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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

This work aims to accelerate the convergence of proximal gradient methods used to solve regularized linear inverse problems. This is achieved by designing a polynomial-based preconditioner that targets the eigenvalue spectrum of the normal…

The goal of this paper is to propose preconditioners for the system of linear equations that arises from a discretization of fourth order elliptic problems using spectral element methods. These preconditioners are constructed using…

Numerical Analysis · Mathematics 2016-08-31 Akhlaq Husain , Arbaz Khan

The solution of linear inverse problems when the unknown parameters outnumber data requires addressing the problem of a nontrivial null space. After restating the problem within the Bayesian framework, a priori information about the unknown…

Numerical Analysis · Mathematics 2015-03-25 Daniela Calvetti , Francesca Pitolli , Erkki Somersalo , Barbara Vantaggi

This paper develops the preconditioning technique as a method to address the accuracy issue caused by ill-conditioning. Given a preconditioner $M$ for an ill-conditioned linear system $Ax=b$, we show that, if the inverse of the…

Numerical Analysis · Mathematics 2017-05-15 Qiang Ye

We develop a simple algorithmic framework to solve large-scale symmetric positive definite linear systems. At its core, the framework relies on two components: (1) a norm-convergent iterative method (i.e. smoother) and (2) a preconditioner.…

Numerical Analysis · Mathematics 2013-02-18 Xiaozhe Hu , Shuhong Wu , Xiao-Hui Wu , Jinchao Xu , Chen-Song Zhang , Shiquan Zhang , Ludmil Zikatanov

Preconditioning of a linear system obtained from spectral discretization of time-dependent PDEs often results in a full matrix which is expensive to compute and store specially when the problem size increases. A matrix-free implementation…

Statistics Theory · Mathematics 2016-06-09 A. Ghasemi , L. K. Taylor

Deflation techniques for Krylov subspace methods have seen a lot of attention in recent years. They provide means to improve the convergence speed of these methods by enriching the Krylov subspace with a deflation subspace. The most common…

Numerical Analysis · Mathematics 2017-04-26 K. Kahl , H. Rittich

We describe a randomized Krylov-subspace method for estimating the spectral condition number of a real matrix A or indicating that it is numerically rank deficient. The main difficulty in estimating the condition number is the estimation of…

Numerical Analysis · Computer Science 2018-08-31 Haim Avron , Alex Druinsky , Sivan Toledo

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…

Numerical Analysis · Mathematics 2014-10-01 Kirk M. Soodhalter , Daniel B. Szyld , Fei Xue

Numerical solution of discrete PDEs corresponding to saddle point problems is highly relevant to physical systems such as Stokes flow. However, scaling up numerical solvers for such systems is often met with challenges in efficiency and…

Numerical Analysis · Mathematics 2024-08-23 Yutian Tao , Eftychios Sifakis

Large linear systems are ubiquitous in modern computational science and engineering. The main recipe for solving them is the use of Krylov subspace iterative methods with well-designed preconditioners. Recently, GNNs have been shown to be a…

Machine Learning · Computer Science 2025-02-04 Vladislav Trifonov , Alexander Rudikov , Oleg Iliev , Yuri M. Laevsky , Ivan Oseledets , Ekaterina Muravleva

Most efficient linear solvers use composable algorithmic components, with the most common model being the combination of a Krylov accelerator and one or more preconditioners. A similar set of concepts may be used for nonlinear algebraic…

Numerical Analysis · Mathematics 2016-07-15 Peter R. Brune , Matthew G. Knepley , Barry F. Smith , Xuemin Tu

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 propose a geometry-aware strategy for training neural preconditioners tailored to parametrized linear systems arising from the discretization of mixed-dimensional partial differential equations (PDEs). These systems are typically…

Numerical Analysis · Mathematics 2025-07-22 Nunzio Dimola , Alessandro Coclite , Paolo Zunino

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

We deal with interval parametric systems of linear equations and the goal is to solve such systems, which basically comes down to finding an enclosure for a parametric solution set. Obviously we want this enclosure to be as tight as…

Numerical Analysis · Mathematics 2025-10-07 Iwona Skalna , Milan Hladík

In this paper, we further investigate and refine the subspace-constrained preconditioning technique to enhance the theoretical and numerical convergence properties of randomized iterative methods for solving linear systems. In particular,…

Numerical Analysis · Mathematics 2026-05-29 Yonghan Sun , Hou-Duo Qi , Deren Han , Jiaxin Xie

This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…

Numerical Analysis · Mathematics 2025-02-05 Lucas Onisk , Malena Sabaté Landman

We develop a spectral low-mode reduced solver for second-order elliptic boundary value problems with spatially varying diffusion coefficients. The approach projects standard finite difference or finite element discretization onto a global…

Numerical Analysis · Mathematics 2025-12-23 Prosper Torsu