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We present a new Krylov subspace recycling method for solving a linear system of equations, or a sequence of slowly changing linear systems. Our approach is to reduce the computational overhead of recycling techniques while still benefiting…

Numerical Analysis · Mathematics 2024-09-30 Liam Burke , Stefan Güttel , Kirk M. Soodhalter

The use of block Krylov subspace methods for computing the solution to a sequence of shifted linear systems using subspace recycling was first proposed in [Soodhalter, SISC 2016], where a recycled shifted block GMRES algorithm (rsbGMRES)…

Numerical Analysis · Mathematics 2022-09-16 Liam Burke

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

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

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 methods are an essential building block in numerical simulation software. The efficient utilization of modern hardware is a challenging problem in the development of these methods. In this work, we develop Krylov subspace…

Numerical Analysis · Mathematics 2021-04-07 Nils-Arne Dreier

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

Many Krylov subspace methods for shifted linear systems take advantage of the invariance of the Krylov subspace under a shift of the matrix. However, exploiting this fact in the non-Hermitian case introduces restrictions; e.g., initial…

Numerical Analysis · Mathematics 2016-02-05 Kirk M. Soodhalter

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

Hierarchical matrices provide a highly memory-efficient way of storing dense linear operators arising, for example, from boundary element methods, particularly when stored in the H^2 format. In such data-sparse representations, iterative…

Numerical Analysis · Mathematics 2025-09-23 Sven Christophersen

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

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

Subspace recycling iterative methods and other subspace augmentation schemes are a successful extension to Krylov subspace methods in which a Krylov subspace is augmented with a fixed subspace spanned by vectors deemed to be helpful in…

Numerical Analysis · Mathematics 2022-02-11 Kirk M. Soodhalter

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

Inverse problems arise in various scientific and engineering applications, necessitating robust numerical methods for their solution. In this work, we consider the effectiveness of Krylov subspace iterative methods, including GMRES, QMR,…

Numerical Analysis · Mathematics 2025-08-11 Moshen Hu , Lucas Onisk

Learning neural operators for solving partial differential equations (PDEs) has attracted great attention due to its high inference efficiency. However, training such operators requires generating a substantial amount of labeled data, i.e.,…

Machine Learning · Computer Science 2024-03-20 Hong Wang , Zhongkai Hao , Jie Wang , Zijie Geng , Zhen Wang , Bin Li , Feng Wu

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

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

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

Reconstructing high-quality images with sharp edges requires the use of edge-preserving constraints in the regularized form of the inverse problem. The use of the $\ell_q$-norm on the gradient of the image is a common such constraint. For…

Numerical Analysis · Mathematics 2023-09-28 Mirjeta Pasha , Eric de Sturler , Misha E. Kilmer
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