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Related papers: Parallel-in-time preconditioners for the Sinc-Nyst…

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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

Polynomial preconditioning can improve the convergence of the Arnoldi method for computing eigenvalues. Such preconditioning significantly reduces the cost of orthogonalization; for difficult problems, it can also reduce the number of…

Numerical Analysis · Mathematics 2018-06-22 Mark Embree , Jennifer A. Loe , Ronald B. Morgan

Kernel methods are a popular class of nonlinear predictive models in machine learning. Scalable algorithms for learning kernel models need to be iterative in nature, but convergence can be slow due to poor conditioning. Spectral…

Machine Learning · Statistics 2024-01-26 Amirhesam Abedsoltan , Parthe Pandit , Luis Rademacher , Mikhail Belkin

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…

Numerical Analysis · Mathematics 2025-05-19 Niall Bootland , Tyrone Rees

This paper introduces inexact versions of several block-splitting preconditioners for solving the three-by-three block linear systems arising from a special class of indefinite least squares problems. We first establish the convergence…

Numerical Analysis · Mathematics 2026-05-26 Mohaddese Kaveh Shaldehi , Davod Khojasteh Salkuyeh

The ParaOpt algorithm was recently introduced as a time-parallel solver for optimal-control problems with a terminal-cost objective, and convergence results have been presented for the linear diffusive case with implicit-Euler time…

Numerical Analysis · Mathematics 2023-05-09 Arne Bouillon , Giovanni Samaey , Karl Meerbergen

This paper is concerned with the design, analysis and implementation of preconditioning concepts for spectral Discontinuous Galerkin discretizations of elliptic boundary value problems. While presently known techniques realize a growth of…

Numerical Analysis · Mathematics 2014-05-14 Kolja Brix , Martin Campos Pinto , Claudio Canuto , Wolfgang Dahmen

The (Isogeometric) Finite Cell Method - in which a domain is immersed in a structured background mesh - suffers from conditioning problems when cells with small volume fractions occur. In this contribution, we establish a rigorous scaling…

Numerical Analysis · Mathematics 2019-12-17 F. de Prenter , C. V. Verhoosel , G. J. van Zwieten , E. H. van Brummelen

Time parallelization, also known as PinT (Parallel-in-Time) is a new research direction for the development of algorithms used for solving very large scale evolution problems on highly parallel computing architectures. Despite the fact that…

Numerical Analysis · Mathematics 2025-07-02 Martin J. Gander , Shu-Lin Wu , Tao Zhou

Stationary iterative methods with a symmetric splitting matrix are performed as inner-iteration preconditioning for Krylov subspace methods. We give conditions such that the inner-iteration preconditioning matrix is definite, and show that…

Numerical Analysis · Mathematics 2019-05-20 Keiichi Morikuni

In this paper, we propose a space-time least-squares isogeometric method to solve parabolic evolution problems, well suited for high-degree smooth splines in the space-time domain. We focus on the linear solver and its computational…

Numerical Analysis · Mathematics 2019-09-17 Monica Montardini , Matteo Negri , Giancarlo Sangalli , Mattia Tani

Preconditioning for multilevel Toeplitz systems has long been a focal point of research in numerical linear algebra. In this work, we develop a novel preconditioning method for a class of nonsymmetric multilevel Toeplitz systems, which…

Numerical Analysis · Mathematics 2024-09-25 Yuan-Yuan Huang , Sean Y. Hon , Lot-Kei Chou , Siu-Long Lei

This paper presents a couple of preconditioning techniques that can be used to enhance the performance of iterative regularization methods applied to image deblurring problems with a variety of point spread functions (PSFs) and boundary…

Numerical Analysis · Mathematics 2022-12-13 Marco Donatelli , Paola Ferrari , Silvia Gazzola

We establish a new iterative method for solving a class of large and sparse linear systems of equations with three-by-three block coefficient matrices having saddle point structure. Convergence properties of the proposed method are studied…

Numerical Analysis · Mathematics 2021-09-13 Hamed Aslani , Davod Khojasteh Salkuyeh , Fatemeh Panjeh Ali Beik

Poroelasticity problems play an important role in various engineering, geophysical, and biological applications. Their full discretization results in a large-scale saddle-point system at each time step that is becoming singular for locking…

Numerical Analysis · Mathematics 2025-06-27 Weizhang Huang , Zhuoran Wang

Parallel-in-time (PinT) techniques have been proposed to solve systems of time-dependent differential equations by parallelizing the temporal domain. Among them, Parareal computes the solution sequentially using an inaccurate (fast) solver,…

Computation · Statistics 2024-11-12 Guglielmo Gattiglio , Lyudmila Grigoryeva , Massimiliano Tamborrino

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

A parallelization of a sweeping preconditioner for 3D Helmholtz equations without large cavities is introduced and benchmarked for several challenging velocity models. The setup and application costs of the sequential preconditioner are…

Numerical Analysis · Computer Science 2013-11-26 Jack Poulson , Björn Engquist , Siwei Li , Lexing Ying

We present a new algorithm for convex separable quadratic programming (QP) called Nys-IP-PMM, a regularized interior-point solver that uses low-rank structure to accelerate solution of the Newton system. The algorithm combines the interior…

Optimization and Control · Mathematics 2025-01-15 Ya-Chi Chu , Luiz-Rafael Santos , Madeleine Udell

The main computational cost of algorithms for computing reduced-order models of parametric dynamical systems is in solving sequences of very large and sparse linear systems. We focus on efficiently solving these linear systems, arising…

Numerical Analysis · Mathematics 2018-09-19 Navneet Pratap Singh , Kapil Ahuja