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The efficient solution of large-scale multiterm linear matrix equations is a challenging task in numerical linear algebra, and it is a largely open problem. We propose a new iterative scheme for symmetric and positive definite operators,…

数值分析 · 数学 2025-05-27 Davide Palitta , Martina Iannacito , Valeria Simoncini

For Hermitian positive definite linear systems and eigenvalue problems, the eigCG algorithm is a memory efficient algorithm that solves the linear system and simultaneously computes some of its eigenvalues. The algorithm is based on the…

高能物理 - 格点 · 物理学 2010-02-19 Abdou Abdel-Rehim , Kostas Orginos , Andreas Stathopoulos

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…

数值分析 · 数学 2017-05-31 Melina Freitag , Patrick Kürschner , Jennifer Pestana

We introduce two iterative methods, GPBiLQ and GPQMR, for solving unsymmetric partitioned linear systems. The basic mechanism underlying GPBiLQ and GPQMR is a novel simultaneous tridiagonalization via biorthogonality that allows for…

数值分析 · 数学 2024-01-08 Kui Du , Jia-Jun Fan , Fang Wang

The inverse of a large matrix can often be accurately approximated by a polynomial of degree significantly lower than the order of the matrix. The iteration polynomial generated by a run of the GMRES algorithm is a good candidate, and its…

数值分析 · 数学 2025-02-26 Mark Embree , Joel A. Henningsen , Jordan Jackson , Ronald B. Morgan

This work wishes to support various mathematical issues concerning the iterative methods with the help of new programming languages. We consider a way to show how problems in math have an answer by using different academic resources and…

数学软件 · 计算机科学 2009-05-29 Claudiu Chirilov

Polynomial convergence bounds are considered for left, right, and split preconditioned GMRES. They include the cases of Weighted and Deflated GMRES for a linear system Ax = b. In particular, the case of positive definite A is considered.…

数值分析 · 数学 2025-10-03 Nicole Spillane , Daniel B Szyld

New iterative methods for solving linear equations are presented that are easy to use, generalize good existing methods, and appear to be faster. The new algorithms mix two kinds of linear recurrence formulas. Older methods have either high…

数值分析 · 数学 2012-03-13 Joseph F. Grcar

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

数值分析 · 数学 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

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…

数值分析 · 计算机科学 2019-01-29 Murat Manguoglu , Volker Mehrmann

Geometric modeling by constraints leads to large systems of algebraic equations. This paper studies bipartite graphs underlaid by systems of equations. It shows how these graphs make possible to polynomially decompose these systems into…

离散数学 · 计算机科学 2014-05-26 Samy Ait-Aoudia , Roland Jegou , Dominique Michelucci

Versions of GMRES with deflation of eigenvalues are applied to lattice QCD problems. Approximate eigenvectors corresponding to the smallest eigenvalues are generated at the same time that linear equations are solved. The eigenvectors…

高能物理 - 格点 · 物理学 2007-05-23 Ronald B. Morgan , Walter Wilcox

We examine the use of a two-level deflation preconditioner combined with GMRES to locally solve the subdomain systems arising from applying domain decomposition methods to Helmholtz problems. Our results show that the direct solution method…

数值分析 · 数学 2023-05-03 Niall Bootland , Vandana Dwarka , Pierre Jolivet , Victorita Dolean , Cornelis Vuik

A new method, the Dynamical Systems Method (DSM), justified recently, is applied to solving ill-conditioned linear algebraic system (ICLAS). The DSM gives a new approach to solving a wide class of ill-posed problems. In this paper a new…

数值分析 · 数学 2009-12-04 Sapto W. Indratno , A. G. Ramm

We consider inverse problems for non-linear hyperbolic and elliptic equations and give an introduction to the method based on the multiple linearization, or on the construction of artificial sources, to solve these problems. The method is…

偏微分方程分析 · 数学 2025-03-18 Matti Lassas

A multigrid method is proposed for solving nonlinear eigenvalue problems by the finite element method. With this new scheme, solving nonlinear eigenvalue problem is decomposed to a series of solutions of linear boundary value problems on…

数值分析 · 数学 2015-01-09 Hehu Xie

We study the iterative methods for large moment systems derived from the linearized Boltzmann equation. By Fourier analysis, it is shown that the direct application of the block symmetric Gauss-Seidel (BSGS) method has slower convergence…

数值分析 · 数学 2024-07-11 Xiaoyu Dong , Zhenning Cai

This paper is to introduce a type of full multigrid method for the nonlinear eigenvalue problem. The main idea is to transform the solution of nonlinear eigenvalue problem into a series of solutions of the corresponding linear boundary…

数值分析 · 数学 2016-11-03 Shanghui Jia , Hehu Xie , Manting Xie , Fei Xu

This paper presents a brief historical survey of iterative methods for solving linear systems of equations. The journey begins with Gauss who developed the first known method that can be termed iterative. The early 20th century saw good…

历史与综述 · 数学 2019-08-06 Yousef Saad

Given a full column rank matrix $A \in \mathbb{R}^{m\times n}$ ($m\geq n$), we consider a special class of linear systems of the form $A^\top Ax=A^\top b+c$ with $x, c \in \mathbb{R}^{n}$ and $b \in \mathbb{R}^{m}$. The occurrence of $c$ in…

数值分析 · 数学 2019-11-04 Henri Calandra , Serge Gratton , Elisa Riccietti , Xavier Vasseur