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We investigate iterative methods with randomized preconditioners for solving overdetermined least-squares problems, where the preconditioners are based on a random embedding of the data matrix. We consider two distinct approaches: the…
Iterative algorithms based on thresholding, feedback and null space tuning (NST+HT+FB) for sparse signal recovery are exceedingly effective and fast, particularly for large scale problems. The core algorithm is shown to converge in finitely…
We present SuperSCS: a fast and accurate method for solving large-scale convex conic problems. SuperSCS combines the SuperMann algorithmic framework with the Douglas-Rachford splitting which is applied on the homogeneous self-dual embedding…
The hierarchical interpolative factorization for elliptic partial differential equations is a fast algorithm for approximate sparse matrix inversion in linear or quasilinear time. Its accuracy can degrade, however, when applied to strongly…
Matrix splitting iteration methods play a vital role in solving large sparse linear systems. Their performance heavily depends on the splitting parameters, however, the approach of selecting optimal splitting parameters has not been well…
The parallel linear equations solver capable of effectively using 1000+ processors becomes the bottleneck of large-scale implicit engineering simulations. In this paper, we present a new hierarchical parallel master-slave-structural…
LSMR is a widely recognized method for solving least squares problems via the double QR decomposition. Various preconditioning techniques have been explored to improve its efficiency. One issue that arises when implementing these…
In several geophysical applications, such as full waveform inversion and data modelling, we are facing the solution of inhomogeneous Helmholtz equation. The difficulties of solving the Helmholtz equa- tion are two fold. Firstly, in the case…
We describe a fast, direct solver for elliptic partial differential equations on a two-dimensional hierarchy of adaptively refined, Cartesian meshes. Our solver, inspired by the Hierarchical Poincar\'e-Steklov (HPS) method introduced by…
Hardware trends have motivated the development of mixed precision algo-rithms in numerical linear algebra, which aim to decrease runtime while maintaining acceptable accuracy. One recent development is the development of an adaptive…
Correspondence problems are often modelled as quadratic optimization problems over permutations. Common scalable methods for approximating solutions of these NP-hard problems are the spectral relaxation for non-convex energies and the…
The question of fast convergence in the classical problem of high dimensional linear regression has been extensively studied. Arguably, one of the fastest procedures in practice is Iterative Hard Thresholding (IHT). Still, IHT relies…
Shifted Laplacian multigrid preconditioner has become a tool du jour for solving highly indefinite Helmholtz equations. The idea is to add a complex damping to the original Helmholtz operator and then apply a multigrid processing to the…
In this paper, two efficient iterative algorithms based on the simpler GMRES method are proposed for solving shifted linear systems. To make full use of the shifted structure, the proposed algorithms utilizing the deflated restarting…
This paper presents an efficient Krylov subspace iterative solver for the three-dimensional (3D) Helmholtz equation with non-constant coefficients and absorbing boundary conditions, combining high-resolution compact schemes with low-order…
We consider the use of multipreconditioning, which allows for multiple preconditioners to be applied in parallel, on high-frequency Helmholtz problems. Typical applications present challenging sparse linear systems which are complex…
In this research, to solve the large indefinite least squares problem, we firstly transform its normal equation into a sparse block three-by-three linear systems, then use GMRES method with an accelerated preconditioner to solve it. The…
This paper introduces a new boundary element formulation for transient electromagnetic scattering by homogeneous dielectric objects based on the time-domain PMCHWT equation. To address dense-mesh breakdown, a multiplicative Calderon…
This paper introduces the sparsifying preconditioner for the pseudospectral approximation of highly indefinite systems on periodic structures, which include the frequency-domain response problems of the Helmholtz equation and the…
We construct a locally-lexicographic SSOR preconditioner to accelerate the parallel iterative solution of linear systems of equations for two improved discretizations of lattice fermions: the Sheikholeslami-Wohlert scheme where a…