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Enlarged Krylov subspace methods and their s-step versions were introduced [7] in the aim of reducing communication when solving systems of linear equations Ax = b. These enlarged CG methods consist of enlarging the Krylov subspace by a…

Numerical Analysis · Mathematics 2024-09-18 Sophie M. Moufawad

We consider symmetric positive definite systems of linear equations with multiple right-hand sides. The seed conjugate gradient method solves one right-hand side with the conjugate gradient method and simultaneously projects over the Krylov…

Mathematical Physics · Physics 2014-08-27 Abdou M. Abdel-Rehim , Ronald B. Morgan , Walter Wilcox

We introduce iterative methods named TriCG and TriMR for solving symmetric quasi-definite systems based on the orthogonal tridiagonalization process proposed by Saunders, Simon and Yip in 1988. TriCG and TriMR are tantamount to…

Numerical Analysis · Mathematics 2021-08-04 Alexis Montoison , Dominique Orban

This article introduces randomized block Gram-Schmidt process (RBGS) for QR decomposition. RBGS extends the single-vector randomized Gram-Schmidt (RGS) algorithm and inherits its key characteristics such as being more efficient and having…

Numerical Analysis · Mathematics 2025-02-25 Oleg Balabanov , Laura Grigori

This paper studies the Craig variant of the Golub-Kahan bidiagonalization algorithm as an iterative solver for linear systems with saddle point structure. Such symmetric indefinite systems in 2x2 block form arise in many applications, but…

Computational Engineering, Finance, and Science · Computer Science 2018-08-24 Mario Arioli , Carola Kruse , Ulrich Ruede , Nicolas Tardieu

A new approach is discussed for solving large nonsymmetric systems of linear equations with multiple right-hand sides. The first system is solved with a deflated GMRES method that generates eigenvector information at the same time that the…

Mathematical Physics · Physics 2007-07-05 Ronald B. Morgan , Walter Wilcox

The block Kaczmarz method and its variants are designed for solving the over-determined linear system. They involve iteratively projecting the current point onto the solution space of a subset of constraints. In this work, by alternately…

Numerical Analysis · Mathematics 2023-11-02 Nian-Ci Wu , Yang Zhou , Zhaolu Tian

In this paper, we develop two new randomized block-coordinate optimistic gradient algorithms to approximate a solution of nonlinear equations in large-scale settings, which are called root-finding problems. Our first algorithm is…

Optimization and Control · Mathematics 2025-06-12 Quoc Tran-Dinh , Yang Luo

The conjugate gradient (CG) method is a classic Krylov subspace method for solving symmetric positive definite linear systems. We introduce an analogous semi-conjugate gradient (SCG) method for unsymmetric positive definite linear systems.…

Numerical Analysis · Mathematics 2022-06-09 Na Huang , Yu-Hong Dai , Dominique Orban , Michael A Saunders

The cyclic block coordinate descent-type (CBCD-type) methods, which performs iterative updates for a few coordinates (a block) simultaneously throughout the procedure, have shown remarkable computational performance for solving strongly…

Optimization and Control · Mathematics 2017-11-23 Xingguo Li , Tuo Zhao , Raman Arora , Han Liu , Mingyi Hong

For Hermitian positive definite linear systems and eigenvalue problems, the eigCG algorithm is a memory efficient algorithm that solves the linear system and simultaneously computes some of its eigenvalues. The algorithm is based on the…

High Energy Physics - Lattice · Physics 2010-02-19 Abdou Abdel-Rehim , Kostas Orginos , Andreas Stathopoulos

Science and engineering problems frequently require solving a sequence of dual linear systems. Besides having to store only few Lanczos vectors, using the BiConjugate Gradient method (BiCG) to solve dual linear systems has advantages for…

Numerical Analysis · Mathematics 2015-03-17 Kapil Ahuja , Eric de Sturler , Serkan Gugercin , Eun R. Chang

Solving structured systems of linear equations in a non-centralized fashion is an important step in many distributed optimization and control algorithms. Fast convergence is required in manifold applications. Known decentralized algorithms,…

Optimization and Control · Mathematics 2021-09-03 Alexander Engelmann , Timm Faulwasser

The Conjugate Gradient method (CGM) is known to be the fastest generic iterative method for solving linear systems with symmetric sign definite matrices. In this paper, we modify this method so that it could find fundamental solitary waves…

Pattern Formation and Solitons · Physics 2015-05-13 Taras I. Lakoba

Conventional learning methods simplify the bilinear model by regarding two intrinsically coupled factors independently, which degrades the optimization procedure. One reason lies in the insufficient training due to the asynchronous gradient…

Computer Vision and Pattern Recognition · Computer Science 2020-06-17 Li'an Zhuo , Baochang Zhang , Linlin Yang , Hanlin Chen , Qixiang Ye , David Doermann , Guodong Guo , Rongrong Ji

A coarse grid correction (CGC) approach is proposed to enhance the efficiency of the matrix exponential and $\varphi$ matrix function evaluations. The approach is intended for iterative methods computing the matrix-vector products with…

Numerical Analysis · Mathematics 2024-04-23 Mike A. Botchev

At physical light quark masses, efficient linear solvers are crucial for carrying out the millions of inversions of the Dirac matrix required for obtaining high statistics in quark correlation functions. Adaptive algebraic multi-grid…

High Energy Physics - Lattice · Physics 2022-01-12 Shuhei Yamamoto , Simone Bacchio , Jacob Finkenrath

The conjugate gradient (CG) method is an efficient iterative method for solving large-scale strongly convex quadratic programming (QP). In this paper we propose some generalized CG (GCG) methods for solving the $\ell_1$-regularized…

Optimization and Control · Mathematics 2016-02-15 Zhaosong Lu , Xiaojun Chen

We investigate the application of Krylov space methods to the solution of shifted linear systems of the form (A+\sigma) x - b = 0 for several values of \sigma simultaneously, using only as many matrix-vector operations as the solution of a…

High Energy Physics - Lattice · Physics 2007-05-23 B. Jegerlehner

We present variants of the Conjugate Gradient (CG), Conjugate Residual (CR), and Generalized Minimal Residual (GMRES) methods which are both pipelined and flexible. These allow computation of inner products and norms to be overlapped with…

Numerical Analysis · Mathematics 2016-09-16 Patrick Sanan , Sascha M. Schnepp , Dave. A. May