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An approach is given for solving large linear systems that combines Krylov methods with use of two different grid levels. Eigenvectors are computed on the coarse grid and used to deflate eigenvalues on the fine grid. GMRES-type methods are…

Numerical Analysis · Mathematics 2020-05-08 Ronald B. Morgan , Travis Whyte , Walter Wilcox , Zhao Yang

Many optimization problems require hyperparameters, i.e., parameters that must be pre-specified in advance, such as regularization parameters and parametric regularizers in variational regularization methods for inverse problems, and…

Optimization and Control · Mathematics 2025-10-09 Matthias J. Ehrhardt , Silvia Gazzola , Sebastian J. Scott

We consider efficient methods for computing solutions to dynamic inverse problems, where both the quantities of interest and the forward operator (measurement process) may change at different time instances but we want to solve for all the…

Numerical Analysis · Mathematics 2021-07-14 Mirjeta Pasha , Arvind K. Saibaba , Silvia Gazzola , Malena I. Espanol , Eric de Sturler

This paper derives a new class of adaptive regularization parameter choice strategies that can be effectively and efficiently applied when regularizing large-scale linear inverse problems by combining standard Tikhonov regularization and…

Numerical Analysis · Mathematics 2019-07-15 Silvia Gazzola , Malena Sabate Landman

With the steady advance of high performance computing systems featuring smaller and smaller hardware components, the systems and algorithms used for numerical simulations increasingly contend with disruptions caused by hardware failures and…

Numerical Analysis · Mathematics 2022-02-09 Mike Gillard , Tommaso Benacchio

Thanks to its great potential in reducing both computational cost and memory requirements, combining sketching and Krylov subspace techniques has attracted a lot of attention in the recent literature on projection methods for linear…

Numerical Analysis · Mathematics 2024-06-12 Davide Palitta , Marcel Schweitzer , Valeria Simoncini

Approximate deconvolution forms a mathematical framework for the structural modeling of turbulence. The sub-filter scale flow quantities are typically recovered by using the Van Cittert iterative procedure. In this paper, however, we put…

Fluid Dynamics · Physics 2017-07-31 Omer San , Prakash Vedula

Interior point methods are widely used for different types of mathematical optimization problems. Many implementations of interior point methods in use today rely on direct linear solvers to solve systems of equations in each iteration. The…

Optimization and Control · Mathematics 2024-02-27 Felix Liu , Albin Fredriksson , Stefano Markidis

This paper develops a new class of Rosenbrock-type integrators based on a Krylov space solution of the linear systems. The new family, called Rosenbrock-Krylov (Rosenbrock-K), is well suited for solving large scale systems of ODEs or…

Numerical Analysis · Mathematics 2015-01-30 Paul Tranquilli , Adrian Sandu

The computation of sparse solutions of large-scale linear discrete ill-posed problems remains a computationally demanding task. A powerful framework in this context is the use of iteratively reweighted schemes, which are based on…

Numerical Analysis · Mathematics 2025-10-14 Malena Sabaté Landman , Yuji Nakatsukasa

Constrained least squares problems arise in a variety of applications, and many iterative methods are already available to compute their solutions. This paper proposes a new efficient approach to solve nonnegative linear least squares…

Numerical Analysis · Mathematics 2017-01-09 Silvia Gazzola , Yves Wiaux

With the emergence of mixed precision capabilities in hardware, iterative refinement schemes for solving linear systems $Ax=b$ have recently been revisited and reanalyzed in the context of three or more precisions. These new analyses show…

Numerical Analysis · Mathematics 2022-02-17 Eda Oktay , Erin Carson

For the large-scale linear discrete ill-posed problem $\min\|Ax-b\|$ or $Ax=b$ with $b$ contaminated by a white noise, Lanczos bidiagonalization based LSQR and its mathematically equivalent CGLS are most commonly used. They have intrinsic…

Numerical Analysis · Mathematics 2016-11-03 Zhongxiao Jia

One of the most computationally expensive steps of the low-rank ADI method for large-scale Lyapunov equations is the solution of a shifted linear system at each iteration. We propose the use of the extended Krylov subspace method for this…

Numerical Analysis · Mathematics 2022-08-09 Peter Benner , Davide Palitta , Jens Saak

Randomized Krylov subspace methods that employ the sketch-and-solve paradigm to substantially reduce orthogonalization cost have recently shown great promise in speeding up computations for many core linear algebra tasks (e.g., solving…

Numerical Analysis · Mathematics 2026-03-13 Emil Krieger , Marcel Schweitzer

A High Performance Computing alternative to traditional Krylov subspace methods, pipelined Krylov subspace solvers offer better scalability in the strong scaling limit compared to standard Krylov subspace methods for large and sparse linear…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-04-25 Siegfried Cools , Wim Vanroose

Most current prevalent iterative methods can be classified into the so-called extended Krylov subspace methods, a class of iterative methods which do not fall into this category are also proposed in this paper. Comparing with traditional…

Numerical Analysis · Mathematics 2015-11-26 Wujian Peng , Qun Lin

In large-scale X-ray computed tomography (CT), matrix-free iterative methods are essential due to the prohibitive cost of explicitly forming the system matrix. In practice, forward projectors and backprojectors are often implemented with…

Numerical Analysis · Mathematics 2026-02-23 Ryan Bentley , Mirjeta Pasha , Malena Sabaté Landman , Luisa Yang , Jeffery Zhang

This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…

Numerical Analysis · Mathematics 2025-02-05 Lucas Onisk , Malena Sabaté Landman

An efficient and robust linear scaling method is presented for large scale {\it ab initio} electronic structure calculations of a wide variety of materials including metals. The detailed short range and the effective long range…

Other Condensed Matter · Physics 2016-08-31 Taisuke Ozaki
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