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Nonlinear systems of partial differential equations (PDEs) may permit several distinct solutions. The typical current approach to finding distinct solutions is to start Newton's method with many different initial guesses, hoping to find…

Numerical Analysis · Mathematics 2015-07-03 Patrick E. Farrell , Ásgeir Birkisson , Simon W. Funke

We propose a novel Krylov subspace method for estimating the finite impulse response (FIR) of a one-dimensional linear time-invariant systems. The method approximates the system's FIR using a kernel-based formulation combined with…

Numerical Analysis · Mathematics 2026-05-12 Fabio Matti , Martin Skovgaard Andersen , Tianshi Chen , Daniel Kressner

This paper is concerned with the regularization of large-scale discrete inverse problems by means of inexact Krylov methods. Specifically, we derive two new inexact Krylov methods that can be efficiently applied to unregularized or…

Numerical Analysis · Mathematics 2021-05-18 Silvia Gazzola , Malena Sabaté Landman

The paper presents two variants of a Krylov-Simplex iterative method that combines Krylov and simplex iterations to minimize the residual $r = b-Ax$. The first method minimizes $\|r\|_\infty$, i.e. maximum of the absolute residuals. The…

Numerical Analysis · Mathematics 2021-01-28 Wim Vanroose , Jeffrey Cornelis

In classical frameworks as the Euclidean space, positive definite kernels as well as their analytic properties are explicitly available and can be incorporated directly in kernel-based learning algorithms. This is different if the…

Numerical Analysis · Mathematics 2023-01-18 Wolfgang Erb

It is well-known that the convergence of Krylov subspace methods to solve linear system depends on the spectrum of the coefficient matrix, moreover, it is widely accepted that for both symmetric and unsymmetric systems Krylov subspace…

Numerical Analysis · Mathematics 2011-12-13 Tao Zhao

Most current prevalent iterative methods can be classified into the so-called extended Krylov subspace methods, a class of iterative methods which do not fall into this category are also proposed in this paper. Comparing with traditional…

Numerical Analysis · Mathematics 2015-11-26 Wujian Peng , Qun Lin

Enlarged Krylov subspace methods and their s-step versions were introduced [7] in the aim of reducing communication when solving systems of linear equations Ax = b. These enlarged CG methods consist of enlarging the Krylov subspace by a…

Numerical Analysis · Mathematics 2024-09-18 Sophie M. Moufawad

In this paper, we present numerical methods suitable for solving convex quadratic Fractional Differential Equation (FDE) constrained optimization problems, with box constraints on the state and/or control variables. We develop an…

Optimization and Control · Mathematics 2021-02-01 Spyridon Pougkakiotis , John W. Pearson , Santolo Leveque , Jacek Gondzio

The discretization of convection-diffusion equations by implicit or semi-implicit methods leads to a sequence of linear systems usually solved by iterative linear solvers such as GMRES. Many techniques bearing the name of \emph{recycling…

Numerical Analysis · Mathematics 2018-07-26 Giuseppe Pitton , Luca Heltai

Block Krylov subspace methods (KSMs) comprise building blocks in many state-of-the-art solvers for large-scale matrix equations as they arise, e.g., from the discretization of partial differential equations. While extended and rational…

Numerical Analysis · Mathematics 2020-02-06 Daniel Kressner , Kathryn Lund , Stefano Massei , Davide Palitta

Nowadays, many fields of study are have to deal with large and sparse data matrixes, but the most important issue is finding the inverse of these matrixes. Thankfully, Krylov subspace methods can be used in solving these types of problem.…

Optimization and Control · Mathematics 2018-11-26 Shitao Fan

An algorithm for constructing a $J$-orthogonal basis of the extended Krylov subspace $\mathcal{K}_{r,s}=\operatorname{range}\{u,Hu, H^2u,$ $ \ldots, $ $H^{2r-1}u, H^{-1}u, H^{-2}u, \ldots, H^{-2s}u\},$ where $H \in \mathbb{R}^{2n \times…

Numerical Analysis · Mathematics 2022-02-28 Peter Benner , Heike Faßbender , Michel-Niklas Senn

Several Krylov-type procedures are introduced that generalize matrix Krylov methods for tensor computations. They are denoted minimal Krylov recursion, maximal Krylov recursion, contracted tensor product Krylov recursion. It is proved that…

Numerical Analysis · Mathematics 2010-05-07 Berkant Savas , Lars Eldén

It is well-known that the convergence of Krylov subspace methods to solve linear system depends on the spectrum of the coefficient matrix, moreover, it is widely accepted that for both symmetric and unsymmetric systems Krylov subspace…

Numerical Analysis · Mathematics 2013-04-09 Tao Zhao

Topology optimization problems generally support multiple local minima, and real-world applications are typically three-dimensional. In previous work [I. P. A. Papadopoulos, P. E. Farrell, and T. M. Surowiec, Computing multiple solutions of…

Numerical Analysis · Mathematics 2022-11-23 Ioannis P. A. Papadopoulos , Patrick E. Farrell

Operator-theoretic analysis of nonlinear dynamical systems has attracted much attention in a variety of engineering and scientific fields, endowed with practical estimation methods using data such as dynamic mode decomposition. In this…

Machine Learning · Computer Science 2020-09-25 Yuka Hashimoto , Isao Ishikawa , Masahiro Ikeda , Yoichi Matsuo , Yoshinobu Kawahara

Low-rank Krylov methods are one of the few options available in the literature to address the numerical solution of large-scale general linear matrix equations. These routines amount to well-known Krylov schemes that have been equipped with…

Numerical Analysis · Mathematics 2020-01-28 Davide Palitta , Patrick Kürschner

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…

Numerical Analysis · Mathematics 2024-10-11 Shixu Meng , Daniel Appelo , Yingda Cheng

We consider the iterative solution of regularized saddle-point systems. When the leading block is symmetric and positive semi-definite on an appropriate subspace, Dollar, Gould, Schilders, and Wathen (2006) describe how to apply the…

Numerical Analysis · Mathematics 2021-01-06 Daniela di Serafino , Dominique Orban