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Gaussian process hyperparameter optimization requires linear solves with, and log-determinants of, large kernel matrices. Iterative numerical techniques are becoming popular to scale to larger datasets, relying on the conjugate gradient…

Machine Learning · Computer Science 2022-06-22 Jonathan Wenger , Geoff Pleiss , Philipp Hennig , John P. Cunningham , Jacob R. Gardner

We revisit the problem of large-scale bundle adjustment and propose a technique called Multidirectional Conjugate Gradients that accelerates the solution of the normal equation by up to 61%. The key idea is that we enlarge the search space…

Computer Vision and Pattern Recognition · Computer Science 2021-10-11 Simon Weber , Nikolaus Demmel , Daniel Cremers

Preconditioning techniques are crucial for enhancing the efficiency of solving large-scale linear equation systems that arise from partial differential equation (PDE) discretization. These techniques, such as Incomplete Cholesky…

Machine Learning · Computer Science 2024-12-11 Rui Li , Song Wang , Chen Wang

In this paper, we propose compactly supported radial basis functions for solving some well- known classes of astrophysics problems categorized as non-linear singular initial ordinary dif- ferential equations on a semi-infinite domain. To…

Numerical Analysis · Mathematics 2016-05-31 Kourosh Parand , Mohammad Hemami

Multiresolution analyses based upon interpolets, interpolating scaling functions introduced by Deslauriers and Dubuc, are particularly well-suited to physical applications because they allow exact recovery of the multiresolution…

Materials Science · Physics 2009-10-31 Ross A. Lippert , T. A. Arias , Alan Edelman

We establish precise convergence rates for semi-discrete schemes based on Radial Basis Function interpolation, as well as approximate approximation results for such schemes. Our schemes use stationary interpolation on regular grids, with…

Numerical Analysis · Mathematics 2019-05-06 Brad Baxter , Raymond Brummelhuis

We present an iterative algorithm for computing an invariant subspace associated with the algebraically smallest eigenvalues of a large sparse or structured Hermitian matrix A. We are interested in the case in which the dimension of the…

Numerical Analysis · Mathematics 2015-06-22 Eugene Vecharynski , Chao Yang , John E. Pask

We propose a two-level nested preconditioned iterative scheme for solving sparse linear systems of equations in which the coefficient matrix is symmetric and indefinite with relatively small number of negative eigenvalues. The proposed…

Numerical Analysis · Computer Science 2019-01-29 Murat Manguoglu , Volker Mehrmann

This paper aims at developing new shape functions adapted to smooth vanishing coefficients for scalar wave equation. It proposes the numerical analysis of their interpolation properties. The interpolation is local but high order convergence…

Numerical Analysis · Mathematics 2019-08-16 Lise-Marie Imbert-Gerard

A DualTPD method is proposed for solving nonlinear partial differential equations. The method is characterized by three main features. First, decoupling via Fenchel--Rockafellar duality is achieved, so that nonlinear terms are discretized…

Numerical Analysis · Mathematics 2025-10-20 Long Chen , Ruchi Guo , Jingrong Wei , Jun Zou

We show that using the multisplitting algorithm as a preconditioner for conjugate gradient inversion of the domain wall Dirac operator could effectively reduce the inter- node communication cost, at the expense of performing more on-node…

High Energy Physics - Lattice · Physics 2018-04-24 Duo Guo , Robert Mawhinney , Jiqun Tu

In the field of radial basis functions mathematicians have been endeavouring to find infinitely differentiable and compactly supported radial functions. This kind of functions are extremely important for some reasons. First, its…

Numerical Analysis · Mathematics 2007-05-23 Lin-Tian Luh

We propose a preconditioner to accelerate the convergence of the GMRES iterative method for solving the system of linear equations obtained from discretize-then-optimize approach applied to optimal control problems constrained by a partial…

Numerical Analysis · Mathematics 2019-11-15 Hamid Mirchi , Davod Khojasteh Salkuyeh

Analytic interpolation problems with rationality and derivative constraints occur in many applications in systems and control. In this paper we present a new method for the multivariable case, which generalizes our previous results on the…

Optimization and Control · Mathematics 2019-03-14 Yufang Cui , Anders Lindquist

It is well known that the discretization of fractional diffusion equations (FDEs) with fractional derivatives $\alpha\in(1,2)$, using the so-called weighted and shifted Gr\"unwald formula, leads to linear systems whose coefficient matrices…

Numerical Analysis · Mathematics 2022-04-06 Nikos Barakitis , Sven-Erik Ekström , Paris Vassalos

In this paper we present an effective coarse space correction addressed to accelerate the solution of an algebraic linear system. The system arises from the formulation of the problem of interpolating scattered data by means of Radial Basis…

Numerical Analysis · Mathematics 2019-12-10 Guillaume Gbikpi-Benissan , Frederic Magoules

Accurate interpolation of functions and derivatives is crucial in solving partial differential equations (PDEs). The Radial Basis Function (RBF) method has become an extremely popular and robust approach for interpolation on scattered data.…

Numerical Analysis · Mathematics 2025-05-23 Amirhossein Fashamiha , David Salac

Polynomial preconditioning is an important tool in solving large linear systems and eigenvalue problems. A polynomial from GMRES can be used to precondition restarted GMRES and restarted Arnoldi. Here we give methods for indefinite matrices…

Numerical Analysis · Mathematics 2025-10-17 Hayden Henson , Ronald B. Morgan

We analyze the approximation by radial basis functions of a hypersingular integral equation on an open surface. In order to accommodate the homogeneous essential boundary condition along the surface boundary, scaled radial basis functions…

Numerical Analysis · Mathematics 2012-03-14 Norbert Heuer , Thanh Tran

For the solution of discrete ill-posed problems, in this paper a novel preconditioned iterative method based on the Arnoldi algorithm for matrix functions is presented. The method is also extended to work in connection with Tikhonov…

Numerical Analysis · Mathematics 2011-11-18 Paolo Novati , Michela Redivo-Zaglia , Maria Rosaria Russo