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The integro-differential formulation of the RTE and its solution by iterations on the source has been extended here to handle anisotropic scattering. The iterative part of the method is O(N ln N ), thanks to an efficient use of H-matrices.…

Numerical Analysis · Mathematics 2023-06-12 Olivier Pironneau , Pierre-Henri Tournier

The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…

Numerical Analysis · Mathematics 2020-02-11 Toby Sanders , Rodrigo B. Platte , Robert D. Skeel

We describe how variable precision floating point arithmetic can be used in the iterative solver GMRES. We show how the precision of the inner products carried out in the algorithm can be reduced as the iterations proceed, without affecting…

Numerical Analysis · Mathematics 2020-02-20 Serge Gratton , Ehouarn Simon , David Titley-Peloquin , Philippe Toint

Matrices resulting from the discretization of a kernel function, e.g., in the context of integral equations or sampling probability distributions, can frequently be approximated by interpolation. In order to improve the efficiency, a…

Numerical Analysis · Mathematics 2021-12-10 Steffen Börm

Given a full column rank matrix $A \in \mathbb{R}^{m\times n}$ ($m\geq n$), we consider a special class of linear systems of the form $A^\top Ax=A^\top b+c$ with $x, c \in \mathbb{R}^{n}$ and $b \in \mathbb{R}^{m}$. The occurrence of $c$ in…

Numerical Analysis · Mathematics 2019-11-04 Henri Calandra , Serge Gratton , Elisa Riccietti , Xavier Vasseur

This paper describes a regularized variant of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex programs. It is shown that the pointwise iteration-complexity of the new method is better than the…

Optimization and Control · Mathematics 2017-01-09 Max L. N. Goncalves , Jefferson G. Melo , Renato D. C. Monteiro

Understanding the singular value spectrum of a matrix $A \in \mathbb{R}^{n \times n}$ is a fundamental task in countless applications. In matrix multiplication time, it is possible to perform a full SVD and directly compute the singular…

Data Structures and Algorithms · Computer Science 2019-01-04 Cameron Musco , Praneeth Netrapalli , Aaron Sidford , Shashanka Ubaru , David P. Woodruff

A selection of algorithms for the rational approximation of matrix-valued functions are discussed, including variants of the interpolatory AAA method, the RKFIT method based on approximate least squares fitting, vector fitting, and a method…

Numerical Analysis · Mathematics 2021-04-21 Ion Victor Gosea , Stefan Güttel

We examine two questions regarding Fourier frequencies for a class of iterated function systems (IFS). These are iteration limits arising from a fixed finite families of affine and contractive mappings in $\br^d$, and the ``IFS'' refers to…

Functional Analysis · Mathematics 2007-10-25 Dorin E. Dutkay , Palle E. T. Jorgensen

We give an efficient algorithm which can obtain a relative error approximation to the spectral norm of a matrix, combining the power iteration method with some techniques from matrix reconstruction which use random sampling.

Data Structures and Algorithms · Computer Science 2011-04-13 Malik Magdon-Ismail

In \cite{liu2022practical}, a general algorithm is developed to efficiently obtain the best accuracy using the regular refinement. The adaptive refinement allows for obtaining an accuracy with a smaller number of DoFs compared with the…

Numerical Analysis · Mathematics 2025-03-25 Jie Liu

Estimating the diagonal entries of a matrix, that is not directly accessible but only available as a linear operator in the form of a computer routine, is a common necessity in many computational applications, especially in image…

Instrumentation and Methods for Astrophysics · Physics 2015-03-19 Marco Selig , Niels Oppermann , Torsten A. Enßlin

Efficiently solving sparse linear algebraic equations is an important research topic of numerical simulation. Commonly used approaches include direct methods and iterative methods. Compared with the direct methods, the iterative methods…

Numerical Analysis · Mathematics 2023-10-11 Haifeng Zou , Xiaowen Xu , Chen-Song Zhang

We analyze inexact fixed point iterations where the generating function contains an inexact solve of an equation system to answer the question of how tolerances for the inner solves influence the iteration error of the outer fixed point…

Numerical Analysis · Mathematics 2014-03-12 Philipp Birken

The numerical and computational aspects of chiral fermions in lattice quantum chromodynamics are extremely demanding. In the overlap framework, the computation of the fermion propagator leads to a nested iteration where the matrix vector…

High Energy Physics - Lattice · Physics 2009-11-10 Nigel Cundy , Andreas Frommer , Jasper van den Eshof , Thomas Lippert , Stephan Krieg , Katrin Schäfer

We construct a family of iterations for computing the principal square root of a square matrix $A$ using Zolotarev's rational minimax approximants of the square root function. We show that these rational functions obey a recursion, allowing…

Numerical Analysis · Mathematics 2018-05-01 Evan S. Gawlik

We present in this paper first-order alternating linearization algorithms based on an alternating direction augmented Lagrangian approach for minimizing the sum of two convex functions. Our basic methods require at most $O(1/\epsilon)$…

Optimization and Control · Mathematics 2010-10-14 Donald Goldfarb , Shiqian Ma , Katya Scheinberg

Randomized matrix sparsification has proven to be a fruitful technique for producing faster algorithms in applications ranging from graph partitioning to semidefinite programming. In the decade or so of research into this technique, the…

Numerical Analysis · Mathematics 2009-11-23 Alex Gittens , Joel A. Tropp

Variational methods in imaging are nowadays developing towards a quite universal and flexible tool, allowing for highly successful approaches on tasks like denoising, deblurring, inpainting, segmentation, super-resolution, disparity, and…

Optimization and Control · Mathematics 2014-12-16 Martin Burger , Alex Sawatzky , Gabriele Steidl

Matrix double splitting iterations are simple in implementation while solving real non-singular (rectangular) linear systems. In this paper, we present two Alternating Double Splitting (ADS) schemes formulated by two double splittings and…

Numerical Analysis · Mathematics 2025-03-25 Ashish Kumar Nandi , Nachiketa Mishra , Debasisha Mishra
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