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In this paper, to solve a broad class of complex symmetric linear systems, we recast the complex system in a real formulation and apply the generalized successive overrelaxation (GSOR) iterative method to the equivalent real system. We then…

Numerical Analysis · Mathematics 2014-03-25 Davod Khojasteh Salkuyeh , Davod Hezari , Vahid Edalatpour

We consider the generalized successive overrelaxation (GSOR) method for solving a class of block three-by-three saddle-point problems. Based on the necessary and sufficient conditions for all roots of a real cubic polynomial to have modulus…

Numerical Analysis · Mathematics 2024-04-29 Na Huang , Yu-Hong Dai , Dominique Orban , Michael A. Saunders

In this paper we study the impact of two types of preconditioning on the numerical solution of large sparse augmented linear systems. The first preconditioning matrix is the lower triangular part whereas the second is the product of the…

Numerical Analysis · Computer Science 2015-02-10 M. A. Louka , N. M. Missirlis

Several preconditioned AOR methods have been proposed to solve system of linear equations $Ax=b$, where $A \in \mathbb{R}^{n \times n}$ is a unit Z-matrix. The aim of this paper is to give a comparison result for a class of preconditioners…

Numerical Analysis · Mathematics 2014-04-09 Davod Khojasteh Salkuyeh , Mohsen Hasani , Fatemeh Panjeh Ali Beik

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 Successive Over-Relaxation (SOR) method is a useful method for solving the sparse system of linear equations which arises from finite-difference discretization of the Poisson equation. Knowing the optimal value of the relaxation…

Numerical Analysis · Mathematics 2025-01-20 Hossein Mahmoodi Darian

Unconstrained convex optimization problems have enormous applications in various field of science and engineering. Different iterative methods are available in literature to solve such problem, and Newton method is among the oldest and…

Optimization and Control · Mathematics 2023-11-10 Santoshi Subhalaxmi Ray , Manideepa Saha

In this study, we propose the lopsided HSS (LHSS) iteration method for solving a class of complex symmetric indefinite systems of linear equations. This method employs an alternating iterative scheme, where each iteration entails solving…

Numerical Analysis · Mathematics 2025-11-27 Yusong Zhang , Zeng-Qi Wang

In this paper, we investigate the preconditioned AOR method for solving linear systems. We study two general preconditioners and propose some lower triangular, upper triangular and combination preconditioners. For $A$ being an L-matrix, a…

Numerical Analysis · Mathematics 2020-02-04 Yongzhong Song

In this paper, we further investigate and refine the subspace-constrained preconditioning technique to enhance the theoretical and numerical convergence properties of randomized iterative methods for solving linear systems. In particular,…

Numerical Analysis · Mathematics 2026-05-29 Yonghan Sun , Hou-Duo Qi , Deren Han , Jiaxin Xie

For the solution of discrete ill-posed problems, in this paper a novel preconditioned iterative method based on the Arnoldi algorithm for matrix functions is presented. The method is also extended to work in connection with Tikhonov…

Numerical Analysis · Mathematics 2011-11-18 Paolo Novati , Michela Redivo-Zaglia , Maria Rosaria Russo

This paper introduces a preconditioned method designed to comprehensively address the saddle point system with the aim of improving convergence efficiency. In the preprocessor construction phase, a technical approach for solving the…

Numerical Analysis · Mathematics 2024-04-10 Juan Zhang , Yiyi Luo

We propose using greedy and randomized Kaczmarz inner-iterations as preconditioners for the right-preconditioned flexible GMRES method to solve consistent linear systems, with a parameter tuning strategy for adjusting the number of inner…

Numerical Analysis · Mathematics 2021-02-25 Yi-Shu Du , Ken Hayami , Ning Zheng , Keiichi Morikuni , Jun-Feng Yin

Because the expense of estimating the optimal value of the relaxation parameter in the successive over-relaxation (SOR) method is usually prohibitive, the parameter is often adaptively controlled. In this paper, new adaptive SOR methods are…

Numerical Analysis · Mathematics 2019-06-04 Yuto Miyatake , Tomohiro Sogabe , Shao-Liang Zhang

In this paper we introduce an algebraic recursive multilevel incomplete factorization preconditioner, based on a distributed Schur complement formulation, for solving general linear systems. The novelty of the proposed method is to combine…

Numerical Analysis · Mathematics 2015-09-23 Yiming Bu , Bruno Carpentieri , Zhaoli Shen , Tingzhu Huang

Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…

Machine Learning · Computer Science 2025-11-21 Alan Yufei Dong , Jihao Andreas Lin , José Miguel Hernández-Lobato

A new polynomial preconditioner for symmetric complex linear systems based on Hermitian and skew-Hermitian splitting (HSS) for complex symmetric linear systems is herein presented. It applies to Conjugate Orthogonal Conjugate Gradient…

Numerical Analysis · Mathematics 2016-04-18 Enrico Bertolazzi , Marco Frego

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

Solving a linear system $Ax=b$ is a fundamental scientific computing primitive for which numerous solvers and preconditioners have been developed. These come with parameters whose optimal values depend on the system being solved and are…

Machine Learning · Computer Science 2024-05-03 Mikhail Khodak , Edmond Chow , Maria-Florina Balcan , Ameet Talwalkar

In this article we consider the iterative solution of the linear system of equations arising from the discretisation of the poly-energetic linear Boltzmann transport equation using a discontinuous Galerkin finite element approximation in…

Numerical Analysis · Mathematics 2023-10-24 Paul Houston , Matthew E. Hubbard , Thomas J. Radley
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