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We propose an adaptive multigrid preconditioning technology for solving linear systems arising from Discontinuous Petrov-Galerkin (DPG) discretizations. Unlike standard multigrid techniques, this preconditioner involves only trace spaces…

Numerical Analysis · Mathematics 2020-10-15 Socratis Petrides , Leszek Demkowicz

Several recent works have developed a new, probabilistic interpretation for numerical algorithms solving linear systems in which the solution is inferred in a Bayesian framework, either directly or by inferring the unknown action of the…

Computation · Statistics 2018-10-18 Simon Bartels , Jon Cockayne , Ilse C. F. Ipsen , Philipp Hennig

Uniform preconditioners for operators of negative order discretized by (dis)continuous piecewise polynomials of any order are constructed from a boundedly invertible operator of opposite order discretized by continuous piecewise linears.…

Numerical Analysis · Mathematics 2020-02-04 Rob Stevenson , Raymond van Venetië

The hierarchical interpolative factorization for elliptic partial differential equations is a fast algorithm for approximate sparse matrix inversion in linear or quasilinear time. Its accuracy can degrade, however, when applied to strongly…

Numerical Analysis · Mathematics 2019-04-09 Jordi Feliu-Fabà , Kenneth L. Ho , Lexing Ying

Branes and defects in topological Landau-Ginzburg models are described by matrix factorisations. We revisit the problem of deforming them and discuss various deformation methods as well as their relations. We have implemented these…

High Energy Physics - Theory · Physics 2012-06-28 Nils Carqueville , Laura Dowdy , Andreas Recknagel

Sylvester matrix equations are ubiquitous in scientific computing. However, few solution techniques exist for their generalized multiterm version, as they now arise in an increasingly large number of applications. In this work, we consider…

Numerical Analysis · Mathematics 2024-03-04 Yannis Voet

In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to…

Numerical Analysis · Mathematics 2016-02-26 Bin Zheng , Luoping Chen , Xiaozhe Hu , Long Chen , Ricardo H. Nochetto , Jinchao Xu

We develop a robust matrix-free, communication avoiding parallel, high-degree polynomial preconditioner for the Conjugate Gradient method for large and sparse symmetric positive definite linear systems. We discuss the selection of a scaling…

Numerical Analysis · Mathematics 2022-08-03 L. Bergamaschi , M. Ferronato , G. Isotton , C. Janna , A. Martinez

Solving the normal equations corresponding to large sparse linear least-squares problems is an important and challenging problem. For very large problems, an iterative solver is needed and, in general, a preconditioner is required to…

Numerical Analysis · Mathematics 2022-01-04 Hussam Al Daas , Pierre Jolivet , Jennifer Scott

Matrix completion is a problem that arises in many data-analysis settings where the input consists of a partially-observed matrix (e.g., recommender systems, traffic matrix analysis etc.). Classical approaches to matrix completion assume…

Machine Learning · Computer Science 2017-05-02 Natali Ruchansky , Mark Crovella , Evimaria Terzi

Large linear systems are ubiquitous in modern computational science and engineering. The main recipe for solving them is the use of Krylov subspace iterative methods with well-designed preconditioners. Recently, GNNs have been shown to be a…

Machine Learning · Computer Science 2025-02-04 Vladislav Trifonov , Alexander Rudikov , Oleg Iliev , Yuri M. Laevsky , Ivan Oseledets , Ekaterina Muravleva

In this paper, we develop a (preconditioned) GMRES solver based on integer arithmetic, and introduce an iterative refinement framework for the solver. We describe the data format for the coefficient matrix and vectors for the solver that is…

Numerical Analysis · Mathematics 2021-03-04 Takeshi Iwashita , Kengo Suzuki , Takeshi Fukaya

In this paper, we are interested in an efficient numerical method for the mixed-dimensional approach to modeling single-phase flow in fractured porous media. The model introduces fractures and their intersections as lower-dimensional…

Numerical Analysis · Mathematics 2019-06-03 Ana Budiša , Xiaozhe Hu

We develop a simple algorithmic framework to solve large-scale symmetric positive definite linear systems. At its core, the framework relies on two components: (1) a norm-convergent iterative method (i.e. smoother) and (2) a preconditioner.…

Numerical Analysis · Mathematics 2013-02-18 Xiaozhe Hu , Shuhong Wu , Xiao-Hui Wu , Jinchao Xu , Chen-Song Zhang , Shiquan Zhang , Ludmil Zikatanov

Leveraging second-order information about the loss at the scale of deep networks is one of the main lines of approach for improving the performance of current optimizers for deep learning. Yet, existing approaches for accurate full-matrix…

Machine Learning · Computer Science 2024-06-06 Ionut-Vlad Modoranu , Aleksei Kalinov , Eldar Kurtic , Elias Frantar , Dan Alistarh

In this paper, we propose a probabilistic model for computing an interpolative decomposition (ID) in which each column of the observed matrix has its own priority or importance, so that the end result of the decomposition finds a set of…

Machine Learning · Computer Science 2022-09-30 Jun Lu , Joerg Osterrieder

With the advent of sophisticated cameras, the urge to capture high-quality images has grown enormous. However, the noise contamination of the images results in substandard expectations among the people; thus, image denoising is an essential…

Image and Video Processing · Electrical Eng. & Systems 2024-07-19 Kelum Gajamannage , Yonggi Park , S. M. Mallikarjunaiah , Sunil Mathur

In this article a new family of preconditioners is introduced for symmetric positive definite linear systems. The new preconditioners, called the AWG preconditioners (for Algebraic-Woodbury-GenEO) are constructed algebraically. By this, we…

Numerical Analysis · Mathematics 2021-06-22 Loïc Gouarin , Nicole Spillane

Gaussian processes are flexible probabilistic regression models which are widely used in statistics and machine learning. However, a drawback is their limited scalability to large data sets. To alleviate this, full-scale approximations…

Methodology · Statistics 2026-01-13 Tim Gyger , Reinhard Furrer , Fabio Sigrist

Multistep matrix splitting iterations serve as preconditioning for Krylov subspace methods for solving singular linear systems. The preconditioner is applied to the generalized minimal residual (GMRES) method and the flexible GMRES (FGMRES)…

Numerical Analysis · Mathematics 2021-11-09 Keiichi Morikuni