Related papers: An Introduction to Krylov Subspace Methods
We consider generalizations of the Sylvester matrix equation, consisting of the sum of a Sylvester operator and a linear operator $\Pi$ with a particular structure. More precisely, the commutator of the matrix coefficients of the operator…
As computational machines become larger and more complex, the probability of hardware failure rises. ``Silent errors'', or bit flips, may not be immediately apparent but can cause detrimental effects to algorithm behavior. In this work, we…
This paper deals with linear algebra operations on Graphics Processing Unit (GPU) with complex number arithmetic using double precision. An analysis of their uses within iterative Krylov methods is presented to solve acoustic problems.…
This work is concerned with approximating matrix functions for banded matrices, hierarchically semiseparable matrices, and related structures. We develop a new divide-and-conquer method based on (rational) Krylov subspace methods for…
This paper is about GMRES algorithms for the solution of nonsingular linear systems. We first consider basic algorithms and study their convergence. We then focus on acceleration strategies and parallel algorithms that are useful for…
This work considers the iterative solution of large-scale problems subject to non-symmetric matrices or operators arising in discretizations of (port-)Hamiltonian partial differential equations. We consider problems governed by an operator…
A class of second-order algorithms is proposed for minimizing smooth nonconvex functions that alternates between regularized Newton and negative curvature steps in an iteration-dependent subspace. In most cases, the Hessian matrix is…
Given a limited amount of memory and a target accuracy, we propose and compare several polynomial Krylov methods for the approximation of f(A)b, the action of a Stieltjes matrix function of a large Hermitian matrix on a vector. Using new…
We consider solution of multiply shifted systems of nonsymmetric linear equations, possibly also with multiple right-hand sides. First, for a single right-hand side, the matrix is shifted by several multiples of the identity. Such problems…
Among randomized numerical linear algebra strategies, so-called sketching procedures are emerging as effective reduction means to accelerate the computation of Krylov subspace methods for, e.g., the solution of linear systems, eigenvalue…
In this paper a new restarting method for Krylov subspace matrix exponential evaluations is proposed. Since our restarting technique essentially employs the residual, some convergence results for the residual are given. We also discuss how…
While preconditioning is a long-standing concept to accelerate iterative methods for linear systems, generalizations to matrix functions are still in their infancy. We go a further step in this direction, introducing polynomial…
This paper presents a parallel-in-time multilevel iterative method for solving differential algebraic equation, arising from a discretization of linear time-dependent partial differential equation. The core of the method is the multilevel…
Pipelined Krylov subspace methods avoid communication latency by reducing the number of global synchronization bottlenecks and by hiding global communication behind useful computational work. In exact arithmetic pipelined Krylov subspace…
Predicting ground state energies of quantum many-body systems is one of the central computational challenges in quantum chemistry, physics, and materials science. Krylov subspace methods, such as Krylov Quantum Diagonalization and…
We consider the linear least squares problem with linear equality constraints (LSE problem) formulated as $\min_{x\in\mathbb{R}^{n}}\|Ax-b\|_2 \ \mathrm{s.t.} \ Cx = d$. Although there are some classical methods available to solve this…
Exponential integrators are time stepping schemes which exactly solve the linear part of a semilinear ODE system. This class of schemes requires the approxima- tion of a matrix exponential in every step, and one successful modern method is…
During the past decade, Model Order Reduction (MOR) has become key enabler for the efficient simulation of large circuit models. MOR techniques based on moment-matching are well established due to their simplicity and computational…
This paper describes practical randomized algorithms for low-rank matrix approximation that accommodate any budget for the number of views of the matrix. The presented algorithms, which are aimed at being as pass efficient as needed, expand…
High-quality reconstructions of signals and images with sharp edges are needed in a wide range of applications. To overcome the large dimensionality of the parameter space and the complexity of the regularization functional,…