Fast Linear Solvers via AI-Tuned Markov Chain Monte Carlo-based Matrix Inversion

Large, sparse linear systems are pervasive in modern science and engineering, and Krylov subspace solvers are an established means of solving them. Yet convergence can be slow for ill-conditioned matrices, so practical deployments usually require preconditioners. Markov chain Monte Carlo (MCMC)-based matrix inversion can generate such preconditioners and accelerate Krylov iterations, but its effectiveness depends on parameters whose optima vary across matrices; manual or grid search is costly. We present an AI-driven framework recommending MCMC parameters for a given linear system. A graph neural surrogate predicts preconditioning speed from A and MCMC parameters. A Bayesian acquisition function then chooses the parameter sets most likely to minimise iterations. On a previously unseen ill-conditioned system, the framework achieves better preconditioning with 50% of the search budget of conventional methods, yielding about a 10% reduction in iterations to convergence. These results suggest a route for incorporating MCMC-based preconditioners into large-scale systems.

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Published
2025-11-07
DOI
https://doi.org/10.1145/3731599.3767543
Citations
1
Primary Topic
Tensor decomposition and applications
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article
Field-Weighted Citation Impact
1.53
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Fast Linear Solvers via AI-Tuned Markov Chain Monte Carlo-based Matrix Inversion

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Fast Linear Solvers via AI-Tuned Markov Chain Monte Carlo-based Matrix Inversion

Tomasz Nowicki, Vassil Alexandrov, Olha Ivanyshyn, Vassilis Kalantzis, Yingdong Lu, Lior Horesh, Shashanka Ubaru, Won Kyung Lee, Soumyadip Ghosh, A. Lebedev
article en
1 citations

Abstract

Large, sparse linear systems are pervasive in modern science and engineering, and Krylov subspace solvers are an established means of solving them. Yet convergence can be slow for ill-conditioned matrices, so practical deployments usually require preconditioners. Markov chain Monte Carlo (MCMC)-based matrix inversion can generate such preconditioners and accelerate Krylov iterations, but its effectiveness depends on parameters whose optima vary across matrices; manual or grid search is costly. We present an AI-driven framework recommending MCMC parameters for a given linear system. A graph neural surrogate predicts preconditioning speed from A and MCMC parameters. A Bayesian acquisition function then chooses the parameter sets most likely to minimise iterations. On a previously unseen ill-conditioned system, the framework achieves better preconditioning with 50% of the search budget of conventional methods, yielding about a 10% reduction in iterations to convergence. These results suggest a route for incorporating MCMC-based preconditioners into large-scale systems.

IBM Research - Thomas J. Watson Research Center (US)
Openalex Percentile: Top 14%
Tensor decomposition and applications
1.53
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Fast Linear Solvers via AI-Tuned Markov Chain Monte Carlo-based Matrix Inversion — Tomasz Nowicki, Vassil Alexandrov, et al. · (2025) | TGRS Research Map | TGRS