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The emergence of low precision floating-point arithmetic in computer hardware has led to a resurgence of interest in the use of mixed precision numerical linear algebra. For linear systems of equations, there has been renewed enthusiasm for…

Numerical Analysis · Mathematics 2024-02-22 Jennifer Scott , Miroslav Tůma

We present a fast and approximate multifrontal solver for large-scale sparse linear systems arising from finite-difference, finite-volume or finite-element discretization of high-frequency wave equations. The proposed solver leverages the…

Mathematical Software · Computer Science 2021-10-19 Yang Liu , Pieter Ghysels , Lisa Claus , Xiaoye Sherry Li

We develop an efficient $hp$-finite element method for piecewise-smooth differential equations with periodic boundary conditions, using orthogonal polynomials defined on circular arcs. The operators derived from this basis are banded and…

Numerical Analysis · Mathematics 2025-12-23 Daniel VandenHeuvel , Sheehan Olver

The problem of estimating sparse eigenvectors of a symmetric matrix attracts a lot of attention in many applications, especially those with high dimensional data set. While classical eigenvectors can be obtained as the solution of a…

Machine Learning · Statistics 2016-11-03 Konstantinos Benidis , Ying Sun , Prabhu Babu , Daniel P. Palomar

In this paper, we consider an efficient iterative approach to the solution of the discrete Helmholtz equation with Dirichlet, Neumann and Sommerfeld-like boundary conditions based on a compact sixth order approximation scheme and…

Numerical Analysis · Mathematics 2012-12-07 Yury Gryazin

Relying on the classical connection between Backward Stochastic Differential Equations (BSDEs) and non-linear parabolic partial differential equations (PDEs), we propose a new probabilistic learning scheme for solving high-dimensional…

Numerical Analysis · Mathematics 2021-02-25 Jean-François Chassagneux , Junchao Chen , Noufel Frikha , Chao Zhou

Optimization problems with constraints in the form of a partial differential equation arise frequently in the process of engineering design. The discretization of PDE-constrained optimization problems results in large-scale linear systems…

Numerical Analysis · Mathematics 2012-01-04 Jacek Gondzio , Pavel Zhlobich

With the hardware support for half-precision arithmetic on NVIDIA V100 GPUs, high-performance computing applications can benefit from lower precision at appropriate spots to speed up the overall execution time. In this paper, we investigate…

Mathematical Software · Computer Science 2020-07-16 Kyaw L. Oo , Andreas Vogel

The relaxed physical factorization (RPF) preconditioner is a recent algorithm allowing for the efficient and robust solution to the block linear systems arising from the three-field displacement-velocity-pressure formulation of coupled…

Numerical Analysis · Mathematics 2021-08-10 Matteo Frigo , Nicola Castelletto , Massimiliano Ferronato

In this paper, we design preconditioners for the matrix-free solution of high-order continuous and discontinuous Galerkin discretizations of elliptic problems based on FEM-SEM equivalence and additive Schwarz methods. The high-order…

Numerical Analysis · Mathematics 2021-03-11 Will Pazner

Poroelasticity problems play an important role in various engineering, geophysical, and biological applications. Their full discretization results in a large-scale saddle-point system at each time step that is becoming singular for locking…

Numerical Analysis · Mathematics 2025-06-27 Weizhang Huang , Zhuoran Wang

Iterative solvers preconditioned with algebraic multigrid have been devised as an optimal technology to speed up the response of large sparse linear systems. In this work, this technique was implemented in the framework of the dual…

Geophysics · Physics 2020-01-22 M. A. Sbai , A. Larabi

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

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

We present a preconditioner for saddle point problems. The proposed preconditioner is extracted from a stationary iterative method which is convergent under a mild condition. Some properties of the preconditioner as well as the eigenvalues…

Numerical Analysis · Mathematics 2016-06-23 Davod Khojasteh Salkuyeh , Mohsen Masoudi

As integrated circuits become increasingly complex, the demand for efficient and accurate simulation solvers continues to rise. Traditional solvers often struggle with large-scale sparse systems, leading to prolonged simulation times and…

Numerical Analysis · Mathematics 2025-09-12 Zijian Zhang , Rui Hong , Xuesong Chen , Shuting Cai

We describe preconditioned iterative methods for estimating the number of eigenvalues of a Hermitian matrix within a given interval. Such estimation is useful in a number of applications.In particular, it can be used to develop an efficient…

Numerical Analysis · Mathematics 2016-02-09 Eugene Vecharynski , Chao Yang

For several classes of mathematical models that yield linear systems, the splitting of the matrix into its Hermitian and skew Hermitian parts is naturally related to properties of the underlying model. This is particularly so for…

Numerical Analysis · Mathematics 2023-01-02 Malak Diab , Andreas Frommer , Karsten Kahl

In this paper, we construct and analyze preconditioners for the interior penalty discontinuous Galerkin discretization posed in the space $H(\mathrm{div})$. These discretizations are used as one component in exactly divergence-free…

Numerical Analysis · Mathematics 2024-11-25 Will Pazner

A new approximation format for solutions of partial differential equations depending on infinitely many parameters is introduced. By combining low-rank tensor approximation in a selected subset of variables with a sparse polynomial…

Numerical Analysis · Mathematics 2025-06-25 Markus Bachmayr , Huqing Yang