Related papers: Iterative solutions to the steady state density ma…
Efficient structural reanalysis for high-rank modification plays an important role in engineering computations which require repeated evaluations of structural responses, such as structural optimization and probabilistic analysis. To…
In this paper, we present a novel sufficient condition for the stability of discrete-time linear systems that can be represented as a set of piecewise linear constraints, which make them suitable for quadratic programming optimization…
Recent contributions in the field of quantum state tomography have shown that, despite the exponential growth of Hilbert space with the number of subsystems, tomography of one-dimensional quantum systems may still be performed efficiently…
In this article we present a new multigrid preconditioner for the linear systems arising in the semismooth Newton method solution of certain control-constrained, quadratic distributed optimal control problems. Using a piecewise constant…
We consider the problem of finding a sparse solution for an underdetermined linear system of equations when the known parameters on both sides of the system are subject to perturbation. This problem is particularly relevant to…
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…
We consider quadrature formulas of high order in time based on Radau-type, L-stable implicit Runge-Kutta schemes to solve time dependent stiff PDEs. Instead of solving a large nonlinear system of equations, we develop a method that performs…
We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…
Learning a stable Linear Dynamical System (LDS) from data involves creating models that both minimize reconstruction error and enforce stability of the learned representation. We propose a novel algorithm for learning stable LDSs. Using a…
We present a fast sparse matrix permutation algorithm tailored to linear systems arising from triangle meshes. Our approach produces nested-dissection-style permutations while significantly reducing permutation runtime overhead. Rather than…
In this paper, we study a $\tau$-matrix approximation based preconditioner for the linear systems arising from discretization of unsteady state Riesz space fractional diffusion equation with non-separable variable coefficients. The…
Sparse linear system solvers are computationally expensive kernels that lie at the heart of numerous applications. This paper proposes a flexible preconditioning framework to substantially reduce the time and energy requirements of this…
Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…
It was recently established that for convex optimization problems with sparse optimal solutions (be it entry-wise sparsity or matrix rank-wise sparsity) it is possible to design first-order methods with linear convergence rates that depend…
Iterative sketching and sketch-and-precondition are randomized algorithms used for solving overdetermined linear least-squares problems. When implemented in exact arithmetic, these algorithms produce high-accuracy solutions to least-squares…
We propose an algorithm to compute the dynamics of articulated rigid-bodies with different sensor distributions. Prior to the on-line computations, the proposed algorithm performs an off-line optimisation step to simplify the computational…
We study an ill-posed linear inverse problem, where a binary sequence will be reproduced using a sparce matrix. According to the previous study, this model can theoretically provide an optimal compression scheme for an arbitrary distortion…
Preconditioning of a linear system obtained from spectral discretization of time-dependent PDEs often results in a full matrix which is expensive to compute and store specially when the problem size increases. A matrix-free implementation…
This paper presents a partial state-feedback reduced-order switching predictive model designed to support the next-generation lithography roadmap. The proposed approach addresses the trade-off between increasing the number of measurements…
This paper presents a fast iterative solver for Lippmann-Schwinger equation for high-frequency waves scattered by a smooth medium with a compactly supported inhomogeneity. The solver is based on the sparsifying preconditioner and a domain…