Related papers: Deflated Hermitian Lanczos Methods for Multiple Ri…
This work considers large-scale Lyapunov matrix equations of the form $AX + XA = \boldsymbol{c}\boldsymbol{c}^T$, where $A$ is a symmetric positive definite matrix and $\boldsymbol{c}$ is a vector. Motivated by the need to solve such…
We propose a localized divide and conquer algorithm for inverse factorization $S^{-1} = ZZ^*$ of Hermitian positive definite matrices $S$ with localized structure, e.g. exponential decay with respect to some given distance function on the…
The DGMRES method for solving Drazin-inverse solution of singular linear systems is generally used with restarting. But the restarting often slows down the convergence and DGMRES often stagnates. We show that adding some eigenvectors to the…
A version of the Dynamical Systems Method (DSM) for solving ill-conditioned linear algebraic systems is studied in this paper. An {\it a priori} and {\it a posteriori} stopping rules are justified. An algorithm for computing the solution…
In this paper, two efficient iterative algorithms based on the simpler GMRES method are proposed for solving shifted linear systems. To make full use of the shifted structure, the proposed algorithms utilizing the deflated restarting…
The computational effort in the calculation of Wilson fermion quark propagators in Lattice Quantum Chromodynamics can be considerably reduced by exploiting the Wilson fermion matrix structure in inversion algorithms based on the…
This paper describes a set of rational filtering algorithms to compute a few eigenvalues (and associated eigenvectors) of non-Hermitian matrix pencils. Our interest lies in computing eigenvalues located inside a given disk, and the proposed…
The block Lanczos algorithm proposed by Peter Montgomery is an efficient means to tackle the sparse linear algebra problem which arises in the context of the number field sieve factoring algorithm and its predecessors. We present here a…
In a real Hilbert space setting, we reconsider the classical Arrow-Hurwicz differential system in view of solving linearly constrained convex minimization problems. We investigate the asymptotic properties of the differential system and…
The Lanczos algorithm is evaluated for solving the time-independent as well as the time-dependent Dirac equation with arbitrary electromagnetic fields. We demonstrate that the Lanczos algorithm can yield very precise eigenenergies and…
Matrix product state methods are known to be efficient for computing ground states of local, gapped Hamiltonians, particularly in one dimension. We introduce the multi-targeted density matrix renormalization group method that acts on a…
We study the convergence of the Left-Right splitting method (equivalent in key respects to the Method of Multiple Ordered Interactions and Forward-Backward method) for wave scattering by rough surfaces. This is an operator series method…
Multi-shifted linear systems with non-Hermitian coefficient matrices arise in numerical solutions of time-dependent partial/fractional differential equations (PDEs/FDEs), in control theory, PageRank problems, and other research fields. We…
This preliminary note presents a heuristic for determining rank constrained solutions to linear matrix equations (LME). The method proposed here is based on minimizing a non-convex quadratic functional, which will hence-forth be termed as…
The increasing imbalance between the computing capabilities of individual nodes and the internode bandwidth makes it highly desirable for any Lattice QCD algorithm to minimize the amount of internode communication. One of the relatively new…
Estimating the trace of the inverse of a large matrix is an important problem in lattice quantum chromodynamics. A multilevel Monte Carlo method is proposed for this problem that uses different degree polynomials for the levels. The…
The Overlap operator fulfills the Ginsparg-Wilson relation exactly and therefore represents an optimal discretization of the QCD Dirac operator with respect to chiral symmetry. When computing propagators or in HMC simulations, where one has…
We report our experiments in identifying large bipartite subgraphs of simple connected graphs which are based on the sign pattern of eigenvectors belonging to the extremal eigenvalues of different graph matrices: adjacency, signless…
The convergence of GMRES for solving linear systems can be influenced heavily by the structure of the right hand side. Within the solution of eigenvalue problems via inverse iteration or subspace iteration, the right hand side is generally…
The solution of large scale Sylvester matrix equation plays an important role in control and large scientific computations. A popular approach is to use the global GMRES algorithm. In this work, we first consider the global GMRES algorithm…