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We derive an augmented Krylov subspace method with subspace recycling for computing a sequence of matrix function applications on a set of vectors. The matrix is either fixed or changes as the sequence progresses. We assume consecutive…

Numerical Analysis · Mathematics 2025-08-21 Liam Burke , Andreas Frommer , Gustavo Ramirez-Hidalgo , Kirk M. Soodhalter

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 compare two approaches to compute a portion of the spectrum of dense symmetric definite generalized eigenproblems: one is based on the reduction to tridiagonal form, and the other on the Krylov-subspace iteration. Two large-scale…

Rational Krylov subspaces have become a reference tool in dimension reduction procedures for several application problems. When data matrices are symmetric, a short-term recurrence can be used to generate an associated orthonormal basis. In…

Numerical Analysis · Mathematics 2021-12-21 Davide Palitta , Stefano Pozza , Valeria Simoncini

In this paper, we consider an efficient iterative approach to the solution of the discrete Helmholtz equation with Dirichlet, Neumann and Sommerfeld-like boundary conditions based on a compact sixth order approximation scheme and…

Numerical Analysis · Mathematics 2012-12-07 Yury Gryazin

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

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…

Numerical Analysis · Mathematics 2026-05-12 Fabio Matti , Martin Skovgaard Andersen , Tianshi Chen , Daniel Kressner

We present an iterative generalisation of the quantum subspace expansion algorithm used with a Krylov basis. The iterative construction connects a sequence of subspaces via their lowest energy states. Diagonalising a Hamiltonian in a given…

Quantum Physics · Physics 2025-05-07 Tom O'Leary , Lewis W. Anderson , Dieter Jaksch , Martin Kiffner

We consider finite element methods of multiscale type to approximate solutions for two-dimensional symmetric elliptic partial differential equations with heterogeneous $L^\infty$ coefficients. The methods are of Galerkin type and follow the…

Numerical Analysis · Mathematics 2025-05-20 Alexandre L. Madureira , Marcus Sarkis

We consider approximating solutions to parameterized linear systems of the form $A(\mu_1,\mu_2) x(\mu_1,\mu_2) = b$. Here the matrix $A(\mu_1,\mu_2) \in \mathbb{R}^{n \times n}$ is nonsingular, large, and sparse and depends nonlinearly on…

Numerical Analysis · Mathematics 2025-02-27 Siobhán Correnty , Melina A. Freitag , Kirk M. Soodhalter

A coarse grid correction (CGC) approach is proposed to enhance the efficiency of the matrix exponential and $\varphi$ matrix function evaluations. The approach is intended for iterative methods computing the matrix-vector products with…

Numerical Analysis · Mathematics 2024-04-23 Mike A. Botchev

Among optimal hierarchical algorithms for the computational solution of elliptic problems, the Fast Multipole Method (FMM) stands out for its adaptability to emerging architectures, having high arithmetic intensity, tunable accuracy, and…

Numerical Analysis · Computer Science 2016-01-20 Huda Ibeid , Rio Yokota , Jennifer Pestana , David Keyes

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

A Krylov subspace recycling method for the efficient evaluation of a sequence of matrix functions acting on a set of vectors is developed. The method improves over the recycling methods presented in [Burke et al., arXiv:2209.14163, 2022] in…

Numerical Analysis · Mathematics 2023-08-23 Liam Burke , Stefan Güttel

This paper proposes localized subspace iteration (LSI) methods to construct generalized finite element basis functions for elliptic problems with multiscale coefficients. The key components of the proposed method consist of the localization…

Numerical Analysis · Mathematics 2026-05-12 Xiaofei Guan , Lijian Jiang , Yajun Wang , Zihao Yang

We propose a novel algorithm based on inexact GMRES methods for linear response calculations in density functional theory. Such calculations require iteratively solving a nested linear problem $\mathcal{E} \delta\rho = b$ to obtain the…

Numerical Analysis · Mathematics 2025-10-30 Michael F. Herbst , Bonan Sun

The use of nonlinear PDEs has led to significant advancements in various fields, such as physics, biology, ecology, and quantum mechanics. However, finding multiple solutions for nonlinear PDEs can be a challenging task, especially when…

Numerical Analysis · Mathematics 2025-04-11 Wenrui Hao , Sun Lee , Young Ju Lee

Preconditioned Krylov subspace (KSP) methods are widely used for solving large-scale sparse linear systems arising from numerical solutions of partial differential equations (PDEs). These linear systems are often nonsymmetric due to the…

Numerical Analysis · Mathematics 2018-09-05 Aditi Ghai , Cao Lu , Xiangmin Jiao

Despite the successful enhancement to the Harrow-Hassidim-Lloyd algorithm by Childs et al., who introduced the Fourier approach leveraging linear combinations of unitary operators, our research has identified non-trivial redundancies within…

Quantum Physics · Physics 2024-05-13 Rui-Bin Xu , Zhu-Jun Zheng , Zheng Zheng

This work is concerned with the computation of the action of a matrix function f(A), such as the matrix exponential or the matrix square root, on a vector b. For a general matrix A, this can be done by computing the compression of A onto a…

Numerical Analysis · Mathematics 2023-06-06 Alice Cortinovis , Daniel Kressner , Yuji Nakatsukasa