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It is well-known that the convergence of Krylov subspace methods to solve linear system depends on the spectrum of the coefficient matrix, moreover, it is widely accepted that for both symmetric and unsymmetric systems Krylov subspace…

Numerical Analysis · Mathematics 2011-12-13 Tao Zhao

Deflation techniques for Krylov subspace methods have seen a lot of attention in recent years. They provide means to improve the convergence speed of these methods by enriching the Krylov subspace with a deflation subspace. The most common…

Numerical Analysis · Mathematics 2017-04-26 K. Kahl , H. Rittich

We present a preconditioner based on spectral projection that is combined with a deflated Krylov subspace method for solving ill conditioned linear systems of equations. Our results show that the proposed algorithm requires many fewer…

Numerical Analysis · Mathematics 2016-09-23 Man-Chung Yeung , Craig C. Douglas , Long Lee

We explore a scaled spectral preconditioner for the efficient solution of sequences of symmetric and positive-definite linear systems. We design the scaled preconditioner not only as an approximation of the inverse of the linear system but…

Numerical Analysis · Mathematics 2024-10-04 Youssef Diouane , Selime Gürol , Oussama Mouhtal , Dominique Orban

The paper is devoted to the spectral analysis of effective preconditioners for linear systems obtained via a Finite Element approximation to diffusion-dominated convection-diffusion equations. We consider a model setting in which the…

Numerical Analysis · Mathematics 2012-09-12 Alessandro Russo , Stefano Serra Capizzano , Cristina Tablino Possio

Krylov subspace methods are a powerful tool for efficiently solving high-dimensional linear algebra problems. In this work, we study the approximation quality that a Krylov subspace provides for estimating the numerical range of a matrix.…

Numerical Analysis · Mathematics 2024-12-02 Cecilia Chen , John Urschel

A primary computational problem in kernel regression is solution of a dense linear system with the $N\times N$ kernel matrix. Because a direct solution has an O($N^3$) cost, iterative Krylov methods are often used with fast matrix-vector…

Numerical Analysis · Computer Science 2014-08-07 Balaji Vasan Srinivasan , Qi Hu , Nail A. Gumerov , Raghu Murtugudde , Ramani Duraiswami

We study the use of Krylov subspace recycling for the solution of a sequence of slowly-changing families of linear systems, where each family consists of shifted linear systems that differ in the coefficient matrix only by multiples of the…

Numerical Analysis · Mathematics 2014-10-01 Kirk M. Soodhalter , Daniel B. Szyld , Fei Xue

In this work, we propose a novel preconditioned Krylov subspace method for solving an optimal control problem of wave equations, after explicitly identifying the asymptotic spectral distribution of the involved sequence of linear…

Numerical Analysis · Mathematics 2023-07-25 Sean Hon , Jiamei Dong , Stefano Serra-Capizzano

In this thesis, the numerical solution of three different classes of problems have been studied. Specifically, new techniques have been proposed and their theoretical analysis has been performed, accompanied by a wide set of numerical…

Numerical Analysis · Mathematics 2022-05-03 Nikos Barakitis

The novel contribution of this paper relies in the proposal of a fully implicit numerical method designed for nonlinear degenerate parabolic equations, in its convergence/stability analysis, and in the study of the related computational…

Numerical Analysis · Mathematics 2010-01-20 Matteo Semplice , Marco Donatelli , Stefano Serra-Capizzano

The Poisson pressure solve resulting from the spectral element discretization of the incompressible Navier-Stokes equation requires fast, robust, and scalable preconditioning. In the current work, a parallel scaling study of…

Numerical Analysis · Mathematics 2021-12-14 Malachi Phillips , Stefan Kerkemeier , Paul Fischer

When solving linear systems with nonsymmetric Toeplitz or multilevel Toeplitz matrices using Krylov subspace methods, the coefficient matrix may be symmetrized. The preconditioned MINRES method can then be applied to this symmetrized…

Numerical Analysis · Mathematics 2019-04-15 Jennifer Pestana

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

Mixed-effects models are widely used to model data with hierarchical grouping structures and high-cardinality categorical predictor variables. However, for high-dimensional crossed random effects, current standard computations relying on…

Methodology · Statistics 2026-05-15 Pascal Kündig , Fabio Sigrist

In this paper, we describe and analyze the spectral properties of a symmetric positive definite inexact block preconditioner for a class of symmetric, double saddle-point linear systems. We develop a spectral analysis of the preconditioned…

Numerical Analysis · Mathematics 2024-05-27 Luca Bergamaschi , Angeles Martinez , John Pearson , Andreas Potschka

The solution of systems of linear(ized) equations lies at the heart of many problems in Scientific Computing. In particular for systems of large dimension, iterative methods are a primary approach. Stationary iterative methods are generally…

Numerical Analysis · Mathematics 2025-04-08 Andy Wathen

In this work, we propose a simple yet generic preconditioned Krylov subspace method for a large class of nonsymmetric block Toeplitz all-at-once systems arising from discretizing evolutionary partial differential equations. Namely, our main…

Numerical Analysis · Mathematics 2023-08-11 Sean Hon , Po Yin Fung , Jiamei Dong , Stefano Serra-Capizzano

This work is on a user-friendly reduced basis method for solving a family of parametric PDEs by preconditioned Krylov subspace methods including the conjugate gradient method, generalized minimum residual method, and bi-conjugate gradient…

Numerical Analysis · Mathematics 2026-02-24 Yuwen Li , Ludmil T. Zikatanov , Cheng Zuo

The solution of matrices with $2\times 2$ block structure arises in numerous areas of computational mathematics, such as PDE discretizations based on mixed-finite element methods, constrained optimization problems, or the implicit or steady…

Numerical Analysis · Mathematics 2023-07-07 Ben S. Southworth , Abdullah A. Sivas , Sander Rhebergen
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