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We consider an efficient preconditioner for boundary integral equation (BIE) formulations of the two-dimensional Stokes equations in porous media. While BIEs are well-suited for resolving the complex porous geometry, they lead to a dense…

Numerical Analysis · Mathematics 2016-09-16 Pieter Coulier , Bryan Quaife , Eric Darve

We present a computational study of several preconditioning techniques for the GMRES algorithm applied to the stochastic diffusion equation with a lognormal coefficient discretized with the stochastic Galerkin method. The clear block…

Numerical Analysis · Mathematics 2022-08-12 Eugenio Aulisa , Giacomo Capodaglio , Guoyi Ke

We are interested in obtaining approximate solutions to parameterized linear systems of the form $A(\mu) x(\mu) = b$ for many values of the parameter $\mu$. Here $A(\mu)$ is large, sparse, and nonsingular, with a nonlinear analytic…

Numerical Analysis · Mathematics 2022-06-13 Siobhán Correnty , Elias Jarlebring , Kirk M. Soodhalter

This work considers the convergence of GMRES for non-singular problems. GMRES is interpreted as the GCR method which allows for simple proofs of the convergence estimates. Preconditioning and weighted norms within GMRES are considered. The…

Numerical Analysis · Mathematics 2023-11-09 Nicole Spillane

Finding the sparset solution of an underdetermined system of linear equations $y=Ax$ has attracted considerable attention in recent years. Among a large number of algorithms, iterative thresholding algorithms are recognized as one of the…

Information Theory · Computer Science 2013-10-16 Jinshan Zeng , Shaobo Lin , Zongben Xu

In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…

Numerical Analysis · Mathematics 2021-01-18 Luca Bergamaschi , Jacek Gondzio , Ángeles Martínez , John W. Pearson , Spyridon Pougkakiotis

Steepest descent preconditioning is considered for the recently proposed nonlinear generalized minimal residual (N-GMRES) optimization algorithm for unconstrained nonlinear optimization. Two steepest descent preconditioning variants are…

Numerical Analysis · Mathematics 2011-07-26 Hans De Sterck

We present a novel linear solver that works well for large systems obtained from discretizing PDEs. It is robust and, for the examples we studied, the computational effort scales linearly with the number of equations. The algorithm is based…

Numerical Analysis · Mathematics 2025-10-20 Klaus Lackner , Ralph Menikoff

In this paper we introduce an algebraic recursive multilevel incomplete factorization preconditioner, based on a distributed Schur complement formulation, for solving general linear systems. The novelty of the proposed method is to combine…

Numerical Analysis · Mathematics 2015-09-23 Yiming Bu , Bruno Carpentieri , Zhaoli Shen , Tingzhu Huang

Many computer vision applications require robust and efficient estimation of camera geometry. The robust estimation is usually based on solving camera geometry problems from a minimal number of input data measurements, i.e. solving minimal…

Computer Vision and Pattern Recognition · Computer Science 2019-12-24 Snehal Bhayani , Zuzana Kukelova , Janne Heikkilä

Consider using the right-preconditioned GMRES (AB-GMRES) for obtaining the minimum-norm solution of inconsistent underdetermined systems of linear equations. Morikuni (Ph.D. thesis, 2013) showed that for some inconsistent and…

Numerical Analysis · Mathematics 2022-05-25 Zeyu Liao , Ken Hayami , Keiichi Morikuni , Jun-Feng Yin

The boundary integral method is an efficient approach for solving time-harmonic obstacle scattering problems by a bounded scatterer. This paper presents the directional preconditioner for the iterative solution of linear systems of the…

Numerical Analysis · Mathematics 2014-09-17 Lexing Ying

The convergence of GMRES for solving linear systems can be influenced heavily by the structure of the right hand side. Within the solution of eigenvalue problems via inverse iteration or subspace iteration, the right hand side is generally…

Numerical Analysis · Mathematics 2017-05-31 Melina Freitag , Patrick Kürschner , Jennifer Pestana

The generalized minimal residual (GMRES) algorithm is applied to image reconstruction using linear computed tomography (CT) models. The GMRES algorithm iteratively solves square, non-symmetric linear systems and it has practical application…

Medical Physics · Physics 2022-05-04 Emil Y. Sidky , Per Christian Hansen , Jakob S. Jørgensen , Xiaochuan Pan

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

In this article, we introduce a fast and memory efficient solver for sparse matrices arising from the finite element discretization of elliptic partial differential equations (PDEs). We use a fast direct (but approximate) multifrontal…

Numerical Analysis · Computer Science 2015-04-23 AmirHossein Aminfar , Eric Darve

Estimating camera geometry typically involves solving minimal problems formulated as systems of multivariate polynomial equations, which often pose computational challenges when using existing Gr\"obner-basis or resultant-based methods due…

Computer Vision and Pattern Recognition · Computer Science 2026-05-08 Haidong Wu , Snehal Bhayani , Janne Heikkilä

We analyze optimal complexity of adaptive finite element methods (AFEMs) for general second-order linear elliptic partial differential equations (PDEs) in the Lax-Milgram setting. To this end, we formulate an adaptive algorithm which steers…

Numerical Analysis · Mathematics 2026-04-21 Thomas Führer , Paula Hilbert , Ani Miraçi , Dirk Praetorius

Incomplete LU factorizations of sparse matrices are widely used as preconditioners in Krylov subspace methods to speed up solving linear systems. Unfortunately, computing the preconditioner itself can be time-consuming and sensitive to…

Machine Learning · Computer Science 2024-12-12 Paul Häusner , Aleix Nieto Juscafresa , Jens Sjölund

We present a high-order spacetime numerical method for discretizing and solving linear initial-boundary value problems using wavelet-based techniques with user-prescribed error estimates. The spacetime wavelet discretization yields a system…

Numerical Analysis · Mathematics 2025-09-04 Cody D. Cochran , Karel Matous