相关论文: NR-SSOR right preconditioned RRGMRES for arbitrary…

We propose a two-level nested preconditioned iterative scheme for solving sparse linear systems of equations in which the coefficient matrix is symmetric and indefinite with relatively small number of negative eigenvalues. The proposed…

In this paper, we develop a new Randomized Global Generalized Minimum Residual (RGlGMRES) algorithm for efficiently computing solutions to large scale linear systems with multiple right hand sides.The proposed method builds on a recently…

Sketching-based preconditioners have been shown to accelerate the solution of dense least-squares problems with coefficient matrices having substantially more rows than columns. The cost of generating these preconditioners can be reduced by…

With the recent emergence of mixed precision hardware, there has been a renewed interest in its use for solving numerical linear algebra problems fast and accurately. The solution of total least squares problems, i.e., solving $\min_{E,r}…

We develop a novel randomized conjugate gradient least squares (RCGLS) method for solving least-squares problems, in which iterative sketching is employed at each step to reduce the dimension and hence the computational cost. In particular,…

Several preconditioned AOR methods have been proposed to solve system of linear equations $Ax=b$, where $A \in \mathbb{R}^{n \times n}$ is a unit Z-matrix. The aim of this paper is to give a comparison result for a class of preconditioners…

We describe a parallel iterative least squares solver named \texttt{LSRN} that is based on random normal projection. \texttt{LSRN} computes the min-length solution to $\min_{x \in \mathbb{R}^n} \|A x - b\|_2$, where $A \in \mathbb{R}^{m…

Least squares method is one of the simplest and most popular techniques applied in data fitting, imaging processing and high dimension data analysis. The classic methods like QR and SVD decomposition for solving least squares problems has a…

An iterative method LSMR is presented for solving linear systems $Ax=b$ and least-squares problem $\min \norm{Ax-b}_2$, with $A$ being sparse or a fast linear operator. LSMR is based on the Golub-Kahan bidiagonalization process. It is…

In this work, we develop an alternating nonlinear Generalized Minimum Residual (NGMRES) algorithm with depth $m$ and periodicity $p$, denoted by aNGMRES($m, p$), applied to linear systems. We provide a theoretical analysis to quantify by…

Neumann series underlie both Krylov methods and algebraic multigrid smoothers. A low-synch modified Gram-Schmidt (MGS)-GMRES algorithm is described that employs a Neumann series to accelerate the projection step. A corollary to the backward…

Recent development on mixed precision techniques has largely enhanced the performance of various linear algebra solvers, one of which being the solver for the least squares problem $\min_{x}\lVert b-Ax\rVert_{2}$. By transforming least…

The celebrated minimum residual method (MINRES), proposed in the seminal paper of Paige and Saunders, has seen great success and widespread use in solving Hermitian (and complex-symmetric) linear systems. Unless the system is consistent,…

We propose a Randomised Subspace Gauss-Newton (R-SGN) algorithm for solving nonlinear least-squares optimization problems, that uses a sketched Jacobian of the residual in the variable domain and solves a reduced linear least-squares on…

LSMR is a widely recognized method for solving least squares problems via the double QR decomposition. Various preconditioning techniques have been explored to improve its efficiency. One issue that arises when implementing these…

The convergence of GMRES for solving linear systems can be influenced heavily by the structure of the right hand side. Within the solution of eigenvalue problems via inverse iteration or subspace iteration, the right hand side is generally…

In this work, we analyze the asymptotic convergence factor of minimal residual iteration (MRI) (or GMRES(1)) for solving linear systems $Ax=b$ based on vector-dependent nonlinear eigenvalue problems. The worst-case root-convergence factor…

This paper proposes a novel Gap Reduced Minimum Error Robust Simultaneous (GRMERS) estimator for resource-constrained Nano Aerial Vehicle (NAV) that enables a single estimator to provide simultaneous and robust estimation for a given N…

We propose a general random subspace framework for unconstrained nonconvex optimization problems that requires a weak probabilistic assumption on the subspace gradient, which we show to be satisfied by various random matrix ensembles, such…

The objective of this paper is to understand the superlinear convergence behavior of the GMRES method when the coefficient matrix has clustered eigenvalues. In order to understand the phenomenon, we analyze the convergence using the…