Advancements in Numerical Methods for Linear Systems and Optimization

The field of numerical methods for linear systems and optimization is experiencing significant developments, driven by the need for efficient and accurate solutions to complex problems. A key direction is the improvement of preconditioned conjugate gradient methods, which are being enhanced to handle mixed precision and low-rank approximations, leading to faster and more accurate solutions. Another area of focus is the development of GPU-accelerated algorithms, which are being applied to various problems, including Gaussian Process Regression and power system optimization, resulting in significant speedups. Additionally, researchers are exploring new approaches to eigenvalue computation, such as the enhanced shifted QR algorithm, and investigating the use of high-precision arithmetic and quasi multi-word algorithms to improve the accuracy of sparse iterative solvers. Noteworthy papers include: The paper on nuGPR, which proposes a new framework for Gaussian Process Regression that reduces computation cost and achieves significant speedups. The paper on ExaModelsPower.jl, which introduces an open-source modeling library for creating GPU-compatible nonlinear AC optimal power flow models and demonstrates significant speedups compared to alternative tools.

Sources

Forward and backward error bounds for a mixed precision preconditioned conjugate gradient algorithm

nuGPR: GPU-Accelerated Gaussian Process Regression with Iterative Algorithms and Low-Rank Approximations

ExaModelsPower.jl: A GPU-Compatible Modeling Library for Nonlinear Power System Optimization

An Enhanced Shifted QR Algorithm for Efficient Eigenvalue Computation of Square Non-Hermitian Matrices

On preconditioned Riemannian gradient methods for minimizing the Gross-Pitaevskii energy functional: algorithms, global convergence and optimal local convergence rate

Sparse Iterative Solvers Using High-Precision Arithmetic with Quasi Multi-Word Algorithms

Preconditioned Conjugate Gradient methods for the estimation of General Linear Models

Polynomial Preconditioning for Indefinite Matrices

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