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GMRES is a popular Krylov subspace method for solving linear systems of equations involving a general non-Hermitian coefficient matrix. The conventional bounds on GMRES convergence involve polynomial approximation problems in the complex…

Numerical Analysis · Mathematics 2022-09-07 Mark Embree

The GMRES algorithm of Saad and Schultz (1986) is an iterative method for approximately solving linear systems $A{\bf x}={\bf b}$, with initial guess ${\bf x}_0$ and residual ${\bf r}_0 = {\bf b} - A{\bf x}_0$. The algorithm employs the…

Numerical Analysis · Mathematics 2023-03-22 Stephen Thomas , Erin Carson , Miro Rozložník , Arielle Carr , Kasia Świrydowicz

It is well known that for singular inconsistent range-symmetric linear systems, the generalized minimal residual (GMRES) method determines a least squares solution without breakdown. The reached least squares solution may be or not be the…

Numerical Analysis · Mathematics 2024-01-24 Kui Du , Jia-Jun Fan , Fang Wang

We develop two variance-reduced fast operator splitting methods to approximate solutions of a class of generalized equations, covering fundamental problems such as \rvs{minimization}, minimax problems, and variational inequalities as…

Optimization and Control · Mathematics 2025-08-14 Quoc Tran-Dinh

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

A new approach is discussed for solving large nonsymmetric systems of linear equations with multiple right-hand sides. The first system is solved with a deflated GMRES method that generates eigenvector information at the same time that the…

Mathematical Physics · Physics 2007-05-23 Ronald B. Morgan , Walter Wilcox

This paper investigates the conditions that guarantee unique solvability and unsolvability for the generalized absolute value equations (GAVE) given by $Ax - B \vert x \vert = b$. Further, these conditions are also valid to determine the…

Optimization and Control · Mathematics 2023-08-22 Shubham Kumar , Deepmala

The Mumford-Shah (MS) model is an important technique for mesh segmentation. Many existing researches focus on piecewise constant MS mesh segmentation model with total variation regularization, which pursue the shortest length of…

Computational Geometry · Computer Science 2025-07-28 Huayan Zhang , Shanqiang Wang , Xiaochao Wang

We study trade-offs between convergence rate and robustness to gradient errors in the context of first-order methods. Our focus is on generalized momentum methods (GMMs)--a broad class that includes Nesterov's accelerated gradient,…

Optimization and Control · Mathematics 2026-01-14 Mert Gürbüzbalaban , Yasa Syed , Necdet Serhat Aybat

Bayesian methods and their implementations by means of sophisticated Monte Carlo techniques, such as Markov chain Monte Carlo (MCMC) and particle filters, have become very popular in signal processing over the last years. However, in many…

Computation · Statistics 2012-05-29 Luca Martino , Joaquin Miguez

Gaussian processes (GPs) based methods for solving partial differential equations (PDEs) demonstrate great promise by bridging the gap between the theoretical rigor of traditional numerical algorithms and the flexible design of machine…

Numerical Analysis · Mathematics 2024-02-02 Xianjin Yang , Houman Owhadi

A simple alternative to the conjugate gradient(CG) method is presented; this method is developed as a special case of the more general iterated Ritz method (IRM) for solving a system of linear equations. This novel algorithm is not based on…

Numerical Analysis · Computer Science 2019-03-28 Josip Dvornik , Damir Lazarevic , Antonia Jaguljnjak Lazarevic , Marija Demsic

We present a stationary iteration method, namely Alternating Symmetric positive definite and Scaled symmetric positive semidefinite Splitting (ASSS), for solving the system of linear equations obtained by using finite element discretization…

Numerical Analysis · Mathematics 2021-09-06 Davod Khojasteh Salkuyeh

The discretization of convection-diffusion equations by implicit or semi-implicit methods leads to a sequence of linear systems usually solved by iterative linear solvers such as GMRES. Many techniques bearing the name of \emph{recycling…

Numerical Analysis · Mathematics 2018-07-26 Giuseppe Pitton , Luca Heltai

This work focuses on the construction of a new class of fourth-order accurate methods for multirate time evolution of systems of ordinary differential equations. We base our work on the Recursive Flux Splitting Multirate (RFSMR) version of…

Numerical Analysis · Mathematics 2019-08-26 Jean M. Sexton , Daniel R. Reynolds

A new approach is discussed for solving large nonsymmetric systems of linear equations with multiple right-hand sides. The first system is solved with a deflated GMRES method that generates eigenvector information at the same time that the…

Mathematical Physics · Physics 2007-07-05 Ronald B. Morgan , Walter Wilcox

While the Matrix Generalized Inverse Gaussian ($\mathcal{MGIG}$) distribution arises naturally in some settings as a distribution over symmetric positive semi-definite matrices, certain key properties of the distribution and effective ways…

Machine Learning · Statistics 2016-08-23 Farideh Fazayeli , Arindam Banerjee

For the purposes of electric circuit simulation, we consider an iterative simulation model based on solving systems of linear equations by Gauss-Jordan elimination (GJE) for individual moments in time. To accelerate the simulation, we…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-01 Filip Noveski , Elena Hadzieva

The Max-k-Cut problem is a fundamental combinatorial optimization challenge that generalizes the classic NP-complete Max-Cut problem. While relaxation techniques are commonly employed to tackle Max-k-Cut, they often lack guarantees of…

Optimization and Control · Mathematics 2025-06-12 Yeqing Qiu , Ye Xue , Akang Wang , Yiheng Wang , Qingjiang Shi , Zhi-Quan Luo

This paper presents a comprehensive analysis of the well-known extragradient (EG) method for solving both equations and inclusions. First, we unify and generalize EG for [non]linear equations to a wider class of algorithms, encompassing…

Optimization and Control · Mathematics 2024-09-26 Quoc Tran-Dinh , Nghia Nguyen-Trung