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Randomized iterative methods, such as the randomized Kaczmarz method, have gained significant attention for solving large-scale linear systems due to their simplicity and efficiency. Meanwhile, Krylov subspace methods have emerged as a…

Numerical Analysis · Mathematics 2025-05-28 Yonghan Sun , Deren Han , Jiaxin Xie

We consider finite-dimensional many-body quantum systems described by time-independent Hamiltonians and Markovian master equations, and present a systematic method for constructing smaller-dimensional, reduced models that exactly reproduce…

Quantum Physics · Physics 2025-07-30 Tommaso Grigoletto , Yukuan Tao , Francesco Ticozzi , Lorenza Viola

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…

Numerical Analysis · Mathematics 2018-02-22 Daniel Kressner

Recently, the propagation of information through quantum many-body systems, developed to study quantum chaos, have found many application from black holes to disordered spin systems. Among other quantitative tools, Krylov complexity has…

Quantum Physics · Physics 2025-03-11 Aranya Bhattacharya , Pingal Pratyush Nath , Himanshu Sahu

We introduce a class of numerical schemes for optimal control problems based on a novel Markov chain approximation, which uses, in turn, a piecewise constant policy approximation, Euler-Maruyama time stepping, and a Gauss-Hermite…

Optimization and Control · Mathematics 2020-01-07 Athena Picarelli , Christoph Reisinger

In this paper, we present new a posteriori and a priori error bounds for the Krylov subspace methods for computing $e^{-\tau A}v$ for a given $\tau>0$ and $v \in C^n$, where $A$ is a large sparse non-Hermitian matrix. The {\em a priori}…

Numerical Analysis · Mathematics 2016-03-25 Hao Wang , Qiang Ye

One of the most computationally expensive steps of the low-rank ADI method for large-scale Lyapunov equations is the solution of a shifted linear system at each iteration. We propose the use of the extended Krylov subspace method for this…

Numerical Analysis · Mathematics 2022-08-09 Peter Benner , Davide Palitta , Jens Saak

In this paper we present deflation and augmentation techniques that have been designed to accelerate the convergence of Krylov subspace methods for the solution of linear systems of equations. We review numerical approaches both for linear…

Numerical Analysis · Mathematics 2013-03-25 Olivier Coulaud , Luc Giraud , Pierre Ramet , Xavier Vasseur

Many quantum gravitational frameworks, such as DBI inflation, k-essence, and effective field theories obtained by integrating out heavy modes, can lead to a non-trivial sound speed. Meanwhile, our universe can be described as an open…

General Relativity and Quantum Cosmology · Physics 2026-02-27 Shi-Cheng Liu , Lei-Hua Liu , Bichu Li , Hai-Qing Zhang , Peng-Zhang He

We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…

Numerical Analysis · Mathematics 2023-08-22 J Droniou , R Eymard , T Gallouët , C Guichard , R Herbin

We set up, at the abstract Hilbert space setting, the general question on when an inverse linear problem induced by an operator of Friedrichs type admits solutions belonging to (the closure of) the Krylov subspace associated to such…

Functional Analysis · Mathematics 2024-07-23 Noe Angelo Caruso , Alessandro Michelangeli

We present and analyze the Krylov-Bellman Boosting (KBB) algorithm for policy evaluation in general state spaces. It alternates between fitting the Bellman residual using non-parametric regression (as in boosting), and estimating the value…

Machine Learning · Statistics 2023-03-28 Eric Xia , Martin J. Wainwright

The Loschmidt echo -- also known as fidelity -- is a very useful tool to study irreversibility in quantum mechanics due to perturbations or imperfections. Many different regimes, as a function of time and strength of the perturbation, have…

Chaotic Dynamics · Physics 2016-04-18 Ignacio Garcia-Mata , Augusto J. Roncaglia , Diego A. Wisniacki

Quantum subspace diagonalization (QSD) algorithms have emerged as a competitive family of algorithms that avoid many of the optimization pitfalls associated with parameterized quantum circuit algorithms. While the vast majority of the QSD…

Quantum Physics · Physics 2022-10-19 Cristian L. Cortes , A. Eugene DePrince , Stephen K. Gray

Krylov complexity is a novel measure of operator complexity that exhibits universal behavior and bounds a large class of other measures. In this letter, we generalize Krylov complexity from a closed system to an open system coupled to a…

Strongly Correlated Electrons · Physics 2023-08-11 Chang Liu , Haifeng Tang , Hui Zhai

Polynomial Krylov subspace methods are among the most widely used methods for approximating $f(A)b$, the action of a matrix function on a vector, in particular when $A$ is large and sparse. When $A$ is Hermitian positive definite, the…

Numerical Analysis · Mathematics 2025-03-07 Marcel Schweitzer

Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…

The Kaczmarz method is a row-action method for solving consistent non-square linear systems, and Gearhart-Koshy acceleration is a line-search that minimizes the Euclidean norm of the error along a ray in the direction of a Kaczmarz step.…

Numerical Analysis · Mathematics 2025-06-18 Markus Hegland , Janosch Rieger

The rapid growth of circuit complexity has rendered Model Order Reduction (MOR) a key enabler for the efficient simulation of large circuit models. MOR techniques based on moment-matching are well established due to their simplicity and…

Other Computer Science · Computer Science 2022-04-07 Pavlos Stoikos , Dimitrios Garyfallou , George Floros , Nestor Evmorfopoulos , George Stamoulis

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…

Numerical Analysis · Mathematics 2023-01-18 Wolfgang Erb
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