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System performance for networks composed of interconnected subsystems can be increased if the traditionally separated subsystems are jointly optimized. Recently, parallel and distributed optimization methods have emerged as a powerful tool…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Valentin Nedelcu , Ioan Dumitrache

Solving linear systems is a ubiquitous task in science and engineering. Because directly inverting a large-scale linear system can be computationally expensive, iterative algorithms are often used to numerically find the inverse. To…

Numerical Analysis · Mathematics 2021-07-20 Zheyuan Zhu , Andrew B. Klein , Guifang Li , Shuo Pang

The recently developed Hierarchical Poincar\'e-Steklov (HPS) method is a high-order discretization technique that comes with a direct solver. Results from previous papers demonstrate the method's ability to solve Helmholtz problems to high…

Numerical Analysis · Mathematics 2019-04-29 Natalie Beams , Adrianna Gillman , Russell J. Hewett

Large Transformer models yield impressive results on many tasks, but are expensive to train, or even fine-tune, and so slow at decoding that their use and study becomes out of reach. We address this problem by leveraging sparsity. We study…

We present a structure-aware parallel presolve framework specialized to arrowhead linear programs (AHLPs) and designed for high-performance computing (HPC) environments, integrated into the parallel interior point solver PIPS-IPM++.…

Optimization and Control · Mathematics 2026-03-05 Nils-Christian Kempke , Stephen J Maher , Daniel Rehfeldt , Ambros Gleixner , Thorsten Koch , Svenja Uslu

We propose iterative projection methods for solving square or rectangular consistent linear systems Ax = b. Existing projection methods use sketching matrices (possibly randomized) to generate a sequence of small projected subproblems, but…

Numerical Analysis · Mathematics 2023-12-13 Johannes J. Brust , Michael A. Saunders

In this paper, we consider the problem of accelerating the numerical simulation of time dependent problems by time domain decomposition. The available algorithms enabling such decompositions present severe efficiency limitations and are an…

Numerical Analysis · Mathematics 2020-03-27 Y. Maday , O. Mula

Solving sparse linear systems is a critical challenge in many scientific and engineering fields, particularly when these systems are severely ill-conditioned. This work aims to provide a comprehensive comparison of various solvers designed…

Numerical Analysis · Mathematics 2024-09-24 Marcel Ferrari

In this paper, we propose a fast distributed solver for linear equations given by symmetric diagonally dominant M-Matrices. Our approach is based on a distributed implementation of the parallel solver of Spielman and Peng by considering a…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-02-12 Rasul Tutunov , Haitham Bou Ammar , Ali Jadbabaie

In this work, we propose an algorithm for solving exact sparse linear regression problems over a network in a distributed manner. Particularly, we consider the problem where data is stored among different computers or agents that seek to…

Optimization and Control · Mathematics 2022-04-04 Tu Anh-Nguyen , César A. Uribe

Numerical solution of partial differential equations on parallel computers using domain decomposition usually requires synchronization and communication among the processors. These operations often have a significant overhead in terms of…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-01-11 Soumyadip Ghosh , Jiacai Lu , Vijay Gupta , Gretar Tryggvason

Recent advances in the field of machine learning open a new era in high performance computing. Applications of machine learning algorithms for the development of accurate and cost-efficient surrogates of complex problems have already…

Numerical Analysis · Mathematics 2022-08-26 Stefanos Nikolopoulos , Ioannis Kalogeris , Vissarion Papadopoulos , George Stavroulakis

The applicability of the Parareal parallel-in-time integration scheme for the solution of a linear, two-dimensional hyperbolic acoustic-advection system, which is often used as a test case for integration schemes for numerical weather…

Computational Engineering, Finance, and Science · Computer Science 2015-10-09 Daniel Ruprecht , Rolf Krause

The linear response eigenvalue problem, which arises from many scientific and engineering fields, is quite challenging numerically for large-scale sparse/dense system, especially when it has zero eigenvalues. Based on a direct sum…

Numerical Analysis · Mathematics 2025-06-11 Yu Li , Zijing Wang , Yong Zhang

We present an algorithm for the solution of a simultaneous space-time discretization of linear parabolic evolution equations with a symmetric differential operator in space. Building on earlier work, we recast this discretization into a…

Numerical Analysis · Mathematics 2021-09-07 Raymond van Venetië , Jan Westerdiep

The modern design of industrial structures leads to very complex simulations characterized by nonlinearities, high heterogeneities, tortuous geometries... Whatever the modelization may be, such an analysis leads to the solution to a family…

Numerical Analysis · Mathematics 2012-08-22 Pierre Gosselet , Christian Rey

Multi-level numerical methods that obtain the exact solution of a linear system are presented. The methods are devised by combining ideas from the full multi-grid algorithm and perfect reconstruction filters. The problem is stated as…

Numerical Analysis · Mathematics 2015-05-14 Pablo Navarrete Michelini

We propose a novel approach to iterated sparse matrix dense matrix multiplication, a fundamental computational kernel in scientific computing and graph neural network training. In cases where matrix sizes exceed the memory of a single…

We present a fast block direct solver for the unified dynamic simulations of power systems. This solver uses a novel Q-learning based method for task scheduling. Unified dynamic simulations of power systems represent a method in which the…

Machine Learning · Computer Science 2021-10-13 Yingshi Chen , Xinli Song , HanYang Dai , Tao Liu , Wuzhi Zhong , Guoyang Wu

This manuscript is the second in a series presenting fast direct solution techniques for solving two-dimensional wave scattering problems from quasi-periodic multilayered structures. The fast direct solvers presented in the series are for…

Numerical Analysis · Mathematics 2022-04-15 Yabin Zhang , Adrianna Gillman