Related papers: A Posteriori Error Estimate for Computing $\mathrm…
In this work we consider the stable numerical solution of large-scale ill-posed nonlinear least squares problems with nonzero residual. We propose a non-stationary Tikhonov method with inexact step computation, specially designed for…
This paper is concerned with the problem of approximating the determinant of A for a large sparse symmetric positive definite matrix A. It is shown that an efficient solution of this problem is obtained by using a sparse approximate inverse…
Building on a previously introduced block Lanczos method, we demonstrate how to approximate any operator function of the form Trf (A) when the argument A is given as a Hermitian matrix product operator. This gives access to quantities that,…
The Overlap operator fulfills the Ginsparg-Wilson relation exactly and therefore represents an optimal discretization of the QCD Dirac operator with respect to chiral symmetry. When computing propagators or in HMC simulations, where one has…
The purpose of this article is to propose ODE based approaches for the numerical evaluation of matrix functions $f(A)$, a question of major interest in the numerical linear algebra. To this end, we model $f(A)$ as the solution at a finite…
We develop and analyze an inexact regularized alternating projection method for nonconvex feasibility problems. Such a method employs inexact projections on one of the two sets, according to a set of well-defined conditions. We prove the…
Trace estimators allow to approximate thermodynamic equilibrium observables with astonishing accuracy. A prominent representative is the finite-temperature Lanczos method (FTLM) which relies on a Krylov space expansion of the exponential…
We develop a novel a posteriori error estimator for the $L^2$ error committed by the finite element discretization of the solution of the fractional Laplacian. Our a posteriori error estimator takes advantage of the semi-discretization…
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 describe a Lanczos-based algorithm for approximating the product of a rational matrix function with a vector. This algorithm, which we call the Lanczos method for optimal rational matrix function approximation (Lanczos-OR), returns the…
We propose and analyze a posteriori error estimators for an optimal control problem that involves an elliptic partial differential equation as state equation and a control variable that enters the state equation as a coefficient; pointwise…
This paper introduces an efficient algorithm for computing the general oscillatory matrix functions. These computations are crucial for solving second-order semi-linear initial value problems. The method is exploited using the scaling and…
We propose a matrix-free algorithm for evaluating linear combinations of $\varphi$-function actions, $w_i := \sum_{j=0}^{p} \alpha_i^{\,j}\,\varphi_j(t_i A)v_j$ for $i=1\colon r$, arising in exponential integrators. The method combines the…
The Lanczos method with implicit restarting is one of the most popular methods for finding a few exterior eigenpairs of a large symmetric matrix $A$. Usually based on polynomial filtering, restarting is crucial to limit memory and the cost…
Estimation of actual errors from the residue in iterative solutions is necessary for efficient solution of large problems when their condition number is much larger than one. Such estimators for conjugate gradient algorithms used to solve…
We study the stability of the Lanczos algorithm run on problems whose eigenvector empirical spectral distribution is near to a reference measure with well-behaved orthogonal polynomials. We give a backwards stability result which can be…
In this contribution we are concerned with tight a posteriori error estimation for projection based model order reduction of $\inf$-$\sup$ stable parameterized variational problems. In particular, we consider the Reduced Basis Method in a…
We present a new trace estimator of the matrix whose explicit form is not given but its matrix multiplication to a vector is available. The form of the estimator is similar to the Hutchison stochastic trace estimator, but instead of the…
Stochastic trace estimation is a well-established tool for approximating the trace of a large symmetric matrix $\boldsymbol{B}$. Several applications involve a matrix that depends continuously on a parameter $t \in [a,b]$, and require trace…
A posteriori error estimates are an important tool to bound discretization errors in terms of computable quantities avoiding regularity conditions that are often difficult to establish. For non-linear and non-differentiable problems,…