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Locally Optimal Block Preconditioned Conjugate Gradient (LOBPCG) is widely used to compute eigenvalues of large sparse symmetric matrices. The algorithm can suffer from numerical instability if it is not implemented with care. This is…

Numerical Analysis · Mathematics 2018-10-05 Jed A. Duersch , Meiyue Shao , Chao Yang , Ming Gu

The performance of eigenvalue problem solvers (eigensolvers) depends on various factors such as preconditioning and eigenvalue distribution. Developing stable and rapidly converging vectorwise eigensolvers is a crucial step in improving the…

Numerical Analysis · Mathematics 2026-01-09 Ming Zhou , Klaus Neymeyr

We study the problem of minimizing the sum of potentially non-differentiable convex cost functions with partially overlapping dependences in an asynchronous manner, where communication in the network is not coordinated. We study the…

Optimization and Control · Mathematics 2021-02-17 Yankai Lin , Iman Shames , Dragan Nesic

In Density Functional Theory simulations based on the LAPW method, each self-consistent field cycle comprises dozens of large dense generalized eigenproblems. In contrast to real-space methods, eigenpairs solving for problems at distinct…

Data Structures and Algorithms · Computer Science 2015-03-20 Edoardo Di Napoli , Mario Berljafa

This dissertation explores block decomposable methods for large-scale optimization problems. It focuses on alternating direction method of multipliers (ADMM) schemes and block coordinate descent (BCD) methods. Specifically, it introduces a…

Optimization and Control · Mathematics 2026-01-15 Leandro Farias Maia

In this paper, two accelerated divide-and-conquer algorithms are proposed for the symmetric tridiagonal eigenvalue problem, which cost $O(N^2r)$ {flops} in the worst case, where $N$ is the dimension of the matrix and $r$ is a modest number…

Numerical Analysis · Computer Science 2015-10-16 Shengguo Li , Xiangke Liao , Jie Liu , Hao Jiang

We combine the adaptive and multilevel approaches to the BDDC and formulate a method which allows an adaptive selection of constraints on each decomposition level. We also present a strategy for the solution of local eigenvalue problems in…

Numerical Analysis · Mathematics 2013-11-12 Bedřich Sousedík , Jakub Šístek , Jan Mandel

We consider the minimization of a sum of an expectation-valued coordinate-wise $L_i$-smooth nonconvex function and a nonsmooth block-separable convex regularizer. We propose an asynchronous variance-reduced algorithm, where in each…

Optimization and Control · Mathematics 2020-02-20 Jinlong Lei , Uday V. Shanbhag

The Lanczos algorithm has proven itself to be a valuable matrix eigensolver for problems with large dimensions, up to hundreds of millions or even tens of billions. The computational cost of using any Lanczos algorithm is dominated by the…

Computational Physics · Physics 2023-08-09 Ryan M. Zbikowski , Calvin W. Johnson

In this paper, we propose an inexact block coordinate descent algorithm for large-scale nonsmooth nonconvex optimization problems. At each iteration, a particular block variable is selected and updated by inexactly solving the original…

Optimization and Control · Mathematics 2019-12-12 Yang Yang , Marius Pesavento , Zhi-Quan Luo , Björn Ottersten

Block coordinate descent (BCD) methods are prevalent in large scale optimization problems due to the low memory and computational costs per iteration, the predisposition to parallelization, and the ability to exploit the structure of the…

Optimization and Control · Mathematics 2025-10-31 Luis Briceño-Arias , Paulo Gonçalves , Guillaume Lauga , Nelly Pustelnik , Elisa Riccietti

Determining the optimal block size is crucial for achieving high throughput in blockchain systems. Many studies have focused on tuning various components, such as databases, network bandwidth, and consensus mechanisms. However, the impact…

Cryptography and Security · Computer Science 2025-09-04 Narges Dadkhah , Somayeh Mohammadi , Gerhard Wunder

We describe a number of recently developed techniques for improving the performance of large-scale nuclear configuration interaction calculations on high performance parallel computers. We show the benefit of using a preconditioned block…

Numerical Analysis · Computer Science 2017-12-29 Meiyue Shao , Hasan Metin Aktulga , Chao Yang , Esmond G. Ng , Pieter Maris , James P. Vary

We examine and compare several iterative methods for solving large-scale eigenvalue problems arising from nuclear structure calculations. In particular, we discuss the possibility of using block Lanczos method, a Chebyshev filtering based…

Numerical Analysis · Mathematics 2023-05-26 Abdullah Alperen , Metin Aktulga , Pieter Maris , Chao Yang

In this paper we develop random block coordinate gradient descent methods for minimizing large scale linearly constrained separable convex problems over networks. Since we have coupled constraints in the problem, we devise an algorithm that…

Optimization and Control · Mathematics 2015-12-14 I. Necoara , Yu. Nesterov , F. Glineur

Most iterative algorithms for eigenpair computation consist of two main steps: a subspace update (SU) step that generates bases for approximate eigenspaces, followed by a Rayleigh-Ritz (RR) projection step that extracts approximate…

Numerical Analysis · Mathematics 2015-07-23 Zaiwen Wen , Yin Zhang

Block coordinate descent is an optimization paradigm that iteratively updates one block of variables at a time, making it quite amenable to big data applications due to its scalability and performance. Its convergence behavior has been…

Optimization and Control · Mathematics 2023-10-13 Liangzu Peng , René Vidal

Block elimination algorithms for solving sparse discrete optimization problems are considered. The numerical example is provided. The benchmarking is done in order to define real computational capabilities of block elimination algorithms…

Discrete Mathematics · Computer Science 2012-01-04 Alexander Sviridenko , Oleg Shcherbina

In this work we show that randomized (block) coordinate descent methods can be accelerated by parallelization when applied to the problem of minimizing the sum of a partially separable smooth convex function and a simple separable convex…

Optimization and Control · Mathematics 2013-11-27 Peter Richtárik , Martin Takáč

We develop a distributed Block Chebyshev-Davidson algorithm to solve large-scale leading eigenvalue problems for spectral analysis in spectral clustering. First, the efficiency of the Chebyshev-Davidson algorithm relies on the prior…

Machine Learning · Computer Science 2024-01-08 Qiyuan Pang , Haizhao Yang
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