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In this thesis we study the preconditioning of square, non-symmetric and real Toeplitz systems. We prove theoretical results, which constitute sufficient conditions for the efficiency of the proposed preconditioners and the fast convergence…

Numerical Analysis · Mathematics 2023-03-07 Grigorios Tachyridis

We propose an adaptive mixed precision and dynamically scaled preconditioned conjugate gradient algorithm (AMP-PCG). It dynamically adjusts the precision for storing vectors and computing, exploiting low precision when appropriate, while…

Numerical Analysis · Mathematics 2025-05-08 Yichen Guo , Eric de Sturler , Tim Warburton

Preconditioners are generally essential for fast convergence in the iterative solution of linear systems of equations. However, the computation of a good preconditioner can be expensive. So, while solving a sequence of many linear systems,…

Numerical Analysis · Mathematics 2020-12-21 Arielle Grim-McNally , Eric de Sturler , Serkan Gugercin

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

The novel contribution of this paper relies in the proposal of a fully implicit numerical method designed for nonlinear degenerate parabolic equations, in its convergence/stability analysis, and in the study of the related computational…

Numerical Analysis · Mathematics 2010-01-20 Matteo Semplice , Marco Donatelli , Stefano Serra-Capizzano

It is well-known that the convergence of Krylov subspace methods to solve linear system depends on the spectrum of the coefficient matrix, moreover, it is widely accepted that for both symmetric and unsymmetric systems Krylov subspace…

Numerical Analysis · Mathematics 2011-12-13 Tao Zhao

The problem of optimal precision switching for the conjugate gradient (CG) method applied to sparse linear systems is considered. A sparse matrix is defined as an $n\!\times\!n$ matrix with $m\!=\!O(n)$ nonzero entries. The algorithm first…

Numerical Analysis · Mathematics 2026-03-03 Alexander V. Prolubnikov

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

The paper focuses on developing and studying efficient block preconditioners based on classical algebraic multigrid for the large-scale sparse linear systems arising from the fully coupled and implicitly cell-centered finite volume…

Numerical Analysis · Mathematics 2021-02-03 Xiaoqiang Yue , Shulei Zhang , Xiaowen Xu , Shi Shu , Weidong Shi

In this work, we propose a novel preconditioned Krylov subspace method for solving an optimal control problem of wave equations, after explicitly identifying the asymptotic spectral distribution of the involved sequence of linear…

Numerical Analysis · Mathematics 2023-07-25 Sean Hon , Jiamei Dong , Stefano Serra-Capizzano

We consider a linear iterative solver for large scale linearly constrained quadratic minimization problems that arise, for example, in optimization with PDEs. By a primal-dual projection (PDP) iteration, which can be interpreted and…

Optimization and Control · Mathematics 2020-12-07 Anton Schiela , Matthias Stöcklein , Martin Weiser

The cost of computing the spectrum of Laplacian matrices hinders the application of spectral clustering to large data sets. While approximations recover computational tractability, they can potentially affect clustering performance. This…

Machine Learning · Statistics 2016-08-15 Yufei Han , Maurizio Filippone

In the context of clustering, we assume a generative model where each cluster is the result of sampling points in the neighborhood of an embedded smooth surface; the sample may be contaminated with outliers, which are modeled as points…

Machine Learning · Statistics 2011-11-30 Ery Arias-Castro , Guangliang Chen , Gilad Lerman

We consider adaptive finite element methods (AFEMs) with inexact algebraic solvers for second-order symmetric linear elliptic diffusion problems. Optimal complexity of AFEM, i.e., optimal convergence rates with respect to the overall…

Numerical Analysis · Mathematics 2026-04-10 Paula Hilbert , Ani Miraçi , Dirk Praetorius

The convergence rates of iterative methods for solving a linear system $\mathbf{A} x = b$ typically depend on the condition number of the matrix $\mathbf{A}$. Preconditioning is a common way of speeding up these methods by reducing that…

Optimization and Control · Mathematics 2021-11-04 Arun Jambulapati , Jerry Li , Christopher Musco , Aaron Sidford , Kevin Tian

We study algorithmic approaches for recovering from the failure of several compute nodes in the parallel preconditioned conjugate gradient (PCG) solver on large-scale parallel computers. In particular, we analyze and extend an exact state…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-08-21 Carlos Pachajoa , Markus Levonyak , Wilfried N. Gansterer , Jesper Larsson Träff

Many popular eigensolvers for large and sparse Hermitian matrices or matrix pairs can be interpreted as accelerated block preconditioned gradient (BPG) iterations in order to analyze their convergence behavior by composing known estimates.…

Numerical Analysis · Mathematics 2022-06-02 Ming Zhou , Klaus Neymeyr

We propose a novel non-negative spherical relaxation for optimization problems over binary matrices with injectivity constraints, which in particular has applications in multi-matching and clustering. We relax respective binary matrix…

Machine Learning · Statistics 2023-10-23 Johan Thunberg , Florian Bernard

In this paper we are concerned with the solution of Compressed Sensing (CS) problems where the signals to be recovered are sparse in coherent and redundant dictionaries. We extend a primal-dual Newton Conjugate Gradients (pdNCG) method for…

Optimization and Control · Mathematics 2015-07-03 Ioannis Dassios , Kimon Fountoulakis , Jacek Gondzio

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