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We develop a general framework for finding approximately-optimal preconditioners for solving linear systems. Leveraging this framework we obtain improved runtimes for fundamental preconditioning and linear system solving problems including…

数据结构与算法 · 计算机科学 2023-10-30 Arun Jambulapati , Jerry Li , Christopher Musco , Kirankumar Shiragur , Aaron Sidford , Kevin Tian

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

数值分析 · 数学 2020-01-27 Peter Richtárik , Martin Takáč

In many applications, projection-based reduced-order models (ROMs) have demonstrated the ability to provide rapid approximate solutions to high-fidelity full-order models (FOMs). However, there is no a priori assurance that these…

数值分析 · 计算机科学 2020-04-22 Philip A. Etter , Kevin T. Carlberg

In this paper we propose to use model reduction techniques for speeding up the diagonalization-based parallel-in-time (ParaDIAG) preconditioner, for iteratively solving all-at-once systems from evolutionary PDEs. In particular, we use the…

数值分析 · 数学 2020-12-17 Jun Liu , Zhu Wang

The Rotary Position Embedding (RoPE) mechanism has become a powerful enhancement to the Transformer architecture, which enables models to capture token relationships when encoding positional information. However, the RoPE mechanisms make…

机器学习 · 计算机科学 2026-01-27 Yang Cao , Jiayan Huo , Yingyu Liang , Zhenmei Shi , Zhao Song

McDonald, Pestana and Wathen (SIAM J. Sci. Comput. 40(2), pp. A2012-A1033, 2018) present a method for preconditioning of time-dependent PDEs via approximation by a nearby time-periodic problem, that is, they employ circulant-related…

数值分析 · 数学 2018-10-02 Anthony Goddard , Andrew Wathen

We propose several circulant preconditioners for systems defined by some functions $g$ of Toeplitz matrices $A_n$. In this paper we are interested in solving $g(A_n)\mathbf{x}=\mathbf{b}$ by the preconditioned conjugate method or the…

数值分析 · 数学 2018-07-31 Sean Hon

In this paper we derive a new recovery procedure for the reconstruction of extended exponential sums of the form $y(t) = \sum_{j=1}^{M} \left( \sum_{m=0}^{n_j} \, \gamma_{j,m} \, t^{m} \right) {\mathrm e}^{2\pi \lambda_j t}$, where the…

数值分析 · 数学 2021-03-16 Nadiia Derevianko , Gerlind Plonka

We revisit the shift-and-invert Arnoldi method proposed in [S. Lee, H. Pang, and H. Sun. {\it Shift-invert Arnoldi approximation to the Toeplitz matrix exponential}, SIAM J. Sci. Comput., 32: 774--792, 2010] for numerical approximation to…

数值分析 · 数学 2015-03-18 Ting-ting Feng , Gang Wu , Yimin Wei

It is well known that the discretization of fractional diffusion equations (FDEs) with fractional derivatives $\alpha\in(1,2)$, using the so-called weighted and shifted Gr\"unwald formula, leads to linear systems whose coefficient matrices…

数值分析 · 数学 2022-04-06 Nikos Barakitis , Sven-Erik Ekström , Paris Vassalos

This paper proposes and tests the first-ever reduced basis warm-start iterative method for the parametrized linear systems, exemplified by those discretizing the parametric partial differential equations. Traditional iterative methods are…

数值分析 · 数学 2024-01-08 Shijin Hou , Yanlai Chen , Yinhua Xia

When a matrix A with n columns is known to be well approximated by a linear combination of basis matrices B_1,..., B_p, we can apply A to a random vector and solve a linear system to recover this linear combination. The same technique can…

数值分析 · 数学 2011-10-20 Jiawei Chiu , Laurent Demanet

The current Bayesian FFT algorithm relies on direct differentiation to obtain the posterior covariance matrix (PCM), which is time-consuming, memory-intensive, and hard to code, especially for the multi-setup operational modal analysis…

统计计算 · 统计学 2024-12-03 Wei Zhu , Binbin Li , Zuo Zhu

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…

数值分析 · 数学 2024-12-20 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Huan-Yan Jian

A preconditioning strategy is proposed for the iterative solve of large numbers of linear systems with parameter-dependent matrix and right-hand side which arise during the computation of solution statistics of stochastic elliptic partial…

数值分析 · 数学 2025-06-24 Nicolas Venkovic , Paul Mycek , Olivier Le Maître

While preconditioning is a long-standing concept to accelerate iterative methods for linear systems, generalizations to matrix functions are still in their infancy. We go a further step in this direction, introducing polynomial…

This paper presents a quantum algorithm for the solution of prototypical second-order linear elliptic partial differential equations discretized by $d$-linear finite elements on Cartesian grids of a bounded $d$-dimensional domain. An…

量子物理 · 物理学 2025-08-20 Matthias Deiml , Daniel Peterseim

In order to precondition Toeplitz systems, we present a new class of simultaneously diagonalizable real matrices, the Gamma-matrices, which include both symmetric circulant matrices and a subclass of the set of all reverse circulant…

数值分析 · 数学 2021-07-14 Antonio Boccuto , Ivan Gerace , Valentina Giorgetti , Federico Greco

Quasi-Helmholtz decompositions are fundamental tools in integral equation modeling of electromagnetic problems because of their ability of rescaling solenoidal and non-solenoidal components of solutions, operator matrices, and radiated…

A preconditioning strategy for the Powell-Hestenes-Rockafellar Augmented Lagrangian method (ALM) is presented. The scheme exploits the structure of the Augmented Lagrangian Hessian. It is a modular preconditioner consisting of two blocks.…

最优化与控制 · 数学 2017-02-24 AM Sajo-Castelli