevel optimization problems. To address the computational bottleneck in hypergradient estimation--namely, the need to compute or approximate Hessian…