English
Related papers

Related papers: Absolute-value based preconditioner for complex-sh…

200 papers

Adaptive regularization methods pre-multiply a descent direction by a preconditioning matrix. Due to the large number of parameters of machine learning problems, full-matrix preconditioning methods are prohibitively expensive. We show how…

Machine Learning · Computer Science 2020-11-19 Naman Agarwal , Brian Bullins , Xinyi Chen , Elad Hazan , Karan Singh , Cyril Zhang , Yi Zhang

In this work, we propose a preconditioned augmented Lagrangian method (ALM) for solving semidefinite programming (SDP) problems. The preconditioner is implemented via a weighted penalty function in the ALM subproblem, with the weight matrix…

Optimization and Control · Mathematics 2026-05-19 Tianyun Tang , Kim-Chuan Toh

Sparse linear system solvers are computationally expensive kernels that lie at the heart of numerous applications. This paper proposes a flexible preconditioning framework to substantially reduce the time and energy requirements of this…

Emerging Technologies · Computer Science 2021-07-16 Vasileios Kalantzis , Anshul Gupta , Lior Horesh , Tomasz Nowicki , Mark S. Squillante , Chai Wah Wu

The aim of the present work is to derive a error estimates for the Laplace eigenvalue problem in mixed form, by means of a virtual element method. With the aid of the theory for non-compact operators, we prove that the proposed method is…

Numerical Analysis · Mathematics 2020-09-01 Felipe Lepe , Gonzalo Rivera

We present a novel augmented Lagrangian (AL) preconditioner for the solution of linear systems arising from finite element discretizations of elliptic interface problems with jump coefficients. The method is based on the Fictitious Domain…

Numerical Analysis · Mathematics 2026-03-16 Michele Benzi , Marco Feder , Luca Heltai , Federica Mugnaioni

By extending the classical analysis techniques due to Samokish, Faddeev and Faddeeva, and Longsine and McCormick among others, we prove the convergence of preconditioned steepest descent with implicit deflation (PSD-id) method for solving…

Numerical Analysis · Mathematics 2016-05-31 Yunfeng Cai , Zhaojun Bai , John E. Pask , N. Sukumar

For real matrices of full column-rank, we analyze the conditioning of several types of normal equations that are preconditioned by a randomized preconditioner computed in lower precision. These include symmetrically preconditioned normal…

Numerical Analysis · Mathematics 2026-03-18 James E. Garrison , Ilse C. F. Ipsen

Solving sparse linear systems from discretized PDEs is challenging. Direct solvers have in many cases quadratic complexity (depending on geometry), while iterative solvers require problem dependent preconditioners to be robust and…

Numerical Analysis · Mathematics 2017-03-14 Kai Yang , Hadi Pouransari , Eric Darve

We derive parameter-robust quasi-optimal error estimates for mixed finite element methods for the nonlinear Darcy--Forchheimer equations with mixed boundary conditions. Using the framework of operator preconditioning, we also design…

Numerical Analysis · Mathematics 2026-02-25 Rishi Das , Harsha Hutridurga , Amiya K. Pani , Ricardo Ruiz-Baier

In this paper we derive new sufficient conditions for a linear system matrix $$S(\lambda):=\left[\begin{array}{ccc} T(\lambda) & -U(\lambda) \\ V(\lambda) & W(\lambda) \end{array}\right],$$ where $T(\lambda)$ is assumed regular, to be…

Dynamical Systems · Mathematics 2021-03-10 Froilán M. Dopico , María C. Quintana , Paul Van Dooren

In the literature, there exist several studies on symbol-based multigrid methods for the solution of linear systems having structured coefficient matrices. In particular, the convergence analysis for such methods has been obtained in an…

Numerical Analysis · Mathematics 2021-11-15 Matthias Bolten , Marco Donatelli , Paola Ferrari , Isabella Furci

Parallel-in-time methods have become increasingly popular in the simulation of time-dependent numerical PDEs, allowing for the efficient use of additional MPI processes when spatial parallelism saturates. Most methods treat the solution and…

Numerical Analysis · Mathematics 2021-07-28 Federico Danieli , Ben S. Southworth , Andrew J. Wathen

This paper is concerned with solving some structured multi-linear systems, which are called tensor absolute value equations. This kind of absolute value equations is closely related to tensor complementarity problems and is a generalization…

Numerical Analysis · Mathematics 2017-05-19 Shouqiang Du , Liping Zhang , Chiyu Chen , Liqun Qi

{\it Critical slowing down} associated with the iterative solvers close to the critical point often hinders large-scale numerical simulation of fracture using discrete lattice networks. This paper presents a block circlant preconditioner…

Materials Science · Physics 2009-11-11 Phani Kumar V. V. Nukala , Srdjan Simunovic

In this article, we introduce a fast and memory efficient solver for sparse matrices arising from the finite element discretization of elliptic partial differential equations (PDEs). We use a fast direct (but approximate) multifrontal…

Numerical Analysis · Computer Science 2015-04-23 AmirHossein Aminfar , Eric Darve

This paper deals with maximum entropy completion of partially specified block-circulant matrices. Since positive definite symmetric circulants happen to be covariance matrices of stationary periodic processes, in particular of stationary…

Optimization and Control · Mathematics 2018-04-11 Francesca P. Carli , Augusto Ferrante , Michele Pavon , Giorgio Picci

Preconditioning is essential in iterative methods for solving linear systems. It is also the implicit objective in updating approximations of Jacobians in optimization methods, e.g.,in quasi-Newton methods. Motivated by the latter, we study…

Numerical Analysis · Mathematics 2024-12-24 Woosuk L. Jung , David Torregrosa-Belén , Henry Wolkowicz

This paper considers the numerical solution of generalized Sylvester matrix equations, which arise in many scientific and engineering applications but remain challenging to solve efficiently, particularly when the coefficient matrices are…

Numerical Analysis · Mathematics 2026-04-20 Hongjia Chen , Chun-Hua Zhang , Zhongming Teng , Lei Du

In this paper, two efficient iterative algorithms based on the simpler GMRES method are proposed for solving shifted linear systems. To make full use of the shifted structure, the proposed algorithms utilizing the deflated restarting…

Numerical Analysis · Mathematics 2021-07-26 Hong-Xiu Zhong , Xian-Ming Gu

The exact matching condition is given for hadron matrix elements calculated in any two different schemes, in particular, in the lattice and dimensional regularization, (modified) minimal subtraction $\overline{\rm MS}$ schemes. The result…

High Energy Physics - Lattice · Physics 2007-05-23 Xiangdong Ji