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Related papers: Obtaining Pseudo-inverse Solutions With MINRES

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Pseudoinverses are ubiquitous tools for handling over- and under-determined systems of equations. For computational efficiency, sparse pseudoinverses are desirable. Recently, sparse left and right pseudoinverses were introduced, using…

Numerical Analysis · Mathematics 2016-06-23 Victor K. Fuentes , Marcia Fampa , Jon Lee

The zeroth-order optimization has been widely used in machine learning applications. However, the theoretical study of the zeroth-order optimization focus on the algorithms which approximate (first-order) gradients using (zeroth-order)…

Machine Learning · Computer Science 2023-08-02 Haishan Ye

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

For large scale symmetric discrete ill-posed problems, MINRES and MR-II are often used iterative regularization solvers. We call a regularized solution best possible if it is at least as accurate as the best regularized solution obtained by…

Numerical Analysis · Mathematics 2019-09-24 Yi Huang , Zhongxiao Jia

Minimum residual methods such as the least-squares finite element method (FEM) or the discontinuous Petrov--Galerkin method with optimal test functions (DPG) usually exclude singular data, e.g., non square-integrable loads. We consider a…

Numerical Analysis · Mathematics 2021-11-02 Thomas Führer , Norbert Heuer , Michael Karkulik

Recent development on mixed precision techniques has largely enhanced the performance of various linear algebra solvers, one of which being the solver for the least squares problem $\min_{x}\lVert b-Ax\rVert_{2}$. By transforming least…

Numerical Analysis · Mathematics 2025-09-09 Bowen Gao , Yuxin Ma , Meiyue Shao

This paper addresses the question of what exactly is an analogue of the preconditioned steepest descent (PSD) algorithm in the case of a symmetric indefinite system with an SPD preconditioner. We show that a basic PSD-like scheme for an…

Numerical Analysis · Mathematics 2017-01-12 Eugene Vecharynski , Andrew Knyazev

As a popular and easy-to-implement machine learning method for solving differential equations, the physics-informed neural network (PINN) sometimes may fail and find poor solutions which bias against the exact ones. In this paper, we…

Analysis of PDEs · Mathematics 2023-12-22 Tao Luo , Qixuan Zhou

Consider using the right-preconditioned GMRES (AB-GMRES) for obtaining the minimum-norm solution of inconsistent underdetermined systems of linear equations. Morikuni (Ph.D. thesis, 2013) showed that for some inconsistent and…

Numerical Analysis · Mathematics 2022-05-25 Zeyu Liao , Ken Hayami , Keiichi Morikuni , Jun-Feng Yin

Linear systems in applications are typically well-posed, and yet the coefficient matrices may be nearly singular in that the condition number $\kappa(\boldsymbol{A})$ may be close to $1/\varepsilon_{w}$, where $\varepsilon_{w}$ denotes the…

Numerical Analysis · Mathematics 2023-03-09 Xiangmin Jiao

We propose a two-level nested preconditioned iterative scheme for solving sparse linear systems of equations in which the coefficient matrix is symmetric and indefinite with relatively small number of negative eigenvalues. The proposed…

Numerical Analysis · Computer Science 2019-01-29 Murat Manguoglu , Volker Mehrmann

Recently, it has become evident that submodularity naturally captures widely occurring concepts in machine learning, signal processing and computer vision. Consequently, there is need for efficient optimization procedures for submodular…

Machine Learning · Computer Science 2013-11-19 Stefanie Jegelka , Francis Bach , Suvrit Sra

Recent quasi-optimal error estimates for the finite element approximation of total-variation regularized minimization problems require the existence of a Lipschitz continuous dual solution. We discuss the validity of this condition and…

Numerical Analysis · Mathematics 2021-06-28 Sören Bartels , Robert Tovey , Friedrich Wassmer

When solving linear systems with nonsymmetric Toeplitz or multilevel Toeplitz matrices using Krylov subspace methods, the coefficient matrix may be symmetrized. The preconditioned MINRES method can then be applied to this symmetrized…

Numerical Analysis · Mathematics 2019-04-15 Jennifer Pestana

We consider a variant of inexact Newton Method, called Newton-MR, in which the least-squares sub-problems are solved approximately using Minimum Residual method. By construction, Newton-MR can be readily applied for unconstrained…

Optimization and Control · Mathematics 2022-05-09 Fred Roosta , Yang Liu , Peng Xu , Michael W. Mahoney

We propose a new method for low-rank approximation of Moore-Penrose pseudoinverses (MPPs) of large-scale matrices using tensor networks. The computed pseudoinverses can be useful for solving or preconditioning of large-scale overdetermined…

Numerical Analysis · Mathematics 2016-07-06 Namgil Lee , Andrzej Cichocki

Minimal-residual methods for PDEs with a residual in a dual space are non-trivial to guarantee stability. We present a minimal-residual finite element method in which the solution space is a standard finite element space, but neural…

Numerical Analysis · Mathematics 2025-09-23 Hamd Alsobhi , Emin Benny-Chacko , Ignacio Brevis , Kristoffer G. van der Zee

A new concept is introduced for the adaptive finite element discretization of partial differential equations that have a sparsely representable solution. Motivated by recent work on compressed sensing, a recursive mesh refinement procedure…

Numerical Analysis · Mathematics 2009-02-26 Sadegh Jokar , Volker Mehrmann , Marc Pfetsch , Harry Yserentant

We present two minimum residual methods for solving sequences of shifted linear systems, the right-preconditioned shifted GMRES and shifted recycled GMRES algorithms which use a seed projection strategy often employed to solve multiple…

Numerical Analysis · Mathematics 2016-02-04 Kirk M. Soodhalter

The conjugate gradient method (CG) has long been the workhorse for inner-iterations of second-order algorithms for large-scale nonconvex optimization. Prominent examples include line-search based algorithms, e.g., Newton-CG, and those based…

Optimization and Control · Mathematics 2022-06-14 Yang Liu , Fred Roosta