Related papers: Towards understanding CG and GMRES through example…
With a greedy strategy to construct control index set of coordinates firstly and then choosing the corresponding column submatrix in each iteration, we present a greedy block Gauss-Seidel (GBGS) method for solving large linear least squares…
Due to their flexibility and theoretical tractability Gaussian process (GP) regression models have become a central topic in modern statistics and machine learning. While the true posterior in these models is given explicitly, numerical…
Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…
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…
Hilbert space fragmentation is a novel type of ergodicity breaking in closed quantum systems. Recently, an algebraic approach was utilized to provide a definition of Hilbert space fragmentation characterizing \emph{families} of Hamiltonian…
Parameter estimation problems of mathematical models can often be formulated as nonlinear least squares problems. Typically these problems are solved numerically using iterative methods. The local minimiserobtained using these iterative…
Due to the ease of modern data collection, applied statisticians often have access to a large set of covariates that they wish to relate to some observed outcome. Generalized linear models (GLMs) offer a particularly interpretable framework…
For optimization problems with nonlinear constraints, linearly constrained Lagrangian (LCL) methods sequentially minimize a Lagrangian function subject to linearized constraints. These methods converge rapidly near a solution but may not be…
We propose the convergent graph solver (CGS), a deep learning method that learns iterative mappings to predict the properties of a graph system at its stationary state (fixed point) with guaranteed convergence. CGS systematically computes…
A recent article introduced thecontinuous stochastic gradient method (CSG) for the efficient solution of a class of stochastic optimization problems. While the applicability of known stochastic gradient type methods is typically limited to…
Two new hybrid algorithms are proposed for large-scale linear discrete ill-posed problems in general-form regularization. They are both based on Krylov subspace inner-outer iterative algorithms. At each iteration, they need to solve a…
Coarse-grained (CG) models can provide computationally efficient and conceptually simple characterizations of soft matter systems. While generic models probe the underlying physics governing an entire family of free-energy landscapes,…
This monograph is centred at the intersection of three mathematical topics, that are theoretical in nature, yet with motivations and relevance deep rooted in applications: the linear inverse problems on abstract, in general…
Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…
In this paper, we develop a new Randomized Global Generalized Minimum Residual (RGlGMRES) algorithm for efficiently computing solutions to large scale linear systems with multiple right hand sides.The proposed method builds on a recently…
We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…
We propose a novel algorithm based on inexact GMRES methods for linear response calculations in density functional theory. Such calculations require iteratively solving a nested linear problem $\mathcal{E} \delta\rho = b$ to obtain the…
We study a version of the randomized Kaczmarz algorithm for solving systems of linear equations where the iterates are confined to the solution space of a selected subsystem. We show that the subspace constraint leads to an accelerated…
One of the great triumphs in the history of numerical methods was the discovery of the Conjugate Gradient (CG) algorithm. It could solve a symmetric positive-definite system of linear equations of dimension N in exactly N steps. As many…
We consider nonlinear GMRES (NGMRES) as an acceleration technique for the Navier-Stokes Picard iteration, a direction that has not previously been explored. We identify the optimal norm for the least squares optimization problem arising in…