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We study geometric properties of Krylov projection methods for large and sparse linear Hamiltonian systems. We consider in particular energy preservation. We discuss the connection to structure preserving model reduction. We illustrate the…

Numerical Analysis · Mathematics 2018-08-22 Elena Celledoni , Lu Li

We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…

Computational Engineering, Finance, and Science · Computer Science 2018-12-04 Ivan Dokmanić , Joan Bruna , Stéphane Mallat , Maarten de Hoop

In this work, we collect data from runs of Krylov subspace methods and pipelined Krylov algorithms in an effort to understand and model the impact of machine noise and other sources of variability on performance. We find large variability…

Mathematical Software · Computer Science 2021-03-24 Hannah Morgan , Patrick Sanan , Matthew G. Knepley , Richard Tran Mills

The authors propose a recycling Krylov subspace method for the solution of a sequence of self-adjoint linear systems. Such problems appear, for example, in the Newton process for solving nonlinear equations. Ritz vectors are automatically…

Numerical Analysis · Mathematics 2015-03-13 André Gaul , Nico Schlömer

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

Markov chains that describe interacting subsystems suffer, on the one hand, from state space explosion but lead, on the other hand, to highly structured matrices. In this work, we propose a novel tensor-based algorithm to address such…

Numerical Analysis · Mathematics 2016-05-23 Matthias Bolten , Karsten Kahl , Daniel Kressner , Francisco Macedo , Sonja Sokolović

The effectiveness of projection methods for solving systems of linear inequalities is investigated. It is shown that they have a computational advantage over some alternatives and that this makes them successful in real-world applications.…

Optimization and Control · Mathematics 2009-12-23 Y. Censor , W. Chen , P. L. Combettes , R. Davidi , G. T. Herman

This work is on a user-friendly reduced basis method for solving a family of parametric PDEs by preconditioned Krylov subspace methods including the conjugate gradient method, generalized minimum residual method, and bi-conjugate gradient…

Numerical Analysis · Mathematics 2026-02-24 Yuwen Li , Ludmil T. Zikatanov , Cheng Zuo

Ill-conditioning of the system matrix is a well-known complication in immersed finite element methods and trimmed isogeometric analysis. Elements with small intersections with the physical domain yield problematic eigenvalues in the system…

Numerical Analysis · Mathematics 2019-12-17 F. de Prenter , C. V. Verhoosel , E. H. van Brummelen , J. A. Evans , C. Messe , J. Benzaken , K. Maute

Tikhonov regularization is a widely used technique in solving inverse problems that can enforce prior properties on the desired solution. In this paper, we propose a Krylov subspace based iterative method for solving linear inverse problems…

Numerical Analysis · Mathematics 2023-08-15 Haibo Li

Many subsurface engineering applications involve tight-coupling between fluid flow, solid deformation, fracturing, and similar processes. To better understand the complex interplay of different governing equations, and therefore design…

We propose a two-level iterative scheme for solving general sparse linear systems. The proposed scheme consists of a sparse preconditioner that increases the skew-symmetric part and makes the main diagonal of the coefficient matrix as close…

Numerical Analysis · Mathematics 2020-09-16 Murat Manguoglu , Volker Mehrmann

We introduce and compare new compression approaches to obtain regularized solutions of large linear systems which are commonly encountered in large scale inverse problems. We first describe how to approximate matrix vector operations with a…

Numerical Analysis · Mathematics 2016-08-12 Sergey Voronin , Dylan Mikesell , Guust Nolet

The Krylov subspace projection approach is a well-established tool for the reduced order modeling of dynamical systems in the time domain. In this paper, we address the main issues obstructing the application of this powerful approach to…

Mathematical Physics · Physics 2012-04-16 Vladimir Druskin , Rob Remis

In compressed sensing, the sensing matrix is assumed perfectly known. However, there exists perturbation in the sensing matrix in reality due to sensor offsets or noise disturbance. Directions-of-arrival (DoA) estimation with off-grid…

Signal Processing · Electrical Eng. & Systems 2019-06-04 Cheng-Yu Hung , Mostafa Kaveh

Preconditioning for overdetermined least-squares problems has received comparatively little attention, and designing methods that are both effective and memory-efficient remains challenging. We propose a class of ILU-based preconditioners…

Numerical Analysis · Mathematics 2026-03-31 Jennifer Scott , Miroslav Tůma

In this paper, we consider an efficient iterative approach to the solution of the discrete Helmholtz equation with Dirichlet, Neumann and Sommerfeld-like boundary conditions based on a compact sixth order approximation scheme and…

Numerical Analysis · Mathematics 2012-12-07 Yury Gryazin

In this paper, we are concerned with efficiently solving the sequences of regularized linear least squares problems associated with employing Tikhonov-type regularization with regularization operators designed to enforce edge recovery. An…

Numerical Analysis · Mathematics 2023-06-29 Matthias Bolten , Scott P. MacLachlan , Misha E. Kilmer

We present a perturbative technique for modeling the scattering of light by a nonlinear material. This approach eliminates the need for an iterative algorithm to solve the fully coupled nonlinear problem. We demonstrate its effectiveness in…

Optics · Physics 2026-04-01 Jérémy Itier , Gilles Renversez , Frédéric Zolla

Iterative algorithms are instrumental in modern numerical simulation for solving systems arising from the discretization of PDEs. They face however significant challenges in industrial applications, such as slow convergence, limit cycle…

Numerical Analysis · Mathematics 2026-05-05 Jeremy Kalfoun , Guillaume Pierrot , John Cagnol