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We develop a parallel-in-time multigrid preconditioner for augmented systems. These saddle-point systems are foundational to numerical optimization. Our preconditioner, when paired with a suitable optimization method, accelerates the…

Optimization and Control · Mathematics 2025-12-08 Radoslav Vuchkov , Eric C. Cyr , Aurya Javeed , Denis Ridzal

We propose an unconditionally robust and highly effective preconditioner for general symmetric positive definite (SPD) matrices based on structured incomplete factorization (SIF), called enhanced SIF (eSIF) preconditioner. The original SIF…

Numerical Analysis · Mathematics 2020-07-09 Jianlin Xia

Parallel multigrid is widely used as preconditioners in solving large-scale sparse linear systems. However, the current multigrid library still needs more satisfactory performance for structured grid problems regarding speed and…

Numerical Analysis · Mathematics 2025-06-30 Yi Zong , Peinan Yu , Haopeng Huang , Zhengding Hu , Xinliang Wang , Qin Wang , Chensong Zhang , Xiaowen Xu , Jian Sun , Yongxiao Zhou , Wei Xue

In this manuscript, we present a collective multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimization under uncertainty, and develop a novel convergence…

Optimization and Control · Mathematics 2024-05-20 Gabriele Ciaramella , Fabio Nobile , Tommaso Vanzan

In this paper, we present a structured solver based on the preconditioned conjugate gradient method (PCGM) for solving the linear quadratic (LQ) optimal control problem for $K \times N$ sub-systems connected in a two-dimensional (2D) grid…

Optimization and Control · Mathematics 2023-04-18 Armaghan Zafar , Ian R. Manchester

We study the solution of large symmetric positive-definite linear systems in a matrix-free setting with a limited iteration budget. We focus on the preconditioned conjugate gradient (PCG) method with spectral preconditioning. Spectral…

Numerical Analysis · Mathematics 2026-04-01 Youssef Diouane , Selime Gürol , Oussama Mouhtal , Dominique Orban

Preconditioned Krylov subspace (KSP) methods are widely used for solving large-scale sparse linear systems arising from numerical solutions of partial differential equations (PDEs). These linear systems are often nonsymmetric due to the…

Numerical Analysis · Mathematics 2018-09-05 Aditi Ghai , Cao Lu , Xiangmin Jiao

We consider the iterative solution of symmetric saddle-point matrices with a singular leading block. We develop a new ideal positive definite block diagonal preconditioner that yields a preconditioned operator with four distinct…

Numerical Analysis · Mathematics 2022-06-29 Susanne Bradley , Chen Greif

We consider iterative methods for solving the linearised Navier-Stokes equations arising from two-phase flow problems and the efficient preconditioning of such systems when using mixed finite element methods. Our target application is…

Numerical Analysis · Mathematics 2020-05-18 Niall Bootland , Alistair Bentley , Christopher Kees , Andrew Wathen

We describe a quantum algorithm that generalizes the quantum linear system algorithm [Harrow et al., Phys. Rev. Lett. 103, 150502 (2009)] to arbitrary problem specifications. We develop a state preparation routine that can initialize…

Quantum Physics · Physics 2013-06-25 B. D. Clader , B. C. Jacobs , C. R. Sprouse

Algorithms for studying transitions and instabilities in incompressible flows typically require the solution of linear systems with the full Jacobian matrix. Other popular approaches, like gradient-based design optimization and fully…

Numerical Analysis · Mathematics 2020-11-12 Sven Baars , Mark van der Klok , Jonas Thies , Fred W. Wubs

We present an efficient, robust and fully GPU-accelerated aggregation-based algebraic multigrid preconditioning technique for the solution of large sparse linear systems. These linear systems arise from the discretization of elliptic PDEs.…

Numerical Analysis · Mathematics 2014-03-10 Rajesh Gandham , Ken Esler , Yongpeng Zhang

Krylov subspace methods are linear solvers based on matrix-vector multiplications and vector operations. While easily parallelizable, they are sensitive to rounding errors and may experience convergence issues. ILU(0), an incomplete LU…

Numerical Analysis · Mathematics 2025-07-10 Tomonori Kouya

Immersed finite element methods generally suffer from conditioning problems when cut elements intersect the physical domain only on a small fraction of their volume. De Prenter et al. [Computer Methods in Applied Mechanics and Engineering,…

Numerical Analysis · Computer Science 2019-12-17 Frits de Prenter , Clemens Verhoosel , Harald van Brummelen

We propose parameter-robust preconditioners for the statically condensed linear system arising from a hybridizable discontinuous Galerkin discretization of the coupled Stokes--Darcy system. The design strategy relies on first applying the…

Numerical Analysis · Mathematics 2026-04-27 Esteban Henríquez , Miroslav Kuchta , Jeonghun J. Lee , Sander Rhebergen

We discuss techniques for accelerating the self consistent field (SCF) iteration for solving the Kohn-Sham equations. These techniques are all based on constructing approximations to the inverse of the Jacobian associated with a fixed point…

Computational Physics · Physics 2015-03-20 Lin Lin , Chao Yang

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

This paper develops the preconditioning technique as a method to address the accuracy issue caused by ill-conditioning. Given a preconditioner $M$ for an ill-conditioned linear system $Ax=b$, we show that, if the inverse of the…

Numerical Analysis · Mathematics 2017-05-15 Qiang Ye

The discretization of constrained nonlinear optimization problems arising in the field of topology optimization yields algebraic systems which are challenging to solve in practice, due to pathological ill-conditioning, strong nonlinearity…

Optimization and Control · Mathematics 2016-10-31 Michal Kocvara , Daniel Loghin , James Turner

We consider linear systems arising from the use of the finite element method for solving scalar linear elliptic problems. Our main result is that these linear systems, which are symmetric and positive semidefinite, are well approximated by…

Numerical Analysis · Mathematics 2025-10-20 Erik Boman , Bruce Hendrickson , Stephen Vavasis