English
Related papers

Related papers: The inverse fast multipole method: using a fast ap…

200 papers

Convex sparsity-inducing regularizations are ubiquitous in high-dimensional machine learning, but solving the resulting optimization problems can be slow. To accelerate solvers, state-of-the-art approaches consist in reducing the size of…

Machine Learning · Statistics 2018-06-07 Mathurin Massias , Alexandre Gramfort , Joseph Salmon

Efficient solutions of large-scale, ill-conditioned and indefinite algebraic equations are ubiquitously needed in numerous computational fields, including multiphysics simulations, machine learning, and data science. Because of their…

Mathematical Software · Computer Science 2026-05-25 Xiaoye Sherry Li , Yang Liu

This paper presents the sparsifying preconditioner for the time-harmonic Maxwell's equations in the integral formulation. Following the work on sparsifying preconditioner for the Lippmann-Schwinger equation, this paper generalizes that…

Numerical Analysis · Mathematics 2018-11-14 Fei Liu , Lexing Ying

The hierarchical interpolative factorization for elliptic partial differential equations is a fast algorithm for approximate sparse matrix inversion in linear or quasilinear time. Its accuracy can degrade, however, when applied to strongly…

Numerical Analysis · Mathematics 2019-04-09 Jordi Feliu-Fabà , Kenneth L. Ho , Lexing Ying

Neural preconditioners for real-time physics simulation offer promising data-driven priors, but they often fail to capture long-range couplings efficiently because they inherit local message passing or sparse-operator access patterns. We…

Graphics · Computer Science 2026-05-15 Carl Osborne , Minghao Guo , Crystal Owens , Wojciech Matusik

We aim to solve the incompressible Navier-Stokes equations within the complex microstructure of a porous material. Discretizing the equations on a fine grid using a staggered (e.g., marker-and-cell, mixed FEM) scheme results in a nonlinear…

Numerical Analysis · Mathematics 2025-10-28 Kangan Li , Yashar Mehmani

An effective power based parallel preconditioner is proposed for general large sparse linear systems. The preconditioner combines a power series expansion method with some low-rank correction techniques, where the Sherman-Morrison-Woodbury…

Numerical Analysis · Mathematics 2020-02-04 Qingqing Zheng , Yuanzhe Xi , Yousef Saad

The convergence of the conjugate gradient method for solving large-scale and sparse linear equation systems depends on the spectral properties of the system matrix, which can be improved by preconditioning. In this paper, we develop a…

Optimization and Control · Mathematics 2024-10-25 Paul Häusner , Ozan Öktem , Jens Sjölund

In the present study, the efficiency of preconditioners for solving linear systems associated with the discretized variable-density incompressible Navier-Stokes equations with semiimplicit second-order accuracy in time and spectral accuracy…

An efficient direct solver for volume integral equations with O(N) complexity for a broad range of problems is presented. The solver relies on hierarchical compression of the discretized integral operator, and exploits that off-diagonal…

Numerical Analysis · Mathematics 2013-05-16 Eduardo Corona , Per-Gunnar Martinsson , Denis Zorin

A fast direct inversion scheme for the large sparse systems of linear equations resulting from the discretization of elliptic partial differential equations in two dimensions is given. The scheme is described for the particular case of a…

Numerical Analysis · Mathematics 2007-07-02 Per-Gunnar Martinsson

Despite hundreds of papers on preconditioned linear systems of equations, there remains a significant lack of comprehensive performance benchmarks comparing various preconditioners for solving symmetric positive definite (SPD) systems. In…

Numerical Analysis · Mathematics 2025-05-28 Marc A. Tunnell , David F. Gleich

Scaling hyperparameter optimisation to very large datasets remains an open problem in the Gaussian process community. This paper focuses on iterative methods, which use linear system solvers, like conjugate gradients, alternating…

Machine Learning · Computer Science 2025-01-14 Jihao Andreas Lin , Shreyas Padhy , Bruno Mlodozeniec , Javier Antorán , José Miguel Hernández-Lobato

We develop a robust matrix-free, communication avoiding parallel, high-degree polynomial preconditioner for the Conjugate Gradient method for large and sparse symmetric positive definite linear systems. We discuss the selection of a scaling…

Numerical Analysis · Mathematics 2022-08-03 L. Bergamaschi , M. Ferronato , G. Isotton , C. Janna , A. Martinez

In this paper, we consider the matrices approximated in H2 format. The direct solution, as well as the preconditioning, of systems with such matrices is a challenging problem. We propose a non-extensive sparse factorization of the H2 matrix…

Numerical Analysis · Mathematics 2018-05-01 Daria Sushnikova , Ivan Oseledets

The complex-shifted Laplacian systems arising in a wide range of applications. In this work, we propose an absolute-value based preconditioner for solving the complex-shifted Laplacian system. In our approach, the complex-shifted Laplacian…

Numerical Analysis · Mathematics 2024-08-02 Xuelei Lin , Congcong Li , Sean Hon

Incomplete LU factorizations of sparse matrices are widely used as preconditioners in Krylov subspace methods to speed up solving linear systems. Unfortunately, computing the preconditioner itself can be time-consuming and sensitive to…

Machine Learning · Computer Science 2024-12-12 Paul Häusner , Aleix Nieto Juscafresa , Jens Sjölund

This paper presents a scalable physics-based block preconditioner for mixed-dimensional models in beam-solid interaction and their application in engineering. In particular, it studies the linear systems arising from a regularized…

Computational Engineering, Finance, and Science · Computer Science 2024-08-09 Max Firmbach , Ivo Steinbrecher , Alexander Popp , Matthias Mayr

The goal of this work is to present a fast and viable approach for the numerical solution of the high-contrast state problems arising in topology optimization. The optimization process is iterative, and the gradients are obtained by an…

Numerical Analysis · Mathematics 2020-06-25 Miguel Zambrano , Sintya Serrano , Boyan S. Lazarov , Juan Galvis

We design two classes of ultra-fast meta-solvers for linear systems arising after discretizing PDEs by combining neural operators with either simple iterative solvers, e.g., Jacobi and Gauss-Seidel, or with Krylov methods, e.g., GMRES and…

Numerical Analysis · Mathematics 2024-12-03 Youngkyu Lee , Shanqing Liu , Jerome Darbon , George Em Karniadakis