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An efficient Krylov subspace algorithm for computing actions of the $\varphi$ matrix function for large matrices is proposed. This matrix function is widely used in exponential time integration, Markov chains and network analysis and many…

Numerical Analysis · Mathematics 2020-10-20 Mike A. Botchev , Leonid A. Knizhnerman , Eugene E. Tyrtyshnikov

The extreme computational costs of calculating the sign of the Wilson matrix within the overlap operator have so far prevented four dimensional dynamical overlap simulations on realistic lattice sizes, because the computational power…

High Energy Physics - Lattice · Physics 2008-12-18 N. Cundy , S. Krieg , G. Arnold , A. Frommer , Th. Lippert , K. Schilling

Improvements of various methods to compute the sign function of the hermitian Wilson-Dirac matrix within the overlap operator are presented. An optimal partial fraction expansion (PFE) based on a theorem of Zolotarev is given. Benchmarks…

High Energy Physics - Lattice · Physics 2015-06-25 J. van den Eshof , A. Frommer , Th. Lippert , K. Schilling , H. A. van der Vorst

The computation of approximating e^tA B, where A is a large sparse matrix and B is a rectangular matrix, serves as a crucial element in numerous scientific and engineering calculations. A powerful way to consider this problem is to use…

Numerical Analysis · Mathematics 2023-08-29 H. Barkouki , A. H. Bentbib , K. Jbilou

Krylov subspace methods, such as the Conjugate Gradient (CG) and BiCGSTAB methods, are widely used in scientific computing for solving linear systems. In this study, we propose a new framework for solving large Sylvester equations in a…

Numerical Analysis · Mathematics 2026-05-28 Yuki Satake , Takeshi Fukaya , Tomohiro Sogabe , Shao-Liang Zhang

In the numerical treatment of large-scale Sylvester and Lyapunov equations, projection methods require solving a reduced problem to check convergence. As the approximation space expands, this solution takes an increasing portion of the…

Numerical Analysis · Mathematics 2017-02-03 Davide Palitta , Valeria Simoncini

Many scientific applications require the evaluation of the action of the matrix function over a vector and the most common methods for this task are those based on the Krylov subspace. Since the orthogonalization cost and memory requirement…

Numerical Analysis · Mathematics 2026-03-24 Nicolas L. Guidotti , Per-Gunnar Martinsson , Juan A. Acebrón , José Monteiro

Given a limited amount of memory and a target accuracy, we propose and compare several polynomial Krylov methods for the approximation of f(A)b, the action of a Stieltjes matrix function of a large Hermitian matrix on a vector. Using new…

Numerical Analysis · Mathematics 2020-11-04 Stefan Güttel , Marcel Schweitzer

For several classes of mathematical models that yield linear systems, the splitting of the matrix into its Hermitian and skew Hermitian parts is naturally related to properties of the underlying model. This is particularly so for…

Numerical Analysis · Mathematics 2023-01-02 Malak Diab , Andreas Frommer , Karsten Kahl

For large scale electronic structure calculation, the Krylov subspace method is introduced to calculate the one-body density matrix instead of the eigenstates of given Hamiltonian. This method provides an efficient way to extract the…

Materials Science · Physics 2009-11-10 Ryu Takayama , Takeo Hoshi , Takeo Fujiwara

We review the numerical analysis' understanding of Krylov subspace methods for solving (non-hermitian) systems of equations and discuss its implications for lattice gauge theory computations using the example of the Wilson fermion matrix.…

High Energy Physics - Lattice · Physics 2009-10-28 Andreas Frommer

We present a novel Krylov subspace method for approximating $L_f(A, E) \vc{b}$, the matrix-vector product of the Fr\'echet derivative $L_f(A, E)$ of a large-scale matrix function $f(A)$ in direction $E$, a task that arises naturally in the…

Numerical Analysis · Mathematics 2026-01-30 Daniel Kressner , Peter Oehme

We present an adaptive imaging technique that optically computes a low-rank approximation of a scene's hyperspectral image, conceptualized as a matrix. Central to the proposed technique is the optical implementation of two measurement…

Image and Video Processing · Electrical Eng. & Systems 2021-01-01 Vishwanath Saragadam , Aswin C. Sankaranarayanan

We propose a fast algorithm for computing the entire ridge regression regularization path in nearly linear time. Our method constructs a basis on which the solution of ridge regression can be computed instantly for any value of the…

Optimization and Control · Mathematics 2022-10-25 Yifei Wang , Mert Pilanci

This work is on a user-friendly reduced basis method for solving a family of parametric PDEs by preconditioned Krylov subspace methods including the conjugate gradient method, generalized minimum residual method, and bi-conjugate gradient…

Numerical Analysis · Mathematics 2026-02-24 Yuwen Li , Ludmil T. Zikatanov , Cheng Zuo

In this paper we present an efficient active-set method for the solution of convex quadratic programming problems with general piecewise-linear terms in the objective, with applications to sparse approximations and risk-minimization. The…

Optimization and Control · Mathematics 2024-05-08 Spyridon Pougkakiotis , Jacek Gondzio , Dionysis Kalogerias

A numerical method is presented for reproducing fermionic quantum gas microscope experiments in equilibrium. By employing nested componentwise direct sampling of fermion pseudo-density matrices, as they arise naturally in determinantal…

Quantum Gases · Physics 2021-08-31 Stephan Humeniuk , Yuan Wan

Randomized orthogonal projection methods (ROPMs) can be used to speed up the computation of Krylov subspace methods in various contexts. Through a theoretical and numerical investigation, we establish that these methods produce…

Numerical Analysis · Mathematics 2023-03-14 Edouard Timsit , Laura Grigori , Oleg Balabanov

In this work we introduce a memory-efficient method for computing the action of a Hermitian matrix function on a vector. Our method consists of a rational Lanczos algorithm combined with a basis compression procedure based on rational…

Numerical Analysis · Mathematics 2024-03-08 Angelo A. Casulli , Igor Simunec

Sparse matrices have recently played a significant and impactful role in scientific computing, including artificial intelligence-related fields. According to historical studies on sparse matrix--vector multiplication (SpMV), Krylov subspace…

Numerical Analysis · Mathematics 2024-12-24 Tomonori Kouya