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Polynomial preconditioning can improve the convergence of the Arnoldi method for computing eigenvalues. Such preconditioning significantly reduces the cost of orthogonalization; for difficult problems, it can also reduce the number of…

Numerical Analysis · Mathematics 2018-06-22 Mark Embree , Jennifer A. Loe , Ronald B. Morgan

We consider block preconditioners for double saddle-point systems, and investigate the effect of approximating the nested Schur complement associated with the trailing diagonal block on the eigenvalue distribution of the preconditioned…

Numerical Analysis · Mathematics 2026-01-27 Chen Greif

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 derive novel, fast, and parameter-robust preconditioned iterative methods for steady and time-dependent Navier--Stokes control problems. Our approach may be applied to time-dependent problems which are discretized using backward Euler or…

Numerical Analysis · Mathematics 2021-08-03 Santolo Leveque , John W. Pearson

In this paper we study the impact of two types of preconditioning on the numerical solution of large sparse augmented linear systems. The first preconditioning matrix is the lower triangular part whereas the second is the product of the…

Numerical Analysis · Computer Science 2015-02-10 M. A. Louka , N. M. Missirlis

In this work, we propose a parallel-in-time solver for linear and nonlinear ordinary differential equations. The approach is based on an efficient multilevel solver of the Schur complement related to a multilevel time partition. For linear…

Numerical Analysis · Mathematics 2017-09-20 Santiago Badia , Marc Olm

Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…

Optimization and Control · Mathematics 2022-11-08 Zhaonan Qu , Wenzhi Gao , Oliver Hinder , Yinyu Ye , Zhengyuan Zhou

We analyze the heavy quark bound state spectrum using an order-dependent conformal mapping to re-sum the perturbative expansion for current correlators. The procedure consists of two main steps. Firstly, the Borel plane structure of the…

High Energy Physics - Phenomenology · Physics 2009-10-31 H. F. Jones , A. Ritz , I. L. Solovtsov

We proposed a parallel-in-time method based on preconditioner for Biot's consolidation model in poroelasticity. In order to achieve a fast and stable convergence for the matrix system of the Biot's model, we design two preconditioners with…

Numerical Analysis · Mathematics 2023-10-17 Zeyuan Zhou , Huipeng Gu , Guoliang Ju , Wei Xing

Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quantification. The pseudospectral variety of these methods uses…

Numerical Analysis · Mathematics 2013-04-09 Paul G. Constantine , Michael S. Eldred , Eric T. Phipps

Inducing-point-based sparse variational Gaussian processes have become the standard workhorse for scaling up GP models. Recent advances show that these methods can be improved by introducing a diagonal scaling matrix to the conditional…

Machine Learning · Statistics 2025-07-04 Thang D. Bui , Michalis K. Titsias

For 2x2 block matrices, it is well-known that block-triangular or block-LDU preconditioners with an exact Schur complement (inverse) converge in at most two iterations for fixed-point or minimal-residual methods. Similarly, for saddle-point…

Numerical Analysis · Mathematics 2020-01-06 Ben S. Southworth , Samuel A. Olivier

Wiedemann's paper, introducing his algorithm for sparse and structured matrix computations over arbitrary fields, also presented a pair of matrix preconditioners for computations over small fields. The analysis of the second of these is…

Numerical Analysis · Computer Science 2016-07-18 Wayne Eberly

The design of iterative linear precoding is recently challenged by extremely large aperture array (ELAA) systems, where conventional preconditioning techniques could hardly improve the channel condition. In this paper, it is proposed to…

Signal Processing · Electrical Eng. & Systems 2023-01-27 Jinfei Wang , Yi Ma , Na Yi , Rahim Tafazolli

This paper introduces a preconditioned method designed to comprehensively address the saddle point system with the aim of improving convergence efficiency. In the preprocessor construction phase, a technical approach for solving the…

Numerical Analysis · Mathematics 2024-04-10 Juan Zhang , Yiyi Luo

We propose a robust and efficient augmented Lagrangian-type preconditioner for solving linearizations of the Oseen-Frank model arising in cholesteric liquid crystals. By applying the augmented Lagrangian method, the Schur complement of the…

Numerical Analysis · Mathematics 2020-12-14 Jingmin Xia , Patrick E. Farrell , Florian Wechsung

Generally, discretization of partial differential equations (PDEs) creates a sequence of linear systems $A_k x_k = b_k, k = 0, 1, 2, ..., N$ with well-known and structured sparsity patterns. Preconditioners are often necessary to achieve…

Numerical Analysis · Mathematics 2024-06-26 Rishad Islam , Arielle Carr , Colin Jacobs

In this note we exploit polynomial preconditioners for the Conjugate Gradient method to solve large symmetric positive definite linear systems in a parallel environment. We put in connection a specialized Newton method to solve the matrix…

Numerical Analysis · Mathematics 2020-11-30 Luca Bergamaschi , Angeles Martinez

In the recent paper [Duff I. et al, SIAM J. Sci. Comp., 37(3) (2015), A1248-A1269] the authors proposed an interesting procedure for the parallel solution of large, sparse consistent linear systems of equations. In this respect, according…

Numerical Analysis · Mathematics 2018-01-30 Andrei Dumitraşc , Constantin Popa

We derive eigenvalue bounds for symmetric block-tridiagonal multiple saddle-point systems preconditioned with block-diagonal Schur complement matrices. This analysis applies to an arbitrary number of blocks and accounts for the case where…

Numerical Analysis · Mathematics 2026-02-06 Marco Pilotto , Luca Bergamaschi , Angeles Martinez