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This survey explores modern approaches for computing low-rank approximations of high-dimensional matrices by means of the randomized SVD, randomized subspace iteration, and randomized block Krylov iteration. The paper compares the…

Numerical Analysis · Mathematics 2023-09-25 Joel A. Tropp , Robert J. Webber

This work is concerned with approximating matrix functions for banded matrices, hierarchically semiseparable matrices, and related structures. We develop a new divide-and-conquer method based on (rational) Krylov subspace methods for…

Numerical Analysis · Mathematics 2021-07-12 Alice Cortinovis , Daniel Kressner , Stefano Massei

Hierarchical matrices provide a highly memory-efficient way of storing dense linear operators arising, for example, from boundary element methods, particularly when stored in the H^2 format. In such data-sparse representations, iterative…

Numerical Analysis · Mathematics 2025-09-23 Sven Christophersen

Flexible Krylov methods are a common standpoint for inverse problems. In particular, they are used to address the challenges associated with explicit variational regularization when it goes beyond the two-norm, for example involving an…

Numerical Analysis · Mathematics 2025-10-22 Malena Sabaté Landman

This paper discusses level set-based structural optimization. Level set-based structural optimization is a method used to determine an optimal configuration for minimizing an objective functional by updating level set functions…

Analysis of PDEs · Mathematics 2023-03-29 Tomoyuki Oka , Ryota Misawa , Takayuki Yamada

Optimization plays a key role in machine learning. Recently, stochastic second-order methods have attracted much attention due to their low computational cost in each iteration. However, these algorithms might perform poorly especially if…

Machine Learning · Computer Science 2017-10-25 Haishan Ye , Zhihua Zhang

This paper presents a mixed-computation neural network processing approach for edge applications that incorporates low-precision (low-width) Posit and low-precision fixed point (FixP) number systems. This mixed-computation approach employs…

Machine Learning · Computer Science 2023-12-06 Seyedarmin Azizi , Mahdi Nazemi , Mehdi Kamal , Massoud Pedram

Krylov subspace methods are linear solvers based on matrix-vector multiplications and vector operations. While easily parallelizable, they are sensitive to rounding errors and may experience convergence issues. ILU(0), an incomplete LU…

Numerical Analysis · Mathematics 2025-07-10 Tomonori Kouya

Solving linear systems is a ubiquitous task in science and engineering. Because directly inverting a large-scale linear system can be computationally expensive, iterative algorithms are often used to numerically find the inverse. To…

Numerical Analysis · Mathematics 2021-07-20 Zheyuan Zhu , Andrew B. Klein , Guifang Li , Shuo Pang

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

This paper develops a numerical procedure to accelerate the convergence of the Favre-averaged Non-Linear Harmonic (FNLH) method. The scheme provides a unified mathematical framework for solving the sparse linear systems formed by the mean…

Numerical Analysis · Mathematics 2024-07-26 Feng Wang , Kurt Webber , David Radford , Luca di Mare , Marcus Meyer

Communication-avoiding Krylov methods require solving small dense Gram systems at each outer iteration. We present a low-synchronization approach based on Forward Gauss--Seidel (FGS), which exploits the structure of Gram matrices arising…

Numerical Analysis · Mathematics 2025-12-11 Stephen Thomas , Pasqua D'Ambra

The use of reduced and mixed precision computing has gained increasing attention in high-performance computing (HPC) as a means to improve computational efficiency, particularly on modern hardware architectures like GPUs. In this work, we…

Computational Engineering, Finance, and Science · Computer Science 2025-05-28 Bálint Siklósi , Pushpender K. Sharma , David J. Lusher , István Z. Reguly , Neil D. Sandham

We consider iterative (`turbo') algorithms for compressed sensing. First, a unified exposition of the different approaches available in the literature is given, thereby enlightening the general principles and main differences. In particular…

Information Theory · Computer Science 2017-05-22 Robert F. H. Fischer , Susanne Sparrer

Randomized-subspace methods reduce the cost of first-order optimization by using only low-dimensional projected-gradient information, a feature that is attractive in forward-mode automatic differentiation and communication-limited settings.…

Optimization and Control · Mathematics 2026-05-04 Gaku Omiya , Pierre-Louis Poirion , Akiko Takeda

When an iterative method is applied to solve the linear equation system in interior point methods (IPMs), the attention is usually placed on accelerating their convergence by designing appropriate preconditioners, but the linear solver is…

Optimization and Control · Mathematics 2023-04-28 Filippo Zanetti , Jacek Gondzio

Nesterov's accelerated gradient (AG) is a popular technique to optimize objective functions comprising two components: a convex loss and a penalty function. While AG methods perform well for convex penalties, such as the LASSO, convergence…

Optimization and Control · Mathematics 2024-01-04 Kai Yang , Masoud Asgharian , Sahir Bhatnagar

Information loss in numerical physics simulations can arise from various sources when solving discretized partial differential equations. In particular, errors related to numerical precision ("sub-precision errors") can accumulate in the…

Fluid Dynamics · Physics 2022-09-27 Akash Haridas , Nagabhushana Rao Vadlamani , Yuki Minamoto

Over the past two decades, descent methods have received substantial attention within the multiobjective optimization field. Nonetheless, both theoretical analyses and empirical evidence reveal that existing first-order methods for…

Optimization and Control · Mathematics 2024-11-13 Jian Chen , Liping Tang , Xinmin Yang

Despite their frequent slow convergence, proximal gradient schemes are widely used in large-scale optimization tasks due to their tremendous stability, scalability, and ease of computation. In this paper, we develop and investigate a…

Computation · Statistics 2025-08-19 Nicholas C. Henderson , Ravi Varadhan
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