Concept

Biconjugate gradient method

Related publications (32)

A multigrid method for PDE-constrained optimization with uncertain inputs

We present a multigrid algorithm to solve efficiently the large saddle-point systems of equations that typically arise in PDE-constrained optimization under uncertainty. The algorithm is based on a collective smoother that at each iteration sweeps over the ...

2023

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

Numerical homogenization methods for parabolic monotone problems

Assyr Abdulle

In this paper we review various numerical homogenization methods for monotone parabolic problems with multiple scales. The spatial discretisation is based on finite element methods and the multiscale strategy relies on the heterogeneous multiscale method. ...

2016

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

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