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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…

Numerical Analysis · Mathematics 2025-05-28 Marc A. Tunnell , David F. Gleich

Widely employed for the accurate solution of the electroencephalography forward problem, the symmetric formulation gives rise to a first kind, ill-conditioned operator ill-suited for complex modelling scenarios. This work presents a novel…

Numerical Analysis · Mathematics 2022-04-15 Viviana Giunzioni , John E. Ortiz G. , Adrien Merlini , Simon B. Adrian , Francesco P. Andriulli

We discuss techniques for accelerating the self consistent field (SCF) iteration for solving the Kohn-Sham equations. These techniques are all based on constructing approximations to the inverse of the Jacobian associated with a fixed point…

Computational Physics · Physics 2015-03-20 Lin Lin , Chao Yang

We introduce a new general purpose multiresolution preconditioner for symmetric linear systems. Most existing multiresolution preconditioners use some standard wavelet basis that relies on knowledge of the geometry of the underlying domain.…

Numerical Analysis · Mathematics 2017-07-10 Pramod Kaushik Mudrakarta , Risi Kondor

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

We introduce a novel strategy for constructing symmetric positive definite (SPD) preconditioners for linear systems with symmetric indefinite matrices. The strategy, called absolute value preconditioning, is motivated by the observation…

Numerical Analysis · Mathematics 2016-10-20 Eugene Vecharynski , Andrew V. Knyazev

The convergence of the conjugate gradient method for solving large-scale and sparse linear equation systems depends on the spectral properties of the system matrix, which can be improved by preconditioning. In this paper, we develop a…

Optimization and Control · Mathematics 2024-10-25 Paul Häusner , Ozan Öktem , Jens Sjölund

The Electric Field Integral Equation (EFIE) is notorious for its ill-conditioning both in frequency and h-refinement. Several techniques exist for fixing the equation conditioning problems based on hierarchical strategies, Calderon…

Numerical Analysis · Mathematics 2020-04-28 Lyes Rahmouni , Francesco P. Andriulli

We present a robust and scalable preconditioner for the solution of large-scale linear systems that arise from the discretization of elliptic PDEs amenable to rank compression. The preconditioner is based on hierarchical low-rank…

Numerical Analysis · Mathematics 2017-12-27 Gustavo Chávez , George Turkiyyah , Stefano Zampini , David Keyes

We present a modified version of the PRESB preconditioner for two-by-two block system of linear equations with the coefficient matrix $$\textbf{A}=\left(\begin{array}{cc} F & -G^* G & F \end{array}\right),$$ where $F\in\mathbb{C}^{n\times…

Numerical Analysis · Mathematics 2024-05-15 Owe Axelsson , Dovod Khojasteh Slakuyeh

We develop a simple algorithmic framework to solve large-scale symmetric positive definite linear systems. At its core, the framework relies on two components: (1) a norm-convergent iterative method (i.e. smoother) and (2) a preconditioner.…

Numerical Analysis · Mathematics 2013-02-18 Xiaozhe Hu , Shuhong Wu , Xiao-Hui Wu , Jinchao Xu , Chen-Song Zhang , Shiquan Zhang , Ludmil Zikatanov

The construction of robust solvers for linear systems obtained from the discretization of partial differential equations using Isogeometric Analysis is challenging since the condition number of the system matrix not only grows with the…

Numerical Analysis · Mathematics 2025-12-24 Monica Montardini , Stefan Takacs , Mattia Tani

Nonnegative matrix factorization (NMF) under the separability assumption can provably be solved efficiently, even in the presence of noise, and has been shown to be a powerful technique in document classification and hyperspectral unmixing.…

Machine Learning · Statistics 2015-04-02 Nicolas Gillis , Stephen A. Vavasis

We present a Calder\'on preconditioner for the electric field integral equation (EFIE), which does not require a barycentric refinement of the mesh and which yields a Hermitian, positive definite (HPD) system matrix allowing for the usage…

Numerical Analysis · Mathematics 2018-11-07 Simon B. Adrian , Francesco P. Andriulli , Thomas F. Eibert

We consider the iterative solution of symmetric saddle-point matrices with a singular leading block. We develop a new ideal positive definite block diagonal preconditioner that yields a preconditioned operator with four distinct…

Numerical Analysis · Mathematics 2022-06-29 Susanne Bradley , Chen Greif

In this paper, the generalized shift-splitting preconditioner is implemented for saddle point problems with symmetric positive definite (1,1)-block and symmetric positive semidefinite (2,2)-block. The proposed preconditioner is extracted…

Numerical Analysis · Mathematics 2015-03-03 Davod Khojasteh Salkuyeh , Mohsen Masoudi , Davod Hezari

We consider the problem of finding the optimal diagonal preconditioner for a positive definite matrix. Although this problem has been shown to be solvable and various methods have been proposed, none of the existing approaches are scalable…

Numerical Analysis · Mathematics 2024-11-07 Wenzhi Gao , Zhaonan Qu , Madeleine Udell , Yinyu Ye

We explore a scaled spectral preconditioner for the efficient solution of sequences of symmetric and positive-definite linear systems. We design the scaled preconditioner not only as an approximation of the inverse of the linear system but…

Numerical Analysis · Mathematics 2024-10-04 Youssef Diouane , Selime Gürol , Oussama Mouhtal , Dominique Orban

Preconditioners are generally essential for fast convergence in the iterative solution of linear systems of equations. However, the computation of a good preconditioner can be expensive. So, while solving a sequence of many linear systems,…

Numerical Analysis · Mathematics 2020-12-21 Arielle Grim-McNally , Eric de Sturler , Serkan Gugercin

This paper introduces a new preconditioning technique that is suitable for matrices arising from the discretization of a system of PDEs on unstructured grids. The preconditioner satisfies a so-called filtering property, which ensures that…

Numerical Analysis · Computer Science 2011-03-17 Laura Grigori , Frédéric Nataf
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