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An efficient Krylov subspace algorithm for computing actions of the $\varphi$ matrix function for large matrices is proposed. This matrix function is widely used in exponential time integration, Markov chains and network analysis and many…

Numerical Analysis · Mathematics 2020-10-20 Mike A. Botchev , Leonid A. Knizhnerman , Eugene E. Tyrtyshnikov

We investigate the regularizing behavior of an iterative Krylov subspace method for the solution of linear inverse problems in precisions lower than double. Recent works have considered the projection of iterated Tikhonov methods using…

Numerical Analysis · Mathematics 2025-12-02 Chelsea Drum , James. G. Nagy , Lucas Onisk

Parallel implementations of Krylov subspace methods often help to accelerate the procedure of finding an approximate solution of a linear system. However, such parallelization coupled with asynchronous and out-of-order execution often…

Mathematical Software · Computer Science 2023-02-09 Roman Iakymchuk , Jose I. Aliaga

Iterative solvers for large-scale linear systems such as Krylov subspace methods can diverge when the linear system is ill-conditioned, thus significantly reducing the applicability of these iterative methods in practice for…

Numerical Analysis · Mathematics 2025-07-24 Vasileios Kalantzis , Mark S. Squillante , Chai Wah Wu

Krylov subspace methods are an essential building block in numerical simulation software. The efficient utilization of modern hardware is a challenging problem in the development of these methods. In this work, we develop Krylov subspace…

Numerical Analysis · Mathematics 2021-04-07 Nils-Arne Dreier

Science and engineering problems frequently require solving a sequence of dual linear systems. Besides having to store only few Lanczos vectors, using the BiConjugate Gradient method (BiCG) to solve dual linear systems has advantages for…

Numerical Analysis · Mathematics 2015-03-17 Kapil Ahuja , Eric de Sturler , Serkan Gugercin , Eun R. Chang

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…

Numerical Analysis · Mathematics 2016-08-09 Daniel Stone , Gabriel Lord

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

In this paper, we further investigate and refine the subspace-constrained preconditioning technique to enhance the theoretical and numerical convergence properties of randomized iterative methods for solving linear systems. In particular,…

Numerical Analysis · Mathematics 2026-05-29 Yonghan Sun , Hou-Duo Qi , Deren Han , Jiaxin Xie

Robust and efficient solvers for coupled-adjoint linear systems are crucial to successful aerostructural optimization. Monolithic and partitioned strategies can be applied. The monolithic approach is expected to offer better robustness and…

Numerical Analysis · Mathematics 2023-09-25 Christophe Blondeau , Mehdi Jadoui

In recent years two Krylov subspace methods have been proposed for solving skew symmetric linear systems, one based on the minimum residual condition, the other on the Galerkin condition. We give new, algorithm-independent proofs that in…

Numerical Analysis · Mathematics 2015-12-02 Stanley C. Eisenstat

We consider deflation and augmentation techniques for accelerating the convergence of Krylov subspace methods for the solution of nonsingular linear algebraic systems. Despite some formal similarity, the two techniques are conceptually…

Numerical Analysis · Mathematics 2015-10-20 André Gaul , Martin H. Gutknecht , Jörg Liesen , Reinhard Nabben

This survey explores modern approaches for computing low-rank approximations of high-dimensional matrices by means of the randomized SVD, randomized subspace iteration, and randomized block Krylov iteration. The paper compares the…

Numerical Analysis · Mathematics 2023-09-25 Joel A. Tropp , Robert J. Webber

The solution of sequences of shifted linear systems is a classic problem in numerical linear algebra, and a variety of efficient methods have been proposed over the years. Nevertheless, there still exist challenging scenarios witnessing a…

Numerical Analysis · Mathematics 2026-01-28 Hussam Al Daas , Davide Palitta

As we stride toward the exascale era, due to increasing complexity of supercomputers, hard and soft errors are causing more and more problems in high-performance scientific and engineering computation. In order to improve reliability…

Numerical Analysis · Mathematics 2013-09-03 Tao Cui , Jinchao Xu , Chen-Song Zhang

High frequency integral equation methodologies display the capability of reproducing single-scattering returns in frequency-independent computational times and employ a Neumann series formulation to handle multiple-scattering effects. This…

Numerical Analysis · Mathematics 2018-01-16 Yassine Boubendir , Fatih Ecevit , Fernando Reitich

Despite the remarkable success of deep learning systems over the last decade, a key difference still remains between neural network and human decision-making: As humans, we cannot only form a decision on the spot, but also ponder,…

Computer Vision and Pattern Recognition · Computer Science 2023-09-15 Gregor Koehler , Tassilo Wald , Constantin Ulrich , David Zimmerer , Paul F. Jaeger , Jörg K. H. Franke , Simon Kohl , Fabian Isensee , Klaus H. Maier-Hein

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…

Numerical Analysis · Mathematics 2018-05-25 Elvar K. Bjarkason

Krylov subspace methods are a powerful tool for efficiently solving high-dimensional linear algebra problems. In this work, we study the approximation quality that a Krylov subspace provides for estimating the numerical range of a matrix.…

Numerical Analysis · Mathematics 2024-12-02 Cecilia Chen , John Urschel

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