Related papers: Hermitian Preconditioning for a class of Non-Hermi…
This paper introduces inexact versions of several block-splitting preconditioners for solving the three-by-three block linear systems arising from a special class of indefinite least squares problems. We first establish the convergence…
This paper introduces a preconditioned method designed to comprehensively address the saddle point system with the aim of improving convergence efficiency. In the preprocessor construction phase, a technical approach for solving the…
We establish a new iterative method for solving a class of large and sparse linear systems of equations with three-by-three block coefficient matrices having saddle point structure. Convergence properties of the proposed method are studied…
We present variants of the Conjugate Gradient (CG), Conjugate Residual (CR), and Generalized Minimal Residual (GMRES) methods which are both pipelined and flexible. These allow computation of inner products and norms to be overlapped with…
This paper presents the design and development of an Anderson Accelerated Preconditioned Modified Hermitian and Skew-Hermitian Splitting (AA-PMHSS) method for solving complex-symmetric linear systems with application to electromagnetics…
The objective of this paper is to understand the superlinear convergence behavior of the GMRES method when the coefficient matrix has clustered eigenvalues. In order to understand the phenomenon, we analyze the convergence using the…
Polynomial convergence bounds are considered for left, right, and split preconditioned GMRES. They include the cases of Weighted and Deflated GMRES for a linear system Ax = b. In particular, the case of positive definite A is considered.…
Quasi-Hermitian quantum systems, including $\mathcal{PT}$-symmetric ones, can be mapped to equivalent Hermitian systems via a similarity transformation that redefines the inner product with a positive-definite metric operator. Although an…
Brown and Walker (1997) showed that GMRES determines a least squares solution of $ A x = b $ where $ A \in {\bf R}^{n \times n} $ without breakdown for arbitrary $ b, x_0 \in {\bf R}^n $ if and only if $A$ is range-symmetric, i.e. $ {\cal…
Linear systems with large differences between coefficients ("discontinuous coefficients") arise in many cases in which partial differential equations(PDEs) model physical phenomena involving heterogeneous media. The standard approach to…
We consider the split-preconditioned FGMRES method in a mixed precision framework, in which four potentially different precisions can be used for computations with the coefficient matrix, application of the left preconditioner, application…
We consider the use of multipreconditioning to solve linear systems when more than one preconditioner is available but the optimal choice is not known. In particular, we consider a selective multipreconditioned GMRES algorithm where we…
We present and analyze a two-level restricted additive Schwarz (RAS) preconditioner for heterogeneous Helmholtz problems, based on a multiscale spectral generalized finite element method (MS-GFEM) proposed in [C. Ma, C. Alber, and R.…
Developing suitable approximate models for analyzing and simulating complex nonlinear systems is practically important. This paper aims at exploring the skill of a rich class of nonlinear stochastic models, known as the conditional Gaussian…
In this work, we revisit nonlinear generalized minimal residual method (NGMRES) applied to nonlinear problems. NGMRES is used to accelerate the convergence of fixed-point iterations, which can substantially improve the performance of the…
We propose an improved version of the Hermitian/skew-Hermitian splitting (HSS) iterative method, which we call HSS(0), to solve non-Hermitian linear systems with a positive definite Hermitian part. The improvement is based on solving the…
Model predictive control (MPC) anticipates future events to take appropriate control actions. Nonlinear MPC (NMPC) describes systems with nonlinear models and/or constraints. A Continuation/GMRES Method for NMPC, suggested by T. Ohtsuka in…
This work considers the iterative solution of large-scale problems subject to non-symmetric matrices or operators arising in discretizations of (port-)Hamiltonian partial differential equations. We consider problems governed by an operator…
This paper presents a method for building a preconditioner for a kernel ridge regression problem, where the preconditioner is not only effective in its ability to reduce the condition number substantially, but also efficient in its…
In this paper, we revisit the large-scale constrained linear regression problem and propose faster methods based on some recent developments in sketching and optimization. Our algorithms combine (accelerated) mini-batch SGD with a new…