Related papers: A Spectral Preconditioner for the Conjugate Gradie…
We explore a scaled spectral preconditioner for the efficient solution of sequences of symmetric and positive-definite linear systems. We design the scaled preconditioner not only as an approximation of the inverse of the linear system but…
A new iteration bound for the preconditioned conjugate gradient (PCG) method is presented that more accurately captures convergence for systems with clustered eigenspectra, where the classical condition number-based bound is too…
A structured preconditioned conjugate gradient (PCG) solver is developed for the Newton steps in second-order methods for a class of constrained network optimal control problems. Of specific interest are problems with discrete-time dynamics…
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…
The computational and storage complexity of kernel machines presents the primary barrier to their scaling to large, modern, datasets. A common way to tackle the scalability issue is to use the conjugate gradient algorithm, which relieves…
This paper introduces the Nystr\"om PCG algorithm for solving a symmetric positive-definite linear system. The algorithm applies the randomized Nystr\"om method to form a low-rank approximation of the matrix, which leads to an efficient…
The preconditioned conjugate gradient (PCG) algorithm is one of the most popular algorithms for solving large-scale linear systems Ax = b, where A is a symmetric positive definite matrix. Rather than computing residuals directly, it updates…
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…
The conjugate gradient method (CG) is typically used with a preconditioner which improves efficiency and robustness of the method. Many preconditioners include parameters and a proper choice of a preconditioner and its parameters is often…
We consider the preconditioned conjugate gradient method (PCG) with optimal preconditioner in the frame of the boundary element method (BEM) for elliptic first-kind integral equations. Our adaptive algorithm steers the termination of PCG as…
The performance of eigenvalue problem solvers (eigensolvers) depends on various factors such as preconditioning and eigenvalue distribution. Developing stable and rapidly converging vectorwise eigensolvers is a crucial step in improving the…
We present and analyze a preconditioned conjugate gradient method (PCG) for solving spatial network problems. Primarily, we consider diffusion and structural mechanics simulations for fiber based materials, but the methodology can be…
The conic bundle implementation of the spectral bundle method for large scale semidefinite programming solves in each iteration a semidefinite quadratic subproblem by an interior point approach. For larger cutting model sizes the limiting…
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…
Spectral clustering is one of the most popular clustering methods. However, the high computational cost due to the involved eigen-decomposition procedure can immediately hinder its applications in large-scale tasks. In this paper we use…
In this paper, we present a structured solver based on the preconditioned conjugate gradient method (PCGM) for solving the linear quadratic (LQ) optimal control problem for $K \times N$ sub-systems connected in a two-dimensional (2D) grid…
There has been a growing interest in parallel strategies for solving trajectory optimization problems. One key step in many algorithmic approaches to trajectory optimization is the solution of moderately-large and sparse linear systems.…
We develop a robust matrix-free, communication avoiding parallel, high-degree polynomial preconditioner for the Conjugate Gradient method for large and sparse symmetric positive definite linear systems. We discuss the selection of a scaling…
We propose a novel preconditioned inexact primal-dual interior point method for constrained convex quadratic programming problems. The algorithm we describe invokes the preconditioned conjugate gradient method on a new reduced Schur…
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…