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We present a probabilistic analysis of two Krylov subspace methods for solving linear systems. We prove a central limit theorem for norms of the residual vectors that are produced by the conjugate gradient and MINRES algorithms when applied…

Numerical Analysis · Mathematics 2020-07-02 Elliot Paquette , Thomas Trogdon

This work is on a user-friendly reduced basis method for solving a family of parametric PDEs by preconditioned Krylov subspace methods including the conjugate gradient method, generalized minimum residual method, and bi-conjugate gradient…

Numerical Analysis · Mathematics 2026-02-24 Yuwen Li , Ludmil T. Zikatanov , Cheng Zuo

Krylov subspace methods are extensively used in scientific computing to solve large-scale linear systems. However, the performance of these iterative Krylov solvers on modern supercomputers is limited by expensive communication costs. The…

Numerical Analysis · Mathematics 2024-07-29 Zan Xu , Juan J. Alonso , Eric Darve

Krylov subspace methods are a powerful family of iterative solvers for linear systems of equations, which are commonly used for inverse problems due to their intrinsic regularization properties. Moreover, these methods are naturally suited…

For a noisy quantum channel, a quantum error correcting code exists if and only if the joint higher rank numerical ranges associated with the error operators of the channel is non-empty. In this paper, geometric properties of the joint…

Functional Analysis · Mathematics 2008-12-31 Chi-Kwong Li , Yiu-Tung Poon

Approximating the action of a matrix function $f(\mathbf{A})$ on a vector $\mathbf{b}$ is an increasingly important primitive in machine learning, data science, and statistics, with applications such as sampling high dimensional Gaussians,…

Numerical Analysis · Mathematics 2024-11-07 Noah Amsel , Tyler Chen , Anne Greenbaum , Cameron Musco , Chris Musco

Krylov methods provide a fast and highly parallel numerical tool for the iterative solution of many large-scale sparse linear systems. To a large extent, the performance of practical realizations of these methods is constrained by the…

Mathematical Software · Computer Science 2020-09-28 José I. Aliaga , Hartwig Anzt , Thomas Grützmacher , Enrique S. Quintana-Ortí , Andrés E. Tomás

Advanced Krylov subspace methods are investigated for the solution of large sparse linear systems arising from stiff adjoint-based aerodynamic shape optimization problems. A special attention is paid to the flexible inner-outer GMRES…

Numerical Analysis · Mathematics 2024-04-30 Mehdi Jadoui , Christophe Blondeau , Emeric Martin , Florent Renac , François-Xavier Roux

We consider a family of integral operators which appears when analyzing layered equilibria and front dynamics of a phase kinetics equation with a conservation law. We study the spectra of these operators in $L^2$ and derive a lower bound…

Analysis of PDEs · Mathematics 2014-11-26 Enza Orlandi

We consider the solution of large stiff systems of ordinary differential equations with explicit exponential Runge--Kutta integrators. These problems arise from semi-discretized semi-linear parabolic partial differential equations on…

Numerical Analysis · Mathematics 2023-08-24 Kai Bergermann , Martin Stoll

This paper investigates explicit expressions for the error associated with the block rational Krylov approximation of matrix functions. Two formulas are proposed, both derived from characterizations of the block FOM residual. The first…

Numerical Analysis · Mathematics 2026-03-23 Stefano Massei , Leonardo Robol

The two-dimensional Dirac operator describes low-energy excitations in graphene. Different choices for the boundary conditions give rise to qualitative differences in the spectrum of the resulting operator. For a family of boundary…

Mathematical Physics · Physics 2017-04-21 Rafael D. Benguria , Søren Fournais , Edgardo Stockmeyer , Hanne Van Den Bosch

Since being analyzed by Rokhlin, Szlam, and Tygert and popularized by Halko, Martinsson, and Tropp, randomized Simultaneous Power Iteration has become the method of choice for approximate singular value decomposition. It is more accurate…

Data Structures and Algorithms · Computer Science 2015-11-02 Cameron Musco , Christopher Musco

Global and block Krylov subspace methods are efficient iterative solvers for large sparse linear systems with multiple right-hand sides. However, global or block Lanczos-type solvers often exhibit large oscillations in the residual norms…

Numerical Analysis · Mathematics 2022-11-16 Kensuke Aihara , Akira Imakura , Keiichi Morikuni

We construct a Hilbert scale on $L^2([0,1])$ via a unitary twist operator that maps the standard Fourier basis to half-integer frequency exponentials. The resulting weighted spaces, equipped with norms indexed by $(1+|k+\tfrac{1}{2}|^2)^s$,…

Functional Analysis · Mathematics 2026-01-19 Anik Chakraborty , Varinder Kumar

The accurate computation of low-energy spectra of strongly correlated quantum many-body systems, typically accessed via Green's-functions, is a long-standing problem posing enormous challenges to numerical methods. When the spectral…

Strongly Correlated Electrons · Physics 2026-03-20 Sebastian Paeckel

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

It is well known that the block Krylov subspace solvers work efficiently for some cases of the solution of differential equations with multiple right-hand sides. In lattice QCD calculation of physical quantities on a given configuration…

High Energy Physics - Lattice · Physics 2009-12-04 T. Sakurai , H. Tadano , Y. Kuramashi

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

Splitting methods constitute a widely used class of numerical integrators for ordinary and partial differential equations, particularly well suited to problems that can be decomposed into simpler subproblems. High-order splitting schemes…

Numerical Analysis · Mathematics 2026-04-02 Fernando Casas , Ander Murua
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