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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…
Iterative methods based on matrix splittings are useful in solving large sparse linear systems. In this direction, proper splittings and its several extensions are used to deal with singular and rectangular linear systems. In this article,…
In this paper, we introduce three new iterative methods for finding a common point of the set of fixed points of a symmetric generalized hybrid mapping and the set of solutions of an equilibrium problem in a real Hilbert space. Each method…
We explore order reduction techniques for solving the algebraic Riccati equation (ARE), and investigating the numerical solution of the linear-quadratic regulator problem (LQR). A classical approach is to build a surrogate low dimensional…
The discrete-time algebraic Riccati equation (DARE) have extensive applications in optimal control problems. We provide new theoretical supports to the stability properties of solutions to the DARE and reduce the convergence conditions…
In this paper, we first propose a general inertial proximal point method for the mixed variational inequality (VI) problem. Based on our knowledge, without stronger assumptions, convergence rate result is not known in the literature for…
It is investigated how two (standard or generalized) $\lambda-$symmetries of a given second-order ordinary differential equation can be used to solve the equation by quadratures. The method is based on the construction of two commuting…
The need for large-scale electronic structure calculations arises recently in the field of material physics and efficient and accurate algebraic methods for large simultaneous linear equations become greatly important. We investigate the…
A generalized inverse scattering method has been applied to the linear problem associated with the coupled higher order nonlinear schr\"odinger equation to obtain it's $N$-soliton solution. An infinite number of conserved quantities have…
Training and inference in Gaussian processes (GPs) require solving linear systems with $n\times n$ kernel matrices. To address the prohibitive $\mathcal{O}(n^3)$ time complexity, recent work has employed fast iterative methods, like…
Implicit schemes are popular methods for the integration of time dependent PDEs such as hyperbolic and parabolic PDEs. However the necessity to solve corresponding linear systems at each time step constitutes a complexity bottleneck in…
Efficiently solving sparse linear algebraic equations is an important research topic of numerical simulation. Commonly used approaches include direct methods and iterative methods. Compared with the direct methods, the iterative methods…
In this paper, we argue for the utility of deterministic inference in the classical problem of numerical linear algebra, that of solving a linear system. We show how the Gaussian belief propagation solver, known to work for symmetric…
This paper deals with the construction and analysis of two integrators for (semi-linear) second-order partial differential-algebraic equations of semi-explicit type. More precisely, we consider an implicit-explicit Crank-Nicolson scheme as…
The linear conjugate gradient method is an efficient iterative method for the convex quadratic minimization problems $ \mathop {\min }\limits_{x \in { \mathbb R^n}} f(x) =\dfrac{1}{2}x^TAx+b^Tx $, where $ A \in R^{n \times n} $ is symmetric…
The Riccati equation method and an approach of the use of unknown factors is used to establish oscillation, suboscillation and nonoscillation criteria for linear systems of ordinary differential equations. A necessary condition for Lyapunov…
The standard implementation of the conjugate gradient algorithm suffers from communication bottlenecks on parallel architectures, due primarily to the two global reductions required every iteration. In this paper, we study conjugate…
In this paper, we propose and analyze iterative method based on projection techniques to solve a non-singular linear system Ax = b. In particular, for a given positive integer m, m-dimensional successive projection method (mD-SPM) for…
In this paper we develop randomized Krylov subspace methods for efficiently computing regularized solutions to large-scale linear inverse problems. Building on the recently developed randomized Gram-Schmidt process, where sketched inner…
The numerical solution of the algebraic Riccati equation is a challenging task especially for very large problem dimensions. In this paper we present a new algorithm that combines the very appealing computational features of projection…