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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

In the present study, we establish two new block variants of the Conjugate Orthogonal Conjugate Gradient (COCG) and the Conjugate A-Orthogonal Conjugate Residual (COCR) Krylov subspace methods for solving complex symmetric linear systems…

Numerical Analysis · Mathematics 2016-01-21 Xian-Ming Gu , Bruno Carpentieri , Ting-Zhu Huang , Jing Meng

In this paper, we investigate the use of multilinear algebra for reducing the order of multidimensional linear time-invariant (MLTI) systems. Our main tools are tensor rational Krylov subspace methods, which enable us to approximate the…

Numerical Analysis · Mathematics 2024-11-28 Houda Barkouki , Khalide Jbilou

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.…

Numerical Analysis · Mathematics 2021-12-23 Abal-Kassim Cheik Ahamed , Frederic Magoules

Krylov subspace methods for solving linear systems of equations involving skew-symmetric matrices have gained recent attention. Numerical equivalences among Krylov subspace methods for nonsingular skew-symmetric linear systems have been…

Numerical Analysis · Mathematics 2023-08-01 Kui Du , Jia-Jun Fan , Xiao-Hui Sun , Fang Wang , Ya-Lan Zhang

Multigrid methods have been a popular approach for solving linear systems arising from the discretization of partial differential equations (PDEs) for several decades. They are particularly effective for accelerating convergence rates with…

Numerical Analysis · Mathematics 2025-12-10 Teoman Toprak , Florian Kummer

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

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…

Mathematical Physics · Physics 2008-11-26 Dean Darnell , Ronald B. Morgan , Walter Wilcox

This study investigates the iterative regularization properties of two Krylov methods for solving large-scale ill-posed problems: the changing minimal residual Hessenberg method (CMRH) and a novel hybrid variant called the hybrid changing…

Numerical Analysis · Mathematics 2024-11-11 Ariana N. Brown , Malena Sabaté Landman , James G. Nagy

We evaluate the performance of the Krylov subspace method by using highly efficient multiple precision sparse matrix-vector multiplication (SpMV). BNCpack is our multiple precision numerical computation library based on MPFR/GMP, which is…

Numerical Analysis · Mathematics 2014-11-11 Tomonori Kouya

Two-stage orthogonalization is essential in numerical algorithms such as Krylov subspace methods. For this task we need to orthogonalize a matrix $A$ against another matrix $V$ with orthonormal columns. A common approach is to employ the…

Numerical Analysis · Mathematics 2026-03-24 Zhuang-Ao He , Meiyue Shao

Quantum Krylov subspace diagonalization (QKSD) is an emerging method used in place of quantum phase estimation in the early fault-tolerant era, where limited quantum circuit depth is available. In contrast to the classical Krylov subspace…

Quantum Physics · Physics 2024-09-20 Gwonhak Lee , Dongkeun Lee , Joonsuk Huh

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

For large-scale discrete ill-posed problems, LSQR, a Lanczos bidiagonalization process based Krylov method, is most often used. It is well known that LSQR has natural regularizing properties, where the number of iterations plays the role of…

Numerical Analysis · Mathematics 2015-01-27 Yi Huang , Zhongxiao Jia

This paper gives an analysis and an evaluation of linear algebra operations on Graphics Processing Unit (GPU) with complex number arithmetics with double precision. Knowing the performance of these operations, iterative Krylov methods are…

Numerical Analysis · Mathematics 2021-12-14 Abal-Kassim Cheik Ahamed , Frederic Magoules

Second-order optimization methods, such as cubic regularized Newton methods, are known for their rapid convergence rates; nevertheless, they become impractical in high-dimensional problems due to their substantial memory requirements and…

Optimization and Control · Mathematics 2024-01-09 Ruichen Jiang , Parameswaran Raman , Shoham Sabach , Aryan Mokhtari , Mingyi Hong , Volkan Cevher

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…

Numerical Analysis · Mathematics 2025-08-04 Yiding Lin , Valeria Simoncini

In the present paper, we propose Krylov-based methods for solving large-scale differential Sylvester matrix equations having a low rank constant term. We present two new approaches for solving such differential matrix equations. The first…

Numerical Analysis · Mathematics 2017-07-10 M. Hached , K. Jbilou

Conjugated gradients on the normal equation (CGNE) is a popular method to regularise linear inverse problems. The idea of the method can be summarised as minimising the residuum over a suitable Krylov subspace. It is shown that using the…

Numerical Analysis · Mathematics 2019-12-30 Volker Grimm

For large scale electronic structure calculation, the Krylov subspace method is introduced to calculate the one-body density matrix instead of the eigenstates of given Hamiltonian. This method provides an efficient way to extract the…

Materials Science · Physics 2009-11-10 Ryu Takayama , Takeo Hoshi , Takeo Fujiwara
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