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Solving a linear system $Ax=b$ is a fundamental scientific computing primitive for which numerous solvers and preconditioners have been developed. These come with parameters whose optimal values depend on the system being solved and are…

Machine Learning · Computer Science 2024-05-03 Mikhail Khodak , Edmond Chow , Maria-Florina Balcan , Ameet Talwalkar

A method of numerically solving the Maxwell equations is considered for modeling harmonic electromagnetic fields. The vector finite element method makes it possible to obtain a physically consistent discretization of the differential…

Numerical Analysis · Mathematics 2026-01-05 Andrew V. Terekhov

This report shows on real data that the direct methods such as LDL decomposition and Gaussian elimination for solving linear systems with ill-conditioned matrices provide inaccurate results due to divisions by very small numbers, which in…

Optimization and Control · Mathematics 2023-02-20 Alexander Stotsky

The paper discusses a reuse of matrix factorization as a building block in the Augmented Lagrangian (AL) and modified AL preconditioners for non-symmetric saddle point linear algebraic systems. The strategy is applied to solve…

Numerical Analysis · Mathematics 2022-01-19 Maxim Olshanskii , Alexander Zhiliakov

Recent work in deep learning has opened new possibilities for solving classical algorithmic tasks using end-to-end learned models. In this work, we investigate the fundamental task of solving linear systems, particularly those that are…

Machine Learning · Computer Science 2025-11-19 Pietro Sittoni , Francesco Tudisco

Preconditioning for multilevel Toeplitz systems has long been a focal point of research in numerical linear algebra. In this work, we develop a novel preconditioning method for a class of nonsymmetric multilevel Toeplitz systems, which…

Numerical Analysis · Mathematics 2024-09-25 Yuan-Yuan Huang , Sean Y. Hon , Lot-Kei Chou , Siu-Long Lei

In this paper, we consider two formulations for Linear Matrix Inequalities (LMIs) under Slater type constraint qualification assumption, namely, SDP smooth and non-smooth formulations. We also propose two first-order linearly convergent…

Optimization and Control · Mathematics 2013-09-10 Cong D. Dang , Guanghui Lan

This paper addresses the qualitative theory of mixed-order positive linear coupled systems with bounded or unbounded delays. First, we introduce a general result on the existence and uniqueness of solutions to mixed-order linear coupled…

Classical Analysis and ODEs · Mathematics 2023-08-15 H. T. Tuan , L. V. Thinh

This paper deals with reduction of non-homogeneous linear systems of first order operator equations with constant coefficients. An equivalent reduced system, consisting of higher order linear operator equations having only one variable and…

Rings and Algebras · Mathematics 2010-04-22 Branko Malesevic , Dragana Todoric , Ivana Jovovic , Sonja Telebakovic

Preconditioning is a technique from numerical linear algebra that can accelerate algorithms to solve systems of equations. In this paper, we demonstrate how preconditioning can circumvent a stringent assumption for sign consistency in…

Statistics Theory · Mathematics 2012-08-29 Jinzhu Jia , Karl Rohe

In this paper, to solve a broad class of complex symmetric linear systems, we recast the complex system in a real formulation and apply the generalized successive overrelaxation (GSOR) iterative method to the equivalent real system. We then…

Numerical Analysis · Mathematics 2014-03-25 Davod Khojasteh Salkuyeh , Davod Hezari , Vahid Edalatpour

The ParaDiag family of algorithms solves differential equations by using preconditioners that can be inverted in parallel through diagonalization. In the context of optimal control of linear parabolic PDEs, the state-of-the-art ParaDiag…

Numerical Analysis · Mathematics 2024-03-15 Arne Bouillon , Giovanni Samaey , Karl Meerbergen

Uniform preconditioners for operators of negative order discretized by (dis)continuous piecewise polynomials of any order are constructed from a boundedly invertible operator of opposite order discretized by continuous piecewise linears.…

Numerical Analysis · Mathematics 2020-02-04 Rob Stevenson , Raymond van Venetië

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

Recent advances in the field of machine learning open a new era in high performance computing. Applications of machine learning algorithms for the development of accurate and cost-efficient surrogates of complex problems have already…

Numerical Analysis · Mathematics 2022-08-26 Stefanos Nikolopoulos , Ioannis Kalogeris , Vissarion Papadopoulos , George Stavroulakis

In this report, we present a versatile and efficient preconditioned Anderson acceleration (PAA) method for fixed-point iterations. The proposed framework offers flexibility in balancing convergence rates (linear, super-linear, or quadratic)…

Numerical Analysis · Mathematics 2023-10-09 Kewang Chen , Ye Ji , Matthias Möller , Cornelis Vuik

Convolution-type integral equations arise from various fields, \textit{e.g.}, finite impulse response filters in signal processing and deblurring problems in image processing. When solving these equations, conventional numerical methods,…

Numerical Analysis · Mathematics 2026-05-11 Raymond Chan , Lingfeng Li

This article generalizes a recently introduced procedure to solve nonlinear systems of equations, radically departing from the conventional Newton-Raphson scheme. The original nonlinear system is first unfolded into three simpler…

Numerical Analysis · Mathematics 2014-07-24 Antonio Gómez-Expósito

Three comparison criteria are obtained for second order Riccati equations. On the basis of these criteria some global existence theorems are proved mentioned equations. The results obtained are used to derive a non oscillation criterion for…

Classical Analysis and ODEs · Mathematics 2023-11-23 G. A. Grigorian

For real matrices of full column-rank, we analyze the conditioning of several types of normal equations that are preconditioned by a randomized preconditioner computed in lower precision. These include symmetrically preconditioned normal…

Numerical Analysis · Mathematics 2026-03-18 James E. Garrison , Ilse C. F. Ipsen