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This paper studies the Craig variant of the Golub-Kahan bidiagonalization algorithm as an iterative solver for linear systems with saddle point structure. Such symmetric indefinite systems in 2x2 block form arise in many applications, but…

Computational Engineering, Finance, and Science · Computer Science 2018-08-24 Mario Arioli , Carola Kruse , Ulrich Ruede , Nicolas Tardieu

We present a scalable iterative solver for high-order hybridized discontinuous Galerkin (HDG) discretizations of linear partial differential equations. It is an interplay between domain decomposition methods and HDG discretizations, and…

Numerical Analysis · Mathematics 2017-06-06 Sriramkrishnan Muralikrishnan , Minh-Binh Tran , Tan Bui-Thanh

Several recent works have developed a new, probabilistic interpretation for numerical algorithms solving linear systems in which the solution is inferred in a Bayesian framework, either directly or by inferring the unknown action of the…

Computation · Statistics 2018-10-18 Simon Bartels , Jon Cockayne , Ilse C. F. Ipsen , Philipp Hennig

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

We consider a general class of regression models with normally distributed covariates, and the associated nonconvex problem of fitting these models from data. We develop a general recipe for analyzing the convergence of iterative algorithms…

Optimization and Control · Mathematics 2021-09-22 Kabir Aladin Chandrasekher , Ashwin Pananjady , Christos Thrampoulidis

To solve many problems on graphs, graph traversals are used, the usual variants of which are the depth-first search and the breadth-first search. Implementing a graph traversal we consequently reach all vertices of the graph that belong to…

Discrete Mathematics · Computer Science 2025-02-18 A. V. Prolubnikov

Multistep matrix splitting iterations serve as preconditioning for Krylov subspace methods for solving singular linear systems. The preconditioner is applied to the generalized minimal residual (GMRES) method and the flexible GMRES (FGMRES)…

Numerical Analysis · Mathematics 2021-11-09 Keiichi Morikuni

A simple iteration methodology for the solution of a set of a linear algebraic equations is presented. The explanation of this method is based on a pure geometrical interpretation and pictorial representation. Convergence using this method…

Computational Physics · Physics 2010-12-30 Avas V. Khugaev , Renat A. Sultanov , D. Guster

We study the convergence of a random iterative sequence of a family of operators on infinite dimensional Hilbert spaces, inspired by the Stochastic Gradient Descent (SGD) algorithm in the case of the noiseless regression, as studied in [1].…

Functional Analysis · Mathematics 2022-09-02 Soumyadip Ghosh , Yingdong Lu , Tomasz J. Nowicki

In this paper, a Gauss-Seidel method with oblique direction (GSO) is proposed for finding the least-squares solution to a system of linear equations, where the coefficient matrix may be full rank or rank deficient and the system is…

Numerical Analysis · Mathematics 2021-06-02 Fang Wang , Weiguo Li , Wendi Bao , Zhonglu Lv

This paper deals with Gibbs samplers that include high dimensional conditional Gaussian distributions. It proposes an efficient algorithm that avoids the high dimensional Gaussian sampling and relies on a random excursion along a small set…

Computation · Statistics 2016-04-20 Olivier Féron , François Orieux , Jean-François Giovannelli

We establish a new iterative method for solving a class of large and sparse linear systems of equations with three-by-three block coefficient matrices having saddle point structure. Convergence properties of the proposed method are studied…

Numerical Analysis · Mathematics 2021-09-13 Hamed Aslani , Davod Khojasteh Salkuyeh , Fatemeh Panjeh Ali Beik

We develop the first stochastic incremental method for calculating the Moore-Penrose pseudoinverse of a real matrix. By leveraging three alternative characterizations of pseudoinverse matrices, we design three methods for calculating the…

Numerical Analysis · Mathematics 2019-05-02 Robert M. Gower , Peter Richtárik

In this paper, first we introduce a new mapping for finding a common fixed point of an infinite family of nonexpansive mappings then we consider iterative method for finding a common element of the set of fixed points of an infinite family…

Functional Analysis · Mathematics 2015-02-18 Vahid Darvish , S. M. Vaezpour

Mathematical models for flow and reactive transport in porous media often involve non-linear, degenerate parabolic equations. Their solutions have low regularity, and therefore lower order schemes are used for the numerical approximation.…

Numerical Analysis · Mathematics 2021-05-24 Jakub W. Both , Kundan Kumar , Jan M. Nordbotten , Iuliu Sorin Pop , Florin A. Radu

In this paper, we introduce and study a new extragradient iterative process for finding a common element of the set of fixed points of an infinite family of nonexpansive mappings and the set of solutions of a variational inequality for an…

Functional Analysis · Mathematics 2014-05-22 Ibrahim Karahan , Murat Ozdemir

In this note we give sufficient conditions for the convergence of the iterative algorithm called weighted-average consensus in directed graphs. We study the discrete-time form of this algorithm. We use standard techniques from matrix theory…

Optimization and Control · Mathematics 2013-07-30 Francisco Pedroche , Miguel Rebollo , Carlos Carrascosa , Alberto Palomares

A wide variety of different (fixed-point) iterative methods for the solution of nonlinear equations exists. In this work we will revisit a unified iteration scheme in Hilbert spaces from our previous work that covers some prominent…

Numerical Analysis · Mathematics 2019-05-17 Pascal Heid , Thomas P. Wihler

In this paper by using $W_{n}$-mapping, we introduce a composite iterative method for finding a common fixed point for infinite family of nonexpansive mappings and a solution of a certain variational inequality. Furthermore, the strong…

Functional Analysis · Mathematics 2013-08-19 Vahid Darvish , S. M. Vaezpour

Although it is relatively easy to apply, the gradient method often displays a disappointingly slow rate of convergence. Its convergence is specially based on the structure of the matrix of the algebraic linear system, and on the choice of…

Numerical Analysis · Mathematics 2025-06-03 Ibrahima Dione