相关论文: NR-SSOR right preconditioned RRGMRES for arbitrary…
This paper develops a new algebraic multigrid (AMG) method for sparse least-squares systems of the form $A=G^TG$ motivated by challenging applications in scientific computing where classical AMG methods fail. First we review and relate the…
This paper presents novel methodologies for the numerical simulation of scattering of elastic waves by both closed and open surfaces in three-dimensional space. The proposed approach utilizes new integral formulations as well as an…
This paper presents a novel efficient method for gridless line spectrum estimation problem with single snapshot, namely the gradient descent least squares (GDLS) method. Conventional single snapshot (a.k.a. single measure vector or SMV)…
In an instance of the minimum eigenvalue problem, we are given a collection of $n$ vectors $v_1,\ldots, v_n \subset {\mathbb{R}^d}$, and the goal is to pick a subset $B\subseteq [n]$ of given vectors to maximize the minimum eigenvalue of…
Solving the normal equations corresponding to large sparse linear least-squares problems is an important and challenging problem. For very large problems, an iterative solver is needed and, in general, a preconditioner is required to…
Fast Fourier Transform (FFT)-based solvers for the Poisson equation are highly efficient, exhibiting $O(N\log N)$ computational complexity and excellent parallelism. However, their application is typically restricted to simple, regular…
The paper addresses the model reduction problem for linear and nonlinear systems using the notion of least squares moment matching. For linear systems, the main idea is to approximate a transfer function by ensuring that the interpolation…
For the large-scale linear discrete ill-posed problem $\min\|Ax-b\|$ or $Ax=b$ with $b$ contaminated by a white noise, Lanczos bidiagonalization based LSQR and its mathematically equivalent CGLS are most commonly used. They have intrinsic…
Most finite element methods for solving time-harmonic wave-propagation problems lead to a linear system with a non-normal coefficient matrix. The non-normality is due to boundary conditions and losses. One way to solve these systems is to…
Efficient algorithms for the sparse solution of under-determined linear systems $Ax = b$ are known for matrices $A$ satisfying suitable assumptions like the restricted isometry property (RIP). Without such assumptions little is known and…
When the CG method for solving linear algebraic systems was formulated about 70 years ago by Lanczos, Hestenes, and Stiefel, it was considered an iterative process possessing a mathematical finite termination property. CG was placed into a…
We consider nonlinear GMRES (NGMRES) as an acceleration technique for the Navier-Stokes Picard iteration, a direction that has not previously been explored. We identify the optimal norm for the least squares optimization problem arising in…
Maximum distance separable (in short, MDS), near MDS (in short, NMDS), and self-orthogonal codes play a pivotal role in algebraic coding theory, particularly in applications such as quantum communications and secret sharing scheme.…
Based on the geometric {\it Triangle Algorithm} for testing membership of a point in a convex set, we present a novel iterative algorithm for testing the solvability of a real linear system $Ax=b$, where $A$ is an $m \times n$ matrix of…
Linear regression without correspondences is the problem of performing a linear regression fit to a dataset for which the correspondences between the independent samples and the observations are unknown. Such a problem naturally arises in…
Incorporating prior information into inverse problems, e.g. via maximum-a-posteriori estimation, is an important technique for facilitating robust inverse problem solutions. In this paper, we devise two novel approaches for linear inverse…
A fast method for solving boundary integral equations with the generalized Neumann kernel and the adjoint generalized Neumann kernel is presented. The method is based on discretizing the integral equations by the Nystr\"om method with the…
In this paper, we prove a new identity for the least-square solution of an over-determined set of linear equation $Ax=b$, where $A$ is an $m\times n$ full-rank matrix, $b$ is a column-vector of dimension $m$, and $m$ (the number of…
This paper presents a methodology for solving a geometrically robust least squares problem, which arises in various applications where the model is subject to geometric constraints. The problem is formulated as a minimax optimization…
Multiple penalized least squares (MPLS) models are a flexible approach to find adaptive least squares solutions required to be simultaneously sparse and smooth. This is particularly important when addressing real-life inverse problems where…