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Since numbers in the computer are represented with a fixed number of bits, loss of accuracy during calculation is unavoidable. At high precision where more bits (e.g. 64) are allocated to each number, round-off errors are typically small.…

Numerical Analysis · Mathematics 2022-10-11 Yizhou Chen , Xiaoyun Gong , Xiang Ji

Multistep matrix splitting iterations serve as preconditioning for Krylov subspace methods for solving singular linear systems. The preconditioner is applied to the generalized minimal residual (GMRES) method and the flexible GMRES (FGMRES)…

Numerical Analysis · Mathematics 2021-11-09 Keiichi Morikuni

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 study investigates the iterative refinement method applied to the solution of linear discrete inverse problems by considering its application to the Tikhonov problem in mixed precision. Previous works on mixed precision iterative…

Numerical Analysis · Mathematics 2025-10-22 James G. Nagy , Lucas Onisk

We investigate the regularizing behavior of an iterative Krylov subspace method for the solution of linear inverse problems in precisions lower than double. Recent works have considered the projection of iterated Tikhonov methods using…

Numerical Analysis · Mathematics 2025-12-02 Chelsea Drum , James. G. Nagy , Lucas Onisk

The generalized minimal residual (GMRES) algorithm is applied to image reconstruction using linear computed tomography (CT) models. The GMRES algorithm iteratively solves square, non-symmetric linear systems and it has practical application…

Medical Physics · Physics 2022-05-04 Emil Y. Sidky , Per Christian Hansen , Jakob S. Jørgensen , Xiaochuan Pan

An implementation of GMRES with multiple preconditioners (MPGMRES) is proposed for solving shifted linear systems with shift-and-invert preconditioners. With this type of preconditioner, the Krylov subspace can be built without requiring…

Numerical Analysis · Mathematics 2016-03-31 Tania Bakhos , Peter Kitanidis , Scott Ladenheim , Arvind K. Saibaba , Daniel Szyld

This research investigates using a mixed-precision iterative refinement method using posit numbers instead of the standard IEEE floating-point format. The method is applied to solve a general linear system represented by the equation $Ax =…

Numerical Analysis · Mathematics 2024-08-28 James Quinlan , E. Theodore L. Omtzigt

We present two minimum residual methods for solving sequences of shifted linear systems, the right-preconditioned shifted GMRES and shifted recycled GMRES algorithms which use a seed projection strategy often employed to solve multiple…

Numerical Analysis · Mathematics 2016-02-04 Kirk M. Soodhalter

Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time…

Machine Learning · Computer Science 2017-06-02 Filip de Roos , Philipp Hennig

Low-precision computing is essential for efficiently utilizing memory bandwidth and computing cores. While many mixed-precision algorithms have been developed for iterative sparse linear solvers, effectively leveraging half-precision (fp16)…

Numerical Analysis · Mathematics 2025-05-28 Kengo Suzuki , Takeshi Iwashita

The GMRES method is used to solve sparse, non-symmetric systems of linear equations arising from many scientific applications. The solver performance within a single node is memory bound, due to the low arithmetic intensity of its…

Numerical Analysis · Mathematics 2020-11-04 Neil Lindquist , Piotr Luszczek , Jack Dongarra

We focus on robust and efficient iterative solvers for the pressure Poisson equation in incompressible Navier-Stokes problems. Preconditioned Krylov subspace methods are popular for these problems, with BiCGStab and GMRES(m) most frequently…

Numerical Analysis · Computer Science 2015-09-29 Amit Amritkar , Eric de Sturler , Katarzyna Świrydowicz , Danesh Tafti , Kapil Ahuja

We study the use of Krylov subspace recycling for the solution of a sequence of slowly-changing families of linear systems, where each family consists of shifted linear systems that differ in the coefficient matrix only by multiples of the…

Numerical Analysis · Mathematics 2014-10-01 Kirk M. Soodhalter , Daniel B. Szyld , Fei Xue

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

Reconstructing high-quality images with sharp edges requires the use of edge-preserving constraints in the regularized form of the inverse problem. The use of the $\ell_q$-norm on the gradient of the image is a common such constraint. For…

Numerical Analysis · Mathematics 2023-09-28 Mirjeta Pasha , Eric de Sturler , Misha E. Kilmer

Many Krylov subspace methods for shifted linear systems take advantage of the invariance of the Krylov subspace under a shift of the matrix. However, exploiting this fact in the non-Hermitian case introduces restrictions; e.g., initial…

Numerical Analysis · Mathematics 2016-02-05 Kirk M. Soodhalter

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

Inverse problems arise in various scientific and engineering applications, necessitating robust numerical methods for their solution. In this work, we consider the effectiveness of Krylov subspace iterative methods, including GMRES, QMR,…

Numerical Analysis · Mathematics 2025-08-11 Moshen Hu , Lucas Onisk

A Krylov subspace recycling method for the efficient evaluation of a sequence of matrix functions acting on a set of vectors is developed. The method improves over the recycling methods presented in [Burke et al., arXiv:2209.14163, 2022] in…

Numerical Analysis · Mathematics 2023-08-23 Liam Burke , Stefan Güttel