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We propose a parametric integral probability metric (IPM) to measure the discrepancy between two probability measures. The proposed IPM leverages a specific parametric family of discriminators, such as single-node neural networks with ReLU…

Machine Learning · Statistics 2025-04-29 Yuha Park , Kunwoong Kim , Insung Kong , Yongdai Kim

This work presents a matrix-free finite element solver for finite-strain elasticity adopting an $hp$-multigrid preconditioner. Compared to classical algorithms relying on a global sparse matrix, matrix-free solution strategies significantly…

Computational Engineering, Finance, and Science · Computer Science 2024-12-09 Richard Schussnig , Niklas Fehn , Peter Munch , Martin Kronbichler

Model-based iterative reconstruction plays a key role in solving inverse problems. However, the associated minimization problems are generally large-scale, nonsmooth, and sometimes even nonconvex, which present challenges in designing…

Image and Video Processing · Electrical Eng. & Systems 2025-10-21 Tao Hong , Zhaoyi Xu , Jason Hu , Jeffrey A. Fessler

In this research, to solve the large indefinite least squares problem, we firstly transform its normal equation into a sparse block three-by-three linear systems, then use GMRES method with an accelerated preconditioner to solve it. The…

Numerical Analysis · Mathematics 2025-05-26 Jun Li , Lingsheng Meng

In this paper we introduce an algebraic recursive multilevel incomplete factorization preconditioner, based on a distributed Schur complement formulation, for solving general linear systems. The novelty of the proposed method is to combine…

Numerical Analysis · Mathematics 2015-09-23 Yiming Bu , Bruno Carpentieri , Zhaoli Shen , Tingzhu Huang

We present a modified version of the PRESB preconditioner for two-by-two block system of linear equations with the coefficient matrix $$\textbf{A}=\left(\begin{array}{cc} F & -G^* G & F \end{array}\right),$$ where $F\in\mathbb{C}^{n\times…

Numerical Analysis · Mathematics 2024-05-15 Owe Axelsson , Dovod Khojasteh Slakuyeh

Linear programming (LP) is an extremely useful tool and has been successfully applied to solve various problems in a wide range of areas, including operations research, engineering, economics, or even more abstract mathematical areas such…

Data Structures and Algorithms · Computer Science 2020-03-19 Agniva Chowdhury , Palma London , Haim Avron , Petros Drineas

Iterative solvers for large-scale linear systems such as Krylov subspace methods can diverge when the linear system is ill-conditioned, thus significantly reducing the applicability of these iterative methods in practice for…

Numerical Analysis · Mathematics 2025-07-24 Vasileios Kalantzis , Mark S. Squillante , Chai Wah Wu

In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…

Numerical Analysis · Mathematics 2021-01-18 Luca Bergamaschi , Jacek Gondzio , Ángeles Martínez , John W. Pearson , Spyridon Pougkakiotis

We consider using the preconditioned-Krylov subspace method to solve the system of linear equations with a three-by-three block structure. By making use of the three-by-three block structure, eight inexact block factorization…

Numerical Analysis · Mathematics 2022-11-18 Sheng-Zhong Song , Zheng-Da Huang

We present a novel preconditioning technique for Krylov subspace algorithms to solve fluid-structure interaction (FSI) linearized systems arising from finite element discretizations. An outer Krylov subspace solver preconditioned with a…

Numerical Analysis · Mathematics 2019-10-01 Sara Calandrini , Eugenio Aulisa , Guoyi Ke

Efficient numerical solvers for partial differential equations empower science and engineering. One of the commonly employed numerical solvers is the preconditioned conjugate gradient (PCG) algorithm which can solve large systems to a given…

Numerical Analysis · Mathematics 2023-09-07 Yichen Li , Peter Yichen Chen , Tao Du , Wojciech Matusik

This work introduces HyParLyVe (Hyperplane Partitioned Lyapunov Verifier), a novel algorithm for sound and complete verification of neural Lyapunov candidates by interpreting shallow ReLU networks as hyperplane arrangements. This…

Systems and Control · Electrical Eng. & Systems 2026-05-06 Jesse Wayment , Brian Yarbrough , Jingbo Wang , Shreyas Sundaram , Philip E. Paré

Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and…

Numerical Analysis · Mathematics 2017-03-14 Kai Yang , Hadi Pouransari , Eric Darve

Advanced Krylov subspace methods are investigated for the solution of large sparse linear systems arising from stiff adjoint-based aerodynamic shape optimization problems. A special attention is paid to the flexible inner-outer GMRES…

Numerical Analysis · Mathematics 2024-04-30 Mehdi Jadoui , Christophe Blondeau , Emeric Martin , Florent Renac , François-Xavier Roux

The geometric iterative method (GIM) is widely used in data interpolation/fitting, but its slow convergence affects the computational efficiency. Recently, much work was done to guarantee the acceleration of GIM in the literature. In this…

Numerical Analysis · Mathematics 2023-04-11 Chengzhi Liu , Yue Qiu , Li Zhang

We study first-order methods with preconditioning for solving structured nonlinear convex optimization problems. We propose a new family of preconditioners generated by symmetric polynomials. They provide first-order optimization methods…

Optimization and Control · Mathematics 2023-01-31 Nikita Doikov , Anton Rodomanov

Despite hundreds of papers on preconditioned linear systems of equations, there remains a significant lack of comprehensive performance benchmarks comparing various preconditioners for solving symmetric positive definite (SPD) systems. In…

Numerical Analysis · Mathematics 2025-05-28 Marc A. Tunnell , David F. Gleich

This paper introduces the hierarchical interpolative factorization for integral equations (HIF-IE) associated with elliptic problems in two and three dimensions. This factorization takes the form of an approximate generalized LU…

Numerical Analysis · Mathematics 2015-04-21 Kenneth L. Ho , Lexing Ying

The convergence of the conjugate gradient method for solving large-scale and sparse linear equation systems depends on the spectral properties of the system matrix, which can be improved by preconditioning. In this paper, we develop a…

Optimization and Control · Mathematics 2024-10-25 Paul Häusner , Ozan Öktem , Jens Sjölund
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