Numerical Linear Algebra with Applications最新文献

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A two‐step matrix splitting iteration paradigm based on one single splitting for solving systems of linear equations 求解线性方程组的基于一次分裂的两步矩阵分裂迭代范式
IF 4.3 3区 数学
Numerical Linear Algebra with Applications Pub Date : 2023-06-11 DOI: 10.1002/nla.2510
Z. Bai
{"title":"A two‐step matrix splitting iteration paradigm based on one single splitting for solving systems of linear equations","authors":"Z. Bai","doi":"10.1002/nla.2510","DOIUrl":"https://doi.org/10.1002/nla.2510","url":null,"abstract":"","PeriodicalId":49731,"journal":{"name":"Numerical Linear Algebra with Applications","volume":" ","pages":""},"PeriodicalIF":4.3,"publicationDate":"2023-06-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"43001208","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A Vanka‐based parameter‐robust multigrid relaxation for the Stokes–Darcy Brinkman problems Stokes-Darcy Brinkman问题的基于Vanka的参数鲁棒多网格松弛
3区 数学
Numerical Linear Algebra with Applications Pub Date : 2023-06-05 DOI: 10.1002/nla.2514
Yunhui He
{"title":"A Vanka‐based parameter‐robust multigrid relaxation for the Stokes–Darcy Brinkman problems","authors":"Yunhui He","doi":"10.1002/nla.2514","DOIUrl":"https://doi.org/10.1002/nla.2514","url":null,"abstract":"Abstract We consider a block‐structured multigrid method based on Braess–Sarazin relaxation for solving the Stokes–Darcy Brinkman equations discretized by the marker and cell scheme. In the relaxation scheme, an element‐based additive Vanka operator is used to approximate the inverse of the corresponding shifted Laplacian operator involved in the discrete Stokes–Darcy Brinkman system. Using local Fourier analysis, we present the stencil for the additive Vanka smoother and derive an optimal smoothing factor for Vanka‐based Braess–Sarazin relaxation for the Stokes–Darcy Brinkman equations. Although the optimal damping parameter is dependent on meshsize and physical parameter, it is very close to one. In practice, we find that using three sweeps of Jacobi relaxation on the Schur complement system is sufficient. Numerical results of two‐grid and V(1,1)‐cycle are presented, which show high efficiency of the proposed relaxation scheme and its robustness to physical parameters and the meshsize. Using a damping parameter equal to one gives almost the same convergence results as these for the optimal damping parameter.","PeriodicalId":49731,"journal":{"name":"Numerical Linear Algebra with Applications","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-06-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135752383","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
CP decomposition for tensors via alternating least squares with QR decomposition 用QR分解交替最小二乘对张量进行CP分解
IF 4.3 3区 数学
Numerical Linear Algebra with Applications Pub Date : 2023-06-05 DOI: 10.1002/nla.2511
Rachel Minster, Irina Viviano, Xiaotian Liu, Grey Ballard
{"title":"CP decomposition for tensors via alternating least squares with QR decomposition","authors":"Rachel Minster, Irina Viviano, Xiaotian Liu, Grey Ballard","doi":"10.1002/nla.2511","DOIUrl":"https://doi.org/10.1002/nla.2511","url":null,"abstract":"The CP tensor decomposition is used in applications such as machine learning and signal processing to discover latent low‐rank structure in multidimensional data. Computing a CP decomposition via an alternating least squares (ALS) method reduces the problem to several linear least squares problems. The standard way to solve these linear least squares subproblems is to use the normal equations, which inherit special tensor structure that can be exploited for computational efficiency. However, the normal equations are sensitive to numerical ill‐conditioning, which can compromise the results of the decomposition. In this paper, we develop versions of the CP‐ALS algorithm using the QR decomposition and the singular value decomposition, which are more numerically stable than the normal equations, to solve the linear least squares problems. Our algorithms utilize the tensor structure of the CP‐ALS subproblems efficiently, have the same complexity as the standard CP‐ALS algorithm when the input is dense and the rank is small, and are shown via examples to produce more stable results when ill‐conditioning is present. Our MATLAB implementation achieves the same running time as the standard algorithm for small ranks, and we show that the new methods can obtain lower approximation error.","PeriodicalId":49731,"journal":{"name":"Numerical Linear Algebra with Applications","volume":" ","pages":""},"PeriodicalIF":4.3,"publicationDate":"2023-06-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"48192707","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Convergence acceleration of preconditioned conjugate gradient solver based on error vector sampling for a sequence of linear systems 基于误差向量采样的线性系统预处理共轭梯度求解器的收敛加速
IF 4.3 3区 数学
Numerical Linear Algebra with Applications Pub Date : 2023-05-31 DOI: 10.1002/nla.2512
Takeshi Iwashita, Kota Ikehara, Takeshi Fukaya, T. Mifune
{"title":"Convergence acceleration of preconditioned conjugate gradient solver based on error vector sampling for a sequence of linear systems","authors":"Takeshi Iwashita, Kota Ikehara, Takeshi Fukaya, T. Mifune","doi":"10.1002/nla.2512","DOIUrl":"https://doi.org/10.1002/nla.2512","url":null,"abstract":"In this article, we focus on solving a sequence of linear systems that have identical (or similar) coefficient matrices. For this type of problem, we investigate subspace correction (SC) and deflation methods, which use an auxiliary matrix (subspace) to accelerate the convergence of the iterative method. In practical simulations, these acceleration methods typically work well when the range of the auxiliary matrix contains eigenspaces corresponding to small eigenvalues of the coefficient matrix. We develop a new algebraic auxiliary matrix construction method based on error vector sampling in which eigenvectors with small eigenvalues are efficiently identified in the solution process. We use the generated auxiliary matrix for convergence acceleration in the following solution step. Numerical tests confirm that both SC and deflation methods with the auxiliary matrix can accelerate the solution process of the iterative solver. Furthermore, we examine the applicability of our technique to the estimation of the condition number of the coefficient matrix. We also present the algorithm of the preconditioned conjugate gradient method with condition number estimation.","PeriodicalId":49731,"journal":{"name":"Numerical Linear Algebra with Applications","volume":" ","pages":""},"PeriodicalIF":4.3,"publicationDate":"2023-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"44571147","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Multilevel‐in‐width training for deep neural network regression 深度神经网络回归的多层次宽度训练
IF 4.3 3区 数学
Numerical Linear Algebra with Applications Pub Date : 2023-05-19 DOI: 10.1002/nla.2501
Colin Ponce, Ruipeng Li, Christina Mao, P. Vassilevski
{"title":"Multilevel‐in‐width training for deep neural network regression","authors":"Colin Ponce, Ruipeng Li, Christina Mao, P. Vassilevski","doi":"10.1002/nla.2501","DOIUrl":"https://doi.org/10.1002/nla.2501","url":null,"abstract":"A common challenge in regression is that for many problems, the degrees of freedom required for a high‐quality solution also allows for overfitting. Regularization is a class of strategies that seek to restrict the range of possible solutions so as to discourage overfitting while still enabling good solutions, and different regularization strategies impose different types of restrictions. In this paper, we present a multilevel regularization strategy that constructs and trains a hierarchy of neural networks, each of which has layers that are wider versions of the previous network's layers. We draw intuition and techniques from the field of Algebraic Multigrid (AMG), traditionally used for solving linear and nonlinear systems of equations, and specifically adapt the Full Approximation Scheme (FAS) for nonlinear systems of equations to the problem of deep learning. Training through V‐cycles then encourage the neural networks to build a hierarchical understanding of the problem. We refer to this approach as multilevel‐in‐width to distinguish from prior multilevel works which hierarchically alter the depth of neural networks. The resulting approach is a highly flexible framework that can be applied to a variety of layer types, which we demonstrate with both fully connected and convolutional layers. We experimentally show with PDE regression problems that our multilevel training approach is an effective regularizer, improving the generalize performance of the neural networks studied.","PeriodicalId":49731,"journal":{"name":"Numerical Linear Algebra with Applications","volume":" ","pages":""},"PeriodicalIF":4.3,"publicationDate":"2023-05-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42963576","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Preconditioned tensor format conjugate gradient squared and biconjugate gradient stabilized methods for solving stein tensor equations 预条件张量格式求解stein张量方程的共轭梯度平方和双共轭梯度稳定方法
IF 4.3 3区 数学
Numerical Linear Algebra with Applications Pub Date : 2023-05-10 DOI: 10.1002/nla.2502
Yuhan Chen, Chenliang Li
{"title":"Preconditioned tensor format conjugate gradient squared and biconjugate gradient stabilized methods for solving stein tensor equations","authors":"Yuhan Chen, Chenliang Li","doi":"10.1002/nla.2502","DOIUrl":"https://doi.org/10.1002/nla.2502","url":null,"abstract":"This article is concerned with solving the high order Stein tensor equation arising in control theory. The conjugate gradient squared (CGS) method and the biconjugate gradient stabilized (BiCGSTAB) method are attractive methods for solving linear systems. Compared with the large‐scale matrix equation, the equivalent tensor equation needs less storage space and computational costs. Therefore, we present the tensor formats of CGS and BiCGSTAB methods for solving high order Stein tensor equations. Moreover, a nearest Kronecker product preconditioner is given and the preconditioned tensor format methods are studied. Finally, the feasibility and effectiveness of the new methods are verified by some numerical examples.","PeriodicalId":49731,"journal":{"name":"Numerical Linear Algebra with Applications","volume":" ","pages":""},"PeriodicalIF":4.3,"publicationDate":"2023-05-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47029344","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Issue Information 问题信息
IF 4.3 3区 数学
Numerical Linear Algebra with Applications Pub Date : 2023-04-02 DOI: 10.1002/nla.2451
{"title":"Issue Information","authors":"","doi":"10.1002/nla.2451","DOIUrl":"https://doi.org/10.1002/nla.2451","url":null,"abstract":"","PeriodicalId":49731,"journal":{"name":"Numerical Linear Algebra with Applications","volume":" ","pages":""},"PeriodicalIF":4.3,"publicationDate":"2023-04-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42239219","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Anderson accelerated fixed‐point iteration for multilinear PageRank 多线性PageRank的Anderson加速不动点迭代
IF 4.3 3区 数学
Numerical Linear Algebra with Applications Pub Date : 2023-03-28 DOI: 10.1002/nla.2499
Fuqi Lai, Wen Li, Xiaofei Peng, Yannan Chen
{"title":"Anderson accelerated fixed‐point iteration for multilinear PageRank","authors":"Fuqi Lai, Wen Li, Xiaofei Peng, Yannan Chen","doi":"10.1002/nla.2499","DOIUrl":"https://doi.org/10.1002/nla.2499","url":null,"abstract":"In this paper, we apply the Anderson acceleration technique to the existing relaxation fixed‐point iteration for solving the multilinear PageRank. In order to reduce computational cost, we further consider the periodical version of the Anderson acceleration. The convergence of the proposed algorithms is discussed. Numerical experiments on synthetic and real‐world datasets are performed to demonstrate the advantages of the proposed algorithms over the relaxation fixed‐point iteration and the extrapolated shifted fixed‐point method. In particular, we give a strategy for choosing the quasi‐optimal parameters of the associated algorithms when they are applied to solve the test problems with different sizes but the same structure.","PeriodicalId":49731,"journal":{"name":"Numerical Linear Algebra with Applications","volume":" ","pages":""},"PeriodicalIF":4.3,"publicationDate":"2023-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"49267587","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Convergence analysis of a block preconditioned steepest descent eigensolver with implicit deflation 具有隐式紧缩的块预条件最陡下降特征解的收敛性分析
3区 数学
Numerical Linear Algebra with Applications Pub Date : 2023-03-15 DOI: 10.1002/nla.2498
Ming Zhou, Zhaojun Bai, Yunfeng Cai, Klaus Neymeyr
{"title":"Convergence analysis of a block preconditioned steepest descent eigensolver with implicit deflation","authors":"Ming Zhou, Zhaojun Bai, Yunfeng Cai, Klaus Neymeyr","doi":"10.1002/nla.2498","DOIUrl":"https://doi.org/10.1002/nla.2498","url":null,"abstract":"Abstract Gradient‐type iterative methods for solving Hermitian eigenvalue problems can be accelerated by using preconditioning and deflation techniques. A preconditioned steepest descent iteration with implicit deflation (PSD‐id) is one of such methods. The convergence behavior of the PSD‐id is recently investigated based on the pioneering work of Samokish on the preconditioned steepest descent method (PSD). The resulting non‐asymptotic estimates indicate a superlinear convergence of the PSD‐id under strong assumptions on the initial guess. The present paper utilizes an alternative convergence analysis of the PSD by Neymeyr under much weaker assumptions. We embed Neymeyr's approach into the analysis of the PSD‐id using a restricted formulation of the PSD‐id. More importantly, we extend the new convergence analysis of the PSD‐id to a practically preferred block version of the PSD‐id, or BPSD‐id, and show the cluster robustness of the BPSD‐id. Numerical examples are provided to validate the theoretical estimates.","PeriodicalId":49731,"journal":{"name":"Numerical Linear Algebra with Applications","volume":"92 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-03-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135648575","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
A block Cholesky‐LU‐based QR factorization for rectangular matrices 基于块Cholesky - LU的矩形矩阵QR分解
IF 4.3 3区 数学
Numerical Linear Algebra with Applications Pub Date : 2023-02-25 DOI: 10.1002/nla.2497
S. Le Borne
{"title":"A block Cholesky‐LU‐based QR factorization for rectangular matrices","authors":"S. Le Borne","doi":"10.1002/nla.2497","DOIUrl":"https://doi.org/10.1002/nla.2497","url":null,"abstract":"The Householder method provides a stable algorithm to compute the full QR factorization of a general matrix. The standard version of the algorithm uses a sequence of orthogonal reflections to transform the matrix into upper triangular form column by column. In order to exploit (level 3 BLAS or structured matrix) computational advantages for block‐partitioned algorithms, we develop a block algorithm for the QR factorization. It is based on a well‐known block version of the Householder method which recursively divides a matrix columnwise into two smaller matrices. However, instead of continuing the recursion down to single matrix columns, we introduce a novel way to compute the QR factors in implicit Householder representation for a larger block of several matrix columns, that is, we start the recursion at a block level instead of a single column. Numerical experiments illustrate to what extent the novel approach trades some of the stability of Householder's method for the computational efficiency of block methods.","PeriodicalId":49731,"journal":{"name":"Numerical Linear Algebra with Applications","volume":" ","pages":""},"PeriodicalIF":4.3,"publicationDate":"2023-02-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46945924","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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