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An open problem that arises when using modern iterative linear solvers, such as the preconditioned conjugate gradient (PCG) method or Generalized Minimum RESidual method (GMRES) is how to choose the residual tolerance in the linear solver…

Numerical Analysis · Mathematics 2010-04-27 Matthew Dixon , Zhaojun Bai , Charles Brush , Francis Chung , Emin Dogrul , Tariq Kadir

This paper is devoted to studying the global and finite convergence of the semi-smooth Newton method for solving a piecewise linear system that arises in cone-constrained quadratic programming problems and absolute value equations. We first…

Optimization and Control · Mathematics 2023-01-24 Nicolas F. Armijo , Yunier Bello-Cruz , Gabriel Haeser

We propose new linear combinations of compositions of a basic second-order scheme with appropriately chosen coefficients to construct higher order numerical integrators for differential equations. They can be considered as a generalization…

Numerical Analysis · Mathematics 2024-04-25 Sergio Blanes , Fernando Casas , Luke Shaw

For uplink large-scale MIMO systems, linear minimum mean square error (MMSE) signal detection algorithm is near-optimal but involves matrix inversion with high complexity. In this paper, we propose a low-complexity signal detection…

Information Theory · Computer Science 2015-07-17 Xinyu Gao , Linglong Dai , Yuting Hu , Zhongxu Wang , Zhaocheng Wang

This paper investigates a type of fast and flexible preconditioners to solve multilinear system $\mathcal{A}\textbf{x}^{m-1}=\textbf{b}$ with $\mathcal{M}$-tensor $\mathcal{A}$ and obtains some important convergent theorems about…

Numerical Analysis · Mathematics 2021-10-08 Eisa Khosravi Dehdezi , Saeed Karimi

In this article a unified approach to iterative soft-thresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized…

Functional Analysis · Mathematics 2010-10-26 Kristian Bredies , Dirk A. Lorenz

In this paper, we study a hierarchical SSOR (HSSOR) method which could be used as a standalone method or as a smoother for a two-grid method. It is found that the method leads to faster convergence compared to more costly incomplete LU…

Numerical Analysis · Mathematics 2012-07-10 Pawan Kumar

We have introduced the generalized alternating direction implicit iteration (GADI) method for solving large sparse complex symmetric linear systems and proved its convergence properties. Additionally, some numerical results have…

Numerical Analysis · Mathematics 2024-04-19 Juan Zhang , Wenlu Xun

We introduce an iterative method named GPMR for solving 2x2 block unsymmetric linear systems. GPMR is based on a new process that reduces simultaneously two rectangular matrices to upper Hessenberg form and that is closely related to the…

Numerical Analysis · Mathematics 2021-11-16 Alexis Montoison , Dominique Orban

Two new hybrid algorithms are proposed for large-scale linear discrete ill-posed problems in general-form regularization. They are both based on Krylov subspace inner-outer iterative algorithms. At each iteration, they need to solve a…

Numerical Analysis · Mathematics 2024-09-02 Yanfei Yang

Solving a set of simultaneous linear equations is probably the most important topic in numerical methods. For solving linear equations, iterative methods are preferred over the direct methods especially when the coefficient matrix is…

Neural and Evolutionary Computing · Computer Science 2013-04-09 R. M. Jalal Uddin Jamali , M. M. A. Hashem , M. Mahfuz Hasan , Md. Bazlar Rahman

We present a class of reduced basis (RB) methods for the iterative solution of parametrized symmetric positive-definite (SPD) linear systems. The essential ingredients are a Galerkin projection of the underlying parametrized system onto a…

Numerical Analysis · Mathematics 2018-04-18 Ngoc-Cuong Nguyen , Yanlai Chen

A fundamental task in numerical computation is the solution of large linear systems. The conjugate gradient method is an iterative method which offers rapid convergence to the solution, particularly when an effective preconditioner is…

Methodology · Statistics 2018-12-18 Jon Cockayne , Chris Oates , Ilse Ipsen , Mark Girolami

Recently Ahmadi et al. (2021) and Tagliaferro (2022) proposed some iterative methods for the numerical solution of linear systems which, under the classical hypothesis of strict diagonal dominance, typically converge faster than the Jacobi…

Numerical Analysis · Mathematics 2024-04-11 Paolo Novati , Fulvio Tagliaferro , Marino Zennaro

We present a block lower triangular (BLT) preconditioner to accelerate the convergence of nthe Krylov subspace iterative methods, such as generalized minimal residual (GMRES), for solving a broad class of complex symmetric system of linear…

Numerical Analysis · Mathematics 2016-11-14 Davod Khojasteh Salkuyeh , Tahereh Salimi Siahkalaei

In this paper, we consider an efficient iterative approach to the solution of the discrete Helmholtz equation with Dirichlet, Neumann and Sommerfeld-like boundary conditions based on a compact sixth order approximation scheme and…

Numerical Analysis · Mathematics 2012-12-07 Yury Gryazin

The choice of relaxation parameter in the projected successive overrelaxation (PSOR) method for nonnegative quadratic programming problems is problem-dependent. We present novel adaptive PSOR algorithms that adaptively control the…

Optimization and Control · Mathematics 2024-09-10 Yuto Miyatake , Tomohiro Sogabe

In this paper, two efficient iterative algorithms based on the simpler GMRES method are proposed for solving shifted linear systems. To make full use of the shifted structure, the proposed algorithms utilizing the deflated restarting…

Numerical Analysis · Mathematics 2021-07-26 Hong-Xiu Zhong , Xian-Ming Gu

New iterative methods for solving linear equations are presented that are easy to use, generalize good existing methods, and appear to be faster. The new algorithms mix two kinds of linear recurrence formulas. Older methods have either high…

Numerical Analysis · Mathematics 2012-03-13 Joseph F. Grcar

This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…

Numerical Analysis · Mathematics 2025-02-05 Lucas Onisk , Malena Sabaté Landman