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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…

Optimization and Control · Mathematics 2025-10-09 Matthias J. Ehrhardt , Silvia Gazzola , Sebastian J. Scott

We present a new short-recurrence reaidual-optimal Krylov subspace recycling method for sequences of Hermitian systems of linear equations with a fixed system matrix and changing right-hand sides. Such sequences of linear systems occur…

Numerical Analysis · Mathematics 2016-04-15 Martin Peter Neuenhofen , Sven Groß

We study the use of Krylov subspace recycling for the solution of a sequence of slowly-changing families of linear systems, where each family consists of shifted linear systems that differ in the coefficient matrix only by multiples of the…

Numerical Analysis · Mathematics 2014-10-01 Kirk M. Soodhalter , Daniel B. Szyld , Fei Xue

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…

Numerical Analysis · Mathematics 2023-06-28 Misha E. Kilmer , Eric de Sturler

This survey concerns subspace recycling methods, a popular class of iterative methods that enable effective reuse of subspace information in order to speed up convergence and find good initial guesses over a sequence of linear systems with…

Numerical Analysis · Mathematics 2020-07-30 Kirk M. Soodhalter , Eric de Sturler , Misha Kilmer

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

We derive an augmented Krylov subspace method with subspace recycling for computing a sequence of matrix function applications on a set of vectors. The matrix is either fixed or changes as the sequence progresses. We assume consecutive…

Numerical Analysis · Mathematics 2025-08-21 Liam Burke , Andreas Frommer , Gustavo Ramirez-Hidalgo , Kirk M. Soodhalter

With the emergence of mixed precision capabilities in hardware, iterative refinement schemes for solving linear systems $Ax=b$ have recently been revisited and reanalyzed in the context of three or more precisions. These new analyses show…

Numerical Analysis · Mathematics 2022-02-17 Eda Oktay , Erin Carson

A Krylov subspace recycling method for the efficient evaluation of a sequence of matrix functions acting on a set of vectors is developed. The method improves over the recycling methods presented in [Burke et al., arXiv:2209.14163, 2022] in…

Numerical Analysis · Mathematics 2023-08-23 Liam Burke , Stefan Güttel

In this text I present a couple of new principles and thereon based iterative methods for numerical solution of sequences of systems of linear equations with fixed system matrix and changing right-hand-sides. The use of the new methods is…

Numerical Analysis · Mathematics 2015-12-17 Martin Neuenhofen

This work presents a new Krylov-subspace-recycling method for efficiently solving sequences of linear systems of equations characterized by varying right-hand sides and symmetric-positive-definite matrices. As opposed to typical truncation…

Numerical Analysis · Mathematics 2016-01-22 Kevin Carlberg , Virginia Forstall , Ray Tuminaro

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…

Numerical Analysis · Mathematics 2015-01-27 Kapil Ahuja , Peter Benner , Eric de Sturler , Lihong Feng

We focus on robust and efficient iterative solvers for the pressure Poisson equation in incompressible Navier-Stokes problems. Preconditioned Krylov subspace methods are popular for these problems, with BiCGStab and GMRES(m) most frequently…

Numerical Analysis · Computer Science 2015-09-29 Amit Amritkar , Eric de Sturler , Katarzyna Świrydowicz , Danesh Tafti , Kapil Ahuja

Krylov subspace recycling is a powerful tool for solving long series of large, sparse linear systems that change slowly. In PDE constrained shape optimization, these appear naturally, as hundreds or more optimization steps are needed with…

Numerical Analysis · Mathematics 2020-10-23 Matthias Bolten , Eric de Sturler , Camilla Hahn

Many problems in science and engineering fields require the solution of shifted linear systems. To solve such systems efficiently, the recycling BiCG (RBiCG) algorithm in [SIAM J. SCI. COMPUT, 34 (2012) 1925-1949] is extended in this paper.…

Numerical Analysis · Mathematics 2014-06-26 Jing Meng , Pei-yong Zhu , Hou-Biao Li

Robust and efficient solvers for coupled-adjoint linear systems are crucial to successful aerostructural optimization. Monolithic and partitioned strategies can be applied. The monolithic approach is expected to offer better robustness and…

Numerical Analysis · Mathematics 2023-09-25 Christophe Blondeau , Mehdi Jadoui

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,…

Numerical Analysis · Mathematics 2013-02-01 Pierre Gosselet , Christian Rey , Julien Pebrel

One of the limitations of recycled GCRO methods is the large amount of computation required to orthogonalize the basis vectors of the newly generated Krylov subspace for the approximate solution when combined with those of the recycle…

Numerical Analysis · Mathematics 2023-06-12 Stephen Thomas , Alison Baker , Stephane Gaudreault

Science and engineering problems frequently require solving a sequence of dual linear systems. Besides having to store only few Lanczos vectors, using the BiConjugate Gradient method (BiCG) to solve dual linear systems has advantages for…

Numerical Analysis · Mathematics 2015-03-17 Kapil Ahuja , Eric de Sturler , Serkan Gugercin , Eun R. Chang

Subspace recycling techniques have been used quite successfully for the acceleration of iterative methods for solving large-scale linear systems. These methods often work by augmenting a solution subspace generated iteratively by a known…

Numerical Analysis · Mathematics 2021-05-18 Ronny Ramlau , Kirk M. Soodhalter , Victoria Hutterer
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