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Training and inference in Gaussian processes (GPs) require solving linear systems with $n\times n$ kernel matrices. To address the prohibitive $\mathcal{O}(n^3)$ time complexity, recent work has employed fast iterative methods, like…

Machine Learning · Computer Science 2024-03-12 Kaiwen Wu , Jonathan Wenger , Haydn Jones , Geoff Pleiss , Jacob R. Gardner

The conjugate gradient method is a widely used algorithm for the numerical solution of a system of linear equations. It is particularly attractive because it allows one to take advantage of sparse matrices and produces (in case of infinite…

Numerical Analysis · Mathematics 2017-11-27 Sergey Voronin , Christophe Zaroli , Naresh P. Cuntoor

We analyze the convergence of the Conjugate Gradient (CG) method in exact arithmetic, when the coefficient matrix $A$ is symmetric positive semidefinite and the system is consistent. To do so, we diagonalize $A$ and decompose the algorithm…

Numerical Analysis · Mathematics 2020-05-12 Ken Hayami

Finite element analysis of solid mechanics is a foundational tool of modern engineering, with low-order finite element methods and assembled sparse matrices representing the industry standard for implicit analysis. We use performance models…

The method of nonlinear conjugate gradients (NCG) is widely used in practice for unconstrained optimization, but it satisfies weak complexity bounds at best when applied to smooth convex functions. In contrast, Nesterov's accelerated…

Optimization and Control · Mathematics 2024-01-04 Sahar Karimi , Stephen Vavasis

Gaussian process hyperparameter optimization requires linear solves with, and log-determinants of, large kernel matrices. Iterative numerical techniques are becoming popular to scale to larger datasets, relying on the conjugate gradient…

Machine Learning · Computer Science 2022-06-22 Jonathan Wenger , Geoff Pleiss , Philipp Hennig , John P. Cunningham , Jacob R. Gardner

Conjugate gradient (CG) methods are a class of important methods for solving linear equations and nonlinear optimization problems. In this paper, we propose a new stochastic CG algorithm with variance reduction and we prove its linear…

Machine Learning · Computer Science 2018-10-17 Xiao-Bo Jin , Xu-Yao Zhang , Kaizhu Huang , Guang-Gang Geng

This paper presents performance results comparing MPI-based implementations of the popular Conjugate Gradient (CG) method and several of its communication hiding (or 'pipelined') variants. Pipelined CG methods are designed to efficiently…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-05-17 Siegfried Cools , Jeffrey Cornelis , Pieter Ghysels , Wim Vanroose

This work studies three multigrid variants for matrix-free finite-element computations on locally refined meshes: geometric local smoothing, geometric global coarsening, and polynomial global coarsening. We have integrated the algorithms…

Numerical Analysis · Mathematics 2022-04-12 Peter Munch , Timo Heister , Laura Prieto Saavedra , Martin Kronbichler

A simple method for improving cache efficiency of serial and parallel explicit finite procedure with application to casting solidification simulation over three-dimensional complex geometries is presented. The method is based on division of…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-05-19 Ruhollah Tavakoli

Gradient descent (GD) methods are commonly employed in machine learning problems to optimize the parameters of the model in an iterative fashion. For problems with massive datasets, computations are distributed to many parallel computing…

Information Theory · Computer Science 2019-03-06 Emre Ozfatura , Deniz Gunduz , Sennur Ulukus

The linear conjugate gradient method is widely used in physical simulation, particularly for solving large-scale linear systems derived from Newton's method. The nonlinear conjugate gradient method generalizes the conjugate gradient method…

Optimization and Control · Mathematics 2024-05-15 Xing Shen , Runyuan Cai , Mengxiao Bi , Tangjie Lv

Due to its optimal complexity, the multigrid (MG) method is one of the most popular approaches for solving large-scale linear systems arising from the discretization of partial differential equations. However, the parallel implementation of…

Numerical Analysis · Mathematics 2025-02-27 Hardik Kothari , Maria Giuseppina Chiara Nestola , Marco Favino , Rolf Krause

The implementation of the conjugate gradient (CG) method for massive MIMO detection is computationally challenging, especially for a large number of users and correlated channels. In this paper, we propose a low computational complexity CG…

Signal Processing · Electrical Eng. & Systems 2026-04-28 Yiming Fang , Li Chen , Changsheng You , Dingzhu Wen , Pengcheng Zhu

The Preconditioned Conjugate Gradient (PCG) method is widely used for solving linear systems of equations with sparse matrices. A recent version of PCG, Pipelined PCG, eliminates the dependencies in the computations of the PCG algorithm so…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-05-14 Manasi Tiwari , Sathish Vadhiyar

We present and analyze a preconditioned conjugate gradient method (PCG) for solving spatial network problems. Primarily, we consider diffusion and structural mechanics simulations for fiber based materials, but the methodology can be…

Numerical Analysis · Mathematics 2022-07-18 Morgan Görtz , Fredrik Hellman , Axel Målqvist

This study concerns the fast and accurate solution of the line radiation transfer problem, under non-LTE conditions. We propose and evaluate an alternative iterative scheme to the classical ALI-Jacobi method, and to the more recently…

Instrumentation and Methods for Astrophysics · Physics 2015-05-13 F. Paletou , E. Anterrieu

Our goal in this paper is to clarify the relationship between the block Lanczos and the block conjugate gradient (BCG) algorithms. Under the full rank assumption for the block vectors, we show the one-to-one correspondence between the…

Numerical Analysis · Mathematics 2025-02-25 Petr Tichý , Gérard Meurant , Dorota Šimonová

Massive multiple-input multiple-output (MIMO) promises improved spectral efficiency, coverage, and range, compared to conventional (small-scale) MIMO wireless systems. Unfortunately, these benefits come at the cost of significantly…

Information Theory · Computer Science 2016-11-17 Bei Yin , Michael Wu , Joseph R. Cavallaro , Christoph Studer

Gradient Descent (GD) and Conjugate Gradient (CG) methods are among the most effective iterative algorithms for solving unconstrained optimization problems, particularly in machine learning and statistical modeling, where they are employed…

Optimization and Control · Mathematics 2024-12-19 Xianqi Jiao , Jia Liu , Zhiping Chen