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Large linear systems are ubiquitous in modern computational science and engineering. The main recipe for solving them is the use of Krylov subspace iterative methods with well-designed preconditioners. Recently, GNNs have been shown to be a…

Machine Learning · Computer Science 2025-02-04 Vladislav Trifonov , Alexander Rudikov , Oleg Iliev , Yuri M. Laevsky , Ivan Oseledets , Ekaterina Muravleva

Solving systems of linear equations is a problem occuring frequently in water engineering applications. Usually the size of the problem is too large to be solved via direct factorization. One can resort to iterative approaches, in…

Machine Learning · Computer Science 2019-06-18 Johannes Sappl , Laurent Seiler , Matthias Harders , Wolfgang Rauch

The solution of a sparse system of linear equations is ubiquitous in scientific applications. Iterative methods, such as the Preconditioned Conjugate Gradient method (PCG), are normally chosen over direct methods due to memory and…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-04 Joshua Dennis Booth , Hongyang Sun , Trevor Garnett

Efficient numerical solvers for partial differential equations empower science and engineering. One of the commonly employed numerical solvers is the preconditioned conjugate gradient (PCG) algorithm which can solve large systems to a given…

Numerical Analysis · Mathematics 2023-09-07 Yichen Li , Peter Yichen Chen , Tao Du , Wojciech Matusik

Large-scale numerical simulations often come at the expense of daunting computations. High-Performance Computing has enhanced the process, but adapting legacy codes to leverage parallel GPU computations remains challenging. Meanwhile,…

Preconditioning is at the heart of iterative solutions of large, sparse linear systems of equations in scientific disciplines. Several algebraic approaches, which access no information beyond the matrix itself, are widely studied and used,…

Numerical Analysis · Mathematics 2025-01-28 Jie Chen

The conjugate gradient solver (CG) is a prevalent method for solving symmetric and positive definite linear systems Ax=b, where effective preconditioners are crucial for fast convergence. Traditional preconditioners rely on prescribed…

Machine Learning · Computer Science 2025-11-03 Zherui Yang , Zhehao Li , Kangbo Lyu , Yixuan Li , Tao Du , Ligang Liu

Natural Gradient Descent (NGD) has emerged as a promising optimization algorithm for training neural network-based solvers for partial differential equations (PDEs), such as Physics-Informed Neural Networks (PINNs). However, its practical…

Numerical Analysis · Mathematics 2026-05-28 Ivan Bioli , Carlo Marcati , Giancarlo Sangalli

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

The mechanical properties of periodic microstructures are pivotal in various engineering applications. Homogenization theory is a powerful tool for predicting these properties by averaging the behavior of complex microstructures over a…

Computational Physics · Physics 2025-10-06 Yu Xing , Yang Liu , Lipeng Chen , Huiping Tang , Lin Lu

Gaussian process hyperparameter optimization requires linear solves with, and log-determinants of, large kernel matrices. Iterative numerical techniques are becoming popular to scale to larger datasets, relying on the conjugate gradient…

Machine Learning · Computer Science 2022-06-22 Jonathan Wenger , Geoff Pleiss , Philipp Hennig , John P. Cunningham , Jacob R. Gardner

Despite hundreds of papers on preconditioned linear systems of equations, there remains a significant lack of comprehensive performance benchmarks comparing various preconditioners for solving symmetric positive definite (SPD) systems. In…

Numerical Analysis · Mathematics 2025-05-28 Marc A. Tunnell , David F. Gleich

Nonlinear conjugate gradient (NLCG) based optimizers have shown superior loss convergence properties compared to gradient descent based optimizers for traditional optimization problems. However, in Deep Neural Network (DNN) training, the…

Machine Learning · Computer Science 2019-11-21 Saurabh Adya , Vinay Palakkode , Oncel Tuzel

We propose a new deflation strategy to accelerate the convergence of the preconditioned conjugate gradient(PCG) method for solving parametric large-scale linear systems of equations. Unlike traditional deflation techniques that rely on…

Numerical Analysis · Mathematics 2025-08-04 Alena Kopaničáková , Youngkyu Lee , George Em Karniadakis

We present a deep learning-based iterative approach to solve the discrete heterogeneous Helmholtz equation for high wavenumbers. Combining classical iterative multigrid solvers and convolutional neural networks (CNNs) via preconditioning,…

Machine Learning · Computer Science 2024-06-07 Bar Lerer , Ido Ben-Yair , Eran Treister

In this paper, we focus on solving a sequence of linear systems with an identical (or similar) coefficient matrix. For this type of problems, we investigate the subspace correction and deflation methods, which use an auxiliary matrix…

Numerical Analysis · Mathematics 2022-03-17 Takeshi Iwashita , Kota Ikehara , Takeshi Fukaya , Takeshi Mifune

Deep learning solvers for partial differential equations typically have limited accuracy. We propose to overcome this problem by using them as preconditioners. More specifically, we apply discretization-invariant neural operators to learn…

Numerical Analysis · Mathematics 2024-02-09 Alexander Rudikov , Vladimir Fanaskov , Ekaterina Muravleva , Yuri M. Laevsky , Ivan Oseledets

This Paper conducts a thorough simulation study to assess the effectiveness of various acceleration techniques designed to enhance the conjugate gradient algorithm, which is used for solving large linear systems to accelerate Bayesian…

Computation · Statistics 2025-05-06 Zhihao Zhou

The convergence of the conjugate gradient method for solving large-scale and sparse linear equation systems depends on the spectral properties of the system matrix, which can be improved by preconditioning. In this paper, we develop a…

Optimization and Control · Mathematics 2024-10-25 Paul Häusner , Ozan Öktem , Jens Sjölund

We present scalable iterative solvers and preconditioning strategies for Hybridizable Discontinuous Galerkin (HDG) discretizations of partial differential equations (PDEs) on graphics processing units (GPUs). The HDG method is implemented…

Numerical Analysis · Mathematics 2025-12-16 Andrew Welter , Ngoc Cuong Nguyen
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