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The computation of stationary distributions of Markov chains is an important task in the simulation of stochastic models. The linear systems arising in such applications involve non-symmetric M-matrices, making algebraic multigrid methods a…

Numerical Analysis · Mathematics 2014-02-18 James Brannick , Karsten Kahl , Sonja Sokolovic

In contact mechanics computation, the constraint conditions on the contact surfaces are typically enforced by the Lagrange multiplier method, resulting in a saddle point system. Given that the saddle point matrix is indefinite, solving…

Numerical Analysis · Mathematics 2024-09-24 Xiaoyu Duan , Hengbin An

We shall propose and analyze some new preconditioners for the saddle-point systems arising from the edge element discretization of the time-harmonic Maxwell equations in three dimensions. We will first consider the saddle-point systems with…

Numerical Analysis · Mathematics 2016-10-12 Hua Xiang , Shiyang Zhang , Jun Zou

We consider a generic convex-concave saddle point problem with separable structure, a form that covers a wide-ranged machine learning applications. Under this problem structure, we follow the framework of primal-dual updates for saddle…

Machine Learning · Statistics 2015-06-15 Zhanxing Zhu , Amos J. Storkey

This study explores the integration of the hyper-power sequence, a method commonly employed for approximating the Moore-Penrose inverse, to enhance the effectiveness of an existing preconditioner. The approach is closely related to…

Computational Engineering, Finance, and Science · Computer Science 2023-11-14 Michał Łukasz Mika , Marco ten Eikelder , Dominik Schillinger , René Rinke Hiemstra

In linear optimization, matrix structure can often be exploited algorithmically. However, beneficial presolving reductions sometimes destroy the special structure of a given problem. In this article, we discuss structure-aware…

Optimization and Control · Mathematics 2019-08-05 Ambros Gleixner , Nils-Christian Kempke , Thorsten Koch , Daniel Rehfeldt , Svenja Uslu

As the need for computational power and efficiency rises, parallel systems become increasingly popular among various scientific fields. While multiple core-based architectures have been the center of attention for many years, the rapid…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-06-11 E. I. Ioannidis , N. Cheimarios , A. N. Spyropoulos , A. G. Boudouvis

In this paper, the generalized shift-splitting preconditioner is implemented for saddle point problems with symmetric positive definite (1,1)-block and symmetric positive semidefinite (2,2)-block. The proposed preconditioner is extracted…

Numerical Analysis · Mathematics 2015-03-03 Davod Khojasteh Salkuyeh , Mohsen Masoudi , Davod Hezari

We present a new hybrid direct/iterative approach to the solution of a special class of saddle point matrices arising from the discretization of the steady incompressible Navier-Stokes equations on an Arakawa C-grid. The two-level method…

Numerical Analysis · Mathematics 2010-06-10 Fred Wubs , Jonas Thies

We study the solution of block-structured linear algebra systems arising in optimization by using iterative solution techniques. These systems are the core computational bottleneck of many problems of interest such as parameter estimation,…

Optimization and Control · Mathematics 2019-09-10 Jose S. Rodriguez , Carl D. Laird , Victor M. Zavala

This work is concerned with the convergence of the iterative solution for the Stokes flow, discretized with the weak Galerkin finite element method and preconditioned using inexact block Schur complement preconditioning. The resulting…

Numerical Analysis · Mathematics 2024-09-26 Weizhang Huang , Zhuoran Wang

In recent years, solvers for finite-element discretizations of linear or linearized saddle-point problems, like the Stokes and Oseen equations, have become well established. There are two main classes of preconditioners for such systems:…

Numerical Analysis · Mathematics 2024-01-15 Lukas Spies , Luke Olson , Scott MacLachlan

The first order condition of the constrained minimization problem leads to a saddle point problem. A multigrid method using a multiplicative Schwarz smoother for saddle point problems can thus be interpreted as a successive subspace…

Numerical Analysis · Mathematics 2016-01-19 Long Chen

In this work, we propose a robust and easily implemented algebraic multigrid method as a stand-alone solver or a preconditioner in Krylov subspace methods for solving either symmetric and positive definite or saddle point linear systems of…

Numerical Analysis · Mathematics 2015-03-05 Huidong Yang

This paper presents a general framework for generating greedy algorithms for solving convex constraint satisfaction problems for sparse solutions by mapping the satisfaction problem into one of graph traversal on a rooted tree of unknown…

Data Structures and Algorithms · Computer Science 2015-09-16 Tarek A. Lahlou , Alan V. Oppenheim

In this research, to solve the large indefinite least squares problem, we firstly transform its normal equation into a sparse block three-by-three linear systems, then use GMRES method with an accelerated preconditioner to solve it. The…

Numerical Analysis · Mathematics 2025-05-26 Jun Li , Lingsheng Meng

Recently, in (M. Masoudi, D.K. Salkuyeh, An extension of positive-definite and skew-Hermitian splitting method for preconditioning of generalized saddle point problems, Computers \& Mathematics with Application,…

Numerical Analysis · Mathematics 2021-09-13 Mohsen Masoudi , Davod Khojasteh Salkuyeh

In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to…

Numerical Analysis · Mathematics 2016-02-26 Bin Zheng , Luoping Chen , Xiaozhe Hu , Long Chen , Ricardo H. Nochetto , Jinchao Xu

This paper proposes a new preconditioning scheme for a linear system with a saddle-point structure arising from a hybrid approximation scheme on the sphere, an approximation scheme that combines (local) spherical radial basis functions and…

Numerical Analysis · Mathematics 2010-09-23 Q. T. Le Gia , Ian H. Sloan , Andrew J. Wathen

The importance of Schur complement based preconditioners are well-established for classical saddle point problems in $\mathbb{R}^N \times \mathbb{R}^M$. In this paper we extend these results to multiple saddle point problems in Hilbert…

Numerical Analysis · Mathematics 2020-12-25 Jarle Sogn , Walter Zulehner