Related papers: Constraint-Preconditioned Krylov Solvers for Regul…
We establish a new iterative method for solving a class of large and sparse linear systems of equations with three-by-three block coefficient matrices having saddle point structure. Convergence properties of the proposed method are studied…
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…
This paper introduces new solvers for the computation of low-rank approximate solutions to large-scale linear problems, with a particular focus on the regularization of linear inverse problems. Although Krylov methods incorporating explicit…
A Crank-Nicolson finite volume approximation for three-dimensional conservative space-fractional diffusion equation results in large and dense three-level Toeplitz discrete linear systems. Preconditioned Krylov subspace methods with sine…
We consider iterative methods for solving linear ill-posed problems with compact operator and right-hand side only available via noise-polluted measurements. Conjugate gradients (CG) applied to the normal equations with an appropriate…
We present a simple way to discretize and precondition mixed variational formulations. Our theory connects with, and takes advantage of, the classical theory of symmetric saddle point problems and the theory of preconditioning symmetric…
The solution of linear inverse problems when the unknown parameters outnumber data requires addressing the problem of a nontrivial null space. After restating the problem within the Bayesian framework, a priori information about the unknown…
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…
A general regularization strategy is considered for the efficient iterative solution of the lowest-order weak Galerkin approximation of singular Stokes problems. The strategy adds a rank-one regularization term to the zero (2,2) block of…
Krylov subspace methods for solving linear systems of equations involving skew-symmetric matrices have gained recent attention. Numerical equivalences among Krylov subspace methods for nonsingular skew-symmetric linear systems have been…
For the large-scale linear discrete ill-posed problem $\min\|Ax-b\|$ or $Ax=b$ with $b$ contaminated by a white noise, Lanczos bidiagonalization based LSQR and its mathematically equivalent CGLS are most commonly used. They have intrinsic…
We present a variant of the s-step Preconditioned Conjugate Gradient (PCG) method that combines a Chebyshev-stabilized Krylov basis with a Forward Gauss-Seidel (FGS) iteration for the solution of the reduced Gram systems. In s-step…
In this manuscript, we present a collective multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimization under uncertainty, and develop a novel convergence…
We study the performance of stochastic first-order methods for finding saddle points of convex-concave functions. A notorious challenge faced by such methods is that the gradients can grow arbitrarily large during optimization, which may…
For the large-scale linear discrete ill-posed problem $\min\|Ax-b\|$ or $Ax=b$ with $b$ contaminated by Gaussian white noise, there are four commonly used Krylov solvers: LSQR and its mathematically equivalent CGLS, the Conjugate Gradient…
Krylov subspace methods, such as the Conjugate Gradient (CG) and BiCGSTAB methods, are widely used in scientific computing for solving linear systems. In this study, we propose a new framework for solving large Sylvester equations in a…
We consider the approximation of $B^T (A+sI)^{-1} B$ for large s.p.d. $A\in\mathbb{R}^{n\times n}$ with dense spectrum and $B\in\mathbb{R}^{n\times p}$, $p\ll n$. We target the computations of Multiple-Input Multiple-Output (MIMO) transfer…
Context. Numerical solutions to transfer problems of polarized radiation in solar and stellar atmospheres commonly rely on stationary iterative methods, which often perform poorly when applied to large problems. In recent times, stationary…
We propose two novel conditional gradient-based methods for solving structured stochastic convex optimization problems with a large number of linear constraints. Instances of this template naturally arise from SDP-relaxations of…
We study first-order methods with preconditioning for solving structured nonlinear convex optimization problems. We propose a new family of preconditioners generated by symmetric polynomials. They provide first-order optimization methods…