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A sparse matrix is called double irregular sparse if it has at least one relatively dense column and row, and it is double regular sparse if all the columns and rows of it are sparse. The sparse approximate inverse preconditioning…

Numerical Analysis · Mathematics 2019-09-24 Zhongxiao Jia , Wenjie Kang

The SPAI algorithm, a sparse approximate inverse preconditioning technique for large sparse linear systems, proposed by Grote and Huckle [SIAM J. Sci. Comput., 18 (1997), pp.~838--853.], is based on the F-norm minimization and computes a…

Numerical Analysis · Mathematics 2018-08-29 Zhongxiao Jia , Wenjie Kang

The main computational cost of algorithms for computing reduced-order models of parametric dynamical systems is in solving sequences of very large and sparse linear systems. We focus on efficiently solving these linear systems, arising…

Numerical Analysis · Mathematics 2018-09-19 Navneet Pratap Singh , Kapil Ahuja

Recently a new algorithm for model reduction of second order linear dynamical systems with proportional damping, the Adaptive Iterative Rational Global Arnoldi (AIRGA) algorithm, has been proposed. The main computational cost of the AIRGA…

Numerical Analysis · Mathematics 2017-02-15 Navneet Pratap Singh , Kapil Ahuja , Heike Fassbender

We present a new deep learning paradigm for the generation of sparse approximate inverse (SPAI) preconditioners for matrix systems arising from the mesh-based discretization of elliptic differential operators. Our approach is based upon the…

Machine Learning · Computer Science 2024-05-21 Mou Li , He Wang , Peter K. Jimack

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

Many engineering problems involve solving large linear systems of equations. Conjugate gradient (CG) is one of the most popular iterative methods for solving such systems. However, CG typically requires a good preconditioner to speed up…

Numerical Analysis · Mathematics 2023-10-05 Sanjay Suresh , Krishnan Suresh

Hardware trends have motivated the development of mixed precision algo-rithms in numerical linear algebra, which aim to decrease runtime while maintaining acceptable accuracy. One recent development is the development of an adaptive…

Numerical Analysis · Mathematics 2023-07-11 Noaman Khan , Erin Carson

Although some preconditioners are available for solving dense linear systems, there are still many matrices for which preconditioners are lacking, in particular in cases where the size of the matrix $N$ becomes very large. There remains…

Numerical Analysis · Mathematics 2016-02-05 Pieter Coulier , Hadi Pouransari , Eric Darve

In this paper we propose and analyze new efficient sparse approximate inverse (SPAI) smoothers for solving the two-dimensional (2D) and three-dimensional (3D) Laplacian linear system with geometric multigrid methods. Local Fourier analysis…

Numerical Analysis · Mathematics 2022-06-14 Yunhui He , Jun Liu , Xiang-Sheng Wang

We deal with interval parametric systems of linear equations and the goal is to solve such systems, which basically comes down to finding an enclosure for a parametric solution set. Obviously we want this enclosure to be as tight as…

Numerical Analysis · Mathematics 2025-10-07 Iwona Skalna , Milan Hladík

We consider the problem of finding the optimal diagonal preconditioner for a positive definite matrix. Although this problem has been shown to be solvable and various methods have been proposed, none of the existing approaches are scalable…

Numerical Analysis · Mathematics 2024-11-07 Wenzhi Gao , Zhaonan Qu , Madeleine Udell , Yinyu Ye

Generally, discretization of partial differential equations (PDEs) creates a sequence of linear systems $A_k x_k = b_k, k = 0, 1, 2, ..., N$ with well-known and structured sparsity patterns. Preconditioners are often necessary to achieve…

Numerical Analysis · Mathematics 2024-06-26 Rishad Islam , Arielle Carr , Colin Jacobs

We consider the iterative solution of large linear systems of equations in which the coefficient matrix is the sum of two terms, a sparse matrix $A$ and a possibly dense, rank deficient matrix of the form $\gamma UU^T$, where $\gamma > 0$…

Numerical Analysis · Mathematics 2022-11-08 Michele Benzi , Chiara Faccio

Preconditioners are generally essential for fast convergence in the iterative solution of linear systems of equations. However, the computation of a good preconditioner can be expensive. So, while solving a sequence of many linear systems,…

Numerical Analysis · Mathematics 2020-12-21 Arielle Grim-McNally , Eric de Sturler , Serkan Gugercin

We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…

Data Structures and Algorithms · Computer Science 2025-04-14 Michał Dereziński , Christopher Musco , Jiaming Yang

Sparse linear system solvers are computationally expensive kernels that lie at the heart of numerous applications. This paper proposes a flexible preconditioning framework to substantially reduce the time and energy requirements of this…

Emerging Technologies · Computer Science 2021-07-16 Vasileios Kalantzis , Anshul Gupta , Lior Horesh , Tomasz Nowicki , Mark S. Squillante , Chai Wah Wu

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

An effective power based parallel preconditioner is proposed for general large sparse linear systems. The preconditioner combines a power series expansion method with some low-rank correction techniques, where the Sherman-Morrison-Woodbury…

Numerical Analysis · Mathematics 2020-02-04 Qingqing Zheng , Yuanzhe Xi , Yousef Saad

With the commercial availability of mixed precision hardware, mixed precision GMRES-based iterative refinement schemes have emerged as popular approaches for solving sparse linear systems. Existing analyses of these approaches, however, are…

Numerical Analysis · Mathematics 2022-09-02 Erin Carson , Noaman Khan
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