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Blind gain and phase calibration (BGPC) is a bilinear inverse problem involving the determination of unknown gains and phases of the sensing system, and the unknown signal, jointly. BGPC arises in numerous applications, e.g., blind albedo…
Stochastic approximation methods play a central role in maximum likelihood estimation problems involving intractable likelihood functions, such as marginal likelihoods arising in problems with missing or incomplete data, and in parametric…
An approach is given for solving large linear systems that combines Krylov methods with use of two different grid levels. Eigenvectors are computed on the coarse grid and used to deflate eigenvalues on the fine grid. GMRES-type methods are…
A linear program with linear complementarity constraints (LPCC) requires the minimization of a linear objective over a set of linear constraints together with additional linear complementarity constraints. This class has emerged as a…
In recent years, a distributed Douglas-Rachford splitting method (DDRSM) has been proposed to tackle multi-block separable convex optimization problems. This algorithm offers relatively easier subproblems and greater efficiency for…
We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…
The computation of the partial generalized singular value decomposition (GSVD) of large-scale matrix pairs can be approached by means of iterative methods based on expanding subspaces, particularly Krylov subspaces. We consider the joint…
We analyze the convergence of the Conjugate Gradient (CG) method in exact arithmetic, when the coefficient matrix $A$ is symmetric positive semidefinite and the system is consistent. To do so, we diagonalize $A$ and decompose the algorithm…
In this article, we propose an accuracy-assuring technique for finding a solution for unsymmetric linear systems. Such problems are related to different areas such as image processing, computer vision, and computational fluid dynamics.…
The Kaczmarz method for solving linear systems of equations is an iterative algorithm that has found many applications ranging from computer tomography to digital signal processing. Despite the popularity of this method, useful theoretical…
We develop a multigrid solver for the second biharmonic problem in the context of Isogeometric Analysis (IgA), where we also allow a zero-order term. In a previous paper, the authors have developed an analysis for the first biharmonic…
In this paper, we focus on solving a sequence of linear systems with an identical (or similar) coefficient matrix. For this type of problems, we investigate the subspace correction and deflation methods, which use an auxiliary matrix…
Augmented Lagrangian (AL) methods are a well known class of algorithms for solving constrained optimization problems. They have been extended to the solution of saddle-point systems of linear equations. We study an AL (SPAL) algorithm for…
In applications of linear algebra including nuclear physics and structural dynamics, there is a need to deal with uncertainty in the matrices. We focus on matrices that depend on a set of parameters $\omega$ and we are interested in the…
We introduce Markov chain Monte Carlo (MCMC) algorithms based on numerical approximations of piecewise-deterministic Markov processes obtained with the framework of splitting schemes. We present unadjusted as well as adjusted algorithms,…
Two-level stochastic optimization formulations have become instrumental in a number of machine learning contexts such as continual learning, neural architecture search, adversarial learning, and hyperparameter tuning. Practical stochastic…
In this paper we present efficient computational and symbolic algorithms for solving a nearly pentadiagonal linear systems. The implementation of the algorithms using Computer Algebra Systems (CAS)such as MAPLE, MACSYMA, MATHEMATICA, and…
Solving structured systems of linear equations in a non-centralized fashion is an important step in many distributed optimization and control algorithms. Fast convergence is required in manifold applications. Known decentralized algorithms,…
This study focuses on addressing the challenge of solving the reduced biquaternion equality constrained least squares (RBLSE) problem. We develop algebraic techniques to derive real and complex solutions for the RBLSE problem by utilizing…
The $k$-step Lanczos bidiagonalization reduces a matrix $A\in\mathbb{R}^{m\times n}$ into a bidiagonal form $B_k\in\mathbb{R}^{(k+1)\times k}$ while generates two orthonormal matrices $U_{k+1}\in\mathbb{R}^{m\times (k+1)}$ and…