Related papers: Krylov approximation of ODEs with polynomial param…
An effective exact method is proposed for computing generalized eigenspaces of a matrix of integers or rational numbers. Keys of our approach are the use of minimal annihilating polynomials and the concept of the Jourdan-Krylov basis. A new…
In recent years two Krylov subspace methods have been proposed for solving skew symmetric linear systems, one based on the minimum residual condition, the other on the Galerkin condition. We give new, algorithm-independent proofs that in…
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…
We consider the problem of rank-$1$ low-rank approximation (LRA) in the matrix-vector product model under various Schatten norms: $$ \min_{\|u\|_2=1} \|A (I - u u^\top)\|_{\mathcal{S}_p} , $$ where $\|M\|_{\mathcal{S}_p}$ denotes the…
The question about asymptotical behaviour of solutions for the system $\dot x=A_\nu x+f$ for big values of the parameter $\nu\in\frak A$ is considered. An approach to the reduction of a large class of problems to easily solvable problem…
This chapter presents some numerical methods to solve problems in the fractional calculus of variations and fractional optimal control. Although there are plenty of methods available in the literature, we concentrate mainly on approximating…
We consider extrapolation of the Arnoldi algorithm to accelerate computation of the dominant eigenvalue/eigenvector pair. The basic algorithm uses sequences of Krylov vectors to form a small eigenproblem which is solved exactly. The two…
We propose a new method for the approximate solution of the Lyapunov equation with rank-$1$ right-hand side, which is based on extended rational Krylov subspace approximation with adaptively computed shifts. The shift selection is obtained…
This paper is devoted to studying the application of the block Krylov subspace method for approximation of the truncated tensor SVD (T-SVD). The theoretical results of the proposed randomized approach are presented. Several experimental…
For the solution of linear discrete ill-posed problems, in this paper we consider the Arnoldi-Tikhonov method coupled with the Generalized Cross Validation for the computation of the regularization parameter at each iteration. We study the…
We develop a novel convergence analysis of the classical deterministic block Krylov methods for the approximation of $h$-dimensional dominant subspaces and low-rank approximations of matrices $ A\in\mathbb K^{m\times n}$ (where $\mathbb…
In this manuscript, we study the properties of a family of second-order differential equations with damping, its discretizations and their connections with accelerated optimization algorithms for $m$-strongly convex and $L$-smooth…
We present a method for solving nonlinear eigenvalue problems using rational approximation. The method uses the AAA method by Nakatsukasa, S\`{e}te, and Trefethen to approximate the nonlinear eigenvalue problem by a rational eigenvalue…
We propose a class of randomized quantum Krylov diagonalization (rQKD) algorithms capable of solving the eigenstate estimation problem with modest quantum resource requirements. Compared to previous real-time evolution quantum Krylov…
We present a preconditioner based on spectral projection that is combined with a deflated Krylov subspace method for solving ill conditioned linear systems of equations. Our results show that the proposed algorithm requires many fewer…
We study iterative methods based on Krylov subspaces for low-rank approximation under any Schatten-$p$ norm. Here, given access to a matrix $A$ through matrix-vector products, an accuracy parameter $\epsilon$, and a target rank $k$, the…
A delay Lyapunov matrix corresponding to an exponentially stable system of linear time-invariant delay differential equations can be characterized as the solution of a boundary value problem involving a matrix valued delay differential…
The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…
The paper concerns the $d$-dimensional stochastic approximation recursion, $$ \theta_{n+1}= \theta_n + \alpha_{n + 1} f(\theta_n, \Phi_{n+1}) $$ where $ \{ \Phi_n \}$ is a stochastic process on a general state space, satisfying a…
This paper presents a quantum algorithm for solving the fractional Poisson equation \((-\Delta)^s u = f\) with \(s \in (0,1)\) on bounded domains. The proposed approach combines rational approximation techniques with quantum linear system…