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This note is devoted to preconditioning strategies for non-Hermitian multilevel block Toeplitz linear systems associated with a multivariate Lebesgue integrable matrix-valued symbol. In particular, we consider special preconditioned…

Numerical Analysis · Mathematics 2014-04-29 Marco Donatelli , Carlo Garoni , Mariarosa Mazza , Stefano Serra-Capizzano , Debora Sesana

We present a block lower triangular (BLT) preconditioner to accelerate the convergence of nthe Krylov subspace iterative methods, such as generalized minimal residual (GMRES), for solving a broad class of complex symmetric system of linear…

Numerical Analysis · Mathematics 2016-11-14 Davod Khojasteh Salkuyeh , Tahereh Salimi Siahkalaei

We revisit gradient-based optimization for infinite projected entangled pair states (iPEPS), a tensor network ansatz for simulating many-body quantum systems. This approach is hindered by two major challenges: the high computational cost of…

Strongly Correlated Electrons · Physics 2026-03-09 Xing-Yu Zhang , Qi Yang , Philippe Corboz , Jutho Haegeman , Wei Tang

We present and analyze a class of nonsymmetric preconditioners within a normal (weighted least-squares) matrix form for use in GMRES to solve nonsymmetric matrix problems that typically arise in finite element discretizations. An example of…

Numerical Analysis · Mathematics 2014-09-02 Blanca Ayuso de Dios , Andrew T. Barker , Panayot S. Vassilevski

We propose a preconditioner to accelerate the convergence of the GMRES iterative method for solving the system of linear equations obtained from discretize-then-optimize approach applied to optimal control problems constrained by a partial…

Numerical Analysis · Mathematics 2019-11-15 Hamid Mirchi , Davod Khojasteh Salkuyeh

We present a modified version of the PRESB preconditioner for two-by-two block system of linear equations with the coefficient matrix $$\textbf{A}=\left(\begin{array}{cc} F & -G^* G & F \end{array}\right),$$ where $F\in\mathbb{C}^{n\times…

Numerical Analysis · Mathematics 2024-05-15 Owe Axelsson , Dovod Khojasteh Slakuyeh

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

In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…

Numerical Analysis · Mathematics 2021-01-18 Luca Bergamaschi , Jacek Gondzio , Ángeles Martínez , John W. Pearson , Spyridon Pougkakiotis

By applying the linearly implicit conservative difference scheme proposed in [D.-L. Wang, A.-G. Xiao, W. Yang. J. Comput. Phys. 2014;272:670-681], the system of repulsive space fractional coupled nonlinear Schr\"odinger equations leads to a…

Numerical Analysis · Mathematics 2024-10-18 Fei-Yan Zhang , Xi Yang , Chao Chen

Despite hundreds of papers on preconditioned linear systems of equations, there remains a significant lack of comprehensive performance benchmarks comparing various preconditioners for solving symmetric positive definite (SPD) systems. In…

Numerical Analysis · Mathematics 2025-05-28 Marc A. Tunnell , David F. Gleich

This work considers the iterative solution of large-scale problems subject to non-symmetric matrices or operators arising in discretizations of (port-)Hamiltonian partial differential equations. We consider problems governed by an operator…

Numerical Analysis · Mathematics 2025-10-21 Volker Mehrmann , Manuel Schaller , Martin Stoll

We present the construction of additive multilevel preconditioners, also known as BPX preconditioners, for the solution of the linear system arising in isogeometric adaptive schemes with (truncated) hierarchical B-splines. We show that the…

Numerical Analysis · Mathematics 2019-12-30 Cesare Bracco , Durkbin Cho , Carlotta Giannelli , Rafael Vazquez

In this research, to solve the large indefinite least squares problem, we firstly transform its normal equation into a sparse block three-by-three linear systems, then use GMRES method with an accelerated preconditioner to solve it. The…

Numerical Analysis · Mathematics 2025-05-26 Jun Li , Lingsheng Meng

The solution of systems of linear(ized) equations lies at the heart of many problems in Scientific Computing. In particular for systems of large dimension, iterative methods are a primary approach. Stationary iterative methods are generally…

Numerical Analysis · Mathematics 2025-04-08 Andy Wathen

We propose several circulant preconditioners for systems defined by some functions $g$ of Toeplitz matrices $A_n$. In this paper we are interested in solving $g(A_n)\mathbf{x}=\mathbf{b}$ by the preconditioned conjugate method or the…

Numerical Analysis · Mathematics 2018-07-31 Sean Hon

The complex-shifted Laplacian systems arising in a wide range of applications. In this work, we propose an absolute-value based preconditioner for solving the complex-shifted Laplacian system. In our approach, the complex-shifted Laplacian…

Numerical Analysis · Mathematics 2024-08-02 Xuelei Lin , Congcong Li , Sean Hon

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

Preconditioned Krylov subspace (KSP) methods are widely used for solving large-scale sparse linear systems arising from numerical solutions of partial differential equations (PDEs). These linear systems are often nonsymmetric due to the…

Numerical Analysis · Mathematics 2018-09-05 Aditi Ghai , Cao Lu , Xiangmin Jiao

A two-step preconditioned iterative method based on the Hermitian/Skew-Hermitian splitting is applied to the solution of nonsymmetric linear systems arising from the Finite Element approximation of convection-diffusion equations. The…

Numerical Analysis · Mathematics 2008-07-23 Alessandro Russo , Cristina Tablino Possio

In several applications, one must estimate a real-valued (symmetric) Toeplitz covariance matrix, typically shifted by the conjugated diagonal matrices of phase progression and phase "calibration" errors. Unlike the Hermitian Toeplitz…

Signal Processing · Electrical Eng. & Systems 2025-07-03 Yuri Abramovich , Victor Abramovich , Tanit Pongsiri