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Preconditioning is a crucial operation in gradient-based numerical optimisation. It helps decrease the local condition number of a function by appropriately transforming its gradient. For a convex function, where the gradient can be…

Optimization and Control · Mathematics 2023-08-29 Dmitrii A. Pasechnyuk , Alexander Gasnikov , Martin Takáč

Ill-conditioning of the system matrix is a well-known complication in immersed finite element methods and trimmed isogeometric analysis. Elements with small intersections with the physical domain yield problematic eigenvalues in the system…

Numerical Analysis · Mathematics 2019-12-17 F. de Prenter , C. V. Verhoosel , E. H. van Brummelen , J. A. Evans , C. Messe , J. Benzaken , K. Maute

When solving linear systems with nonsymmetric Toeplitz or multilevel Toeplitz matrices using Krylov subspace methods, the coefficient matrix may be symmetrized. The preconditioned MINRES method can then be applied to this symmetrized…

Numerical Analysis · Mathematics 2019-04-15 Jennifer Pestana

The preconditioned conjugate gradient (PCG) algorithm is one of the most popular algorithms for solving large-scale linear systems Ax = b, where A is a symmetric positive definite matrix. Rather than computing residuals directly, it updates…

Numerical Analysis · Mathematics 2025-11-19 Thomas Bake , Erin Carson , Yuxin Ma

The stabilized biconjugate gradient algorithm BiCGStab recently presented by van der Vorst is applied to the inversion of the lattice fermion operator in the Wilson formulation of lattice Quantum Chromodynamics. Its computational efficiency…

High Energy Physics - Lattice · Physics 2015-06-25 A. Frommer , V. Hannemann , Th. Lippert , B. Noeckel , K. Schilling

We study a preconditioner for a Hermitian positive definite linear system, which is obtained as the solution of a matrix nearness problem based on the Bregman log determinant divergence. The preconditioner is of the form of a Hermitian…

Numerical Analysis · Mathematics 2023-12-15 Andreas Bock , Martin S. Andersen

We present a polynomial preconditioner for solving large systems of linear equations. The polynomial is derived from the minimum residual polynomial (the GMRES polynomial) and is more straightforward to compute and implement than many…

Numerical Analysis · Mathematics 2022-01-13 Jennifer A. Loe , Ronald B. Morgan

There has been a growing interest in parallel strategies for solving trajectory optimization problems. One key step in many algorithmic approaches to trajectory optimization is the solution of moderately-large and sparse linear systems.…

Optimization and Control · Mathematics 2024-03-05 Xueyi Bu , Brian Plancher

This article introduces the multi-objective adaptive order Caputo fractional gradient descent (MOAOCFGD) algorithm for solving unconstrained multi-objective problems. The proposed method performs equally well for both smooth and non-smooth…

Optimization and Control · Mathematics 2025-07-11 Barsha Shaw , Md Abu Talhamainuddin Ansary

We describe a randomized variant of the block conjugate gradient method for solving a single positive-definite linear system of equations. Our method provably outperforms preconditioned conjugate gradient with a broad-class of…

Numerical Analysis · Mathematics 2026-02-09 Tyler Chen , Caroline Huber , Ethan Lin , Hajar Zaid

Many-electron problems pose some of the greatest challenges in computational science, with important applications across many fields of modern science. Fermionic quantum Monte Carlo (QMC) methods are among the most powerful approaches to…

A generalized prefactorization of compact schemes aimed at reducing the stencil and improving the computational efficiency is proposed here in the framework of transport equations. By the prefactorization introduced here, the computational…

Numerical Analysis · Mathematics 2019-02-13 Adrian Sescu

We introduce a neural-preconditioned iterative solver for Poisson equations with mixed boundary conditions. Typical Poisson discretizations yield large, ill-conditioned linear systems. Iterative solvers can be effective for these problems,…

Numerical Analysis · Mathematics 2025-12-16 Kai Weixian Lan , Elias Gueidon , Ayano Kaneda , Julian Panetta , Joseph Teran

For real matrices of full column-rank, we analyze the conditioning of several types of normal equations that are preconditioned by a randomized preconditioner computed in lower precision. These include symmetrically preconditioned normal…

Numerical Analysis · Mathematics 2026-03-18 James E. Garrison , Ilse C. F. Ipsen

Recent advances in stochastic gradient variational inference have made it possible to perform variational Bayesian inference with posterior approximations containing auxiliary random variables. This enables us to explore a new synthesis of…

Computation · Statistics 2015-05-20 Tim Salimans , Diederik P. Kingma , Max Welling

Nonnegative matrix factorization (NMF) under the separability assumption can provably be solved efficiently, even in the presence of noise, and has been shown to be a powerful technique in document classification and hyperspectral unmixing.…

Machine Learning · Statistics 2015-04-02 Nicolas Gillis , Stephen A. Vavasis

This paper presents a method for building a preconditioner for a kernel ridge regression problem, where the preconditioner is not only effective in its ability to reduce the condition number substantially, but also efficient in its…

Numerical Analysis · Mathematics 2021-04-07 Gil Shabat , Era Choshen , Dvir Ben Or , Nadav Carmel

In the study of QCD dynamics, C* boundary conditions are physically relevant in certain cases. In this paper we study the implementation of these boundary conditions in the lattice formulation of full QCD with staggered fermions. In…

High Energy Physics - Lattice · Physics 2009-10-31 J. M. Carmona , M. D'Elia , A. Di Giacomo , B. Lucini

Preconditioning is a key component of MCMC algorithms that improves sampling efficiency by facilitating exploration of geometrically complex target distributions through an invertible map. While linear preconditioners are often sufficient…

Machine Learning · Computer Science 2025-11-05 David Nabergoj , Erik Štrumbelj

Recent literature has advocated the use of randomized methods for accelerating the solution of various matrix problems arising throughout data science and computational science. One popular strategy for leveraging randomization is to use it…

Numerical Analysis · Mathematics 2024-09-27 Boris Shustin , Haim Avron