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We propose polynomial-time algorithms to minimise labelled Markov chains whose transition probabilities are not known exactly, have been perturbed, or can only be obtained by sampling. Our algorithms are based on a new notion of an…

Formal Languages and Automata Theory · Computer Science 2021-10-04 Stefan Kiefer , Qiyi Tang

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

In this paper, we consider an efficient iterative approach to the solution of the discrete Helmholtz equation with Dirichlet, Neumann and Sommerfeld-like boundary conditions based on a compact sixth order approximation scheme and…

Numerical Analysis · Mathematics 2012-12-07 Yury Gryazin

Preconditioning is at the core of modern many-fermion Monte Carlo algorithms, such as Hybrid Monte Carlo, where the repeated solution of a linear problem involving an ill-conditioned matrix is needed. We report on a performance comparison…

High Energy Physics - Lattice · Physics 2010-08-24 Timour Ten , Joaquín E. Drut , Timo A. Lähde

To precondition a large and sparse linear system, two direct methods for approximate factoring of the inverse are devised. The algorithms are fully parallelizable and appear to be more robust than the iterative methods suggested for the…

Numerical Analysis · Mathematics 2012-08-20 Mikko Byckling , Marko Huhtanen

We consider discrete linear Chebyshev approximation problems in which the unknown parameters of linear function are fitted by minimizing the maximum absolute deviation of errors. Such problems find application in the solution of…

Optimization and Control · Mathematics 2020-12-22 Nikolai Krivulin

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

Deciding feasibility of large systems of linear equations and inequalities is one of the most fundamental algorithmic tasks. However, due to data inaccuracies or modeling errors, in practical applications one often faces linear systems that…

Data Structures and Algorithms · Computer Science 2022-09-07 Kristóf Bérczi , Alexander Göke , Lydia Mirabel Mendoza-Cadena , Matthias Mnich

In this note, we consider preconditioned Krylov subspace methods for discrete fluid-structure interaction problems with a nonlinear hyperelastic material model and covering a large range of flows, e.g, water, blood, and air with highly…

Numerical Analysis · Mathematics 2016-03-15 U. Langer , H. Yang

Parallel implementations of Krylov subspace methods often help to accelerate the procedure of finding an approximate solution of a linear system. However, such parallelization coupled with asynchronous and out-of-order execution often…

Mathematical Software · Computer Science 2023-02-09 Roman Iakymchuk , Jose I. Aliaga

We introduce efficient $(1+\varepsilon)$-approximation algorithms for the binary matrix factorization (BMF) problem, where the inputs are a matrix $\mathbf{A}\in\{0,1\}^{n\times d}$, a rank parameter $k>0$, as well as an accuracy parameter…

Data Structures and Algorithms · Computer Science 2023-06-06 Ameya Velingker , Maximilian Vötsch , David P. Woodruff , Samson Zhou

For some typical and widely used non-convex half-quadratic regularization models and the Ambrosio-Tortorelli approximate Mumford-Shah model, based on the Kurdyka-\L ojasiewicz analysis and the recent nonconvex proximal algorithms, we…

Optimization and Control · Mathematics 2021-07-30 Shengxiang Deng , Ismail Ben Ayed , Hongpeng Sun

In this work, we propose a simple yet generic preconditioned Krylov subspace method for a large class of nonsymmetric block Toeplitz all-at-once systems arising from discretizing evolutionary partial differential equations. Namely, our main…

Numerical Analysis · Mathematics 2023-08-11 Sean Hon , Po Yin Fung , Jiamei Dong , Stefano Serra-Capizzano

We present a rational filter for computing all eigenvalues of a symmetric definite eigenvalue problem lying in an interval on the real axis. The linear systems arising from the filter embedded in the subspace iteration framework, are solved…

Numerical Analysis · Mathematics 2025-03-28 Biyi Wang , Karl Meerbergen , Raf Vandebril , Hengbin An , Zeyao Mo

In this paper we propose an efficiently preconditioned Newton method for the computation of the leftmost eigenpairs of large and sparse symmetric positive definite matrices. A sequence of preconditioners based on the BFGS update formula is…

Numerical Analysis · Mathematics 2013-12-06 Luca Bergamaschi , Angeles Martinez

Sequences of parametrized Lyapunov equations can be encountered in many application settings. Moreover, solutions of such equations are often intermediate steps of an overall procedure whose main goal is the computation of…

Numerical Analysis · Mathematics 2024-05-30 Davide Palitta , Zoran Tomljanović , Ivica Nakić , Jens Saak

A new algorithm to approximate Hermitian matrices by positive semidefinite Hermitian matrices based on modified Cholesky decompositions is presented. In contrast to existing algorithms, this algorithm allows to specify bounds on the…

Numerical Analysis · Mathematics 2019-12-12 Joscha Reimer

Computation of the trace of a matrix function plays an important role in many scientific computing applications, including applications in machine learning, computational physics (e.g., lattice quantum chromodynamics), network analysis and…

Data Structures and Algorithms · Computer Science 2017-03-10 Insu Han , Dmitry Malioutov , Haim Avron , Jinwoo Shin

We consider a mixed dimensional elliptic partial differential equation posed in a bulk domain with a large number of embedded interfaces. In particular, we study well-posedness of the problem and regularity of the solution. We also propose…

Numerical Analysis · Mathematics 2023-01-02 Fredrik Hellman , Axel Målqvist , Malin Mosquera

We extend the operator preconditioning framework [R. Hiptmair, Comput. Math. with Appl. 52 (2006), pp.~699--706] to Petrov-Galerkin methods while accounting for parameter-dependent perturbations of both variational forms and their…

Numerical Analysis · Mathematics 2022-03-30 Paul Escapil-Inchauspé , Carlos Jerez-Hanckes