Related papers: A nested Krylov subspace method to compute the sig…
This paper deals with the definition and optimization of augmentation spaces for faster convergence of the conjugate gradient method in the resolution of sequences of linear systems. Using advanced convergence results from the literature,…
Many optimization problems require hyperparameters, i.e., parameters that must be pre-specified in advance, such as regularization parameters and parametric regularizers in variational regularization methods for inverse problems, and…
Frequency-dependent correlations, such as the spectral function and the dynamical structure factor, help understand condensed matter experiments. Within the density matrix renormalization group (DMRG) framework, an accurate method for…
The hybrid LSMR algorithm is proposed for large-scale general-form regularization. It is based on a Krylov subspace projection method where the matrix $A$ is first projected onto a subspace, typically a Krylov subspace, which is implemented…
While preconditioning is a long-standing concept to accelerate iterative methods for linear systems, generalizations to matrix functions are still in their infancy. We go a further step in this direction, introducing polynomial…
In this paper, two new efficient algorithms for calculating the sign function of the large-scale sparse matrix are proposed by combining filtering algorithm with Newton method and Newton Schultz method respectively. Through the theoretical…
We apply a method recently introduced to the statistical literature to directly estimate the precision matrix from an ensemble of samples drawn from a corresponding Gaussian distribution. Motivated by the observation that cosmological…
In this review, I recall the nature and the inevitability of the "sign problem" which plagues attempts to simulate lattice QCD at finite baryon density. I present the main approaches used to circumvent the sign problem at small chemical…
The low-lying eigenvalues of a (sparse) hermitian matrix can be computed with controlled numerical errors by a conjugate gradient (CG) method. This CG algorithm is accelerated by alternating it with exact diagonalisations in the subspace…
In this paper we develop randomized Krylov subspace methods for efficiently computing regularized solutions to large-scale linear inverse problems. Building on the recently developed randomized Gram-Schmidt process, where sketched inner…
The Krylov subspace methods, being one category of the most important classical numerical methods for linear algebra problems, can be much more powerful when generalised to quantum computing. However, quantum Krylov subspace algorithms are…
Approaches to finite baryon density lattice QCD usually suffer from uncontrolled systematic uncertainties in addition to the well-known sign problem. We test a method - sign reweighting - that works directly at finite chemical potential and…
The Krylov subspace projection approach is a well-established tool for the reduced order modeling of dynamical systems in the time domain. In this paper, we address the main issues obstructing the application of this powerful approach to…
A general framework for oblique projections of nonhermitian matrices onto rational Krylov subspaces is developed. To obtain this framework we revisit the classical rational Krylov subspace algorithm and prove that the projected matrix can…
A widely used approach to compute the action $f(A)v$ of a matrix function $f(A)$ on a vector $v$ is to use a rational approximation $r$ for $f$ and compute $r(A)v$ instead. If $r$ is not computed adaptively as in rational Krylov methods,…
Adaptive cubic regularization methods for solving nonconvex problems need the efficient computation of the trial step, involving the minimization of a cubic model. We propose a new approach in which this model is minimized in a low…
We consider a class of (possibly strongly) geodesically convex optimization problems on Hadamard manifolds, where the objective function splits into the sum of a smooth and a possibly nonsmooth function. We introduce an intrinsic convex…
We describe a randomized Krylov-subspace method for estimating the spectral condition number of a real matrix A or indicating that it is numerically rank deficient. The main difficulty in estimating the condition number is the estimation of…
We present variants of the Conjugate Gradient (CG), Conjugate Residual (CR), and Generalized Minimal Residual (GMRES) methods which are both pipelined and flexible. These allow computation of inner products and norms to be overlapped with…
Performing Bayesian inference on large spatio-temporal models requires extracting inverse elements of large sparse precision matrices for marginal variances, as well as estimating model hyperparameters. Although direct matrix factorizations…