Related papers: Deflated GMRES for Systems with Multiple Shifts an…
In this paper we focus on the solution of shifted quasiseparable systems and of more general parameter dependent matrix equations with quasiseparable representations. We propose an efficient algorithm exploiting the invariance of the…
For many applications involving a sequence of linear systems with slowly changing system matrices, subspace recycling, which exploits relationships among systems and reuses search space information, can achieve huge gains in iterations…
The simulation of lattice QCD on massively parallel computers stimulated the development of scalable algorithms for the solution of sparse linear systems. We tackle the problem of the Wilson-Dirac operator inversion by combining a Schwarz…
It is well known that for general linear systems, only optimal Krylov methods with long recurrences exist. For special classes of linear systems it is possible to find optimal Krylov methods with short recurrences. In this paper we consider…
Shifted Laplacian multigrid preconditioner has become a tool du jour for solving highly indefinite Helmholtz equations. The idea is to add a complex damping to the original Helmholtz operator and then apply a multigrid processing to the…
The generalized minimal residual (GMRES) algorithm is applied to image reconstruction using linear computed tomography (CT) models. The GMRES algorithm iteratively solves square, non-symmetric linear systems and it has practical application…
We consider symmetric positive definite systems of linear equations with multiple right-hand sides. The seed conjugate gradient method solves one right-hand side with the conjugate gradient method and simultaneously projects over the Krylov…
We give a self-contained randomized algorithm based on shifted inverse iteration which provably computes the eigenvalues of an arbitrary matrix $M\in\mathbb{C}^{n\times n}$ up to backward error $\delta\|M\|$ in…
This paper develops matrix-multiplication-based iterative refinement for diagonalizable non-Hermitian eigendecompositions. The main theory concerns simple eigenvalues and distinguishes two input regimes. In the right-only regime, where only…
We consider efficient methods for computing solutions to dynamic inverse problems, where both the quantities of interest and the forward operator (measurement process) may change at different time instances but we want to solve for all the…
Krylov quantum diagonalization methods have emerged as a promising use case for quantum computers. However, many existing implementations rely on controlled operations, which pose challenges to near-term quantum hardware. We introduce a…
This paper proposes a combination of a hybrid CPU--GPU and a pure GPU software implementation of a direct algorithm for solving shifted linear systems $(A - \sigma I)X = B$ with large number of complex shifts $\sigma$ and multiple…
Krylov subspace recycling is a process for accelerating the convergence of sequences of linear systems. Based on this technique, the recycling BiCG algorithm has been developed recently. Here, we now generalize and extend this recycling…
Multigrid preconditioners and solvers for the indefinite Helmholtz equation suffer from non-stability of the stationary smoothers due to the indefinite spectrum of the operator. In this paper we explore GMRES as a replacement for the…
This work proposes a new class of preconditioners for the low rank Generalized Minimal Residual Method (GMRES) for multiterm matrix equations arising from implicit timestepping of linear matrix differential equations. We are interested in…
Typically, the conjugate gradient (CG) algorithm employs mixed precision and even-odd preconditioning to compute propagators for highly improved staggered quarks (HISQ). This approach suffers from critical slowing down as the light quark…
Preconditioned Krylov subspace (KSP) methods are widely used for solving large-scale sparse linear systems arising from numerical solutions of partial differential equations (PDEs). These linear systems are often nonsymmetric due to the…
Although QR iterations dominate in eigenvalue computations, there are several important cases when alternative LR-type algorithms may be preferable. In particular, in the symmetric tridiagonal case where differential qd algorithm with…
CG, SYMMLQ, and MINRES are Krylov subspace methods for solving symmetric systems of linear equations. When these methods are applied to an incompatible system (that is, a singular symmetric least-squares problem), CG could break down and…
The authors propose a recycling Krylov subspace method for the solution of a sequence of self-adjoint linear systems. Such problems appear, for example, in the Newton process for solving nonlinear equations. Ritz vectors are automatically…