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Stochastic gradient descent (SGD) still is the workhorse for many practical problems. However, it converges slow, and can be difficult to tune. It is possible to precondition SGD to accelerate its convergence remarkably. But many attempts…

Machine Learning · Statistics 2017-02-23 Xi-Lin Li

To precondition a large and sparse linear system, two direct methods for approximate factoring of the inverse are devised. The algorithms are fully parallelizable and appear to be more robust than the iterative methods suggested for the…

Numerical Analysis · Mathematics 2012-08-20 Mikko Byckling , Marko Huhtanen

Integer-forcing (IF) precoding, also known as downlink IF, is a promising new approach for communication over multiple-input multiple-output (MIMO) broadcast channels. Inspired by the integer-forcing linear receiver for multiple-access…

Information Theory · Computer Science 2019-05-07 Danilo Silva , Gabriel Pivaro , Gustavo Fraidenraich , Behnaam Aazhang

In this paper we consider linear systems with dense-matrices which arise from numerical solution of boundary integral equations. Such matrices can be well-approximated with $\mathcal{H}^2$-matrices. We propose several new preconditioners…

Numerical Analysis · Mathematics 2014-12-04 Daria Sushnikova , Ivan V. Oseledets

We present a scalable approach to solve a class of elliptic partial differential equation (PDE)-constrained optimization problems with bound constraints. This approach utilizes a robust full-space interior-point (IP)-Gauss-Newton…

Optimization and Control · Mathematics 2024-10-22 Tucker Hartland , Cosmin G. Petra , Noemi Petra , Jingyi Wang

We present the first rigorous convergence analysis of the smoothed adaptive finite element method (S-AFEM) proposed in [Mulita, Giani, Heltai: SIAM J. Sci. Comput. 43, 2021]. S-AFEM modifies the classical adaptive finite element method…

Numerical Analysis · Mathematics 2026-01-29 Philipp Bringmann , Christoph Lietz , Dirk Praetorius

The aim of this study was to check how efficient can be smoothed finite element method (FEM) for solution of the linear fracture mechanics problems. Accuracy of stress intensity factor (SIF) computation were investigated using three types…

Computational Engineering, Finance, and Science · Computer Science 2019-03-28 I. V. Rokach

We study the solution of large symmetric positive-definite linear systems in a matrix-free setting with a limited iteration budget. We focus on the preconditioned conjugate gradient (PCG) method with spectral preconditioning. Spectral…

Numerical Analysis · Mathematics 2026-04-01 Youssef Diouane , Selime Gürol , Oussama Mouhtal , Dominique Orban

Stochastic gradient descent (SGD) exhibits strong algorithmic regularization effects in practice and plays an important role in the generalization of modern machine learning. However, prior research has revealed instances where the…

Machine Learning · Computer Science 2024-05-28 Junwei Su , Difan Zou , Chuan Wu

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

High-order numerical methods for solving elliptic equations over arbitrary domains typically require specialized machinery, such as high-quality conforming grids for finite elements method, and quadrature rules for boundary integral…

Numerical Analysis · Mathematics 2021-06-02 Saad Qadeer , Boyce E. Griffith

This work presents a comprehensive study of preconditioning strategies for the Electric Field Integral Equation (EFIE) using On-Surface Radiation Condition (OSRC) operators. We examine two distinct formulations -- the Magnetic-to-Electric…

Numerical Analysis · Mathematics 2025-07-29 Marion Darbas , Ignacia Fierro-Piccardo

The design of cyber-physical systems is challenging in that it includes the analysis and synthesis of distributed and embedded real-time systems for controlling, often in a nonlinear way, the environment. We address this challenge with…

Logic in Computer Science · Computer Science 2013-06-17 Chih-Hong Cheng , Natarajan Shankar , Harald Ruess , Saddek Bensalem

Numerical solution of discrete PDEs corresponding to saddle point problems is highly relevant to physical systems such as Stokes flow. However, scaling up numerical solvers for such systems is often met with challenges in efficiency and…

Numerical Analysis · Mathematics 2024-08-23 Yutian Tao , Eftychios Sifakis

We develop a robust matrix-free, communication avoiding parallel, high-degree polynomial preconditioner for the Conjugate Gradient method for large and sparse symmetric positive definite linear systems. We discuss the selection of a scaling…

Numerical Analysis · Mathematics 2022-08-03 L. Bergamaschi , M. Ferronato , G. Isotton , C. Janna , A. Martinez

In many engineering and applied science domains, high-dimensional nonlinear filtering is still a challenging problem. Recent advances in score-based diffusion models offer a promising alternative for posterior sampling but require repeated…

Machine Learning · Computer Science 2025-09-25 Zhijun Zeng , Weiye Gan , Junqing Chen , Zuoqiang Shi

This paper deals with the fast solution of linear systems associated with the mass matrix, in the context of isogeometric analysis. We propose a preconditioner that is both efficient and easy to implement, based on a diagonal-scaled…

Numerical Analysis · Mathematics 2020-11-30 Gabriele Loli , Giancarlo Sangalli , Mattia Tani

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

Ill-conditioning of the system matrix is a well-known complication in immersed finite element methods and trimmed isogeometric analysis. Elements with small intersections with the physical domain yield problematic eigenvalues in the system…

Numerical Analysis · Mathematics 2019-12-17 F. de Prenter , C. V. Verhoosel , E. H. van Brummelen , J. A. Evans , C. Messe , J. Benzaken , K. Maute

This work focuses on the development of a two-step field-split nonlinear preconditioner to accelerate the convergence of two-phase flow and transport in heterogeneous porous media. We propose a field-split algorithm named Field-Split…

Numerical Analysis · Mathematics 2023-03-06 Mamadou N'diaye , Francois P. Hamon , Hamdi A. Tchelepi