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Related papers: An Introduction to Krylov Subspace Methods

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Two new hybrid algorithms are proposed for large-scale linear discrete ill-posed problems in general-form regularization. They are both based on Krylov subspace inner-outer iterative algorithms. At each iteration, they need to solve a…

Numerical Analysis · Mathematics 2024-09-02 Yanfei Yang

In this paper, by introducing a class of relaxed filtered Krylov subspaces, we propose the relaxed filtered Krylov subspace method for computing the eigenvalues with the largest real parts and the corresponding eigenvectors of non-symmetric…

Numerical Analysis · Mathematics 2020-11-17 Cun-Qiang Miao , Wen-Ting Wu

This work introduces a new efficient iterative solver for the reconstruction of real-time cone-beam computed tomography (CBCT), which is based on the Prior Image Constrained Compressed Sensing (PICCS) regularization and leverages the…

We propose inexact subspace iteration for solving high-dimensional eigenvalue problems with low-rank structure. Inexactness stems from low-rank compression, enabling efficient representation of high-dimensional vectors in a low-rank tensor…

Numerical Analysis · Mathematics 2025-10-16 Alec Dektor , Peter DelMastro , Erika Ye , Roel Van Beeumen , Chao Yang

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

The parallel strong-scaling of Krylov iterative methods is largely determined by the number of global reductions required at each iteration. The GMRES and Krylov-Schur algorithms employ the Arnoldi algorithm for nonsymmetric matrices. The…

Numerical Analysis · Mathematics 2021-05-18 Daniel Bielich , Julien Langou , Stephen Thomas , Kasia Swirydowicz , Ichitaro Yamazaki , Erik G. Boman

This paper explores variants of the subspace iteration algorithm for computing approximate invariant subspaces. The standard subspace iteration approach is revisited and new variants that exploit gradient-type techniques combined with a…

Numerical Analysis · Mathematics 2024-05-14 Foivos Alimisis , Yousef Saad , Bart Vandereycken

In the numerical treatment of large-scale Sylvester and Lyapunov equations, projection methods require solving a reduced problem to check convergence. As the approximation space expands, this solution takes an increasing portion of the…

Numerical Analysis · Mathematics 2017-02-03 Davide Palitta , Valeria Simoncini

Randomized sketching is currently introduced into every area of numerical linear algebra. In Krylov subspace methods, it allows runtime savings at the cost of small accuracy reductions. This work offers a different view on sketching in…

Numerical Analysis · Mathematics 2026-04-09 Kai Bergermann

This paper presents the first results to combine two theoretically sound methods (spectral projection and multigrid methods) together to attack ill-conditioned linear systems. Our preliminary results show that the proposed algorithm applied…

Numerical Analysis · Mathematics 2016-02-18 Craig C. Douglas , Long Lee , Man-Chung Yeung

We consider the low-rank alternating directions implicit (ADI) iteration for approximately solving large-scale algebraic Sylvester equations. Inside every iteration step of this iterative process a pair of linear systems of equations has to…

Numerical Analysis · Mathematics 2023-12-06 Patrick Kürschner

Pipelined Krylov subspace methods (also referred to as communication-hiding methods) have been proposed in the literature as a scalable alternative to classic Krylov subspace algorithms for iteratively computing the solution to a large…

Numerical Analysis · Computer Science 2019-05-16 Siegfried Cools , Jeffrey Cornelis , Wim Vanroose

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

Randomized block Krylov subspace methods form a powerful class of algorithms for computing the extreme eigenvalues of a symmetric matrix or the extreme singular values of a general matrix. The purpose of this paper is to develop new…

Numerical Analysis · Mathematics 2021-10-05 Joel A. Tropp

This paper presents a new algorithm KIOPS for computing linear combinations of $\varphi$-functions that appear in exponential integrators. This algorithm is suitable for large-scale problems in computational physics where little or no…

Numerical Analysis · Mathematics 2021-11-12 Stéphane Gaudreault , Greg Rainwater , Mayya Tokman

This Thesis explores the notion of Krylov complexity as a probe of quantum chaos and as a candidate for holographic complexity. The first Part is devoted to presenting the fundamental notions required to conduct research in this area.…

High Energy Physics - Theory · Physics 2024-07-08 A. Sánchez-Garrido

It is well known that for general linear systems, only optimal Krylov methods with long recurrences exist. For special classes of linear systems it is possible to find optimal Krylov methods with short recurrences. In this paper we consider…

Numerical Analysis · Mathematics 2023-04-11 R. Idema , C. Vuik

One of the most computationally expensive steps of the low-rank ADI method for large-scale Lyapunov equations is the solution of a shifted linear system at each iteration. We propose the use of the extended Krylov subspace method for this…

Numerical Analysis · Mathematics 2022-08-09 Peter Benner , Davide Palitta , Jens Saak

We propose a novel algorithm based on inexact GMRES methods for linear response calculations in density functional theory. Such calculations require iteratively solving a nested linear problem $\mathcal{E} \delta\rho = b$ to obtain the…

Numerical Analysis · Mathematics 2025-10-30 Michael F. Herbst , Bonan Sun