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Related papers: Preconditioning Parametrized Linear Systems

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Decomposition is a common tool for synthesis of many physical systems. It is also used for analyzing large scale systems which then known as tearing and reconstruction. On the other hand, commutativity of cascade connected systems have…

Systems and Control · Computer Science 2020-08-13 Mehmet Emir Koksal , Ali Yakar

We study preconditioned gradient-based optimization methods where the preconditioning matrix has block-diagonal form. Such a structural constraint comes with the advantage that the update computation is block-separable and can be…

Machine Learning · Computer Science 2020-12-08 Celestine Mendler-Dünner , Aurelien Lucchi

In this paper, a class of new preconditioners based on matrix splitting are presented for generalized saddle-point linear systems, which can be viewed as further modified improvements of some recently published preconditioners. Moreover, we…

Numerical Analysis · Mathematics 2018-10-02 Zhao-Zheng Liang , Guo-Feng Zhang

We propose an augmented Lagrangian-based preconditioner to accelerate the convergence of Krylov subspace methods applied to linear systems of equations with a block three-by-three structure such as those arising from mixed finite element…

Numerical Analysis · Mathematics 2023-10-26 Fatemeh P. A. Beik , Michele Benzi

When solving linear systems arising from PDE discretizations, iterative methods (such as Conjugate Gradient, GMRES, or MINRES) are often the only practical choice. To converge in a small number of iterations, however, they have to be…

Numerical Analysis · Mathematics 2021-02-05 Bazyli Klockiewicz , Eric Darve

This paper introduces the localized sparsifying preconditioner for the pseudospectral approximations of indefinite systems on periodic structures. The work is built on top of the recently proposed sparsifying preconditioner with two major…

Numerical Analysis · Mathematics 2017-05-22 Fei Liu , Lexing Ying

In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to…

Numerical Analysis · Mathematics 2016-02-26 Bin Zheng , Luoping Chen , Xiaozhe Hu , Long Chen , Ricardo H. Nochetto , Jinchao Xu

We propose a multi-level type operator that can be used in the framework of operator (or Cald\'{e}ron) preconditioning to construct uniform preconditioners for negative order operators discretized by piecewise polynomials on a family of…

Numerical Analysis · Mathematics 2021-01-13 Rob Stevenson , Raymond van Venetië

In this paper we propose to use model reduction techniques for speeding up the diagonalization-based parallel-in-time (ParaDIAG) preconditioner, for iteratively solving all-at-once systems from evolutionary PDEs. In particular, we use the…

Numerical Analysis · Mathematics 2020-12-17 Jun Liu , Zhu Wang

Bundle adjustment is an important global optimization step in many structure from motion pipelines. Performance is dependent on the speed of the linear solver used to compute steps towards the optimum. For large problems, the current state…

Computer Vision and Pattern Recognition · Computer Science 2020-07-07 Tristan Konolige , Jed Brown

In this report, we present a versatile and efficient preconditioned Anderson acceleration (PAA) method for fixed-point iterations. The proposed framework offers flexibility in balancing convergence rates (linear, super-linear, or quadratic)…

Numerical Analysis · Mathematics 2023-10-09 Kewang Chen , Ye Ji , Matthias Möller , Cornelis Vuik

The accurate assembly of the system matrix is an important step in any code that solves partial differential equations on a mesh. We either explicitly set up a matrix, or we work in a matrix-free environment where we have to be able to…

Mathematical Software · Computer Science 2020-06-19 Charles D. Murray , Tobias Weinzierl

The approximation of $e^{tA}B$ where $A$ is a large sparse matrix and $B$ a rectangular matrix is the key ingredient in many scientific and engineering computations. A powerful tool to manage the matrix exponential function is to resort to…

Numerical Analysis · Mathematics 2014-05-06 Gang Wu , Hong-kui Pang , Jiang-li Sun

We present new algorithms to detect and correct errors in the lower-upper factorization of a matrix, or the triangular linear system solution, over an arbitrary field. Our main algorithms do not require any additional information or…

Symbolic Computation · Computer Science 2019-01-31 Jean-Guillaume Dumas , Joris Van Der Hoeven , Clément Pernet , Daniel Roche

This paper introduces a preconditioned method designed to comprehensively address the saddle point system with the aim of improving convergence efficiency. In the preprocessor construction phase, a technical approach for solving the…

Numerical Analysis · Mathematics 2024-04-10 Juan Zhang , Yiyi Luo

A parallelization of a sweeping preconditioner for 3D Helmholtz equations without large cavities is introduced and benchmarked for several challenging velocity models. The setup and application costs of the sequential preconditioner are…

Numerical Analysis · Computer Science 2013-11-26 Jack Poulson , Björn Engquist , Siwei Li , Lexing Ying

We consider the problem of finding the optimal diagonal preconditioner for a positive definite matrix. Although this problem has been shown to be solvable and various methods have been proposed, none of the existing approaches are scalable…

Numerical Analysis · Mathematics 2024-11-07 Wenzhi Gao , Zhaonan Qu , Madeleine Udell , Yinyu Ye

Preconditioning is at the core of modern many-fermion Monte Carlo algorithms, such as Hybrid Monte Carlo, where the repeated solution of a linear problem involving an ill-conditioned matrix is needed. We report on a performance comparison…

High Energy Physics - Lattice · Physics 2010-08-24 Timour Ten , Joaquín E. Drut , Timo A. Lähde

Even in cases where quantum linear solvers provide significant speedup compared to their classical counterparts, their performance depends on some of the same parameters. In particular, the condition number of the matrix which is to be…

Numerical Analysis · Mathematics 2026-05-26 Elise Fressart , Michel Nowak , Nicole Spillane

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
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