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This paper presents a new fast iterative solver for large systems involving kernel matrices. Advantageous aspects of H2 matrix approximations and the multigrid method are hybridized to create the H2-MG algorithm. This combination provides…

Numerical Analysis · Mathematics 2025-09-12 Daria Sushnikova , George Turkiyyah , Edmond Chow , David Keyes

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

Solving multiple parametrised related systems is an essential component of many numerical tasks, and learning from the already solved systems will make this process faster. In this work, we propose a novel probabilistic linear solver over…

Machine Learning · Statistics 2025-08-21 Disha Hegde , Jon Cockayne

Neural networks have promise as surrogate partial differential equation (PDE) solvers, but it remains a challenge to use these concepts to solve problems with high accuracy and scalability. In this work, we show that neural network…

Computational Physics · Physics 2025-09-05 Chenkai Mao , Jonathan A. Fan

Scaling hyperparameter optimisation to very large datasets remains an open problem in the Gaussian process community. This paper focuses on iterative methods, which use linear system solvers, like conjugate gradients, alternating…

Machine Learning · Computer Science 2025-01-14 Jihao Andreas Lin , Shreyas Padhy , Bruno Mlodozeniec , Javier Antorán , José Miguel Hernández-Lobato

The numerical simulation of structural mechanics applications via finite elements usually requires the solution of large-size and ill-conditioned linear systems, especially when accurate results are sought for derived variables interpolated…

Numerical Analysis · Mathematics 2019-06-26 Andrea Franceschini , Victor A. Paludetto Magri , Gianluca Mazzucco , Nicolò Spiezia , Carlo Janna

The efficient solution of large-scale multiterm linear matrix equations is a challenging task in numerical linear algebra, and it is a largely open problem. We propose a new iterative scheme for symmetric and positive definite operators,…

Numerical Analysis · Mathematics 2025-05-27 Davide Palitta , Martina Iannacito , Valeria Simoncini

Preconditioning techniques are crucial for enhancing the efficiency of solving large-scale linear equation systems that arise from partial differential equation (PDE) discretization. These techniques, such as Incomplete Cholesky…

Machine Learning · Computer Science 2024-12-11 Rui Li , Song Wang , Chen Wang

In this paper, we focus on solving a sequence of linear systems with an identical (or similar) coefficient matrix. For this type of problems, we investigate the subspace correction and deflation methods, which use an auxiliary matrix…

Numerical Analysis · Mathematics 2022-03-17 Takeshi Iwashita , Kota Ikehara , Takeshi Fukaya , Takeshi Mifune

Topology optimization for large scale problems continues to be a computational challenge. Several works exist in the literature to address this topic, and all make use of iterative solvers to handle the linear system arising from the Finite…

Numerical Analysis · Mathematics 2020-10-21 Darin Peetz , Ahmed Elbanna

The repeated solution of large-scale optimization problems arises frequently in process systems engineering tasks. Decomposition-based solution methods have been widely used to reduce the corresponding computational time, yet their…

Optimization and Control · Mathematics 2023-10-12 Ilias Mitrai , Prodromos Daoutidis

This paper investigates iterative methods for solving bi-level optimization problems where both inner and outer functions have a composite structure. We establish novel theoretical results, including the first analysis that provides…

Optimization and Control · Mathematics 2025-10-07 Shimrit Shtern , Adeolu Taiwo

The paper describes two iterative algorithms for solving general systems of M simultaneous linear algebraic equations (SLAE) with real matrices of coefficients. The system can be determined, underdetermined, and overdetermined. Linearly…

Numerical Analysis · Mathematics 2025-10-20 A. S. Kondratiev , N. P. Polishchuk

Multigrid methods are asymptotically optimal algorithms ideal for large-scale simulations. But, they require making numerous algorithmic choices that significantly influence their efficiency. Unlike recent approaches that learn optimal…

Computational Engineering, Finance, and Science · Computer Science 2024-12-12 Dinesh Parthasarathy , Tommaso Bevilacqua , Martin Lanser , Axel Klawonn , Harald Köstler

Solving systems of linear equations is a problem occuring frequently in water engineering applications. Usually the size of the problem is too large to be solved via direct factorization. One can resort to iterative approaches, in…

Machine Learning · Computer Science 2019-06-18 Johannes Sappl , Laurent Seiler , Matthias Harders , Wolfgang Rauch

Linear solvers for large and sparse systems are a key element of scientific applications, and their efficient implementation is necessary to harness the computational power of current computers. Algebraic MultiGrid (AMG) preconditioners are…

Numerical Analysis · Mathematics 2022-04-25 Pasqua D'Ambra , Fabio Durastante , Salvatore Filippone

Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…

Machine Learning · Computer Science 2024-10-16 Yuntian Gu , Xuzheng Chen

Constructing fast numerical solvers for partial differential equations (PDEs) is crucial for many scientific disciplines. A leading technique for solving large-scale PDEs is using multigrid methods. At the core of a multigrid solver is the…

Numerical Analysis · Mathematics 2019-08-07 Daniel Greenfeld , Meirav Galun , Ron Kimmel , Irad Yavneh , Ronen Basri

The multigrid algorithm is an efficient numerical method for solving a variety of elliptic partial differential equations (PDEs). The method damps errors at progressively finer grid scales, resulting in faster convergence compared to…

Numerical Analysis · Mathematics 2021-05-06 Francisco Holguin , GS Sidharth , Gavin Portwood

This paper introduces a novel geometric multigrid solver for unstructured curved surfaces. Multigrid methods are highly efficient iterative methods for solving systems of linear equations. Despite the success in solving problems defined on…

Graphics · Computer Science 2021-05-05 Hsueh-Ti Derek Liu , Jiayi Eris Zhang , Mirela Ben-Chen , Alec Jacobson
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