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Concept

Biconjugate gradient method

Related publications (21)

A multigrid method for PDE-constrained optimization with uncertain inputs

Fabio Nobile, Tommaso Vanzan

In this manuscript, we present a collective multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimization under uncertainty, and develop a novel convergence analysis of collective ...

Springer Science and Business Media LLC2024

Low-Rank Updates Of Matrix Functions Ii: Rational Krylov Methods

Daniel Kressner, Alice Cortinovis, Marcel Schweitzer

This work develops novel rational Krylov methods for updating a large-scale matrix function f(A) when A is subject to low-rank modifications. It extends our previous work in this context on polynomial Krylov methods, for which we present a simplified conve ...

SIAM PUBLICATIONS2021

A Continuized View on Nesterov Acceleration

Nicolas Henri Bernard Flammarion, Raphaël Jean Berthier

We introduce the "continuized" Nesterov acceleration, a close variant of Nesterov acceleration whose variables are indexed by a continuous time parameter. The two variables continuously mix following a linear ordinary differential equation and take gradien ...

2021

On design strategies for binary dielectric metasurfaces based on the Fourier modal method

Kévin Müller

Binary dielectric metasurfaces are arrays of sub-wavelength structures that act as a thin layer of artificial material. They are generally lossless and relatively simple to fabricate since only a single structuring step is required. By carefully designing ...

EPFL2020

A reduced order model-based preconditioner for the efficient solution of transient diffusion equations

Damiano Pasetto

This paper presents a novel class of preconditioners for the iterative solution of the sequence of symmetric positive-definite linear systems arising from the numerical discretization of transient parabolic and selfadjoint partial differential equations. T ...

Wiley-Blackwell2017

A generalized Poisson and Poisson-Boltzmann solver for electrostatic environments

Nicola Marzari, Oliviero Andreussi

The computational study of chemical reactions in complex, wet environments is critical for applications in many fields. It is often essential to study chemical reactions in the presence of applied electrochemical potentials, taking into account the non-tri ...

Amer Inst Physics2016

Estimation of Phase and Its Higher Order Derivatives from a Single Complex Interferogram

Pramod Rastogi, Rishikesh Dilip Kulkarni

This paper reports a method for the simultaneous estimation of unwrapped phase and higher order phase derivatives from a single phase fringe pattern recorded in an optical interferometric setup, thereby overcoming substantial barriers to achieving such mea ...

2016

Preconditioned Low-Rank Riemannian Optimization For Linear Systems With Tensor Product Structure

Daniel Kressner, Michael Maximilian Steinlechner

The numerical solution of partial differential equations on high-dimensional domains gives rise to computationally challenging linear systems. When using standard discretization techniques, the size of the linear system grows exponentially with the number ...

Siam Publications2016

Low-rank methods for parameter-dependent eigenvalue problems and matrix equations

Petar Sirkovic

The focus of this thesis is on developing efficient algorithms for two important problems arising in model reduction, estimation of the smallest eigenvalue for a parameter-dependent Hermitian matrix and solving large-scale linear matrix equations, by extra ...

EPFL2016

An Adjoint Approach for Stabilizing the Parareal Method

Jan Sickmann Hesthaven, Allan Svejstrup Nielsen

The parareal algorithm seeks to extract parallelism in the time-integration direction of time-dependent differential equations. While it has been applied with success to a wide range of problems, it suffers from some stability issues when applied to non-di ...

2015

Truncated low-rank methods for solving general linear matrix equations

Daniel Kressner, Petar Sirkovic

This work is concerned with the numerical solution of large-scale linear matrix equations A1XB1T++AKXBKT=C. The most straightforward approach computes XRmxn from the solution of an mn x mn linear system, typically limiting the feasible values of m,n to a f ...

Wiley-Blackwell2015

Path-following gradient-based decomposition algorithms for separable convex optimization

Quoc Tran Dinh

A new decomposition optimization algorithm, called path-following gradient-based decomposition, is proposed to solve separable convex optimization problems. Unlike path-following Newton methods considered in the literature, this algorithm does not require ...

Springer Verlag2014

A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations

Daniel Kressner, Christine Tobler

This paper is concerned with the numerical solution of symmetric large-scale Lyapunov equations with low-rank right-hand sides and coefficient matrices depending on a parameter. Specifically, we consider the situation when the parameter dependence is suffi ...

Wiley-Blackwell2013

Coupling heterogeneous multiscale FEM with Runge-Kutta methods for parabolic homogenization problems: A fully discrete spacetime analysis

Assyr Abdulle, Gilles Vilmart

Numerical methods for parabolic homogenization problems combining finite element methods (FEMs) in space with Runge-Kutta methods in time are proposed. The space discretization is based on the coupling of macro and micro finite element methods following th ...

2012

Explicit methods for stiff stochastic differential equations

Assyr Abdulle

Multiscale differential equations arise in the modeling of many important problems in the science and engineering. Numerical solvers for such problems have been extensively studied in the deterministic case. Here, we discuss numerical methods for (mean-squ ...

Springer-Verlag Berlin2012

Robust Ultrasound Travel-time Tomography Using the Bent Ray Model

Martin Vetterli, Olivier Roy, Ali Hormati, Ivana Jovanovic

We present a bent ray reconstruction algorithm for an ultrasound tomography (UT) scanner designed for breast screening. The scanner consists of a circular array of transmitters and receivers which encloses the object to be imaged. By solving a nonlinear sy ...

Spie-Int Soc Optical Engineering, Po Box 10, Bellingham, Wa 98227-0010 Usa2010

A stopping criterion for the conjugate gradient algorithm in the framework of anisotropic adaptive finite elements

Marco Picasso

We propose a simple stopping criterion for the conjugate gradient (CG) algorithm in the framework of anisotropic, adaptive finite elements for elliptic problems. The goal of the adaptive algorithm is to find a triangulation such that the estimated relative ...

2009

Multilevel preconditioners for elliptic problems with multiple scales

The purpose of this thesis is to investigate methods for the solution of multiscale problems both from the mathematical and numerical point of view, with a particular concern on applications to flows through heterogeneous porous media. After an overview of ...

EPFL2007

Numerical methods and models relevant to transportation applications

Michaël Clément Louis Ghislain Thémans

In this thesis, we focus on standard classes of problems in numerical optimization: unconstrained nonlinear optimization as well as systems of nonlinear equations. More precisely, we consider two types of unconstrained nonlinear optimization problems. On t ...

EPFL2007

Solving noisy large scale fixed point problems and systems of nonlinear equations

Michel Bierlaire, Frank Crittin

Many complex transportation models can be formulated as fixed-point problems. Typical examples are the equilibrium-like models, motivated by the need to capture the interaction between the transport supply (that is, the infrastructure) and transport demand ...

2006