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A preconditioning strategy is proposed for the iterative solve of large numbers of linear systems with parameter-dependent matrix and right-hand side which arise during the computation of solution statistics of stochastic elliptic partial…

Numerical Analysis · Mathematics 2025-06-24 Nicolas Venkovic , Paul Mycek , Olivier Le Maître

In this paper, we deal with algorithms to solve the finite-sum problems related to fitting over-parametrized models, that typically satisfy the interpolation condition. In particular, we focus on approaches based on stochastic line searches…

Optimization and Control · Mathematics 2025-09-05 Matteo Lapucci , Davide Pucci

A technique for computing an ILU preconditioner based on the FAPINV algorithm is presented. We show that this algorithm is well-defined for H-matrices. Moreover, when used in conjunction with Krylov-subspace-based iterative solvers such as…

Numerical Analysis · Mathematics 2010-10-15 Davod Khojasteh Salkuyeh , Amin Rafiei , Hadi Roohani

Many probabilistic inference tasks involve summations over exponentially large sets. Recently, it has been shown that these problems can be reduced to solving a polynomial number of MAP inference queries for a model augmented with randomly…

Artificial Intelligence · Computer Science 2013-09-27 Stefano Ermon , Carla P. Gomes , Ashish Sabharwal , Bart Selman

Subspace recycling techniques have been used quite successfully for the acceleration of iterative methods for solving large-scale linear systems. These methods often work by augmenting a solution subspace generated iteratively by a known…

Numerical Analysis · Mathematics 2021-05-18 Ronny Ramlau , Kirk M. Soodhalter , Victoria Hutterer

Nodal solutions of a parametric (p_1,p_2)-Laplacian system, with Neumann boundary conditions, are obtained by chiefly constructing appropriate sub-super-solution pairs.

Analysis of PDEs · Mathematics 2019-04-17 P. Candito , S. A. Marano , A. Moussaoui

In this paper, a well-conditioned collocation method is constructed for solving general $p$-th order linear differential equations with various types of boundary conditions. Based on a suitable Birkhoff interpolation, we obtain a new set of…

Numerical Analysis · Mathematics 2013-05-28 Li-Lian Wang , Michael Daniel Samson , Xiaodan Zhao

Consider the setting of constrained optimization, with some parameters unknown at solving time and requiring prediction from relevant features. Predict+Optimize is a recent framework for end-to-end training supervised learning models for…

Artificial Intelligence · Computer Science 2023-11-15 Xinyi Hu , Jasper C. H. Lee , Jimmy H. M. Lee

The intrinsic nature of a problem usually suggests a first suitable method to deal with it. Unfortunately, the apparent ease of application of these initial approaches may make their possible flaws seem to be inherent to the problem and…

Classical Analysis and ODEs · Mathematics 2022-02-17 Victoriano Carmona , Fernando Fernández-Sánchez

This article is concerned with the question of constructing effcient multigrid preconditioners for the linear systems arising when applying semismooth Newton methods to large-scale linear-quadratic optimization problems constrained by…

Numerical Analysis · Mathematics 2013-11-08 Andrei Draganescu

We propose using greedy and randomized Kaczmarz inner-iterations as preconditioners for the right-preconditioned flexible GMRES method to solve consistent linear systems, with a parameter tuning strategy for adjusting the number of inner…

Numerical Analysis · Mathematics 2021-02-25 Yi-Shu Du , Ken Hayami , Ning Zheng , Keiichi Morikuni , Jun-Feng Yin

In this note we construct a solution of a matrix interval linear equation of the form X=AX+B (the discrete stationary Bellman equation) over partially ordered semirings, including the semiring of nonnegative real numbers and all idempotent…

Rings and Algebras · Mathematics 2007-05-23 Grigori Litvinov , Andrei Sobolevskii

In this paper, we present a preconditioned variant of the generalized successive overrelaxation (GSOR) iterative method for solving a broad class of complex symmetric linear systems. We study conditions under which the spectral radius of…

Numerical Analysis · Mathematics 2014-10-10 Davod Hezari , Vahid Edalatpour , Davod Khojasteh Salkuyeh

In this paper, a novel pre- and post-processing algorithm is presented that can double the convergence rate of finite element approximations for linear wave problems. In particular, it is shown that a $q$-step pre- and post-processing…

Numerical Analysis · Mathematics 2020-02-05 Sjoerd Geevers

A sparse matrix is called double irregular sparse if it has at least one relatively dense column and row, and it is double regular sparse if all the columns and rows of it are sparse. The sparse approximate inverse preconditioning…

Numerical Analysis · Mathematics 2019-09-24 Zhongxiao Jia , Wenjie Kang

Discretization of flow in fractured porous media commonly lead to large systems of linear equations that require dedicated solvers. In this work, we develop an efficient linear solver and its practical implementation for mixed-dimensional…

Numerical Analysis · Mathematics 2023-02-08 Xiaozhe Hu , Eirik Keilegavlen , Jan M. Nordbotten

This work connects two mathematical fields - computational complexity and interval linear algebra. It introduces the basic topics of interval linear algebra - regularity and singularity, full column rank, solving a linear system, deciding…

Computational Complexity · Computer Science 2016-02-02 Jaroslav Horáček , Milan Hladík , Michal Černý

A version of the Dynamical Systems Method (DSM) for solving ill-conditioned linear algebraic systems is studied in this paper. An {\it a priori} and {\it a posteriori} stopping rules are justified. An algorithm for computing the solution…

Numerical Analysis · Mathematics 2009-01-28 N. S. Hoang , A. G. Ramm

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

A hierarchical solver is proposed for solving sparse ill-conditioned linear systems in parallel. The solver is based on a modification of the LoRaSp method, but employs a deferred-compression technique, which provably reduces the…

Numerical Analysis · Mathematics 2019-09-04 Chao Chen , Leopold Cambier , Erik G. Boman , Sivasankaran Rajamanickam , Raymond S. Tuminaro , Eric Darve
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