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We present a modified version of the PRESB preconditioner for two-by-two block system of linear equations with the coefficient matrix $$\textbf{A}=\left(\begin{array}{cc} F & -G^* G & F \end{array}\right),$$ where $F\in\mathbb{C}^{n\times…

Numerical Analysis · Mathematics 2024-05-15 Owe Axelsson , Dovod Khojasteh Slakuyeh

The paper introduces a novel, hierarchical preconditioner based on nested dissection and hierarchical matrix compression. The preconditioner is intended for continuous and discontinuous Galerkin formulations of elliptic problems. We exploit…

Numerical Analysis · Mathematics 2022-01-31 Boris Bonev , Jan S. Hesthaven

In this paper we provide an $O(m (\log \log n)^{O(1)} \log(1/\epsilon))$-expected time algorithm for solving Laplacian systems on $n$-node $m$-edge graphs, improving improving upon the previous best expected runtime of $O(m \sqrt{\log n}…

Data Structures and Algorithms · Computer Science 2023-04-04 Arun Jambulapati , Aaron Sidford

{In [X. L. Lin, M. K. Ng, and Y. Zhi. {\it J. Comput. Phys.}, 434 (2021), pp. 110221] and [Y. L. Zhao, J. Wu, X. M. Gu, and H. Li. {\it Comput. Math. Appl.}, 148(2023), pp. 200--210]}, two-sided preconditioning techniques are proposed for…

Numerical Analysis · Mathematics 2024-04-23 Xuelei Lin , Jiamei Dong , Sean Hon

We derive a parallel sampling algorithm for computational inverse problems that present an unknown linear forcing term and a vector of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of…

Numerical Analysis · Mathematics 2022-03-24 Darko Volkov

We provide a solution to the heretofore open problem of stabilization of systems with arbitrarily long delays at the input and output of a nonlinear system using output feedback only. The solution is global, employs the predictor approach…

Optimization and Control · Mathematics 2013-08-15 Iasson Karafyllis , Miroslav Krstic

The ParaOpt algorithm was recently introduced as a time-parallel solver for optimal-control problems with a terminal-cost objective, and convergence results have been presented for the linear diffusive case with implicit-Euler time…

Numerical Analysis · Mathematics 2023-05-09 Arne Bouillon , Giovanni Samaey , Karl Meerbergen

This paper studies the problem of finding an $(1+\epsilon)$-approximate solution to positive semidefinite programs. These are semidefinite programs in which all matrices in the constraints and objective are positive semidefinite and all…

Data Structures and Algorithms · Computer Science 2016-02-23 Richard Peng , Kanat Tangwongsan , Peng Zhang

This article establishes a universal robust limit theorem under a sublinear expectation framework. Under moment and consistency conditions, we show that, for $\alpha \in(1,2)$, the i.i.d. sequence \[ \left \{ \left(…

Probability · Mathematics 2022-10-31 Mingshang Hu , Lianzi Jiang , Gechun Liang , Shige Peng

An all-at-once linear system arising from the nonlinear tempered fractional diffusion equation with variable coefficients is studied. Firstly, the nonlinear and linearized implicit schemes are proposed to approximate such the nonlinear…

Numerical Analysis · Mathematics 2024-12-20 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian

The paper suggests a preconditioning type method for fast solving of elliptic equations with oscillating quasiperiodic coefficients $A_\epsilon$ specified by the small parameter $\epsilon>0$. We use an iteration method generated by an…

Numerical Analysis · Mathematics 2015-10-02 Boris N. Khoromskij , Sergey I. Repin

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…

Numerical Analysis · Mathematics 2025-05-28 Marc A. Tunnell , David F. Gleich

A deterministic approximation algorithm is presented for the maximization of non-monotone submodular functions over a ground set of size $n$ subject to cardinality constraint $k$; the algorithm is based upon the idea of interlacing two…

Data Structures and Algorithms · Computer Science 2019-10-28 Alan Kuhnle

We propose a preconditioner that can accelerate the rate of convergence of the Multiple Shooting Shadowing (MSS) method. This recently proposed method can be used to compute derivatives of time-averaged objectives (also known as…

Numerical Analysis · Mathematics 2019-10-02 Karim Shawki , George Papadakis

For the solution of discrete ill-posed problems, in this paper a novel preconditioned iterative method based on the Arnoldi algorithm for matrix functions is presented. The method is also extended to work in connection with Tikhonov…

Numerical Analysis · Mathematics 2011-11-18 Paolo Novati , Michela Redivo-Zaglia , Maria Rosaria Russo

We develop and analyze a fault-tolerant quantum algorithm for computing $n$-th order response properties necessary for analysis of non-linear spectroscopies of molecular and condensed phase systems. We use a semi-classical description in…

Quantum Physics · Physics 2024-04-23 Tyler Kharazi , Torin F. Stetina , Liwen Ko , Guang Hao Low , K. Birgitta Whaley

We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…

Methodology · Statistics 2014-02-03 Frédéric Ferraty , Peter Hall

We study symmetric tensor decompositions, i.e., decompositions of the form $T = \sum_{i=1}^r u_i^{\otimes 3}$ where $T$ is a symmetric tensor of order 3 and $u_i \in \mathbb{C}^n$.In order to obtain efficient decomposition algorithms, it is…

Data Structures and Algorithms · Computer Science 2025-03-12 Pascal Koiran , Subhayan Saha

This article presents a validation of a recently proposed strongly polynomial-time algorithm for the general linear programming problem. The proposed algorithm is an implicit reduction procedure that combines primal and dual linear…

Optimization and Control · Mathematics 2026-04-28 Samuel Awoniyi

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