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This paper introduces the localized sparsifying preconditioner for the pseudospectral approximations of indefinite systems on periodic structures. The work is built on top of the recently proposed sparsifying preconditioner with two major…

Numerical Analysis · Mathematics 2017-05-22 Fei Liu , Lexing Ying

This paper presents a real-time optimization method for nonlinear model predictive control (NMPC) of systems governed by partial differential equations (PDEs). The NMPC problem to be solved is formulated by discretizing the PDE system in…

Optimization and Control · Mathematics 2020-04-07 Haoyang Deng , Toshiyuki Ohtsuka

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 solving a linear system with iterative methods, one is usually confronted with the dilemma of having to choose between cheap, inefficient iterates over sparse search directions (e.g., coordinate descent), or expensive iterates in…

Numerical Analysis · Computer Science 2019-08-07 Michael T. Schaub , Maguy Trefois , Paul Van Dooren , Jean-Charles Delvenne

The Electric Field Integral Equation (EFIE) is notorious for its ill-conditioning both in frequency and h-refinement. Several techniques exist for fixing the equation conditioning problems based on hierarchical strategies, Calderon…

Numerical Analysis · Mathematics 2020-04-28 Lyes Rahmouni , Francesco P. Andriulli

A hierarchical quasi-Helmholtz decomposition, originally developed to address the low-frequency and dense-discretization breakdowns for the EFIE, is applied together with an algebraic preconditioner to improve the convergence of the CFIE in…

The finite cell method is a highly flexible discretization technique for numerical analysis on domains with complex geometries. By using a non-boundary conforming computational domain that can be easily meshed, automatized computations on a…

We consider the numerical solution of large scale time-harmonic Maxwell equations. To this day, this problem remains difficult, in particular because the equations are neither Hermitian nor semi-definite. Our approach is to compare…

Numerical Analysis · Mathematics 2025-07-18 Elise Fressart , Sébastien Dubois , Loïc Gouarin , Marc Massot , Michel Nowak , Nicole Spillane

In this work, we propose an efficient adaptive multilevel preconditioned Jacobi-Davidson (PJD) method for eigenvalue problems with singularity. Our multilevel method utilizes a local smoothing strategy to solve the preconditioned…

Numerical Analysis · Mathematics 2026-05-14 Jianing Guo , Qigang Liang , Xuejun Xu

Obtaining the inverse of a large symmetric positive definite matrix $\mathcal{A}\in\mathbb{R}^{p\times p}$ is a continual challenge across many mathematical disciplines. The computational complexity associated with direct methods can be…

Numerical Analysis · Mathematics 2025-09-03 Ann Paterson , Jennifer Pestana , Victorita Dolean

A new hybrid algorithm for LDU-factorization for large sparse matrix combining iterative solver, which can keep the same accuracy as the classical factorization, is proposed. The last Schur complement will be generated by iterative solver…

Numerical Analysis · Mathematics 2022-08-04 Atsushi Suzuki

In [McDonald, Pestana and Wathen, \textit{SIAM J. Sci. Comput.}, 40 (2018), pp. A1012--A1033], a block circulant preconditioner is proposed for all-at-once linear systems arising from evolutionary partial differential equations, in which…

Numerical Analysis · Mathematics 2021-03-04 X. -L. Lin , M. Ng

We present an iterative algorithm for computing an invariant subspace associated with the algebraically smallest eigenvalues of a large sparse or structured Hermitian matrix A. We are interested in the case in which the dimension of the…

Numerical Analysis · Mathematics 2015-06-22 Eugene Vecharynski , Chao Yang , John E. Pask

Diagonalization of a large matrix is the computational bottleneck in many applications such as electronic structure calculations. We show that a speedup of over 30% can be achieved by exploiting 32-bit floating point operations, while…

Computational Physics · Physics 2011-08-24 Eiji Tsuchida , Yoong-Kee Choe

In this letter, we propose an algorithm for recovery of sparse and low rank components of matrices using an iterative method with adaptive thresholding. In each iteration, the low rank and sparse components are obtained using a thresholding…

Numerical Analysis · Computer Science 2017-04-13 Nematollah Zarmehi , Farokh Marvasti

We propose two implicit numerical schemes for the low-rank time integration of stiff nonlinear partial differential equations. Our approach uses the preconditioned Riemannian trust-region method of Absil, Baker, and Gallivan, 2007. We…

Numerical Analysis · Mathematics 2023-05-22 Marco Sutti , Bart Vandereycken

This paper focuses on solving large-scale, ill-conditioned, and overdetermined sparse least squares problems that arise from numerical partial differential equations (PDEs), mainly from the random feature method. To address these…

Numerical Analysis · Mathematics 2024-09-25 Jingrun Chen , Longze Tan

This paper concerns robust numerical treatment of an elliptic PDE with high contrast coefficients, for which classical finite-element discretizations yield ill-conditioned linear systems. This paper introduces a procedure by which the…

Numerical Analysis · Mathematics 2018-08-03 Yuliya Gorb , Vasiliy Kramarenko , Yuri Kuznetsov

An adapted deflation preconditioner is employed to accelerate the solution of linear systems resulting from the discretization of fracture mechanics problems with well-conditioned extended/generalized finite elements. The deflation space…

Computational Engineering, Finance, and Science · Computer Science 2022-05-11 Konstantinos Agathos , Tim Dodwell , Eleni Chatzi , Stephane P. A. Bordas

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