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Large linear systems are ubiquitous in modern computational science and engineering. The main recipe for solving them is the use of Krylov subspace iterative methods with well-designed preconditioners. Recently, GNNs have been shown to be a…

Machine Learning · Computer Science 2025-02-04 Vladislav Trifonov , Alexander Rudikov , Oleg Iliev , Yuri M. Laevsky , Ivan Oseledets , Ekaterina Muravleva

Incomplete LU factorizations of sparse matrices are widely used as preconditioners in Krylov subspace methods to speed up solving linear systems. Unfortunately, computing the preconditioner itself can be time-consuming and sensitive to…

Machine Learning · Computer Science 2024-12-12 Paul Häusner , Aleix Nieto Juscafresa , Jens Sjölund

The solution of a sparse system of linear equations is ubiquitous in scientific applications. Iterative methods, such as the Preconditioned Conjugate Gradient method (PCG), are normally chosen over direct methods due to memory and…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-04 Joshua Dennis Booth , Hongyang Sun , Trevor Garnett

Preconditioning techniques are crucial for enhancing the efficiency of solving large-scale linear equation systems that arise from partial differential equation (PDE) discretization. These techniques, such as Incomplete Cholesky…

Machine Learning · Computer Science 2024-12-11 Rui Li , Song Wang , Chen Wang

Large-scale numerical simulations often come at the expense of daunting computations. High-Performance Computing has enhanced the process, but adapting legacy codes to leverage parallel GPU computations remains challenging. Meanwhile,…

The conjugate gradient solver (CG) is a prevalent method for solving symmetric and positive definite linear systems Ax=b, where effective preconditioners are crucial for fast convergence. Traditional preconditioners rely on prescribed…

Machine Learning · Computer Science 2025-11-03 Zherui Yang , Zhehao Li , Kangbo Lyu , Yixuan Li , Tao Du , Ligang Liu

Efficient numerical solvers for partial differential equations empower science and engineering. One of the commonly employed numerical solvers is the preconditioned conjugate gradient (PCG) algorithm which can solve large systems to a given…

Numerical Analysis · Mathematics 2023-09-07 Yichen Li , Peter Yichen Chen , Tao Du , Wojciech Matusik

Graph deep learning methods have become popular tools to process collections of correlated time series. Unlike traditional multivariate forecasting methods, graph-based predictors leverage pairwise relationships by conditioning forecasts on…

Machine Learning · Computer Science 2025-06-09 Andrea Cini , Ivan Marisca , Daniele Zambon , Cesare Alippi

Sparse matrix computations are ubiquitous in scientific computing. With the recent interest in scientific machine learning, it is natural to ask how sparse matrix computations can leverage neural networks (NN). Unfortunately, multi-layer…

Numerical Analysis · Mathematics 2023-10-24 Nicholas S. Moore , Eric C. Cyr , Peter Ohm , Christopher M. Siefert , Raymond S. Tuminaro

We introduce Graph Neural Processes (GNP), inspired by the recent work in conditional and latent neural processes. A Graph Neural Process is defined as a Conditional Neural Process that operates on arbitrary graph data. It takes features of…

Machine Learning · Computer Science 2019-10-03 Andrew Carr , David Wingate

Graph Neural Networks (GNNs) have been proposed as a tool for learning sparse matrix preconditioners, which are key components in accelerating linear solvers. We present theoretical and empirical evidence that message-passing GNNs are…

Machine Learning · Computer Science 2026-05-26 Vladislav Trifonov , Ekaterina Muravleva , Ivan Oseledets

Linear solvers are major computational bottlenecks in a wide range of decision support and optimization computations. The challenges become even more pronounced on heterogeneous hardware, where traditional sparse numerical linear algebra…

Computational Engineering, Finance, and Science · Computer Science 2024-01-26 Kasia Świrydowicz , Nicholson Koukpaizan , Maksudul Alam , Shaked Regev , Michael Saunders , Slaven Peleš

Graph Neural Networks (GNNs) have made significant advances on several fundamental inference tasks. As a result, there is a surge of interest in using these models for making potentially important decisions in high-regret applications.…

Machine Learning · Computer Science 2020-02-26 Kaidi Xu , Sijia Liu , Pin-Yu Chen , Mengshu Sun , Caiwen Ding , Bhavya Kailkhura , Xue Lin

For large sparse matrices, we almost never compute the condition number exactly because that would require computing the full SVD or full eigenvalue decompositionIn this paper, we propose a fast method for estimating the condition number of…

Machine Learning · Computer Science 2026-03-17 Erin Carson , Xinye Chen

Graph Neural Networks (GNNs) are powerful models for graph-structured data, with broad applications. However, the interplay between GNN parameter optimization, expressivity, and generalization remains poorly understood. We address this by…

Machine Learning · Computer Science 2025-09-16 Samir Moustafa , Lorenz Kummer , Simon Fetzel , Nils M. Kriege , Wilfried N. Gansterer

Gaussian process hyperparameter optimization requires linear solves with, and log-determinants of, large kernel matrices. Iterative numerical techniques are becoming popular to scale to larger datasets, relying on the conjugate gradient…

Machine Learning · Computer Science 2022-06-22 Jonathan Wenger , Geoff Pleiss , Philipp Hennig , John P. Cunningham , Jacob R. Gardner

A structured preconditioned conjugate gradient (PCG) solver is developed for the Newton steps in second-order methods for a class of constrained network optimal control problems. Of specific interest are problems with discrete-time dynamics…

Systems and Control · Electrical Eng. & Systems 2020-10-13 Armaghan Zafar , Michael Cantoni , Farhad Farokhi

Within high-performance computing (HPC), solving large sparse linear systems efficiently remains paramount, with iterative methods being the predominant choice. However, the performance of these methods is tightly coupled to the aptness of…

Numerical Analysis · Mathematics 2023-12-27 Michael Souza , Luiz M. Carvalho , Douglas Augusto , Jairo Panetta , Paulo Goldfeld , José R. P. Rodrigues

Quadratic programming (QP) is the most widely applied category of problems in nonlinear programming. Many applications require real-time/fast solutions, though not necessarily with high precision. Existing methods either involve matrix…

Machine Learning · Computer Science 2025-09-23 Ziang Chen , Xiaohan Chen , Jialin Liu , Xinshang Wang , Wotao Yin

This paper presents a parallel preconditioning approach based on incomplete LU (ILU) factorizations in the framework of Domain Decomposition (DD) for general sparse linear systems. We focus on distributed memory parallel architectures,…

Numerical Analysis · Mathematics 2023-03-17 Tianshi Xu , Ruipeng Li , Daniel Osei-Kuffuor
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