Related papers: Pipelined, Flexible Krylov Subspace Methods
We study the solution of block-structured linear algebra systems arising in optimization by using iterative solution techniques. These systems are the core computational bottleneck of many problems of interest such as parameter estimation,…
When the CG method for solving linear algebraic systems was formulated about 70 years ago by Lanczos, Hestenes, and Stiefel, it was considered an iterative process possessing a mathematical finite termination property. CG was placed into a…
We propose a novel algorithm based on inexact GMRES methods for linear response calculations in density functional theory. Such calculations require iteratively solving a nested linear problem $\mathcal{E} \delta\rho = b$ to obtain the…
An approach is given for solving large linear systems that combines Krylov methods with use of two different grid levels. Eigenvectors are computed on the coarse grid and used to deflate eigenvalues on the fine grid. GMRES-type methods are…
Implicit methods and GPU parallelization are two distinct yet powerful strategies for accelerating high-order CFD algorithms. However, few studies have successfully integrated both approaches within high-speed flow solvers. The core…
We study the use of Krylov subspace recycling for the solution of a sequence of slowly-changing families of linear systems, where each family consists of shifted linear systems that differ in the coefficient matrix only by multiples of the…
Performing Bayesian inference on large spatio-temporal models requires extracting inverse elements of large sparse precision matrices for marginal variances, as well as estimating model hyperparameters. Although direct matrix factorizations…
We consider deflation and augmentation techniques for accelerating the convergence of Krylov subspace methods for the solution of nonsingular linear algebraic systems. Despite some formal similarity, the two techniques are conceptually…
We present a new Krylov subspace recycling method for solving a linear system of equations, or a sequence of slowly changing linear systems. Our approach is to reduce the computational overhead of recycling techniques while still benefiting…
Randomized iterative methods, such as the randomized Kaczmarz method, have gained significant attention for solving large-scale linear systems due to their simplicity and efficiency. Meanwhile, Krylov subspace methods have emerged as a…
The solution of sequences of shifted linear systems is a classic problem in numerical linear algebra, and a variety of efficient methods have been proposed over the years. Nevertheless, there still exist challenging scenarios witnessing a…
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…
For many applications involving a sequence of linear systems with slowly changing system matrices, subspace recycling, which exploits relationships among systems and reuses search space information, can achieve huge gains in iterations…
In recent years, topology optimization has been developed sufficiently and many researchers have concentrated on enhancing to computationally numerical algorithms for computational effectiveness of this method. Along with the development of…
We present SKA-SGD (Streaming Krylov-Accelerated Stochastic Gradient Descent), a novel optimization approach that accelerates convergence for ill-conditioned problems by projecting stochastic gradients onto a low-dimensional Krylov…
In recent years several research efforts focused on the development of high-order discontinuous Galerkin (dG) methods for scale resolving simulations of turbulent flows. Nevertheless, in the context of incompressible flow computations, the…
We present a new hybrid semi-implicit finite volume / finite element numerical scheme for the solution of incompressible and weakly compressible media. From the continuum mechanics model proposed by Godunov, Peshkov and Romenski (GPR), we…
In the numerical treatment of large-scale Sylvester and Lyapunov equations, projection methods require solving a reduced problem to check convergence. As the approximation space expands, this solution takes an increasing portion of the…
We apply novel inner-iteration preconditioned Krylov subspace methods to the interior-point algorithm for linear programming (LP). Inner-iteration preconditioners recently proposed by Morikuni and Hayami enable us to overcome the severe…
This work presents a new Krylov-subspace-recycling method for efficiently solving sequences of linear systems of equations characterized by varying right-hand sides and symmetric-positive-definite matrices. As opposed to typical truncation…