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The use of the Preconditioned Conjugate Gradient (PCG) method for computing the Generalized Least Squares (GLS) estimator of the General Linear Model (GLM) is considered. The GLS estimator is expressed in terms of the solution of an…

Numerical Analysis · Mathematics 2025-10-17 Paolo Foschi

The DD-CPM software library provides a set of tools for the discretization and solution of problems arising from the closest point method (CPM) for partial differential equations on surfaces. The solvers are built on top of the well-known…

Numerical Analysis · Mathematics 2022-09-28 Ian C. T. May , Ronald D. Haynes , Steven J. Ruuth

A sparse linear programming (SLP) problem is a linear programming problem equipped with a sparsity (or cardinality) constraint, which is nonconvex and discontinuous theoretically and generally NP-hard computationally due to the…

Optimization and Control · Mathematics 2018-06-05 Chen Zhao , Ziyan Luo , Weiyue Li , Houduo Qi , Naihua Xiu

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…

This paper introduces a fully algebraic two-level additive Schwarz preconditioner for general sparse large-scale matrices. The preconditioner is analyzed for symmetric positive definite (SPD) matrices. For those matrices, the coarse space…

Numerical Analysis · Mathematics 2024-01-09 Hussam Al Daas , Pierre Jolivet , Frédéric Nataf , Pierre-Henri Tournier

Dense, discrete Graphical Models with pairwise potentials are a powerful class of models which are employed in state-of-the-art computer vision and bio-imaging applications. This work introduces a new MAP-solver, based on the popular Dual…

Machine Learning · Computer Science 2020-04-20 Siddharth Tourani , Alexander Shekhovtsov , Carsten Rother , Bogdan Savchynskyy

Least squares method is one of the simplest and most popular techniques applied in data fitting, imaging processing and high dimension data analysis. The classic methods like QR and SVD decomposition for solving least squares problems has a…

Numerical Analysis · Mathematics 2018-06-11 Long Chen , Huiwen Wu

We describe a new algorithm for Gaussian Elimination suitable for general (unsymmetric and possibly singular) sparse matrices, of any entry type, which has a natural parallel and distributed-memory formulation but degrades gracefully to…

Mathematical Software · Computer Science 2012-01-17 Riccardo Murri

Exact recovery of a sparse solution for an underdetermined system of linear equations implies full search among all possible subsets of the dictionary, which is computationally intractable, while l1 minimization will do the job when a…

Information Theory · Computer Science 2014-12-22 Mohsen Joneidi , Mahdi Barzegar Khalilsarai , Alireza Zaeemzadeh , Nazanin Rahnavard

The Helmholtz equation is related to seismic exploration, sonar, antennas, and medical imaging applications. It is one of the most challenging problems to solve in terms of accuracy and convergence due to the scalability issues of the…

Numerical Analysis · Mathematics 2024-01-12 Jinqiang Chen , Vandana Dwarka , Cornelis Vuik

Accelerators for sparse matrix multiplication are important components in emerging systems. In this paper, we study the main challenges of accelerating Sparse Matrix Multiplication (SpMM). For the situations that data is not stored in the…

Hardware Architecture · Computer Science 2019-06-04 Pareesa Ameneh Golnari , Sharad Malik

We introduce a preconditioner based on a hierarchical low-rank compression scheme of Schur complements. The construction is inspired by standard nested dissection, and relies on the assumption that the Schur complements can be approximated,…

Numerical Analysis · Mathematics 2015-09-01 Paolo Gatto , Jan S. Hesthaven

Positive linear programs (LPs) model many graph and operations research problems. One can solve for a $(1+\epsilon)$-approximation for positive LPs, for any selected $\epsilon$, in polylogarithmic depth and near-linear work via variations…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-14 Caleb Ju , Serif Yesil , Mengyuan Sun , Chandra Chekuri , Edgar Solomonik

This paper presents a low-overhead optimizer for the ubiquitous sparse matrix-vector multiplication (SpMV) kernel. Architectural diversity among different processors together with structural diversity among different sparse matrices lead to…

Performance · Computer Science 2017-11-16 Athena Elafrou , Georgios Goumas , Nektarios Koziris

This paper presents our work on designing a parallel platform for large-scale reservoir simulations. Detailed components, such as grid and linear solver, and data structures are introduced, which can serve as a guide to parallel reservoir…

Computational Engineering, Finance, and Science · Computer Science 2018-09-05 Hui Liu , Kun Wang , Bo Yang , Zhangxin Chen

Packing and covering semidefinite programs (SDPs) appear in natural relaxations of many combinatorial optimization problems as well as a number of other applications. Recently, several techniques were proposed, that utilize the particular…

Data Structures and Algorithms · Computer Science 2019-02-19 Khaled Elbassioni , Kazuhisa Makino

Among optimal hierarchical algorithms for the computational solution of elliptic problems, the Fast Multipole Method (FMM) stands out for its adaptability to emerging architectures, having high arithmetic intensity, tunable accuracy, and…

Numerical Analysis · Computer Science 2016-01-20 Huda Ibeid , Rio Yokota , Jennifer Pestana , David Keyes

LSMR is a widely recognized method for solving least squares problems via the double QR decomposition. Various preconditioning techniques have been explored to improve its efficiency. One issue that arises when implementing these…

Numerical Analysis · Mathematics 2024-08-30 Mei Yang , Gul Karaduman , Ren-Cang Li

The paper introduces a novel, hierarchical preconditioner based on nested dissection and hierarchical matrix compression. The preconditioner is intended for continuous and discontinuous Galerkin formulations of elliptic problems. We exploit…

Numerical Analysis · Mathematics 2022-01-31 Boris Bonev , Jan S. Hesthaven

As integrated circuits become increasingly complex, the demand for efficient and accurate simulation solvers continues to rise. Traditional solvers often struggle with large-scale sparse systems, leading to prolonged simulation times and…

Numerical Analysis · Mathematics 2025-09-12 Zijian Zhang , Rui Hong , Xuesong Chen , Shuting Cai