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Recently a new algorithm for model reduction of second order linear dynamical systems with proportional damping, the Adaptive Iterative Rational Global Arnoldi (AIRGA) algorithm, has been proposed. The main computational cost of the AIRGA…

Numerical Analysis · Mathematics 2017-02-15 Navneet Pratap Singh , Kapil Ahuja , Heike Fassbender

Preconditioners are generally essential for fast convergence in the iterative solution of linear systems of equations. However, the computation of a good preconditioner can be expensive. So, while solving a sequence of many linear systems,…

Numerical Analysis · Mathematics 2020-12-21 Arielle Grim-McNally , Eric de Sturler , Serkan Gugercin

We investigate the SPAI and PSAI preconditioning procedures and shed light on two important features of them: (i) For the large linear system $Ax=b$ with $A$ irregular sparse, i.e., with $A$ having $s$ relatively dense columns, SPAI may be…

Numerical Analysis · Mathematics 2015-03-17 Zhongxiao Jia , Qian Zhang

There has been a growing interest in parallel strategies for solving trajectory optimization problems. One key step in many algorithmic approaches to trajectory optimization is the solution of moderately-large and sparse linear systems.…

Optimization and Control · Mathematics 2024-03-05 Xueyi Bu , Brian Plancher

We propose a two-level iterative scheme for solving general sparse linear systems. The proposed scheme consists of a sparse preconditioner that increases the skew-symmetric part and makes the main diagonal of the coefficient matrix as close…

Numerical Analysis · Mathematics 2020-09-16 Murat Manguoglu , Volker Mehrmann

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

Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and…

Numerical Analysis · Mathematics 2017-03-14 Kai Yang , Hadi Pouransari , Eric Darve

The SPAI algorithm, a sparse approximate inverse preconditioning technique for large sparse linear systems, proposed by Grote and Huckle [SIAM J. Sci. Comput., 18 (1997), pp.~838--853.], is based on the F-norm minimization and computes a…

Numerical Analysis · Mathematics 2018-08-29 Zhongxiao Jia , Wenjie Kang

Sparse linear system solvers are computationally expensive kernels that lie at the heart of numerous applications. This paper proposes a flexible preconditioning framework to substantially reduce the time and energy requirements of this…

Emerging Technologies · Computer Science 2021-07-16 Vasileios Kalantzis , Anshul Gupta , Lior Horesh , Tomasz Nowicki , Mark S. Squillante , Chai Wah Wu

Although some preconditioners are available for solving dense linear systems, there are still many matrices for which preconditioners are lacking, in particular in cases where the size of the matrix $N$ becomes very large. There remains…

Numerical Analysis · Mathematics 2016-02-05 Pieter Coulier , Hadi Pouransari , Eric Darve

Dynamical systems are pervasive in almost all engineering and scientific applications. Simulating such systems is computationally very intensive. Hence, Model Order Reduction (MOR) is used to reduce them to a lower dimension. Most of the…

Numerical Analysis · Mathematics 2020-03-31 Navneet Pratap Singh , Kapil Ahuja

Generally, discretization of partial differential equations (PDEs) creates a sequence of linear systems $A_k x_k = b_k, k = 0, 1, 2, ..., N$ with well-known and structured sparsity patterns. Preconditioners are often necessary to achieve…

Numerical Analysis · Mathematics 2024-06-26 Rishad Islam , Arielle Carr , Colin Jacobs

A sparse matrix is called double irregular sparse if it has at least one relatively dense column and row, and it is double regular sparse if all the columns and rows of it are sparse. The sparse approximate inverse preconditioning…

Numerical Analysis · Mathematics 2019-09-24 Zhongxiao Jia , Wenjie Kang

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

To precondition a large and sparse linear system, two direct methods for approximate factoring of the inverse are devised. The algorithms are fully parallelizable and appear to be more robust than the iterative methods suggested for the…

Numerical Analysis · Mathematics 2012-08-20 Mikko Byckling , Marko Huhtanen

The convergence rates of iterative methods for solving a linear system $\mathbf{A} x = b$ typically depend on the condition number of the matrix $\mathbf{A}$. Preconditioning is a common way of speeding up these methods by reducing that…

Optimization and Control · Mathematics 2021-11-04 Arun Jambulapati , Jerry Li , Christopher Musco , Aaron Sidford , Kevin Tian

In this paper we propose and analyze new efficient sparse approximate inverse (SPAI) smoothers for solving the two-dimensional (2D) and three-dimensional (3D) Laplacian linear system with geometric multigrid methods. Local Fourier analysis…

Numerical Analysis · Mathematics 2022-06-14 Yunhui He , Jun Liu , Xiang-Sheng Wang

We present a new deep learning paradigm for the generation of sparse approximate inverse (SPAI) preconditioners for matrix systems arising from the mesh-based discretization of elliptic differential operators. Our approach is based upon the…

Machine Learning · Computer Science 2024-05-21 Mou Li , He Wang , Peter K. Jimack

Hardware trends have motivated the development of mixed precision algo-rithms in numerical linear algebra, which aim to decrease runtime while maintaining acceptable accuracy. One recent development is the development of an adaptive…

Numerical Analysis · Mathematics 2023-07-11 Noaman Khan , Erin Carson

Iterative methods based on matrix splittings are useful in solving large sparse linear systems. In this direction, proper splittings and its several extensions are used to deal with singular and rectangular linear systems. In this article,…

Numerical Analysis · Mathematics 2019-07-08 Ashish Kumar Nandi , Jajati Keshari Sahoo , Debasisha Mishra
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