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The paper discusses a reuse of matrix factorization as a building block in the Augmented Lagrangian (AL) and modified AL preconditioners for non-symmetric saddle point linear algebraic systems. The strategy is applied to solve…

Numerical Analysis · Mathematics 2022-01-19 Maxim Olshanskii , Alexander Zhiliakov

We introduce a parallel algorithm to construct a preconditioner for solving a large, sparse linear system where the coefficient matrix is a Laplacian matrix (a.k.a., graph Laplacian). Such a linear system arises from applications such as…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-05-30 Tianyu Liang , Chao Chen , Yotam Yaniv , Hengrui Luo , David Tench , Xiaoye S. Li , Aydin Buluc , James Demmel

In this paper, we introduce and analyze a new $LU$-factorization technique for square matrices over idempotent semifields. In particular, more emphasis is put on "max-plus" algebra here, but the work is extended to other idempotent…

Commutative Algebra · Mathematics 2019-06-24 Sedighe Jamshidvand , Shaban Ghalandarzadeh , Amirhossein Amiraslani , Fateme Olia

The main computational cost of algorithms for computing reduced-order models of parametric dynamical systems is in solving sequences of very large and sparse linear systems. We focus on efficiently solving these linear systems, arising…

Numerical Analysis · Mathematics 2018-09-19 Navneet Pratap Singh , Kapil Ahuja

Motivated by the theory of self-duality which provides a variational formulation and resolution for non self-adjoint partial differential equations \cite{G1, G2}, we propose new templates for solving large non-symmetric linear systems. The…

Numerical Analysis · Mathematics 2008-01-28 Nassif Ghoussoub , Amir Moradifam

Solving optimization problems with transient PDE-constraints is computationally costly due to the number of nonlinear iterations and the cost of solving large-scale KKT matrices. These matrices scale with the size of the spatial…

Numerical Analysis · Mathematics 2023-05-09 Eric C. Cyr

We introduce a new class of preconditioners to enable flexible GMRES to find a least-squares solution, and potentially the pseudoinverse solution, of large-scale sparse, asymmetric, singular, and potentially inconsistent systems. We develop…

Numerical Analysis · Mathematics 2022-01-13 Xiangmin Jiao , Qiao Chen

A combination of block-Jacobi and deflation preconditioning is used to solve a high-order discontinuous element-based collocation discretization of the Schur complement of the Poisson-Neumann system as arises in the operator splitting of…

Numerical Analysis · Mathematics 2016-01-15 Sumedh Joshi , Peter Diamessis

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…

Numerical Analysis · Mathematics 2011-11-18 Paolo Novati , Michela Redivo-Zaglia , Maria Rosaria Russo

In this paper, we present a preconditioned variant of the generalized successive overrelaxation (GSOR) iterative method for solving a broad class of complex symmetric linear systems. We study conditions under which the spectral radius of…

Numerical Analysis · Mathematics 2014-10-10 Davod Hezari , Vahid Edalatpour , Davod Khojasteh Salkuyeh

In this work, we propose a parallel-in-time solver for linear and nonlinear ordinary differential equations. The approach is based on an efficient multilevel solver of the Schur complement related to a multilevel time partition. For linear…

Numerical Analysis · Mathematics 2017-09-20 Santiago Badia , Marc Olm

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 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

As integrated circuits become increasingly complex, the demand for efficient and accurate simulation solvers continues to rise. Traditional solvers often struggle with large-scale sparse systems, leading to prolonged simulation times and…

Numerical Analysis · Mathematics 2025-09-12 Zijian Zhang , Rui Hong , Xuesong Chen , Shuting Cai

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,…

Numerical Analysis · Mathematics 2021-01-18 Luca Bergamaschi , Jacek Gondzio , Ángeles Martínez , John W. Pearson , Spyridon Pougkakiotis

We develop a robust and efficient iterative method for hyper-elastodynamics based on a novel continuum formulation recently developed. The numerical scheme is constructed based on the variational multiscale formulation and the…

Numerical Analysis · Mathematics 2019-02-20 Ju Liu , Alison L. Marsden

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

This note proposes an efficient preconditioner for solving linear and semi-linear parabolic equations. With the Crank-Nicholson time stepping method, the algebraic system of equations at each time step is solved with the conjugate gradient…

Numerical Analysis · Mathematics 2021-05-11 Jordi Feliu-Fabà , Lexing Ying

This paper introduces the recursive sweeping preconditioner for the numerical solution of the Helmholtz equation in 3D. This is based on the earlier work of the sweeping preconditioner with the moving perfectly matched layers (PMLs). The…

Numerical Analysis · Mathematics 2015-02-26 Fei Liu , Lexing Ying

We apply preconditioning, which is widely used in classical solvers for linear systems $A\textbf{x}=\textbf{b}$, to the variational quantum linear solver. By utilizing incomplete LU factorization as a preconditioner for linear equations…