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This paper deals with linear algebra operations on Graphics Processing Unit (GPU) with complex number arithmetic using double precision. An analysis of their uses within iterative Krylov methods is presented to solve acoustic problems.…

Numerical Analysis · Mathematics 2021-12-23 Abal-Kassim Cheik Ahamed , Frederic Magoules

We compare two approaches to compute a portion of the spectrum of dense symmetric definite generalized eigenproblems: one is based on the reduction to tridiagonal form, and the other on the Krylov-subspace iteration. Two large-scale…

In this paper we develop randomized Krylov subspace methods for efficiently computing regularized solutions to large-scale linear inverse problems. Building on the recently developed randomized Gram-Schmidt process, where sketched inner…

Numerical Analysis · Mathematics 2025-08-29 Julianne Chung , Silvia Gazzola

This research introduce our work on developing Krylov subspace and AMG solvers on NVIDIA GPUs. As SpMV is a crucial part for these iterative methods, SpMV algorithms for single GPU and multiple GPUs are implemented. A HEC matrix format and…

Mathematical Software · Computer Science 2016-06-03 Bo Yang , Hui Liu , Zhangxin Chen

Krylov methods are a key way of solving large sparse linear systems of equations, but suffer from poor strong scalabilty on distributed memory machines. This is due to high synchronization costs from large numbers of collective…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-03-14 Shelby Lockhart , Amanda Bienz , William Gropp , Luke Olson

Boundary element methods produce dense linear systems that can be accelerated via multipole expansions. Solved with Krylov methods, this implies computing the matrix-vector products within each iteration with some error, at an accuracy…

Numerical Analysis · Mathematics 2016-10-04 Tingyu Wang , Simon K. Layton , Lorena A. Barba

A coarse grid correction (CGC) approach is proposed to enhance the efficiency of the matrix exponential and $\varphi$ matrix function evaluations. The approach is intended for iterative methods computing the matrix-vector products with…

Numerical Analysis · Mathematics 2024-04-23 Mike A. Botchev

The geometric multigrid method (GMG) is one of the most efficient solving techniques for discrete algebraic systems arising from elliptic partial differential equations. GMG utilizes a hierarchy of grids or discretizations and reduces the…

Numerical Analysis · Mathematics 2013-01-14 Chunsheng Feng , Shi Shu , Jinchao Xu , Chen-Song Zhang

In this work the numerical solution of acoustic tomography problem based on the iterative and functional-analytical algorithms is considered. The mathematical properties of these algorithms were previously described in works of R.G.Novikov…

Numerical Analysis · Mathematics 2024-01-26 A. S. Shurup

Krylov subspace methods are an essential building block in numerical simulation software. The efficient utilization of modern hardware is a challenging problem in the development of these methods. In this work, we develop Krylov subspace…

Numerical Analysis · Mathematics 2021-04-07 Nils-Arne Dreier

We present an efficient, robust and fully GPU-accelerated aggregation-based algebraic multigrid preconditioning technique for the solution of large sparse linear systems. These linear systems arise from the discretization of elliptic PDEs.…

Numerical Analysis · Mathematics 2014-03-10 Rajesh Gandham , Ken Esler , Yongpeng Zhang

This work concerns the numerical simulation of the Vlasov-Poisson set of equations using semi- Lagrangian methods on Graphical Processing Units (GPU). To accomplish this goal, modifications to traditional methods had to be implemented.…

Plasma Physics · Physics 2013-01-25 M. Mehrenberger , C. Steiner , L. Marradi , N. Crouseilles , E. Sonnendrucker , B. Afeyan

Krylov methods provide a fast and highly parallel numerical tool for the iterative solution of many large-scale sparse linear systems. To a large extent, the performance of practical realizations of these methods is constrained by the…

Mathematical Software · Computer Science 2020-09-28 José I. Aliaga , Hartwig Anzt , Thomas Grützmacher , Enrique S. Quintana-Ortí , Andrés E. Tomás

We consider differential Lyapunov and Riccati equations, and generalized versions thereof. Such equations arise in many different areas and are especially important within the field of optimal control. In order to approximate their…

Numerical Analysis · Mathematics 2018-10-23 Hermann Mena , Lena-Maria Pfurtscheller , Tony Stillfjord

Krylov subspace methods are widely known as efficient algebraic methods for solving large scale linear systems. However, on massively parallel hardware the performance of these methods is typically limited by communication latency rather…

Numerical Analysis · Computer Science 2018-08-22 Siegfried Cools

Linear solvers are major computational bottlenecks in a wide range of decision support and optimization computations. The challenges become even more pronounced on heterogeneous hardware, where traditional sparse numerical linear algebra…

Computational Engineering, Finance, and Science · Computer Science 2024-01-26 Kasia Świrydowicz , Nicholson Koukpaizan , Maksudul Alam , Shaked Regev , Michael Saunders , Slaven Peleš

Efficient numerical solution of the acoustic Helmholtz equation in heterogeneous media remains challenging, particularly for large-scale problems with spatially-varying density - a limitation that restricts applications in biomedical…

Computational Physics · Physics 2025-07-23 Antonio Stanziola , Simon R. Arridge , Bradley E. Treeby , Benjamin T. Cox

Hierarchical matrices provide a highly memory-efficient way of storing dense linear operators arising, for example, from boundary element methods, particularly when stored in the H^2 format. In such data-sparse representations, iterative…

Numerical Analysis · Mathematics 2025-09-23 Sven Christophersen

In this paper, we develop algorithms for computing the recurrence coefficients corresponding to multiple orthogonal polynomials on the step-line. We reformulate the problem as an inverse eigenvalue problem, which can be solved using…

Numerical Analysis · Mathematics 2026-03-05 Amin Faghih , Michele Rinelli , Marc Van Barel , Raf Vandebril , Robbe Vermeiren

In this paper, we aim to introduce a new perspective when comparing highly parallelized algorithms on GPU: the energy consumption of the GPU. We give an analysis of the performance of linear algebra operations, including addition of…

Numerical Analysis · Mathematics 2021-12-22 Abal-Kassim Cheik Ahamed , Alban Desmaison , Frederic Magoules
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