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This paper deals with the fast solution of linear systems associated with the mass matrix, in the context of isogeometric analysis. We propose a preconditioner that is both efficient and easy to implement, based on a diagonal-scaled…

Numerical Analysis · Mathematics 2020-11-30 Gabriele Loli , Giancarlo Sangalli , Mattia Tani

In this paper we consider linear systems with dense-matrices which arise from numerical solution of boundary integral equations. Such matrices can be well-approximated with $\mathcal{H}^2$-matrices. We propose several new preconditioners…

Numerical Analysis · Mathematics 2014-12-04 Daria Sushnikova , Ivan V. Oseledets

PDDSparse is a new hybrid parallelisation scheme for solving large-scale elliptic boundary value problems on supercomputers, which can be described as a Feynman-Kac formula for domain decomposition. At its core lies a stochastic linear,…

Numerical Analysis · Mathematics 2023-12-08 Francisco Bernal , Jorge Morón-Vidal

In this paper, two efficient iterative algorithms based on the simpler GMRES method are proposed for solving shifted linear systems. To make full use of the shifted structure, the proposed algorithms utilizing the deflated restarting…

Numerical Analysis · Mathematics 2021-07-26 Hong-Xiu Zhong , Xian-Ming Gu

With the recent success of representation learning methods, which includes deep learning as a special case, there has been considerable interest in developing techniques that incorporate known physical constraints into the learned…

Machine Learning · Computer Science 2024-01-02 Harsha Vardhan Tetali , Joel B. Harley , Benjamin D. Haeffele

In the context of training neural network-based approximations of solutions of parameter-dependent PDEs, we investigate the effect of preconditioning via well-conditioned frame representations of operators and demonstrate a significant…

Numerical Analysis · Mathematics 2026-02-02 Markus Bachmayr , Wolfgang Dahmen , Chenguang Duan , Mathias Oster

In this paper, a new general decomposition theory inspired from modular graph decomposition is presented. Our main result shows that, within this general theory, most of the nice algorithmic tools developed for modular decomposition are…

Data Structures and Algorithms · Computer Science 2007-05-23 Binh Minh Bui Xuan , Michel Habib , Vincent Limouzy , Fabien De Montgolfier

In this paper we present a unified framework for constructing spectrally equivalent low-order-refined discretizations for the high-order finite element de Rham complex. This theory covers diffusion problems in $H^1$, $H({\rm curl})$, and…

Numerical Analysis · Mathematics 2023-04-26 Will Pazner , Tzanio Kolev , Clark Dohrmann

Prior to the parallel solution of a large linear system, it is required to perform a partitioning of its equations/unknowns. Standard partitioning algorithms are designed using the considerations of the efficiency of the parallel…

Numerical Analysis · Mathematics 2013-11-19 Eugene Vecharynski , Yousef Saad , Masha Sosonkina

We propose $\textsf{ScaledGD($\lambda$)}$, a preconditioned gradient descent method to tackle the low-rank matrix sensing problem when the true rank is unknown, and when the matrix is possibly ill-conditioned. Using overparametrized factor…

Machine Learning · Computer Science 2026-01-01 Xingyu Xu , Yandi Shen , Yuejie Chi , Cong Ma

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

This paper presents a new stochastic preconditioning approach. For symmetric diagonally-dominant M-matrices, we prove that an incomplete LDL factorization can be obtained from random walks, and used as a preconditioner for an iterative…

Numerical Analysis · Mathematics 2007-05-23 Haifeng Qian , Sachin S. Sapatnekar

To precondition a large and sparse linear system, two direct methods for approximate factoring of the inverse are devised. The algorithms are fully parallelizable and appear to be more robust than the iterative methods suggested for the…

Numerical Analysis · Mathematics 2012-08-20 Mikko Byckling , Marko Huhtanen

Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…

Optimization and Control · Mathematics 2022-11-08 Zhaonan Qu , Wenzhi Gao , Oliver Hinder , Yinyu Ye , Zhengyuan Zhou

We propose a functional view of matrix decomposition problems on graphs such as geometric matrix completion and graph regularized dimensionality reduction. Our unifying framework is based on the key idea that using a reduced basis to…

Machine Learning · Computer Science 2021-02-08 Abhishek Sharma , Maks Ovsjanikov

When solving linear systems arising from PDE discretizations, iterative methods (such as Conjugate Gradient, GMRES, or MINRES) are often the only practical choice. To converge in a small number of iterations, however, they have to be…

Numerical Analysis · Mathematics 2021-02-05 Bazyli Klockiewicz , Eric Darve

In this paper we describe a systematic procedure to analyze the convergence of degenerate preconditioned proximal point algorithms. We establish weak convergence results under mild assumptions that can be easily employed in the context of…

Optimization and Control · Mathematics 2021-09-24 Kristian Bredies , Enis Chenchene , Dirk A. Lorenz , Emanuele Naldi

We propose a two-level iterative scheme for solving general sparse linear systems. The proposed scheme consists of a sparse preconditioner that increases the skew-symmetric part and makes the main diagonal of the coefficient matrix as close…

Numerical Analysis · Mathematics 2020-09-16 Murat Manguoglu , Volker Mehrmann

The goal of this paper is to present a theoretical and practical introduction to generalized eigendecomposition (GED), which is a robust and flexible framework used for dimension reduction and source separation in multichannel signal…

Quantitative Methods · Quantitative Biology 2022-01-31 Michael X Cohen

We propose a simple domain decomposition method for $d$-dimensional elliptic PDEs which involves an overlapping decomposition into local subdomain problems and a global coarse problem. It relies on a space-filling curve to create equally…

Numerical Analysis · Mathematics 2021-03-08 Michael Griebel , Marc-Alexander Schweitzer , Lukas Troska
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