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In this paper we solve the Helmholtz equation with multigrid preconditioned Krylov subspace methods. The class of Shifted Laplacian preconditioners are known to significantly speed-up Krylov convergence. However, these preconditioners have…
We present a randomized algorithm that, on input a symmetric, weakly diagonally dominant n-by-n matrix A with m nonzero entries and an n-vector b, produces a y such that $\norm{y - \pinv{A} b}_{A} \leq \epsilon \norm{\pinv{A} b}_{A}$ in…
In previous articles, we showed that, based on large-order asymptotic behavior, one can approximate a divergent series via the parametrization of a specific hypergeometric approximant. The analytical continuation is then carried out through…
We describe two algorithms to efficiently solve regularized linear least squares systems based on sketching. The algorithms compute preconditioners for $\min \|Ax-b\|^2_2 + \lambda \|x\|^2_2$, where $A\in\mathbb{R}^{m\times n}$ and…
We extend Petkov\v{s}ek's algorithm for computing hypergeometric solutions of scalar difference equations to the case of difference systems $\tau(Y) = M Y$, with $M \in {\rm GL}_n(C(x))$, where $\tau$ is the shift operator. Hypergeometric…
We discuss two approaches to solving the parametric (or stochastic) eigenvalue problem. One of them uses a Taylor expansion and the other a Chebyshev expansion. The parametric eigenvalue problem assumes that the matrix $A$ depends on a…
We approximate the distribution of the sum of independent but not necessarily identically distributed Bernoulli random variables using a shifted binomial distribution where the three parameters (the number of trials, the probability of…
The solution of sequences of shifted linear systems is a classic problem in numerical linear algebra, and a variety of efficient methods have been proposed over the years. Nevertheless, there still exist challenging scenarios witnessing a…
We consider multicriteria problems of evaluating absolute ratings (scores, priorities, weights) of given alternatives for making decisions, which are compared in pairs under several criteria. Given matrices of pairwise comparisons of…
We shall propose and analyze some new preconditioners for the saddle-point systems arising from the edge element discretization of the time-harmonic Maxwell equations in three dimensions. We will first consider the saddle-point systems with…
This work is concerned with the numerical solution of large-scale symmetric positive definite matrix equations of the form $A_1XB_1^\top + A_2XB_2^\top + \dots + A_\ell X B_\ell^\top = F$, as they arise from discretized partial differential…
We consider using the preconditioned-Krylov subspace method to solve the system of linear equations with a three-by-three block structure. By making use of the three-by-three block structure, eight inexact block factorization…
We present a new short-recurrence reaidual-optimal Krylov subspace recycling method for sequences of Hermitian systems of linear equations with a fixed system matrix and changing right-hand sides. Such sequences of linear systems occur…
We present a general technique for approximating bicriteria minimization problems with positive-valued, polynomially computable objective functions. Given $0<\epsilon\leq1$ and a polynomial-time $\alpha$-approximation algorithm for the…
This paper presents a scalable physics-based block preconditioner for mixed-dimensional models in beam-solid interaction and their application in engineering. In particular, it studies the linear systems arising from a regularized…
Many problems in machine learning write as the minimization of a sum of individual loss functions over the training examples. These functions are usually differentiable but, in some cases, their gradients are not Lipschitz continuous, which…
This paper considers the approximation of the continuous time filtering equation for the case of a multiple timescale (slow-intermediate, and fast scales) that may have correlation between the slow-intermediate process and the observation…
The solution of matrices with $2\times 2$ block structure arises in numerous areas of computational mathematics, such as PDE discretizations based on mixed-finite element methods, constrained optimization problems, or the implicit or steady…
We consider approximate circular pattern matching (CPM, in short) under the Hamming and edit distance, in which we are given a length-$n$ text $T$, a length-$m$ pattern $P$, and a threshold $k>0$, and we are to report all starting positions…
Approximate Bayes Computations (ABC) are used for parameter inference when the likelihood function of the model is expensive to evaluate but relatively cheap to sample from. In particle ABC, an ensemble of particles in the product space of…