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We consider the problem of efficiently solving large-scale linear least squares problems that have one or more linear constraints that must be satisfied exactly. Whilst some classical approaches are theoretically well founded, they can face…

Numerical Analysis · Mathematics 2021-12-24 Jennifer Scott , Miroslav Tuma

Recent work in deep learning has opened new possibilities for solving classical algorithmic tasks using end-to-end learned models. In this work, we investigate the fundamental task of solving linear systems, particularly those that are…

Machine Learning · Computer Science 2025-11-19 Pietro Sittoni , Francesco Tudisco

This note addresses identification of the $A$-matrix in continuous time linear dynamical systems on state-space form. If this matrix is partially known or known to have a sparse structure, such knowledge can be used to simplify the…

Systems and Control · Computer Science 2016-05-24 Zuogon Yue , Johan Thunberg , Jorge Goncalves

This paper presents a generalised symbolic algorithm for solving systems of linear algebraic equations with multi-diagonal coefficient matrices. The algorithm is given in a pseudocode. A theorem which gives the condition for correctness of…

Symbolic Computation · Computer Science 2026-05-22 Milena Veneva

Although it is relatively easy to apply, the gradient method often displays a disappointingly slow rate of convergence. Its convergence is specially based on the structure of the matrix of the algebraic linear system, and on the choice of…

Numerical Analysis · Mathematics 2025-06-03 Ibrahima Dione

The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…

Optimization and Control · Mathematics 2019-11-07 Utkan Candogan , Yong Sheng Soh , Venkat Chandrasekaran

This paper introduces a randomized variation of the alternating least squares (ALS) algorithm for rank reduction of canonical tensor formats. The aim is to address the potential numerical ill-conditioning of least squares matrices at each…

Numerical Analysis · Mathematics 2015-10-07 Matthew Reynolds , Alireza Doostan , Gregory Beylkin

This paper introduces a preconditioned method designed to comprehensively address the saddle point system with the aim of improving convergence efficiency. In the preprocessor construction phase, a technical approach for solving the…

Numerical Analysis · Mathematics 2024-04-10 Juan Zhang , Yiyi Luo

We introduce a numerical method for the numerical solution of the so-called Lur'e matrix equations that arise in balancing-related model reduction and linear-quadratic infinite time horizon optimal control. Based on the fact that the set of…

Numerical Analysis · Mathematics 2011-01-07 Federico Poloni , Timo Reis

In this paper, we focus on solving a sequence of linear systems with an identical (or similar) coefficient matrix. For this type of problems, we investigate the subspace correction and deflation methods, which use an auxiliary matrix…

Numerical Analysis · Mathematics 2022-03-17 Takeshi Iwashita , Kota Ikehara , Takeshi Fukaya , Takeshi Mifune

To precondition a large and sparse linear system, two direct methods for approximate factoring of the inverse are devised. The algorithms are fully parallelizable and appear to be more robust than the iterative methods suggested for the…

Numerical Analysis · Mathematics 2012-08-20 Mikko Byckling , Marko Huhtanen

In this paper, we present and analyze methods for solving a system of linear equations over idempotent semifields. The first method is based on the pseudo-inverse of the system matrix. We then present a specific version of Cramer's rule…

Commutative Algebra · Mathematics 2019-06-25 Fateme Olia , Shaban Ghalandarzadeh , Amirhossein Amiraslani , Sedighe Jamshidvand

Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…

This paper provides a new regularization method which is particularly suitable for linear exponentially ill-posed problems. Under logarithmic source conditions (which have a natural interpretation in terms of Sobolev spaces in the…

Numerical Analysis · Mathematics 2020-07-08 Walter Cedric Simo Tao Lee

We present a preconditioner based on spectral projection that is combined with a deflated Krylov subspace method for solving ill conditioned linear systems of equations. Our results show that the proposed algorithm requires many fewer…

Numerical Analysis · Mathematics 2016-09-23 Man-Chung Yeung , Craig C. Douglas , Long Lee

Various control schemes rely on a solution of a convex optimization problem involving a particular robust quadratic constraint, which can be reformulated as a linear matrix inequality using the well-known $\mathcal{S}$-lemma. However, the…

Optimization and Control · Mathematics 2020-12-10 Goran Banjac , Jianzhe Zhen , Dick den Hertog , John Lygeros

This paper presents a comprehensive survey of methods which can be utilized to search for solutions to systems of nonlinear equations (SNEs). Our objectives with this survey are to synthesize pertinent literature in this field by presenting…

Mathematical Software · Computer Science 2022-08-19 Ilias S. Kotsireas , Panos M. Pardalos , Alexander Semenov , William T. Trevena , Michael N. Vrahatis

Solving sparse linear systems is a critical challenge in many scientific and engineering fields, particularly when these systems are severely ill-conditioned. This work aims to provide a comprehensive comparison of various solvers designed…

Numerical Analysis · Mathematics 2024-09-24 Marcel Ferrari

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 report shows on real data that the direct methods such as LDL decomposition and Gaussian elimination for solving linear systems with ill-conditioned matrices provide inaccurate results due to divisions by very small numbers, which in…

Optimization and Control · Mathematics 2023-02-20 Alexander Stotsky