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A High Performance Computing alternative to traditional Krylov subspace methods, pipelined Krylov subspace solvers offer better scalability in the strong scaling limit compared to standard Krylov subspace methods for large and sparse linear…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-04-25 Siegfried Cools , Wim Vanroose

The differential Sylvester equation and its symmetric version, the differential Lyapunov equation, appear in different fields of applied mathematics like control theory, system theory, and model order reduction. The few available…

Numerical Analysis · Mathematics 2018-11-21 Maximilian Behr , Peter Benner , Jan Heiland

Hierarchical matrices approximate a given matrix by a decomposition into low-rank submatrices that can be handled efficiently in factorized form. $\mathcal{H}^2$-matrices refine this representation following the ideas of fast multipole…

Numerical Analysis · Mathematics 2024-04-24 Steffen Börm

We present a new interior-point potential-reduction algorithm for solving monotone linear complementarity problems (LCPs) that have a particular special structure: their matrix $M\in{\mathbb R}^{n\times n}$ can be decomposed as $M=\Phi U +…

Machine Learning · Computer Science 2013-01-01 Geoffrey J. Gordon

We compare two approaches to compute a portion of the spectrum of dense symmetric definite generalized eigenproblems: one is based on the reduction to tridiagonal form, and the other on the Krylov-subspace iteration. Two large-scale…

We consider the constrained Linear Inverse Problem (LIP), where a certain atomic norm (like the $\ell_1 $ norm) is minimized subject to a quadratic constraint. Typically, such cost functions are non-differentiable, which makes them not…

Optimization and Control · Mathematics 2025-07-08 Mohammed Rayyan Sheriff , Floor Fenne Redel , Peyman Mohajerin Esfahani

We propose an efficient algorithmic framework for time domain circuit simulation using exponential integrator. This work addresses several critical issues exposed by previous matrix exponential based circuit simulation research, and makes…

Computational Engineering, Finance, and Science · Computer Science 2016-11-17 Hao Zhuang , Wenjian Yu , Ilgweon Kang , Xinan Wang , Chung-Kuan Cheng

The Krylov subspace methods, being one category of the most important classical numerical methods for linear algebra problems, can be much more powerful when generalised to quantum computing. However, quantum Krylov subspace algorithms are…

Quantum Physics · Physics 2024-08-14 Zongkang Zhang , Anbang Wang , Xiaosi Xu , Ying Li

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

In this work, we consider a rational approximation of the exponential function to design an algorithm for computing matrix exponential in the Hermitian case. Using partial fraction decomposition, we obtain a parallelizable method, where the…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-30 Frédéric Hecht , Sidi-Mahmoud Kaber , Lucas Perrin , Alain Plagne , Julien Salomon

Resonant spectroscopies, which involve intermediate states with finite lifetimes, provide essential insights into collective excitations in quantum materials that are otherwise inaccessible. However, theoretical understanding in this area…

Strongly Correlated Electrons · Physics 2025-09-30 Prakash Sharma , Luogen Xu , Fei Xue , Yao Wang

Krylov methods rely on iterated matrix-vector products $A^k u_j$ for an $n\times n$ matrix $A$ and vectors $u_1,\ldots,u_m$. The space spanned by all iterates $A^k u_j$ admits a particular basis -- the \emph{maximal Krylov basis} -- which…

Symbolic Computation · Computer Science 2024-08-21 Vincent Neiger , Clément Pernet , Gilles Villard

In this work we present a rational Krylov subspace method for solving real large-scale polynomial eigenvalue problems with T-even (that is, symmetric/skew-symmetric) structure. Our method is based on the Even-IRA algorithm. To preserve the…

Numerical Analysis · Mathematics 2020-09-04 Peter Benner , Heike Fassbender , Philip Saltenberger

We present a class of algorithms based on rational Krylov methods to compute the action of a generalized matrix function on a vector. These algorithms incorporate existing methods based on the Golub-Kahan bidiagonalization as a special…

Numerical Analysis · Mathematics 2021-07-27 Angelo Alberto Casulli , Igor Simunec

The Rosenbrock-Krylov family of time integration schemes is an extension of Rosenbrock-W methods that employs a specific Krylov based approximation of the linear system solutions arising within each stage of the integrator. This work…

Numerical Analysis · Mathematics 2019-10-08 Paul Tranquilli , Ross Glandon , Adrian Sandu

The calculation of potential energy surfaces for quantum dynamics can be a time consuming task -- especially when a high level of theory for the electronic structure calculation is required. We propose an adaptive interpolation algorithm…

Chemical Physics · Physics 2016-08-24 Markus Kowalewski , Elisabeth Larsson , Alfa Heryudono

In this paper, we develop efficient and accurate algorithms for evaluating $\varphi(A)$ and $\varphi(A)b$, where $A$ is an $N\times N$ matrix, $b$ is an $N$ dimensional vector and $\varphi$ is the function defined by…

Numerical Analysis · Mathematics 2021-01-26 Siyu Yang , Dongping Li

We present an acceleration of the well-established Krylov-Ritz methods to compute the sign function of large complex matrices, as needed in lattice QCD simulations involving the overlap Dirac operator at both zero and nonzero baryon…

High Energy Physics - Lattice · Physics 2011-02-01 Jacques C. R. Bloch , Simon Heybrock

This work introduces a novel algorithm to solve large-scale eigenvalue problems and seek a small set of eigenpairs. The method, called randomized Krylov-Schur (rKS), has a simple implementation and benefits from fast and efficient…

Numerical Analysis · Mathematics 2025-08-08 Jean-Guillaume de Damas , Laura Grigori

We explore new approaches for finding matrix multiplication algorithms in the commutative setting by adapting the flip graph technique: a method previously shown to be effective for discovering fast algorithms in the non-commutative case.…

Symbolic Computation · Computer Science 2025-06-30 Isaac Wood