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To precondition a large and sparse linear system, two direct methods for approximate factoring of the inverse are devised. The algorithms are fully parallelizable and appear to be more robust than the iterative methods suggested for the…

Numerical Analysis · Mathematics 2012-08-20 Mikko Byckling , Marko Huhtanen

Context. Numerical solutions to transfer problems of polarized radiation in solar and stellar atmospheres commonly rely on stationary iterative methods, which often perform poorly when applied to large problems. In recent times, stationary…

Numerical Analysis · Mathematics 2021-12-08 Pietro Benedusi , Gioele Janett , Luca Belluzzi , Rolf Krause

Given a multigrid procedure for linear systems with coefficient matrices $A_n$, we discuss the optimality of a related multigrid procedure with the same smoother and the same projector, when applied to properly related algebraic problems…

Numerical Analysis · Mathematics 2012-11-03 Stefano Serra-Capizzano , Cristina Tablino Possio

We present a stationary iteration based upon a block splitting for a class of indefinite least squares problem. Convergence of the proposed method is investigated and optimal value of the involving parameter is used. The induced…

Numerical Analysis · Mathematics 2025-12-15 Davod Khojasteh Salkuyeh

In this paper, we further investigate and refine the subspace-constrained preconditioning technique to enhance the theoretical and numerical convergence properties of randomized iterative methods for solving linear systems. In particular,…

Numerical Analysis · Mathematics 2026-05-29 Yonghan Sun , Hou-Duo Qi , Deren Han , Jiaxin Xie

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

Shifted Laplacian multigrid preconditioner has become a tool du jour for solving highly indefinite Helmholtz equations. The idea is to add a complex damping to the original Helmholtz operator and then apply a multigrid processing to the…

Numerical Analysis · Mathematics 2013-12-11 Ira Livshits

We apply novel inner-iteration preconditioned Krylov subspace methods to the interior-point algorithm for linear programming (LP). Inner-iteration preconditioners recently proposed by Morikuni and Hayami enable us to overcome the severe…

Optimization and Control · Mathematics 2021-11-09 Yiran Cui , Keiichi Morikuni , Takashi Tsuchiya , Ken Hayami

This article presents a method for solving large-scale linear inverse problems regular- ized with a nonlinear, edge-preserving penalty term such as the total variation or Perona-Malik. In the proposed scheme, the nonlinearity is handled…

Numerical Analysis · Mathematics 2013-09-02 Simon R. Arridge , Marta M. Betcke , Lauri Harhanen

The performance of finite element solvers on modern computer architectures is typically memory bound for sufficiently large problems. The main cause for this is that loading matrix elements from RAM into CPU cache is significantly slower…

Numerical Analysis · Mathematics 2019-05-01 Denis Davydov , Jean-Paul Pelteret , Daniel Arndt , Paul Steinmann

We present a novel linear solver that works well for large systems obtained from discretizing PDEs. It is robust and, for the examples we studied, the computational effort scales linearly with the number of equations. The algorithm is based…

Numerical Analysis · Mathematics 2025-10-20 Klaus Lackner , Ralph Menikoff

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

Numerical Analysis · Mathematics 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

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

In this paper, the concept of matrix splitting is introduced to solve a large sparse ill-posed linear system via Tikhonov's regularization. In the regularization process, we convert the ill-posed system to a well-posed system. The…

Numerical Analysis · Mathematics 2020-04-15 Ashish Kumar Nandi , Jajati Keshari Sahoo

An efficient linear solver plays an important role while solving partial differential equations (PDEs) and partial integro-differential equations (PIDEs) type mathematical models. In most cases, the efficiency depends on the stability and…

Numerical Analysis · Mathematics 2013-04-15 Samir Kumar Bhowmik

This work presents a matrix-free finite element solver for finite-strain elasticity adopting an $hp$-multigrid preconditioner. Compared to classical algorithms relying on a global sparse matrix, matrix-free solution strategies significantly…

Computational Engineering, Finance, and Science · Computer Science 2024-12-09 Richard Schussnig , Niklas Fehn , Peter Munch , Martin Kronbichler

This paper studies and analyzes a preconditioned Krylov solver for Helmholtz problems that are formulated with absorbing boundary layers based on complex coordinate stretching. The preconditioner problem is a Helmholtz problem where not…

Numerical Analysis · Computer Science 2010-08-19 Bram Reps , Wim Vanroose , Hisham bin Zubair

The main computational cost of algorithms for computing reduced-order models of parametric dynamical systems is in solving sequences of very large and sparse linear systems. We focus on efficiently solving these linear systems, arising…

Numerical Analysis · Mathematics 2018-09-19 Navneet Pratap Singh , Kapil Ahuja

We propose a new method for preconditioning Kaczmarz method by sketching. Kaczmarz method is a stochastic method for solving overdetermined linear systems based on a sampling of matrix rows. The standard approach to speed up convergence of…

Numerical Analysis · Computer Science 2019-03-06 Alexandr Katrutsa , Ivan Oseledets

The boundary integral method is an efficient approach for solving time-harmonic obstacle scattering problems by a bounded scatterer. This paper presents the directional preconditioner for the iterative solution of linear systems of the…

Numerical Analysis · Mathematics 2014-09-17 Lexing Ying