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This paper introduces inexact versions of several block-splitting preconditioners for solving the three-by-three block linear systems arising from a special class of indefinite least squares problems. We first establish the convergence…

Numerical Analysis · Mathematics 2026-05-26 Mohaddese Kaveh Shaldehi , Davod Khojasteh Salkuyeh

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

We establish a new iterative method for solving a class of large and sparse linear systems of equations with three-by-three block coefficient matrices having saddle point structure. Convergence properties of the proposed method are studied…

Numerical Analysis · Mathematics 2021-09-13 Hamed Aslani , Davod Khojasteh Salkuyeh , Fatemeh Panjeh Ali Beik

Stationary iterative methods with a symmetric splitting matrix are performed as inner-iteration preconditioning for Krylov subspace methods. We give conditions such that the inner-iteration preconditioning matrix is definite, and show that…

Numerical Analysis · Mathematics 2019-05-20 Keiichi Morikuni

We propose a preconditioner to accelerate the convergence of the GMRES iterative method for solving the system of linear equations obtained from discretize-then-optimize approach applied to optimal control problems constrained by a partial…

Numerical Analysis · Mathematics 2019-11-15 Hamid Mirchi , Davod Khojasteh Salkuyeh

Sketching-based preconditioners have been shown to accelerate the solution of dense least-squares problems with coefficient matrices having substantially more rows than columns. The cost of generating these preconditioners can be reduced by…

Numerical Analysis · Mathematics 2025-06-12 Erin Carson , Ieva Daužickaitė

In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…

Numerical Analysis · Mathematics 2021-01-18 Luca Bergamaschi , Jacek Gondzio , Ángeles Martínez , John W. Pearson , Spyridon Pougkakiotis

We propose a two-level nested preconditioned iterative scheme for solving sparse linear systems of equations in which the coefficient matrix is symmetric and indefinite with relatively small number of negative eigenvalues. The proposed…

Numerical Analysis · Computer Science 2019-01-29 Murat Manguoglu , Volker Mehrmann

We present and analyze a class of nonsymmetric preconditioners within a normal (weighted least-squares) matrix form for use in GMRES to solve nonsymmetric matrix problems that typically arise in finite element discretizations. An example of…

Numerical Analysis · Mathematics 2014-09-02 Blanca Ayuso de Dios , Andrew T. Barker , Panayot S. Vassilevski

This paper introduces a preconditioned method designed to comprehensively address the saddle point system with the aim of improving convergence efficiency. In the preprocessor construction phase, a technical approach for solving the…

Numerical Analysis · Mathematics 2024-04-10 Juan Zhang , Yiyi Luo

We investigate iterative methods with randomized preconditioners for solving overdetermined least-squares problems, where the preconditioners are based on a random embedding of the data matrix. We consider two distinct approaches: the…

Numerical Analysis · Mathematics 2021-04-15 Jonathan Lacotte , Mert Pilanci

We study the performance of a new block preconditioner for a class of $3\times3$ block saddle point problems which arise from finite element methods for solving time-dependent Maxwell equations and some other practical problems. We also…

Numerical Analysis · Mathematics 2021-09-24 Maryam Abdolmaleki , Saeed Karimi , Davod Khojasteh Salkuyeh

We present a stationary iteration method, namely Alternating Symmetric positive definite and Scaled symmetric positive semidefinite Splitting (ASSS), for solving the system of linear equations obtained by using finite element discretization…

Numerical Analysis · Mathematics 2021-09-06 Davod Khojasteh Salkuyeh

The indefinite least squares (ILS) problem is a generalization of the famous linear least squares problem. It minimizes an indefinite quadratic form with respect to a signature matrix. For this problem, we first propose an impressively…

Numerical Analysis · Mathematics 2022-03-30 Yanjun Zhang , Hanyu Li

We present a block lower triangular (BLT) preconditioner to accelerate the convergence of nthe Krylov subspace iterative methods, such as generalized minimal residual (GMRES), for solving a broad class of complex symmetric system of linear…

Numerical Analysis · Mathematics 2016-11-14 Davod Khojasteh Salkuyeh , Tahereh Salimi Siahkalaei

This paper proposes a new parameterized enhanced shift-splitting (PESS) preconditioner to solve the three-by-three block saddle point problem (SPP). Additionally, we introduce a local PESS (LPESS) preconditioner by relaxing the PESS…

Numerical Analysis · Mathematics 2024-11-19 Sk. Safique Ahmad , Pinki Khatun

A modification of the generalized shift-splitting (GSS) method is presented for solving singular saddle point problems. In this kind of modification, the diagonal shift matrix is replaced by a block diagonal matrix which is symmetric…

Numerical Analysis · Mathematics 2017-04-26 Davod Khojasteh Salkuyeh , Maryam Rahimian

Polynomial preconditioning is an important tool in solving large linear systems and eigenvalue problems. A polynomial from GMRES can be used to precondition restarted GMRES and restarted Arnoldi. Here we give methods for indefinite matrices…

Numerical Analysis · Mathematics 2025-10-17 Hayden Henson , Ronald B. Morgan

The efficient solution of moderately large-scale linear systems arising from the KKT conditions in optimal control problems (OCPs) is a critical challenge in robotics. With the stagnation of Moore's law, there is growing interest in…

Optimization and Control · Mathematics 2025-05-21 Shaohui Yang , Toshiyuki Ohtsuka , Brian Plancher , Colin N. Jones

We present a polynomial preconditioner for solving large systems of linear equations. The polynomial is derived from the minimum residual polynomial (the GMRES polynomial) and is more straightforward to compute and implement than many…

Numerical Analysis · Mathematics 2022-01-13 Jennifer A. Loe , Ronald B. Morgan
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