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Covariance matrices are central to data assimilation and inverse methods derived from statistical estimation theory. Previous work has considered the application of an all-at-once diffusion-based representation of a covariance matrix…

Numerical Analysis · Mathematics 2026-05-11 Jemima M. Tabeart , Selime Gürol , John W. Pearson , Anthony T. Weaver

We study a framework that allows to solve the coarse problem in the FETI-DP method approximately. It is based on the saddle-point formulation of the FETI-DP system with a block-triangular preconditioner. One of the blocks approximates the…

Numerical Analysis · Mathematics 2026-01-14 Bedřich Sousedík

In this paper, we propose a preconditioner based on the shift-splitting method for generalized saddle point problems with nonsymmetric positive definite (1,1)-block and symmetric positive semidefinite $(2,2)$-block. The proposed…

Numerical Analysis · Mathematics 2015-06-16 Davod Khojasteh Salkuyeh , Mohsen Masoudi , Davod Hezari

In this note we present a parameterized class of lower triangular matrices. The components of the eigenvectors grow rapidly and will exceed the representational range of any finite number system. The eigenvalues and the eigenvectors are…

Numerical Analysis · Mathematics 2020-05-13 Carl Christian Kjelgaard Mikkelsen

Due to its significance in terms of wave phenomena a considerable effort has been put into the design of preconditioners for the Helmholtz equation. One option to derive a preconditioner is to apply a multigrid method on a shifted operator.…

Computational Engineering, Finance, and Science · Computer Science 2021-04-06 Daniel Drzisga , Tobias Köppl , Barbara Wohlmuth

Complex valued systems with an indefinite matrix term arise in important applications such as for certain time-harmonic partial differential equations such as the Maxwell's equation and for the Helmholtz equation. Complex systems with…

Numerical Analysis · Mathematics 2021-10-04 Owe Axelsson , Maeddeh Pourbagher , Davod Khojasteh Salkuyeh

We consider an algebraic multigrid (AMG) scheme for the direct solution of complex- valued square linear systems based on a recursive 2 x 2 block partitioning of the coefficient matrix and study the optimal choices of its components. In…

Numerical Analysis · Mathematics 2026-03-18 Jose Pablo Lucero Lorca , Conor McCoid , Michal Outrata

We study the solution of large symmetric positive-definite linear systems in a matrix-free setting with a limited iteration budget. We focus on the preconditioned conjugate gradient (PCG) method with spectral preconditioning. Spectral…

Numerical Analysis · Mathematics 2026-04-01 Youssef Diouane , Selime Gürol , Oussama Mouhtal , Dominique Orban

This paper proposes a new preconditioning scheme for a linear system with a saddle-point structure arising from a hybrid approximation scheme on the sphere, an approximation scheme that combines (local) spherical radial basis functions and…

Numerical Analysis · Mathematics 2010-09-23 Q. T. Le Gia , Ian H. Sloan , Andrew J. Wathen

In this study, a novel preconditioner based on the absolute-value block $\alpha$-circulant matrix approximation is developed, specifically designed for nonsymmetric dense block lower triangular Toeplitz (BLTT) systems that emerge from the…

Numerical Analysis · Mathematics 2023-12-22 Congcong Li , Xuelei Lin , Sean Hon , Shu-Lin Wu

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…

Computational Engineering, Finance, and Science · Computer Science 2024-08-09 Max Firmbach , Ivo Steinbrecher , Alexander Popp , Matthias Mayr

High-order implicit shock tracking (fitting) is a class of high-order numerical methods that use numerical optimization to simultaneously compute a high-order approximation to a conservation law solution and align elements of the…

Numerical Analysis · Mathematics 2024-06-28 Jakob Vandergrift , Matthew J. Zahr

We develop an inexact primal-dual first-order smoothing framework to solve a class of non-bilinear saddle point problems with primal strong convexity. Compared with existing methods, our framework yields a significant improvement over the…

Optimization and Control · Mathematics 2023-07-25 Le Thi Khanh Hien , Renbo Zhao , William B. Haskell

This paper presents a couple of preconditioning techniques that can be used to enhance the performance of iterative regularization methods applied to image deblurring problems with a variety of point spread functions (PSFs) and boundary…

Numerical Analysis · Mathematics 2022-12-13 Marco Donatelli , Paola Ferrari , Silvia Gazzola

It was recently demonstrated that the boundary element method based on the Burton-Miller formulation (BM-BEM), widely used for solving exterior problems, can be adapted to solve transmission problems efficiently. This approach utilises…

Numerical Analysis · Mathematics 2025-06-03 Keigo Tomoyasu , Hiroshi Isakari

We investigate systems of equations, involving parameters from the point of view of both control theory and computer algebra. The equations might involve linear operators such as partial (q-)differentiation, (q-)shift, (q-)difference as…

Optimization and Control · Mathematics 2010-03-22 Viktor Levandovskyy , Eva Zerz

This paper presents an efficient Krylov subspace iterative solver for the three-dimensional (3D) Helmholtz equation with non-constant coefficients and absorbing boundary conditions, combining high-resolution compact schemes with low-order…

Numerical Analysis · Mathematics 2026-02-10 Yury Gryazin , Ron Gonzales , Xiaoye Sherry Li

We study first-order methods with preconditioning for solving structured nonlinear convex optimization problems. We propose a new family of preconditioners generated by symmetric polynomials. They provide first-order optimization methods…

Optimization and Control · Mathematics 2023-01-31 Nikita Doikov , Anton Rodomanov

The recently introduced divergence-conforming B-spline discretizations allow the construction of smooth discrete velocity-pressure pairs for viscous incompressible flows that are at the same time inf-sup stable and divergence-free. When…

Numerical Analysis · Mathematics 2013-09-20 Adriano M. A. Cortes , Alvaro L. G. A. Coutinho

We investigate how to solve smooth matrix optimization problems with general linear inequality constraints on the eigenvalues of a symmetric matrix. We present solution methods to obtain exact global minima for linear objective functions,…

Optimization and Control · Mathematics 2025-07-23 Casey Garner , Gilad Lerman , Shuzhong Zhang
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