Related papers: Krylov Subspace Recycling for Evolving Structures
Reversibility is a key property of Markov chains, central to algorithms such as Metropolis-Hastings and other MCMC methods. Yet many applications yield non-reversible chains, motivating the problem of approximating them by reversible ones…
We propose algorithms for efficient time integration of large systems of oscillatory second order ordinary differential equations (ODEs) whose solution can be expressed in terms of trigonometric matrix functions. Our algorithms are based on…
Augmented Krylov subspace methods aid in accelerating the convergence of a standard Krylov subspace method by including additional vectors in the search space. A residual projection framework based on residual (Petrov-) Galerkin constraints…
We discuss efficient solutions to systems of shifted linear systems arising in computations for oscillatory hydraulic tomography (OHT). The reconstruction of hydrogeological parameters such as hydraulic conductivity and specific storage…
Subspace optimization methods have the attractive property of reducing large-scale optimization problems to a sequence of low-dimensional subspace optimization problems. However, existing subspace optimization frameworks adopt a fixed…
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…
We present variants of the Conjugate Gradient (CG), Conjugate Residual (CR), and Generalized Minimal Residual (GMRES) methods which are both pipelined and flexible. These allow computation of inner products and norms to be overlapped with…
Bivariate matrix functions provide a unified framework for various tasks in numerical linear algebra, including the solution of linear matrix equations and the application of the Fr\'echet derivative. In this work, we propose a novel…
The $\mathcal{H}_2$-optimal Model Order Reduction (MOR) is one of the most significant frameworks for reduction methodologies for linear dynamical systems. In this context, the Iterative Rational Krylov Algorithm (\IRKA) is a well…
We propose a novel Krylov subspace method for estimating the finite impulse response (FIR) of a one-dimensional linear time-invariant systems. The method approximates the system's FIR using a kernel-based formulation combined with…
Although design optimization has shown its great power of automatizing the whole design process and providing an optimal design, using sophisticated computational models, its process can be formidable due to a computationally expensive…
This paper presents two new augmented flexible (AF)-Krylov subspace methods, AF-GMRES and AF-LSQR, to compute solutions of large-scale linear discrete ill-posed problems that can be modeled as the sum of two independent random variables,…
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…
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…
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…
In this paper, a parametric model order reduction (pMOR) technique is proposed to find a simplified system representation of a large-scale and complex thermal system. The main principle behind this technique is that any change of the…
In classical frameworks as the Euclidean space, positive definite kernels as well as their analytic properties are explicitly available and can be incorporated directly in kernel-based learning algorithms. This is different if the…
Flexible Krylov methods are a common standpoint for inverse problems. In particular, they are used to address the challenges associated with explicit variational regularization when it goes beyond the two-norm, for example involving an…
Tikhonov regularization is a widely used technique in solving inverse problems that can enforce prior properties on the desired solution. In this paper, we propose a Krylov subspace based iterative method for solving linear inverse problems…
In this paper, we propose a novel reduced-rank adaptive filtering algorithm by blending the idea of the Krylov subspace methods with the set-theoretic adaptive filtering framework. Unlike the existing Krylov-subspace-based reduced-rank…