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Various approaches to iterative refinement (IR) for least-squares problems have been proposed in the literature and it may not be clear which approach is suitable for a given problem. We consider three approaches to IR for least-squares…
In this paper, we will present advanced discretization methods for solving retarded potential integral equations. We employ a $C^{\infty}$-partition of unity method in time and a conventional boundary element method for the spatial…
In this paper we propose a novel way to integrate time-evolving partial differential equations that contain nonlinear advection and stiff linear operators, combining exponential integration techniques and semi-Lagrangian methods. The…
In this paper, we investigate the use of higher-order exponential Rosenbrock time integration methods on the shallow water equations on the sphere. This stiff, nonlinear model provides a testing ground for accurate and stable time…
This paper is concerned with the development and testing of advanced time-stepping methods suited for the integration of time-accurate, real-world applications of computational fluid dynamics (CFD). The performance of several time…
The Rosenbrock-Krylov family of time integration schemes is an extension of Rosenbrock-W methods that employs a specific Krylov based approximation of the linear system solutions arising within each stage of the integrator. This work…
The growing demands of the worldwide IT infrastructure stress the need for reduced power consumption, which is addressed in so-called transprecision computing by improving energy efficiency at the expense of precision. For example, reducing…
Iterative solvers are frequently used in scientific applications and engineering computations. However, the memory-bound Sparse Matrix-Vector (SpMV) kernel computation hinders the efficiency of iterative algorithms. As modern hardware…
We propose a new discrete-time online parameter estimation algorithm that combines two different aspects, one that adds momentum, and another that includes a time-varying learning rate. It is well known that recursive least squares based…
A numerical integrator is presented that computes a symmetric or skew-symmetric low-rank approximation to large symmetric or skew-symmetric time-dependent matrices that are either given explicitly or are the unknown solution to a matrix…
An exponential time-integrator scheme of second-order accuracy based on the predictor-corrector methodology, denoted PCEXP, is developed to solve multi-dimensional nonlinear partial differential equations pertaining to fluid dynamics. The…
We consider the solution of the Sylvester equation $AX+XB=C$ in mixed precision. We derive a new iterative refinement scheme to solve perturbed quasi-triangular Sylvester equations; our rounding error analysis provides sufficient conditions…
We propose and analyse a numerical integrator that computes a low-rank approximation to large time-dependent matrices that are either given explicitly via their increments or are the unknown solution to a matrix differential equation.…
We propose an efficient algorithmic framework for time domain circuit simulation using exponential integrator. This work addresses several critical issues exposed by previous matrix exponential based circuit simulation research, and makes…
High order exponential integrators require computing linear combination of exponential like $\varphi$-functions of large matrices $A$ times a vector $v$. Krylov projection methods are the most general and remain an efficient choice for…
Evaluating real-valued expressions to high precision is a key building block in computational mathematics, physics, and numerics. A typical implementation evaluates the whole expression in a uniform precision, doubling that precision until…
Evaluating real-valued expressions to high precision is a key building block in computational mathematics, physics, and numerics. A typical implementation evaluates the whole expression in a uniform precision, doubling that precision until…
In this article, we establish a class of new accelerated modulus-based iteration methods for solving the linear complementarity problem. When the system matrix is an $H_+$-matrix, we present appropriate criteria for the convergence…
We first briefly report on the status and recent achievements of the ELPA-AEO (Eigenvalue Solvers for Petaflop Applications - Algorithmic Extensions and Optimizations) and ESSEX II (Equipping Sparse Solvers for Exascale) projects. In both…
The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…