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We discuss, in the context of inverse linear problems in Hilbert space, the notion of the associated infinite-dimensional Krylov subspace and we produce necessary and sufficient conditions for the Krylov-solvability of a given inverse…

Numerical Analysis · Mathematics 2019-08-28 Noe Caruso , Alessandro Michelangeli , Paolo Novati

Despite their popularity in the field of continuous optimisation, second-order quasi-Newton methods are challenging to apply in machine learning, as the Hessian matrix is intractably large. This computational burden is exacerbated by the…

Machine Learning · Computer Science 2024-02-28 Elre T. Oldewage , Ross M. Clarke , José Miguel Hernández-Lobato

The Helmholtz equation is related to seismic exploration, sonar, antennas, and medical imaging applications. It is one of the most challenging problems to solve in terms of accuracy and convergence due to the scalability issues of the…

Numerical Analysis · Mathematics 2024-01-12 Jinqiang Chen , Vandana Dwarka , Cornelis Vuik

We introduced the least-squares ReLU neural network (LSNN) method for solving the linear advection-reaction problem with discontinuous solution and showed that the method outperforms mesh-based numerical methods in terms of the number of…

Numerical Analysis · Mathematics 2022-01-26 Zhiqiang Cai , Jingshuang Chen , Min Liu

Inverse scattering has a broad applicability in quantum mechanics, remote sensing, geophysical, and medical imaging. This paper presents a robust direct reduced order model (ROM) method for solving inverse scattering problems based on an…

Numerical Analysis · Mathematics 2023-11-29 Justin Baker , Elena Cherkaev , Vladimir Druskin , Shari Moskow , Mikhail Zaslavsky

In this paper, we propose a novel algorithm for analysis-based sparsity reconstruction. It can solve the generalized problem by structured sparsity regularization with an orthogonal basis and total variation regularization. The proposed…

Computer Vision and Pattern Recognition · Computer Science 2015-04-29 Chen Chen , Junzhou Huang , Lei He , Hongsheng Li

Models coming from different physical applications are very large in size. Simulation with such systems is expensive so one usually obtains a reduced model (by model reduction) that replicates the input-output behaviour of the original full…

Numerical Analysis · Mathematics 2017-09-05 Rajendra Choudhary , Kapil Ahuja

In this paper we establish the reversed sharp Hardy-Littlewood-Sobolev (HLS for short) inequality on the upper half space and obtain a new HLS type integral inequality on the upper half space (extending an inequality found by Hang, Wang and…

Analysis of PDEs · Mathematics 2017-03-09 Jingbo Dou , Qianqiao Guo , Meijun Zhu

We consider an effective new method for solving trust-region and norm-regularization problems that arise as subproblems in many optimization applications. We show that the solutions to such subproblems effectively lie in a…

Numerical Analysis · Mathematics 2026-03-03 Hussam Al Daas , Nicholas I. M. Gould

The Karhunen-Lo\`eve series expansion (KLE) decomposes a stochastic process into an infinite series of pairwise uncorrelated random variables and pairwise $L^2$-orthogonal functions. For any given truncation order of the infinite series the…

Computational Engineering, Finance, and Science · Computer Science 2021-02-23 Michal Lukasz Mika , Thomas Joseph Robert Hughes , Dominik Schillinger , Peter Wriggers , René Rinke Hiemstra

The Golub-Kahan-Tikhonov method is a popular solution technique for large linear discrete ill-posed problems. This method first applies partial Golub-Kahan bidiagonalization to reduce the size of the given problem and then uses Tikhonov…

Numerical Analysis · Mathematics 2026-03-10 Davide Bianchi , Marco Donatelli , Davide Furchì , Lothar Reichel

This paper presents an interpolatory framework for time-limited $H_2$ optimal model order reduction named Limited Time Iterative Rational Krylov Algorithm (LT-IRKA). The algorithm yields high fidelity reduced order models over limited time…

Systems and Control · Electrical Eng. & Systems 2021-10-12 Kasturi Das , Srinivasan Krishnaswamy , Somanath Majhi

Krylov subspace methods are considered a standard tool to solve large systems of linear algebraic equations in many scientific disciplines such as image restoration or solving partial differential equations in mechanics of continuum. In the…

Numerical Analysis · Mathematics 2021-10-27 Vojtěch Kulvait , Georg Rose

We describe trlib, a library that implements a variant of Gould's Generalized Lanczos method (Gould et al. in SIAM J. Opt. 9(2), 504-525, 1999) for solving the trust region problem. Our implementation has several distinct features that set…

Optimization and Control · Mathematics 2017-08-09 Felix Lenders , Christian Kirches , Andreas Potschka

In this paper we present a method for the regularized solution of nonlinear inverse problems, based on Ivanov regularization (also called method of quasi solutions or constrained least squares regularization). This leads to the minimization…

Numerical Analysis · Mathematics 2015-09-11 Barbara Kaltenbacher , Franz Rendl , Elena Resmerita

Learning from expert demonstrations to flexibly program an autonomous system with complex behaviors or to predict an agent's behavior is a powerful tool, especially in collaborative control settings. A common method to solve this problem is…

Systems and Control · Electrical Eng. & Systems 2024-05-15 Samuel Tesfazgi , Leonhard Sprandl , Armin Lederer , Sandra Hirche

This paper explores two condensed-space interior-point methods to efficiently solve large-scale nonlinear programs on graphics processing units (GPUs). The interior-point method solves a sequence of symmetric indefinite linear systems, or…

Optimization and Control · Mathematics 2025-08-15 François Pacaud , Sungho Shin , Alexis Montoison , Michel Schanen , Mihai Anitescu

We present a new short-recurrence reaidual-optimal Krylov subspace recycling method for sequences of Hermitian systems of linear equations with a fixed system matrix and changing right-hand sides. Such sequences of linear systems occur…

Numerical Analysis · Mathematics 2016-04-15 Martin Peter Neuenhofen , Sven Groß

Inverse problems arise in various scientific and engineering applications, necessitating robust numerical methods for their solution. In this work, we consider the effectiveness of Krylov subspace iterative methods, including GMRES, QMR,…

Numerical Analysis · Mathematics 2025-08-11 Moshen Hu , Lucas Onisk

An efficient and robust linear scaling method is presented for large scale {\it ab initio} electronic structure calculations of a wide variety of materials including metals. The detailed short range and the effective long range…

Other Condensed Matter · Physics 2016-08-31 Taisuke Ozaki