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相关论文: Properties of Nonlinear GMRES Applied to the Preco…

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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…

数值分析 · 数学 2025-10-31 Yunhui He

In this work, we propose a generalized alternating Anderson acceleration method, a periodic scheme composed of $t$ fixed-point iteration steps, interleaved with $s$ steps of Anderson acceleration with window size $m$, to solve linear and…

数值分析 · 数学 2026-02-02 Yunhui He , Santolo Leveque

The Nonlinear GMRES (NGMRES) proposed by Washio and Oosterlee [Electron. Trans. Numer. Anal, 6(271-290), 1997] is an acceleration method for fixed point iterations. It has been demonstrated to be effective, but its convergence properties…

数值分析 · 数学 2026-02-11 Chen Greif , Yunhui He

In this research, to solve the large indefinite least squares problem, we firstly transform its normal equation into a sparse block three-by-three linear systems, then use GMRES method with an accelerated preconditioner to solve it. The…

数值分析 · 数学 2025-05-26 Jun Li , Lingsheng Meng

We give a complete characterization of the behavior of the Anderson acceleration (with arbitrary nonzero mixing parameters) on linear problems. Let n be the grade of the residual at the starting point with respect to the matrix defining the…

数值分析 · 数学 2011-02-07 Florian Potra , Hans Engler

We consider nonlinear convergence acceleration methods for fixed-point iteration $x_{k+1}=q(x_k)$, including Anderson acceleration (AA), nonlinear GMRES (NGMRES), and Nesterov-type acceleration (corresponding to AA with window size one). We…

最优化与控制 · 数学 2020-11-10 Hans De Sterck , Yunhui He

In this work, we revisit nonlinear generalized minimal residual method (NGMRES) applied to nonlinear problems. NGMRES is used to accelerate the convergence of fixed-point iterations, which can substantially improve the performance of the…

数值分析 · 数学 2025-11-25 Yunhui He

We present and analyze a class of nonsymmetric preconditioners within a normal (weighted least-squares) matrix form for use in GMRES to solve nonsymmetric matrix problems that typically arise in finite element discretizations. An example of…

数值分析 · 数学 2014-09-02 Blanca Ayuso de Dios , Andrew T. Barker , Panayot S. Vassilevski

GMRES is known to determine a least squares solution of $ A x = b $ where $ A \in R^{n \times n} $ without breakdown for arbitrary $ b \in R^n $, and initial iterate $ x_0 \in R^n $ if and only if $ A $ is range-symmetric, i.e. $ R(A^T) =…

数值分析 · 数学 2025-04-17 Kouta Sugihara , Ken Hayami

This paper introduces inexact versions of several block-splitting preconditioners for solving the three-by-three block linear systems arising from a special class of indefinite least squares problems. We first establish the convergence…

数值分析 · 数学 2026-05-26 Mohaddese Kaveh Shaldehi , Davod Khojasteh Salkuyeh

In this work, we propose a generalized alternating nonlinear generalized minimal residual method (GA-NGMRES) to accelerate first-order optimization schemes for PDE-constrained optimization problems governed by transport equations. We apply…

最优化与控制 · 数学 2025-10-13 Yunhui He , Andreas Mang

An implementation of GMRES with multiple preconditioners (MPGMRES) is proposed for solving shifted linear systems with shift-and-invert preconditioners. With this type of preconditioner, the Krylov subspace can be built without requiring…

数值分析 · 数学 2016-03-31 Tania Bakhos , Peter Kitanidis , Scott Ladenheim , Arvind K. Saibaba , Daniel Szyld

Steepest descent preconditioning is considered for the recently proposed nonlinear generalized minimal residual (N-GMRES) optimization algorithm for unconstrained nonlinear optimization. Two steepest descent preconditioning variants are…

数值分析 · 数学 2011-07-26 Hans De Sterck

In this article we consider the iterative solution of the linear system of equations arising from the discretisation of the poly-energetic linear Boltzmann transport equation using a discontinuous Galerkin finite element approximation in…

数值分析 · 数学 2023-10-24 Paul Houston , Matthew E. Hubbard , Thomas J. Radley

We present two minimum residual methods for solving sequences of shifted linear systems, the right-preconditioned shifted GMRES and shifted recycled GMRES algorithms which use a seed projection strategy often employed to solve multiple…

数值分析 · 数学 2016-02-04 Kirk M. Soodhalter

We derive nonlinear acceleration methods based on the limited memory BFGS (L-BFGS) update formula for accelerating iterative optimization methods of alternating least squares (ALS) type applied to canonical polyadic (CP) and Tucker tensor…

数值分析 · 数学 2018-06-28 Hans De Sterck , Alexander J. M. Howse

In this work, the matrix-free solution of quasi-static phase-field fracture problems is further investigated. More specifically, we consider a quasi-monolithic formulation in which the irreversibility constraint is imposed with a…

数值分析 · 数学 2024-08-27 Leon Maximilian Kolditz , Thomas Wick

This paper presents the design and development of an Anderson Accelerated Preconditioned Modified Hermitian and Skew-Hermitian Splitting (AA-PMHSS) method for solving complex-symmetric linear systems with application to electromagnetics…

数值分析 · 数学 2023-08-02 Måns I. Andersson , Felix Liu , Stefano Markidis

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…

数值分析 · 数学 2021-09-13 Hamed Aslani , Davod Khojasteh Salkuyeh , Fatemeh Panjeh Ali Beik

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…

数值分析 · 数学 2025-06-12 Erin Carson , Ieva Daužickaitė
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