Related papers: The inverse fast multipole method: using a fast ap…
A primary computational problem in kernel regression is solution of a dense linear system with the $N\times N$ kernel matrix. Because a direct solution has an O($N^3$) cost, iterative Krylov methods are often used with fast matrix-vector…
The computational cost of many signal processing and machine learning techniques is often dominated by the cost of applying certain linear operators to high-dimensional vectors. This paper introduces an algorithm aimed at reducing the…
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,…
In many problems in Computational Physics and Chemistry, one finds a special kind of sparse matrices, termed "banded matrices". These matrices, which are defined as having non-zero entries only within a given distance from the main…
Several applied problems may produce large sparse matrices with a small number of dense rows and/or columns, which can adversely affect the performance of commonly used direct solvers. By posing the problem as a saddle point system, an…
We introduce a new general purpose multiresolution preconditioner for symmetric linear systems. Most existing multiresolution preconditioners use some standard wavelet basis that relies on knowledge of the geometry of the underlying domain.…
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…
We propose a method for the construction of preconditioners of parameter-dependent matrices for the solution of large systems of parameter-dependent equations. The proposed method is an interpolation of the matrix inverse based on a…
We present a sparse matrix permutation from graph theory that gives stable incomplete Lower-Upper (LU) preconditioners necessary for iterative solutions to the steady state density matrix for quantum optomechanical systems. This reordering…
When solving partial differential equations (PDEs) using finite difference or finite element methods, efficient solvers are required for handling large sparse linear systems. In this paper, a recursive sparse LU decomposition for matrices…
The Interior-Point Methods are a class for solving linear programming problems that rely upon the solution of linear systems. At each iteration, it becomes important to determine how to solve these linear systems when the constraint matrix…
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…
A linearly implicit conservative difference scheme is applied to discretize the attractive coupled nonlinear Schr\"odinger equations with fractional Laplacian. Complex symmetric linear systems can be obtained, and the system matrices are…
The convergence rates of iterative methods for solving a linear system $\mathbf{A} x = b$ typically depend on the condition number of the matrix $\mathbf{A}$. Preconditioning is a common way of speeding up these methods by reducing that…
In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…
In this paper we show how to recover a spectral approximations to broad classes of structured matrices using only a polylogarithmic number of adaptive linear measurements to either the matrix or its inverse. Leveraging this result we obtain…
Fast multipole methods (FMM) were originally developed for accelerating $N$-body problems for particle-based methods. FMM is more than an $N$-body solver, however. Recent efforts to view the FMM as an elliptic Partial Differential Equation…
Can linear systems be solved faster than matrix multiplication? While there has been remarkable progress for the special cases of graph structured linear systems, in the general setting, the bit complexity of solving an $n \times n$ linear…
Among optimal hierarchical algorithms for the computational solution of elliptic problems, the Fast Multipole Method (FMM) stands out for its adaptability to emerging architectures, having high arithmetic intensity, tunable accuracy, and…
The solution of a sparse system of linear equations is ubiquitous in scientific applications. Iterative methods, such as the Preconditioned Conjugate Gradient method (PCG), are normally chosen over direct methods due to memory and…