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We introduce Coordinate Condensation, a variant of coordinate descent that accelerates physics-based simulation by augmenting local coordinate updates with a Schur-complement-based subspace correction. Recent work by Lan et al. 2025 (JGS2)…

Graphics · Computer Science 2025-10-15 Ty Trusty

We develop convergence acceleration procedures that enable a gradient descent-type iteration method to efficiently simulate Hartree--Fock equations for atoms interacting both with each other and with an external potential. Our development…

Computational Physics · Physics 2025-03-03 Y. Ohno , A. Del Maestro , T. I. Lakoba

The simulation of turbulence in the boundary region of a tokamak is crucial for understanding and optimizing the performance of fusion reactors. In this work, the use of low-rank linear algebra techniques is shown to enhance the efficiency…

Plasma Physics · Physics 2025-08-18 Margherita Guido , Daniel Kressner , Davide Mancini , Paolo Ricci

We present a new algorithm that computes eigenvalues and eigenvectors of a Hermitian positive definite matrix while solving a linear system of equations with Conjugate Gradient (CG). Traditionally, all the CG iteration vectors could be…

High Energy Physics - Lattice · Physics 2011-10-12 Andreas Stathopoulos , Kostas Orginos

Standard Gibbs sampling applied to a multivariate normal distribution with a specified precision matrix is equivalent in fundamental ways to the Gauss-Seidel iterative solution of linear equations in the precision matrix. Specifically, the…

Computation · Statistics 2015-05-14 Colin Fox , Albert Parker

In this paper we propose a variant of the substructuring preconditioner for solving three-dimensional elliptic-type equations with strongly discontinuous coefficients. In the proposed preconditioner, we use the simplest coarse solver…

Numerical Analysis · Mathematics 2018-01-15 Qiya Hu , Shaoliang Hu

We present a novel, practical, and provable approach for solving diagonally constrained semi-definite programming (SDP) problems at scale using accelerated non-convex programming. Our algorithm non-trivially combines acceleration motions…

Optimization and Control · Mathematics 2023-02-07 Junhyung Lyle Kim , JA Lara Benitez , Mohammad Taha Toghani , Cameron Wolfe , Zhiwei Zhang , Anastasios Kyrillidis

Composite convex optimization models arise in several applications, and are especially prevalent in inverse problems with a sparsity inducing norm and in general convex optimization with simple constraints. The most widely used algorithms…

Optimization and Control · Mathematics 2016-07-15 Vahan Hovhannisyan , Panos Parpas , Stefanos Zafeiriou

Neural networks have shown great potential in accelerating the solution of partial differential equations (PDEs). Recently, there has been a growing interest in introducing physics constraints into training neural PDE solvers to reduce the…

Machine Learning · Computer Science 2023-05-30 Xinquan Huang , Wenlei Shi , Qi Meng , Yue Wang , Xiaotian Gao , Jia Zhang , Tie-Yan Liu

Recently a new algorithm for model reduction of second order linear dynamical systems with proportional damping, the Adaptive Iterative Rational Global Arnoldi (AIRGA) algorithm, has been proposed. The main computational cost of the AIRGA…

Numerical Analysis · Mathematics 2017-02-15 Navneet Pratap Singh , Kapil Ahuja , Heike Fassbender

In this paper we study the impact of two types of preconditioning on the numerical solution of large sparse augmented linear systems. The first preconditioning matrix is the lower triangular part whereas the second is the product of the…

Numerical Analysis · Computer Science 2015-02-10 M. A. Louka , N. M. Missirlis

Large, sparse linear systems are pervasive in modern science and engineering, and Krylov subspace solvers are an established means of solving them. Yet convergence can be slow for ill-conditioned matrices, so practical deployments usually…

The solution of linear systems of equations is a central task in a number of scientific and engineering applications. In many cases the solution of linear systems may take most of the simulation time thus representing a major bottleneck in…

Numerical Analysis · Mathematics 2020-10-28 Giovanni Isotton , Carlo Janna , Massimo Bernaschi

The surrogate matrix methodology delivers low-cost approximations of matrices (i.e., surrogate matrices) which are normally computed in Galerkin methods via element-scale quadrature formulas. In this paper, the methodology is applied to a…

Numerical Analysis · Mathematics 2020-09-14 Daniel Drzisga , Brendan Keith , Barbara Wohlmuth

This paper analyzes the iteration-complexity of a quadratic penalty accelerated inexact proximal point method for solving linearly constrained nonconvex composite programs. More specifically, the objective function is of the form $f + h$…

Optimization and Control · Mathematics 2019-07-17 Weiwei Kong , Jefferson G. Melo , Renato D. C. Monteiro

Dedicated hardware accelerators are suitable for parallel computational tasks. Moreover, they have the tendency to accept inexact results. These hardware accelerators are extensively used in image processing and computer vision…

Signal Processing · Electrical Eng. & Systems 2020-01-14 Mahmoud Masadeh , Osman Hasan , Sofiene Tahar

We present a new class of preconditioned iterative methods for solving linear systems of the form $Ax = b$. Our methods are based on constructing a low-rank Nystr\"om approximation to $A$ using sparse random matrix sketching. This…

Data Structures and Algorithms · Computer Science 2025-04-14 Michał Dereziński , Christopher Musco , Jiaming Yang

This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…

Optimization and Control · Mathematics 2023-03-23 Matteo Lapucci , Christian Kanzow

We propose a new iterative algorithm for generating a subset of eigenvalues and eigenvectors of large matrices which generalizes the method of optimal relaxations. We also give convergence criteria for the iterative process, investigate its…

General Physics · Physics 2009-11-07 F. Andreozzi , A. Porrino , N. Lo Iudice

This article is devoted to one particular case of using universal accelerated proximal envelopes to obtain computationally efficient accelerated versions of methods used to solve various optimization problem setups. In this paper, we…

Optimization and Control · Mathematics 2021-01-14 Dmitry Pasechnyuk , Anton Anikin , Vladislav Matyukhin