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This note proposes an efficient preconditioner for solving linear and semi-linear parabolic equations. With the Crank-Nicholson time stepping method, the algebraic system of equations at each time step is solved with the conjugate gradient…

Numerical Analysis · Mathematics 2021-05-11 Jordi Feliu-Fabà , Lexing Ying

A new fast algebraic method for obtaining an $\mathcal{H}^2$-approximation of a matrix from its entries is presented. The main idea behind the method is based on the nested representation and the maximum-volume principle to select…

Numerical Analysis · Mathematics 2015-11-17 A. Yu Mikhalev , I. V. Oseledets

The hierarchical matrix framework partitions matrices into subblocks that are either small or of low numerical rank, enabling linear storage complexity and efficient matrix-vector multiplication. This work focuses on the $H^2$-matrix format…

Numerical Analysis · Mathematics 2026-02-02 Anna Yesypenko , Per-Gunnar Martinsson

Signal models formed as linear combinations of few atoms from an over-complete dictionary or few frame vectors from a redundant frame have become central to many applications in high dimensional signal processing and data analysis. A core…

Information Theory · Computer Science 2024-08-30 Xuemei Chen , Christian Kümmerle , Rongrong Wang

In this article, we present a parallel recursive algorithm based on multi-level domain decomposition that can be used as a precondtioner to a Krylov subspace method to solve sparse linear systems of equations arising from the discretization…

Numerical Analysis · Mathematics 2012-10-24 Rahul S. Sampath , Bobby Philip , Srikanth Allu , Srdjan Simunovic

We present new finite elements for solving the Riesz maps of the de Rham complex on triangular and tetrahedral meshes at high order. The finite elements discretize the same spaces as usual, but with different basis functions, so that the…

Numerical Analysis · Mathematics 2026-03-18 Pablo D. Brubeck , Patrick E. Farrell , Robert C. Kirby , Charles Parker

This paper extends the concept of Laplacian filtered quasi-Helmholtz decompositions we have recently introduced, to the basis-free projector-based setting. This extension allows the discrete analyses of electromagnetic integral operators…

Image and Video Processing · Electrical Eng. & Systems 2022-03-17 Adrien Merlini , Clément Henry , Davide Consoli , Lyes Rahmouni , Francesco P. Andriulli

Scalable algorithms to solve optimization and regression tasks even approximately, are needed to work with large datasets. In this paper we study efficient techniques from matrix sketching to solve a variety of convex constrained regression…

Machine Learning · Computer Science 2019-11-01 Graham Cormode , Charlie Dickens

This paper introduces the hierarchical interpolative factorization for integral equations (HIF-IE) associated with elliptic problems in two and three dimensions. This factorization takes the form of an approximate generalized LU…

Numerical Analysis · Mathematics 2015-04-21 Kenneth L. Ho , Lexing Ying

This paper introduces the sparsifying preconditioner for the pseudospectral approximation of highly indefinite systems on periodic structures, which include the frequency-domain response problems of the Helmholtz equation and the…

Numerical Analysis · Mathematics 2014-09-18 Lexing Ying

The computation of eigenvalues of large-scale matrices arising from finite element discretizations has gained significant interest in the last decade. Here we present a new algorithm based on slicing the spectrum that takes advantage of the…

Numerical Analysis · Mathematics 2015-03-10 Peter Benner , Steffen Börm , Thomas Mach , Knut Reimer

This manuscript presents an efficient solver for the linear system that arises from the Hierarchical Poincar\'e-Steklov (HPS) discretization of three dimensional variable coefficient Helmholtz problems. Previous work on the HPS method has…

Numerical Analysis · Mathematics 2023-01-18 José Pablo Lucero Lorca , Natalie Beams , Damien Beecroft , Adrianna Gillman

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

Optimization and Control · Mathematics 2019-11-07 Utkan Candogan , Yong Sheng Soh , Venkat Chandrasekaran

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

In this paper, we describe a low-rank matrix completion method based on matrix decomposition. An incomplete matrix is decomposed into submatrices which are filled with a proposed trimming step and then are recombined to form a low-rank…

Numerical Analysis · Mathematics 2010-06-29 Rick Ma , Samuel Cheng

Solving the normal equations corresponding to large sparse linear least-squares problems is an important and challenging problem. For very large problems, an iterative solver is needed and, in general, a preconditioner is required to…

Numerical Analysis · Mathematics 2022-01-04 Hussam Al Daas , Pierre Jolivet , Jennifer Scott

The non-Hermitian Bethe-Salpeter eigenvalue problem, in the definite case, is a structured eigenproblem, with real eigenvalues coming in pairs $\{\lambda,-\lambda\}$ where the corresponding pair of eigenvectors are closely related, and…

Numerical Analysis · Mathematics 2026-04-02 Fernando Alvarruiz , Blanca Mellado-Pinto , Jose E. Roman

We examine and compare several iterative methods for solving large-scale eigenvalue problems arising from nuclear structure calculations. In particular, we discuss the possibility of using block Lanczos method, a Chebyshev filtering based…

Numerical Analysis · Mathematics 2023-05-26 Abdullah Alperen , Metin Aktulga , Pieter Maris , Chao Yang

This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…

Optimization and Control · Mathematics 2023-03-23 Matteo Lapucci , Christian Kanzow

Efficient solution of the lowest eigenmodes is studied for a family of related eigenvalue problems with common $2\times 2$ block structure. It is assumed that the upper diagonal block varies between different versions while the lower…

Numerical Analysis · Mathematics 2020-06-19 Antti Hannukainen , Jarmo Malinen , Antti Ojalammi