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Layer-wise preconditioning methods are a family of memory-efficient optimization algorithms that introduce preconditioners per axis of each layer's weight tensors. These methods have seen a recent resurgence, demonstrating impressive…

Machine Learning · Computer Science 2025-02-05 Thomas T. Zhang , Behrad Moniri , Ansh Nagwekar , Faraz Rahman , Anton Xue , Hamed Hassani , Nikolai Matni

The discontinuous Galerkin time-stepping method has many advantageous properties for solving parabolic equations. However, it requires the solution of a large nonsymmetric system at each time-step. This work develops a fully robust and…

Numerical Analysis · Mathematics 2025-01-29 Iain Smears

The recent rise of deep learning has led to numerous applications, including solving partial differential equations using Physics-Informed Neural Networks. This approach has proven highly effective in several academic cases. However, their…

Numerical Analysis · Mathematics 2024-10-07 Marien Chenaud , Frédéric Magoulès , José Alves

Differentiable model predictive control (MPC) offers a powerful framework for combining learning and control. However, its adoption has been limited by the inherently sequential nature of traditional optimization algorithms, which are…

Optimization and Control · Mathematics 2025-10-08 Emre Adabag , Marcus Greiff , John Subosits , Thomas Lew

In this paper, a class of new preconditioners based on matrix splitting are presented for generalized saddle-point linear systems, which can be viewed as further modified improvements of some recently published preconditioners. Moreover, we…

Numerical Analysis · Mathematics 2018-10-02 Zhao-Zheng Liang , Guo-Feng Zhang

Neural solvers for partial differential equations (PDEs) have great potential to generate fast and accurate physics solutions, yet their practicality is currently limited by their generalizability. PDEs evolve over broad scales and exhibit…

Machine Learning · Computer Science 2024-12-06 Anthony Zhou , Amir Barati Farimani

We introduce a new class of hybrid preconditioners for solving parametric linear systems of equations. The proposed preconditioners are constructed by hybridizing the deep operator network, namely DeepONet, with standard iterative methods.…

Numerical Analysis · Mathematics 2024-01-11 Alena Kopaničáková , George Em Karniadakis

We introduce a practical method to enforce partial differential equation (PDE) constraints for functions defined by neural networks (NNs), with a high degree of accuracy and up to a desired tolerance. We develop a differentiable…

Machine Learning · Computer Science 2023-04-19 Geoffrey Négiar , Michael W. Mahoney , Aditi S. Krishnapriyan

We study algorithmic approaches for recovering from the failure of several compute nodes in the parallel preconditioned conjugate gradient (PCG) solver on large-scale parallel computers. In particular, we analyze and extend an exact state…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-08-21 Carlos Pachajoa , Markus Levonyak , Wilfried N. Gansterer , Jesper Larsson Träff

The solution of linear systems of equations is a central task in a number of scientific and engineering applications. In many cases the solution of linear systems may take most of the simulation time thus representing a major bottleneck in…

Numerical Analysis · Mathematics 2020-10-28 Giovanni Isotton , Carlo Janna , Massimo Bernaschi

Properties of Superiorized Preconditioned Conjugate Gradient (SupPCG) algorithms in image reconstruction from projections are examined. Least squares (LS) is usually chosen for measuring data-inconsistency in these inverse problems.…

Numerical Analysis · Mathematics 2018-07-27 Elias S. Helou , Gabor T. Herman , Chuan Lin , Marcelo V. W. Zibetti

Polynomial preconditioning can improve the convergence of the Arnoldi method for computing eigenvalues. Such preconditioning significantly reduces the cost of orthogonalization; for difficult problems, it can also reduce the number of…

Numerical Analysis · Mathematics 2018-06-22 Mark Embree , Jennifer A. Loe , Ronald B. Morgan

Numerical solvers of Partial Differential Equations (PDEs) are of fundamental significance to science and engineering. To date, the historical reliance on legacy techniques has circumscribed possible integration of big data knowledge and…

Numerical Analysis · Mathematics 2024-08-12 Xi Han , Fei Hou , Hong Qin

We revisit the problem of large-scale bundle adjustment and propose a technique called Multidirectional Conjugate Gradients that accelerates the solution of the normal equation by up to 61%. The key idea is that we enlarge the search space…

Computer Vision and Pattern Recognition · Computer Science 2021-10-11 Simon Weber , Nikolaus Demmel , Daniel Cremers

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

In practical instances of nonconvex matrix factorization, the rank of the true solution $r^{\star}$ is often unknown, so the rank $r$ of the model can be overspecified as $r>r^{\star}$. This over-parameterized regime of matrix factorization…

Optimization and Control · Mathematics 2025-04-15 Gavin Zhang , Salar Fattahi , Richard Y. Zhang

We study the expectation propagation (EP) algorithm for symbol detection in massive multiple-input multiple-output (MIMO) systems. The EP detector shows excellent performance but suffers from a high computational complexity due to the…

Information Theory · Computer Science 2024-08-23 Luca Schmid , Dominik Sulz , Laurent Schmalen

We present a polynomial preconditioner for solving large systems of linear equations. The polynomial is derived from the minimum residual polynomial (the GMRES polynomial) and is more straightforward to compute and implement than many…

Numerical Analysis · Mathematics 2022-01-13 Jennifer A. Loe , Ronald B. Morgan

Neural networks have shown promising potential in accelerating the numerical simulation of systems governed by partial differential equations (PDEs). Different from many existing neural network surrogates operating on high-dimensional…

Machine Learning · Computer Science 2025-01-09 Zijie Li , Saurabh Patil , Francis Ogoke , Dule Shu , Wilson Zhen , Michael Schneier , John R. Buchanan, , Amir Barati Farimani

We study two types of preconditioners and preconditioned stochastic gradient descent (SGD) methods in a unified framework. We call the first one the Newton type due to its close relationship to the Newton method, and the second one the…

Machine Learning · Statistics 2018-12-27 Xi-Lin Li