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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

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

In this paper, we consider the matrices approximated in H2 format. The direct solution, as well as the preconditioning, of systems with such matrices is a challenging problem. We propose a non-extensive sparse factorization of the H2 matrix…

Numerical Analysis · Mathematics 2018-05-01 Daria Sushnikova , Ivan Oseledets

The paper introduces a novel, hierarchical preconditioner based on nested dissection and hierarchical matrix compression. The preconditioner is intended for continuous and discontinuous Galerkin formulations of elliptic problems. We exploit…

Numerical Analysis · Mathematics 2022-01-31 Boris Bonev , Jan S. Hesthaven

Fast computation of demagnetization curves is essential for the computational design of soft magnetic sensors or permanent magnet materials. We show that a sparse preconditioner for a nonlinear conjugate gradient energy minimizer can lead…

Computational Physics · Physics 2018-10-23 Lukas Exl , Johann Fischbacher , Alexander Kovacs , Harald Oezelt , Markus Gusenbauer , Thomas Schrefl

A linearly implicit conservative difference scheme is applied to discretize the attractive coupled nonlinear Schr\"odinger equations with fractional Laplacian. Complex symmetric linear systems can be obtained, and the system matrices are…

Numerical Analysis · Mathematics 2023-10-19 Yan Cheng , Xi Yang

Folding grid value vectors of size $2^L$ into $L$th order tensors of mode sizes $2\times \cdots\times 2$, combined with low-rank representation in the tensor train format, has been shown to lead to highly efficient approximations for…

Numerical Analysis · Mathematics 2019-11-19 Markus Bachmayr , Vladimir Kazeev

The convergence of the conjugate gradient method for solving large-scale and sparse linear equation systems depends on the spectral properties of the system matrix, which can be improved by preconditioning. In this paper, we develop a…

Optimization and Control · Mathematics 2024-10-25 Paul Häusner , Ozan Öktem , Jens Sjölund

Incomplete factorizations have long been popular general-purpose algebraic preconditioners for solving large sparse linear systems of equations. Guaranteeing the factorization is breakdown free while computing a high quality preconditioner…

Numerical Analysis · Mathematics 2025-02-04 Jennifer Scott , Miroslav Tůma

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

An efficient linear solver plays an important role while solving partial differential equations (PDEs) and partial integro-differential equations (PIDEs) type mathematical models. In most cases, the efficiency depends on the stability and…

Numerical Analysis · Mathematics 2013-04-15 Samir Kumar Bhowmik

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

This paper provides the first provable $\mathcal{O}(N \log N)$ algorithms for the linear system arising from the direct finite element discretization of the fourth-order equation with different boundary conditions on unstructured grids of…

Numerical Analysis · Mathematics 2012-03-06 Shuo Zhang , Jinchao Xu

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

Recent work has explored solver strategies for the linear system of equations arising from a spectral Galerkin approximation of the solution of PDEs with parameterized (or stochastic) inputs. We consider the related problem of a matrix…

Numerical Analysis · Mathematics 2014-07-22 Paul G. Constantine , David F. Gleich , Gianluca Iaccarino

We present a novel linear solver that works well for large systems obtained from discretizing PDEs. It is robust and, for the examples we studied, the computational effort scales linearly with the number of equations. The algorithm is based…

Numerical Analysis · Mathematics 2025-10-20 Klaus Lackner , Ralph Menikoff

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

Direct factorization methods for the solution of large, sparse linear systems that arise from PDE discretizations are robust, but typically show poor time and memory scalability for large systems. In this paper, we describe an efficient…

Numerical Analysis · Computer Science 2015-07-21 Jeffrey N. Chadwick , David S. Bindel

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

This paper presents the sparsifying preconditioner for the time-harmonic Maxwell's equations in the integral formulation. Following the work on sparsifying preconditioner for the Lippmann-Schwinger equation, this paper generalizes that…

Numerical Analysis · Mathematics 2018-11-14 Fei Liu , Lexing Ying