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We present a theorem that defines the direction of a preconditioned system for the bi-conjugate gradient (BiCG) method, and we extend it to preconditioned bi-Lanczos-type algorithms. We show that the direction of a preconditioned system is…

Numerical Analysis · Mathematics 2020-01-27 Shoji Itoh , Masaaki Sugihara

The preconditioned conjugate gradient (PCG) algorithm is one of the most popular algorithms for solving large-scale linear systems Ax = b, where A is a symmetric positive definite matrix. Rather than computing residuals directly, it updates…

Numerical Analysis · Mathematics 2025-11-19 Thomas Bake , Erin Carson , Yuxin Ma

Efficient numerical solvers for partial differential equations empower science and engineering. One of the commonly employed numerical solvers is the preconditioned conjugate gradient (PCG) algorithm which can solve large systems to a given…

Numerical Analysis · Mathematics 2023-09-07 Yichen Li , Peter Yichen Chen , Tao Du , Wojciech Matusik

A structured preconditioned conjugate gradient (PCG) solver is developed for the Newton steps in second-order methods for a class of constrained network optimal control problems. Of specific interest are problems with discrete-time dynamics…

Systems and Control · Electrical Eng. & Systems 2020-10-13 Armaghan Zafar , Michael Cantoni , Farhad Farokhi

In this paper, we present a structured solver based on the preconditioned conjugate gradient method (PCGM) for solving the linear quadratic (LQ) optimal control problem for $K \times N$ sub-systems connected in a two-dimensional (2D) grid…

Optimization and Control · Mathematics 2023-04-18 Armaghan Zafar , Ian R. Manchester

Properties of Superiorized Preconditioned Conjugate Gradient (SupPCG) algorithms in image reconstruction from projections are examined. Least squares (LS) is usually chosen for measuring data-inconsistency in these inverse problems.…

Numerical Analysis · Mathematics 2018-07-27 Elias S. Helou , Gabor T. Herman , Chuan Lin , Marcelo V. W. Zibetti

The use of the Preconditioned Conjugate Gradient (PCG) method for computing the Generalized Least Squares (GLS) estimator of the General Linear Model (GLM) is considered. The GLS estimator is expressed in terms of the solution of an…

Numerical Analysis · Mathematics 2025-10-17 Paolo Foschi

We introduce a class of efficient multiple right-hand side multigrid algorithm for domain wall fermions. The simultaneous solution for a modest number of right hand sides concurrently allows for a significant reduction in the time spent…

High Energy Physics - Lattice · Physics 2024-09-09 Peter A Boyle

We study the solution of large symmetric positive-definite linear systems in a matrix-free setting with a limited iteration budget. We focus on the preconditioned conjugate gradient (PCG) method with spectral preconditioning. Spectral…

Numerical Analysis · Mathematics 2026-04-01 Youssef Diouane , Selime Gürol , Oussama Mouhtal , Dominique Orban

The conjugate gradient method (CG) is typically used with a preconditioner which improves efficiency and robustness of the method. Many preconditioners include parameters and a proper choice of a preconditioner and its parameters is often…

Numerical Analysis · Mathematics 2019-06-04 Alexandr Katrutsa , Mike Botchev , George Ovchinnikov , Ivan Oseledets

A new polynomial preconditioner for symmetric complex linear systems based on Hermitian and skew-Hermitian splitting (HSS) for complex symmetric linear systems is herein presented. It applies to Conjugate Orthogonal Conjugate Gradient…

Numerical Analysis · Mathematics 2016-04-18 Enrico Bertolazzi , Marco Frego

We present a variant of the s-step Preconditioned Conjugate Gradient (PCG) method that combines a Chebyshev-stabilized Krylov basis with a Forward Gauss-Seidel (FGS) iteration for the solution of the reduced Gram systems. In s-step…

Numerical Analysis · Mathematics 2026-03-30 Pasqua D'Ambra , Massimo Bernaschi , Mauro G. Carrozzo , Stephen Thomas

This paper introduces the Nystr\"om PCG algorithm for solving a symmetric positive-definite linear system. The algorithm applies the randomized Nystr\"om method to form a low-rank approximation of the matrix, which leads to an efficient…

Numerical Analysis · Mathematics 2021-12-20 Zachary Frangella , Joel A. Tropp , Madeleine Udell

A new iteration bound for the preconditioned conjugate gradient (PCG) method is presented that more accurately captures convergence for systems with clustered eigenspectra, where the classical condition number-based bound is too…

Numerical Analysis · Mathematics 2025-11-18 Philip Soliman , Filipe Cumaru , Alexander Heinlein

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…

Numerical Analysis · Mathematics 2023-01-19 Nam G. Luu , Thanh T. Banh

We propose an adaptive mixed precision and dynamically scaled preconditioned conjugate gradient algorithm (AMP-PCG). It dynamically adjusts the precision for storing vectors and computing, exploiting low precision when appropriate, while…

Numerical Analysis · Mathematics 2025-05-08 Yichen Guo , Eric de Sturler , Tim Warburton

Achieving robust control and optimization in high-fidelity physics simulations is extremely challenging, especially for evolutionary systems whose solutions span vast scales across space, time, and physical variables. In conjunction with…

Optimization and Control · Mathematics 2025-05-29 Brian K. Tran , Ben S. Southworth , Hannah F. Blumhoefer , Samuel Olivier

We explore a scaled spectral preconditioner for the efficient solution of sequences of symmetric and positive-definite linear systems. We design the scaled preconditioner not only as an approximation of the inverse of the linear system but…

Numerical Analysis · Mathematics 2024-10-04 Youssef Diouane , Selime Gürol , Oussama Mouhtal , Dominique Orban

In this paper we introduce a parameter dependent class of Krylov-based methods, namely CD, for the solution of symmetric linear systems. We give evidence that in our proposal we generate sequences of conjugate directions, extending some…

Numerical Analysis · Mathematics 2014-08-27 Giovanni Fasano

We analyze the conjugate gradient (CG) method with variable preconditioning for solving a linear system with a real symmetric positive definite (SPD) matrix of coefficients $A$. We assume that the preconditioner is SPD on each step, and…

Numerical Analysis · Mathematics 2007-12-24 Andrew V. Knyazev , Ilya Lashuk
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