相关论文: Solving linear systems of the form $(A + \gamma UU…
We present a novel linear solver that works well for large systems obtained from discretizing PDEs. It is robust and, for the examples we studied, the computational effort scales linearly with the number of equations. The algorithm is based…
Given the matrix equation ${\bf A X} + {\bf X B} + f({\bf X }) {\bf C} ={\bf D}$ in the unknown $n\times m$ matrix ${\bf X }$, we analyze existence and uniqueness conditions, together with computational solution strategies for $f \,:…
We tackle the problem of system identification, where we select inputs, observe the corresponding outputs from the true system, and optimize the parameters of our model to best fit the data. We propose a practical and computationally…
Scaling hyperparameter optimisation to very large datasets remains an open problem in the Gaussian process community. This paper focuses on iterative methods, which use linear system solvers, like conjugate gradients, alternating…
We study the conjugate gradient method for solving s system of linear equations with coefficients which are measurable functions and establish the rate of convergence of this method.
We show that a combination of two simple preprocessing steps would generally improve the conditioning of a homogeneous system of linear inequalities. Our approach is based on a comparison among three different but related notions of…
Solving sparse linear systems is a critical challenge in many scientific and engineering fields, particularly when these systems are severely ill-conditioned. This work aims to provide a comprehensive comparison of various solvers designed…
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…
In this paper, the author present reliable symbolic algorithms for solving a general bordered tridiagonal linear system. The first algorithm is based on the LU decomposition of the coefficient matrix and the computational cost of it is…
We apply preconditioning, which is widely used in classical solvers for linear systems $A\textbf{x}=\textbf{b}$, to the variational quantum linear solver. By utilizing incomplete LU factorization as a preconditioner for linear equations…
In this paper, we consider characterisations of the class of unitary matrix integrals $\big\langle (\det U)^q {\rm e}^{s^{1/2} \operatorname{Tr}(U + U^\dagger)} \big\rangle_{U(l)}$ in terms of a first-order matrix linear differential…
In this paper, we propose and evaluate the performance of a unified computational framework for preconditioning systems of linear equations resulting from the solution of coupled problems with monolithic schemes. The framework is composed…
Iterative solvers preconditioned with algebraic multigrid have been devised as an optimal technology to speed up the response of large sparse linear systems. In this work, this technique was implemented in the framework of the dual…
The boundary integral method is an efficient approach for solving time-harmonic obstacle scattering problems by a bounded scatterer. This paper presents the directional preconditioner for the iterative solution of linear systems of the…
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,…
This paper studies the Craig variant of the Golub-Kahan bidiagonalization algorithm as an iterative solver for linear systems with saddle point structure. Such symmetric indefinite systems in 2x2 block form arise in many applications, but…
The numerical solution of partial differential equations on high-dimensional domains gives rise to computationally challenging linear systems. When using standard discretization techniques, the size of the linear system grows exponentially…
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…
The problem of iterated partial summations is solved for some discrete distributions defined on discrete supports. The power method, usually used as a computational approach to finding matrix eigenvalues and eigenvectors, is in some cases…
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…