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Incorporating prior information into inverse problems, e.g. via maximum-a-posteriori estimation, is an important technique for facilitating robust inverse problem solutions. In this paper, we devise two novel approaches for linear inverse…

Signal Processing · Electrical Eng. & Systems 2024-03-19 Carter Lyons , Raghu G. Raj , Margaret Cheney

The second-order cone linear complementarity problem (SOCLCP) is a generalization of the classical linear complementarity problem. It has been known that SOCLCP, with the globally uniquely solvable property, is essentially equivalent to a…

Numerical Analysis · Mathematics 2020-11-18 Yiding Lin , Xiang Wang , Leihong Zhang

We discuss, in the context of inverse linear problems in Hilbert space, the notion of the associated infinite-dimensional Krylov subspace and we produce necessary and sufficient conditions for the Krylov-solvability of a given inverse…

Numerical Analysis · Mathematics 2019-08-28 Noe Caruso , Alessandro Michelangeli , Paolo Novati

We analyze the convergence of the Conjugate Gradient (CG) method in exact arithmetic, when the coefficient matrix $A$ is symmetric positive semidefinite and the system is consistent. To do so, we diagonalize $A$ and decompose the algorithm…

Numerical Analysis · Mathematics 2020-05-12 Ken Hayami

In this work, we explore the application of multilinear algebra in reducing the order of multidimentional linear time-invariant (MLTI) systems. We use tensor Krylov subspace methods as key tools, which involve approximating the system…

Numerical Analysis · Mathematics 2023-05-19 M. A. Hamadi , K. Jbilou , A. Ratnani

Operator-theoretic analysis of nonlinear dynamical systems has attracted much attention in a variety of engineering and scientific fields, endowed with practical estimation methods using data such as dynamic mode decomposition. In this…

Machine Learning · Computer Science 2020-09-25 Yuka Hashimoto , Isao Ishikawa , Masahiro Ikeda , Yoichi Matsuo , Yoshinobu Kawahara

In this paper, we propose different algorithms for the solution of a tensor linear discrete ill-posed problem arising in the application of the meshless method for solving PDEs in three-dimensional space using multiquadric radial basis…

Numerical Analysis · Mathematics 2021-03-04 M. El Guide , K. Jbilou , A. Ratnani

We consider the solution of large stiff systems of ordinary differential equations with explicit exponential Runge--Kutta integrators. These problems arise from semi-discretized semi-linear parabolic partial differential equations on…

Numerical Analysis · Mathematics 2023-08-24 Kai Bergermann , Martin Stoll

We compare two approaches to compute a portion of the spectrum of dense symmetric definite generalized eigenproblems: one is based on the reduction to tridiagonal form, and the other on the Krylov-subspace iteration. Two large-scale…

Inverse problems arise in various scientific and engineering applications, necessitating robust numerical methods for their solution. In this work, we consider the effectiveness of Krylov subspace iterative methods, including GMRES, QMR,…

Numerical Analysis · Mathematics 2025-08-11 Moshen Hu , Lucas Onisk

We introduce an algorithm to solve linear inverse problems regularized with the total (gradient) variation in a gridless manner. Contrary to most existing methods, that produce an approximate solution which is piecewise constant on a fixed…

Signal Processing · Electrical Eng. & Systems 2025-07-08 Yohann de Castro , Vincent Duval , Romain Petit

When a solution to an abstract inverse linear problem on Hilbert space is approximable by finite linear combinations of vectors from the cyclic subspace associated with the datum and with the linear operator of the problem, the solution is…

Functional Analysis · Mathematics 2021-03-01 Noe Angelo Caruso , Alessandro Michelangeli

A Crank-Nicolson finite volume approximation for three-dimensional conservative space-fractional diffusion equation results in large and dense three-level Toeplitz discrete linear systems. Preconditioned Krylov subspace methods with sine…

Numerical Analysis · Mathematics 2026-03-19 Wei Qu , Siu-Long Lei , Sean Y. Hon , Yuan-Yuan Huang

This paper introduces new solvers for efficiently computing solutions to large-scale inverse problems with group sparsity regularization, including both non-overlapping and overlapping groups. Group sparsity regularization refers to a type…

Numerical Analysis · Mathematics 2023-06-16 Julianne Chung , Malena Sabaté Landman

We present economical iterative algorithms built on the Biconjugate $A$-Orthonormalization Procedure for real unsymmetric and complex non-Hermitian systems. The principal characteristics of the developed solvers is that they are fast…

Numerical Analysis · Mathematics 2010-04-12 B. Carpentieri , Y. -F. Jing , T. -Z. Huang , Y. Duan

Krylov subspace methods are among the most efficient solvers for large scale linear algebra problems. Nevertheless, classic Krylov subspace algorithms do not scale well on massively parallel hardware due to synchronization bottlenecks.…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-29 Jeffrey Cornelis , Siegfried Cools , Wim Vanroose

It is well known that for general linear systems, only optimal Krylov methods with long recurrences exist. For special classes of linear systems it is possible to find optimal Krylov methods with short recurrences. In this paper we consider…

Numerical Analysis · Mathematics 2023-04-11 R. Idema , C. Vuik

We develop and analyze an inexact regularized alternating projection method for nonconvex feasibility problems. Such a method employs inexact projections on one of the two sets, according to a set of well-defined conditions. We prove the…

Optimization and Control · Mathematics 2025-07-28 Stefania Bellavia , Simone Rebegoldi , Mattia Silei

A class of second-order algorithms is proposed for minimizing smooth nonconvex functions that alternates between regularized Newton and negative curvature steps in an iteration-dependent subspace. In most cases, the Hessian matrix is…

Optimization and Control · Mathematics 2023-08-22 Serge Gratton , Sadok Jerad , Philippe L. Toint

In this paper, by introducing a class of relaxed filtered Krylov subspaces, we propose the relaxed filtered Krylov subspace method for computing the eigenvalues with the largest real parts and the corresponding eigenvectors of non-symmetric…

Numerical Analysis · Mathematics 2020-11-17 Cun-Qiang Miao , Wen-Ting Wu