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A non-overlapping domain decomposition algorithm is proposed to solve the linear system arising from mixed finite element approximation of incompressible Stokes equations. A continuous finite element space for the pressure is used. In the…

Numerical Analysis · Mathematics 2012-04-10 Jing Li , Xuemin Tu

We consider an iterative eigensolver for Schr\"odinger equations that constructs low-rank approximations of eigenfunctions with accuracy-adapted ranks, with particular focus on fermionic Schr\"odinger equations in second-quantized form and…

Numerical Analysis · Mathematics 2026-04-20 Markus Bachmayr , Sebastian Krämer , Max Pfeffer

The paper introduces a novel, hierarchical preconditioner based on nested dissection and hierarchical matrix compression. The preconditioner is intended for continuous and discontinuous Galerkin formulations of elliptic problems. We exploit…

Numerical Analysis · Mathematics 2022-01-31 Boris Bonev , Jan S. Hesthaven

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,…

Optimization and Control · Mathematics 2022-11-08 Zhaonan Qu , Wenzhi Gao , Oliver Hinder , Yinyu Ye , Zhengyuan Zhou

Adaptive regularization methods pre-multiply a descent direction by a preconditioning matrix. Due to the large number of parameters of machine learning problems, full-matrix preconditioning methods are prohibitively expensive. We show how…

Machine Learning · Computer Science 2020-11-19 Naman Agarwal , Brian Bullins , Xinyi Chen , Elad Hazan , Karan Singh , Cyril Zhang , Yi Zhang

In this paper, we propose a low-rank coordinate descent approach to structured semidefinite programming with diagonal constraints. The approach, which we call the Mixing method, is extremely simple to implement, has no free parameters, and…

Optimization and Control · Mathematics 2026-05-12 Po-Wei Wang , Wei-Cheng Chang , J. Zico Kolter

In this work, we consider the low rank decomposition (SDPR) of general convex semidefinite programming problems (SDP) that contain both a positive semidefinite matrix and a nonnegative vector as variables. We develop a rank-support-adaptive…

Optimization and Control · Mathematics 2023-12-14 Tianyun Tang , Kim-Chuan Toh

Similarity matrix serves as a fundamental tool at the core of numerous downstream machine-learning tasks. However, missing data is inevitable and often results in an inaccurate similarity matrix. To address this issue, Similarity Matrix…

Machine Learning · Computer Science 2024-10-01 Changyi Ma , Runsheng Yu , Xiao Chen , Youzhi Zhang

The dynamical low-rank (DLR) approximation is an efficient technique to approximate the solution to matrix differential equations. Recently, the DLR method was applied to radiation transport calculations to reduce memory requirements and…

Computational Physics · Physics 2022-11-23 Zhuogang Peng , Ryan G. McClarren

Structured Low-Rank Approximation is a problem arising in a wide range of applications in Numerical Analysis and Engineering Sciences. Given an input matrix $M$, the goal is to compute a matrix $M'$ of given rank $r$ in a linear or affine…

Numerical Analysis · Computer Science 2014-10-28 Éric Schost , Pierre-Jean Spaenlehauer

This paper introduces a new preconditioning technique that is suitable for matrices arising from the discretization of a system of PDEs on unstructured grids. The preconditioner satisfies a so-called filtering property, which ensures that…

Numerical Analysis · Computer Science 2011-03-17 Laura Grigori , Frédéric Nataf

We derive eigenvalue bounds for symmetric block-tridiagonal multiple saddle-point systems preconditioned with block-diagonal Schur complement matrices. This analysis applies to an arbitrary number of blocks and accounts for the case where…

Numerical Analysis · Mathematics 2026-02-06 Marco Pilotto , Luca Bergamaschi , Angeles Martinez

Adjoint variable method in combination with gradient descent optimization has been widely used for the inverse design of nanophotonic devices. In many of such optimizations, the design region is only a small fraction of the total…

Computational Physics · Physics 2019-07-24 Nathan Zhao , Salim Boutami , Shanhui Fan

Multiscale or multiphysics problems often involve coupling of partial differential equations posed on domains of different dimensionality. In this work we consider a simplified model problem of a 3d-1d coupling and the main objective is to…

Numerical Analysis · Mathematics 2018-09-25 Miroslav Kuchta , Kent-Andre Mardal , Mikael Mortensen

Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…

Machine Learning · Computer Science 2023-10-18 Rajarshi Saha , Varun Srivastava , Mert Pilanci

We present optimal preconditioners for a recently introduced hybridized discontinuous Galerkin finite element discretization of the Stokes equations. Typical of hybridized discontinuous Galerkin methods, the method has degrees-of-freedom…

Numerical Analysis · Mathematics 2023-07-06 Sander Rhebergen , Garth N. Wells

The prohibitive sizes of Large Language Models (LLMs) today make it difficult to deploy them on memory-constrained edge devices. This work introduces $\rm CALDERA$ -- a new post-training LLM compression algorithm that harnesses the inherent…

Machine Learning · Computer Science 2024-11-05 Rajarshi Saha , Naomi Sagan , Varun Srivastava , Andrea J. Goldsmith , Mert Pilanci

We show that Laplacian and symmetric diagonally dominant (SDD) matrices can be well approximated by linear-sized sparse Cholesky factorizations. We show that these matrices have constant-factor approximations of the form $L L^{T}$, where…

Data Structures and Algorithms · Computer Science 2015-08-14 Yin Tat Lee , Richard Peng , Daniel A. Spielman

We consider the problem of robust face recognition in which both the training and test samples might be corrupted because of disguise and occlusion. Performance of conventional subspace learning methods and recently proposed sparse…

Computer Vision and Pattern Recognition · Computer Science 2019-12-18 Wen Zhao , Xiao-Jun Wu , He-Feng Yin , Zi-Qi Li

The discretization of certain integral equations, e.g., the first-kind Fredholm equation of Laplace's equation, leads to symmetric positive-definite linear systems, where the coefficient matrix is dense and often ill-conditioned. We…

Numerical Analysis · Mathematics 2022-08-22 Chao Chen , George Biros