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We propose a semi-proximal augmented Lagrangian based decomposition method for convex composite quadratic conic programming problems with primal block angular structures. Using our algorithmic framework, we are able to naturally derive…

Optimization and Control · Mathematics 2018-12-13 Xin-Yee Lam , Defeng Sun , Kim-Chuan Toh

Self-consistent approaches to superfluid many-fermion systems in 3-dimensions (and subsequent time-dependent approaches) require a large number of diagonalizations of very large dimension hermitian matrices, which results in enormous…

Nuclear Theory · Physics 2017-04-12 Shi Jin , Aurel Bulgac , Kenneth Roche , Gabriel Wlazłowski

In the present paper, we present some numerical methods for computing approximate solutions to some large differential linear matrix equations. In the first part of this work, we deal with differential generalized Sylvester matrix equations…

Numerical Analysis · Computer Science 2018-05-28 M. Hached , K. Jbilou

This paper presents an Euler--Lagrange system for a continuous-time model of the accelerated gradient methods in smooth convex optimization and proposes an associated Lyapunov-function-based convergence analysis framework. Recently,…

Optimization and Control · Mathematics 2024-04-05 Mitsuru Toyoda , Akatsuki Nishioka , Mirai Tanaka

This work proposes and analyzes a fully discrete numerical scheme for solving the Landau-Lifshitz-Gilbert (LLG) equation, which achieves fourth-order spatial accuracy and third-order temporal accuracy.Spatially, fourth-order accuracy is…

Numerical Analysis · Mathematics 2025-10-30 Changjian Xie , Cheng Wang

In the present study, we establish two new block variants of the Conjugate Orthogonal Conjugate Gradient (COCG) and the Conjugate A-Orthogonal Conjugate Residual (COCR) Krylov subspace methods for solving complex symmetric linear systems…

Numerical Analysis · Mathematics 2016-01-21 Xian-Ming Gu , Bruno Carpentieri , Ting-Zhu Huang , Jing Meng

This paper discusses the theory and numerical method of two-scale analysis for the multiscale Landau-Lifshitz-Gilbert equation in composite ferromagnetic materials. The novelty of this work can be summarized in three aspects: Firstly, the…

Numerical Analysis · Mathematics 2024-03-25 Xiaofei Guan , Hang Qi , Zhiwei Sun

The overlap Dirac operator in lattice QCD requires the computation of the sign function of a matrix. While this matrix is usually Hermitian, it becomes non-Hermitian in the presence of a quark chemical potential. We show how the action of…

High Energy Physics - Lattice · Physics 2016-02-09 J. Bloch , A. Frommer , B. Lang , T. Wettig

A generalized skew-symmetric Lanczos bidiagonalization (GSSLBD) method is proposed to compute several extreme eigenpairs of a large matrix pair $(A,B)$, where $A$ is skew-symmetric and $B$ is symmetric positive definite. The underlying…

Numerical Analysis · Mathematics 2026-03-24 Jinzhi Huang

In this paper, we present a new approach for model reduction of large scale first and second order dynamical systems with multiple inputs and multiple outputs (MIMO). This approach is based on the projection of the initial problem onto…

Numerical Analysis · Computer Science 2019-03-19 Yassine Kaouane , Khalide Jbilou

We propose a variational splitting technique for the generalized-$\alpha$ method to solve hyperbolic partial differential equations. We use tensor-product meshes to develop the splitting method, which has a computational cost that grows…

Numerical Analysis · Mathematics 2019-11-12 Pouria Behnoudfar , Quanling Deng , Victor M. Calo

We have introduced the generalized alternating direction implicit iteration (GADI) method for solving large sparse complex symmetric linear systems and proved its convergence properties. Additionally, some numerical results have…

Numerical Analysis · Mathematics 2024-04-19 Juan Zhang , Wenlu Xun

We describe a number of recently developed techniques for improving the performance of large-scale nuclear configuration interaction calculations on high performance parallel computers. We show the benefit of using a preconditioned block…

Numerical Analysis · Computer Science 2017-12-29 Meiyue Shao , Hasan Metin Aktulga , Chao Yang , Esmond G. Ng , Pieter Maris , James P. Vary

A comprehensive and detailed account is presented for the finite-temperature many-body perturbation theory for electrons that expands in power series all thermodynamic functions on an equal footing. Algebraic recursions in the style of the…

Statistical Mechanics · Physics 2021-09-21 So Hirata

We introduce a generalized framework for studying higher-order versions of the multiscale method known as Localized Orthogonal Decomposition. Through a suitable reformulation, we are able to accommodate both conforming and nonconforming…

Numerical Analysis · Mathematics 2025-06-25 Moritz Hauck , Alexei Lozinski , Roland Maier

The Lanczos algorithm, introduced by Cornelius Lanczos, has been known for a long time and is widely used in computational physics. While often employed to approximate extreme eigenvalues and eigenvectores of an operator, recently interest…

Statistical Mechanics · Physics 2025-08-12 J. Eckseler , M. Pieper , J. Schnack

We provide convergence rates for Krylov subspace solutions to the trust-region and cubic-regularized (nonconvex) quadratic problems. Such solutions may be efficiently computed by the Lanczos method and have long been used in practice. We…

Optimization and Control · Mathematics 2019-01-03 Yair Carmon , John C. Duchi

GMRES is one of the most popular iterative methods for the solution of large linear systems of equations that arise from the discretization of linear well-posed problems, such as Dirichlet boundary value problems for elliptic partial…

Numerical Analysis · Mathematics 2018-06-19 Silvia Gazzola , Silvia Noschese , Paolo Novati , Lothar Reichel

This contribution is dedicated to the exploration of exponential operator splitting methods for the time integration of evolution equations. It entails the review of previous achievements as well as the depiction of novel results. The…

Numerical Analysis · Mathematics 2024-10-18 Sergio Blanes , Fernando Casas , Cesareo Gonzalez , Mechthild Thalhammer

Recently, there has been significant progress in the development of distributed first order methods. (At least) two different types of methods, designed from very different perspectives, have been proposed that achieve both exact and linear…

Information Theory · Computer Science 2017-12-27 Dusan Jakovetic