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We define and analyse a least-squares finite element method for a first-order reformulation of the obstacle problem. Moreover, we derive variational inequalities that are based on similar but non-symmetric bilinear forms. A priori error…

Numerical Analysis · Mathematics 2018-01-30 Thomas Führer

The eigenvalue problem is a fundamental problem in scientific computing. In this paper, we first give the error analysis for a single step or sweep of Jacobi's method in floating point arithmetic. Then we propose a mixed precision…

Numerical Analysis · Mathematics 2025-02-25 Zhiyuan Zhang , Zheng-Jian Bai

We study an iterative matrix conditioning algorithm due to Osborne (1960). The goal of the algorithm is to convert a square matrix into a balanced matrix where every row and corresponding column have the same norm. The original algorithm…

Data Structures and Algorithms · Computer Science 2016-06-28 Rafail Ostrovsky , Yuval Rabani , Arman Yousefi

For the solution of full-rank ill-posed linear systems a new approach based on the Arnoldi algorithm is presented. Working with regularized systems, the method theoretically reconstructs the true solution by means of the computation of a…

Numerical Analysis · Mathematics 2010-09-29 Claude Brezinski , Paolo Novati , Michela Redivo-Zaglia

We present new algorithms to detect and correct errors in the lower-upper factorization of a matrix, or the triangular linear system solution, over an arbitrary field. Our main algorithms do not require any additional information or…

Symbolic Computation · Computer Science 2019-01-31 Jean-Guillaume Dumas , Joris Van Der Hoeven , Clément Pernet , Daniel Roche

In this paper, we propose an efficient and scalable low rank matrix completion algorithm. The key idea is to extend orthogonal matching pursuit method from the vector case to the matrix case. We further propose an economic version of our…

Machine Learning · Computer Science 2014-04-17 Zheng Wang , Ming-Jun Lai , Zhaosong Lu , Wei Fan , Hasan Davulcu , Jieping Ye

This paper presents an efficient algorithm for the least-squares problem using the point-to-plane cost, which aims to jointly optimize depth sensor poses and plane parameters for 3D reconstruction. We call this least-squares problem…

Computer Vision and Pattern Recognition · Computer Science 2020-08-18 Lipu Zhou , Daniel Koppel , Hui Ju , Frank Steinbruecker , Michael Kaess

We introduce a quantum linear system solving algorithm based on the Kaczmarz method, a widely used workhorse for large linear systems and least-squares problems that updates the solution by enforcing one equation at a time. Its simplicity…

Quantum Physics · Physics 2026-01-06 Nhat A. Nghiem , Tuan K. Do , Trung V. Phan

By using the Hadamard matrix product concept, this paper introduces two generalized matrix formulation forms of numerical analogue of nonlinear differential operators. The SJT matrix-vector product approach is found to be a simple,…

Computational Engineering, Finance, and Science · Computer Science 2024-09-21 W. Chen

We study the problem of estimating an unknown deterministic signal that is observed through an unknown deterministic data matrix under additive noise. In particular, we present a minimax optimization framework to the least squares problems,…

Systems and Control · Computer Science 2014-04-28 N. Denizcan Vanli , Mehmet A. Donmez , Suleyman S. Kozat

This work blends the inexact Newton method with iterative combined approximations (ICA) for solving topology optimization problems under the assumption of geometric nonlinearity. The density-based problem formulation is solved using a…

Numerical Analysis · Mathematics 2021-12-17 Thadeu A. Senne , Francisco A. M. Gomes , Sandra A. Santos

We introduce a new first-order method for solving general semidefinite programming problems, based on the alternating direction method of multipliers (ADMM) and a matrix-splitting technique. Our algorithm has an advantage over the…

Optimization and Control · Mathematics 2024-07-30 Qiushi Han , Chenxi Li , Zhenwei Lin , Caihua Chen , Qi Deng , Dongdong Ge , Huikang Liu , Yinyu Ye

In this work, we first present an adaptive deterministic block coordinate descent method with momentum (mADBCD) to solve the linear least-squares problem, which is based on Polyak's heavy ball method and a new column selection criterion for…

Numerical Analysis · Mathematics 2024-10-29 Long-Ze Tan , Ming-Yu Deng , Jia-Li Qiu , Xue-Ping Guo

In real-world applications, it is important for machine learning algorithms to be robust against data outliers or corruptions. In this paper, we focus on improving the robustness of a large class of learning algorithms that are formulated…

Machine Learning · Computer Science 2021-06-04 Quanming Yao , Hangsi Yang , En-Liang Hu , James Kwok

It was recently observed that chiral two-body interactions can be efficiently represented using matrix factorization techniques such as the singular value decomposition. However, the exploitation of these low-rank structures in a few- or…

Nuclear Theory · Physics 2022-08-30 A. Tichai , P. Arthuis , K. Hebeler , M. Heinz , J. Hoppe , A. Schwenk , L. Zurek

The majority of First Order methods for large-scale convex-concave saddle point problems and variational inequalities with monotone operators are proximal algorithms which at every iteration need to minimize over problem's domain X the sum…

Optimization and Control · Mathematics 2015-10-05 Bruce Cox , Anatoli Juditsky , Arkadi Nemirovski

We study the Levenberg-Marquardt (L-M) method for solving the highly nonlinear and ill-posed inverse problem of identifying the Robin coefficients in elliptic and parabolic systems. The L-M method transforms the Tikhonov regularized…

Numerical Analysis · Mathematics 2016-08-03 Jiang Daijun , Feng Hui , Zou Jun

We analyze several versions of Jacobi's method for the symmetric eigenvalue problem. Our goal is to reduce the asymptotic cost of the algorithm as much as possible, as measured by the number of arithmetic operations performed and associated…

Numerical Analysis · Mathematics 2026-04-21 James Demmel , Hengrui Luo , Ryan Schneider , Yifu Wang

In solving a linear system with iterative methods, one is usually confronted with the dilemma of having to choose between cheap, inefficient iterates over sparse search directions (e.g., coordinate descent), or expensive iterates in…

Numerical Analysis · Computer Science 2019-08-07 Michael T. Schaub , Maguy Trefois , Paul Van Dooren , Jean-Charles Delvenne

This paper considers the hyperparameter optimization problem of mathematical techniques that arise in the numerical solution of differential and integral equations. The well-known approaches grid and random search, in a parallel algorithm…

Numerical Analysis · Mathematics 2023-04-28 Alireza Afzal Aghaei , Kourosh Parand