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The preconditioned conjugate gradient (PCG) algorithm is one of the most popular algorithms for solving large-scale linear systems Ax = b, where A is a symmetric positive definite matrix. Rather than computing residuals directly, it updates…

Numerical Analysis · Mathematics 2025-11-19 Thomas Bake , Erin Carson , Yuxin Ma

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

Preconditioning is at the core of modern many-fermion Monte Carlo algorithms, such as Hybrid Monte Carlo, where the repeated solution of a linear problem involving an ill-conditioned matrix is needed. We report on a performance comparison…

High Energy Physics - Lattice · Physics 2010-08-24 Timour Ten , Joaquín E. Drut , Timo A. Lähde

Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…

Optimization and Control · Mathematics 2022-11-08 Zhaonan Qu , Wenzhi Gao , Oliver Hinder , Yinyu Ye , Zhengyuan Zhou

Preconditioning is essential in iterative methods for solving linear systems. It is also the implicit objective in updating approximations of Jacobians in optimization methods, e.g.,in quasi-Newton methods. Motivated by the latter, we study…

Numerical Analysis · Mathematics 2024-12-24 Woosuk L. Jung , David Torregrosa-Belén , Henry Wolkowicz

We present a preconditioning method for the linear systems arising from the boundary element discretization of the Laplace hypersingular equation on a $2$-dimensional triangulated surface $\Gamma$ in $\mathbb{R}^3$. We allow $\Gamma$ to…

Numerical Analysis · Mathematics 2023-10-16 Martin Averseng , Xavier Claeys , Ralf Hiptmair

Using the framework of operator or Cald\'{e}ron preconditioning, uniform preconditioners are constructed for elliptic operators of order $2s \in [0,2]$ discretized with continuous finite (or boundary) elements. The cost of the…

Numerical Analysis · Mathematics 2020-04-15 Rob Stevenson , Raymond van Venetië

Folding grid value vectors of size $2^L$ into $L$th order tensors of mode sizes $2\times \cdots\times 2$, combined with low-rank representation in the tensor train format, has been shown to lead to highly efficient approximations for…

Numerical Analysis · Mathematics 2019-11-19 Markus Bachmayr , Vladimir Kazeev

This Paper conducts a thorough simulation study to assess the effectiveness of various acceleration techniques designed to enhance the conjugate gradient algorithm, which is used for solving large linear systems to accelerate Bayesian…

Computation · Statistics 2025-05-06 Zhihao Zhou

We consider a mixed dimensional elliptic partial differential equation posed in a bulk domain with a large number of embedded interfaces. In particular, we study well-posedness of the problem and regularity of the solution. We also propose…

Numerical Analysis · Mathematics 2023-01-02 Fredrik Hellman , Axel Målqvist , Malin Mosquera

We consider an additive Vanka-type smoother for the Poisson equation discretized by the standard finite difference centered scheme. Using local Fourier analysis, we derive analytical formulas for the optimal smoothing factors for two types…

Numerical Analysis · Mathematics 2021-11-08 Chen Greif , Yunhui He

This paper presents a quantum algorithm for the solution of prototypical second-order linear elliptic partial differential equations discretized by $d$-linear finite elements on Cartesian grids of a bounded $d$-dimensional domain. An…

Quantum Physics · Physics 2025-08-20 Matthias Deiml , Daniel Peterseim

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

We present a polynomial preconditioner for solving large systems of linear equations. The polynomial is derived from the minimum residual polynomial (the GMRES polynomial) and is more straightforward to compute and implement than many…

Numerical Analysis · Mathematics 2022-01-13 Jennifer A. Loe , Ronald B. Morgan

Preconditioning is a technique from numerical linear algebra that can accelerate algorithms to solve systems of equations. In this paper, we demonstrate how preconditioning can circumvent a stringent assumption for sign consistency in…

Statistics Theory · Mathematics 2012-08-29 Jinzhu Jia , Karl Rohe

This work is concerned with the numerical solution of large-scale symmetric positive definite matrix equations of the form $A_1XB_1^\top + A_2XB_2^\top + \dots + A_\ell X B_\ell^\top = F$, as they arise from discretized partial differential…

Numerical Analysis · Mathematics 2024-12-04 Ivan Bioli , Daniel Kressner , Leonardo Robol

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

Off-lattice agent-based models (or cell-based models) of multicellular systems are increasingly used to create in-silico models of in-vitro and in-vivo experimental setups of cells and tissues, such as cancer spheroids, neural crest cell…

Numerical Analysis · Mathematics 2026-02-23 Justin Steinman , Andreas Buttenschön

The complex-shifted Laplacian systems arising in a wide range of applications. In this work, we propose an absolute-value based preconditioner for solving the complex-shifted Laplacian system. In our approach, the complex-shifted Laplacian…

Numerical Analysis · Mathematics 2024-08-02 Xuelei Lin , Congcong Li , Sean Hon

We propose a new approximate factorization for solving linear systems with symmetric positive definite sparse matrices. In a nutshell the algorithm is to apply hierarchically block Gaussian elimination and additionally compress the fill-in.…

Numerical Analysis · Mathematics 2018-05-08 Daria A. Sushnikova , Ivan V. Oseledets