Related papers: Randomized block Krylov methods for approximating …
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…
In the present paper, we present some numerical methods for computing approximate solutions to some large differential linear matrix equations. In the first part of this work, we deal with differential generalized Sylvester matrix equations…
Efficient and accurate low-rank approximation (LRA) methods are of great significance for large-scale data analysis. Randomized tensor decompositions have emerged as powerful tools to meet this need, but most existing methods perform poorly…
Quantum Krylov subspace diagonalization is a prominent candidate for early fault tolerant quantum simulation of many-body and molecular systems, but so far the focus has been mainly on computing ground-state energies. We go beyond this by…
The paper presents two variants of a Krylov-Simplex iterative method that combines Krylov and simplex iterations to minimize the residual $r = b-Ax$. The first method minimizes $\|r\|_\infty$, i.e. maximum of the absolute residuals. The…
This article introduces randomized block Gram-Schmidt process (RBGS) for QR decomposition. RBGS extends the single-vector randomized Gram-Schmidt (RGS) algorithm and inherits its key characteristics such as being more efficient and having…
Quantum computers provide new avenues to access ground and excited state properties of systems otherwise difficult to simulate on classical hardware. New approaches using subspaces generated by real-time evolution have shown efficiency in…
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…
Many optimization problems require hyperparameters, i.e., parameters that must be pre-specified in advance, such as regularization parameters and parametric regularizers in variational regularization methods for inverse problems, and…
This paper explores variants of the subspace iteration algorithm for computing approximate invariant subspaces. The standard subspace iteration approach is revisited and new variants that exploit gradient-type techniques combined with a…
The randomized Arnoldi process has been used in large-scale scientific computing because it produces a well-conditioned basis for the Krylov subspace more quickly than the standard Arnoldi process. However, the resulting Hessenberg matrix…
Iterative Krylov projection methods have become widely used for solving large-scale linear inverse problems. However, methods based on orthogonality include the computation of inner-products, which become costly when the number of…
This paper investigates explicit expressions for the error associated with the block rational Krylov approximation of matrix functions. Two formulas are proposed, both derived from characterizations of the block FOM residual. The first…
This paper introduces a novel method for eigenvalue computation using a distributed cooperative neural network framework. Unlike traditional techniques that face scalability challenges in large systems, our decentralized algorithm enables…
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…
Krylov subspace methods are among the most extensively studied early fault-tolerant quantum algorithms for estimating ground-state energies of quantum systems. However, the rapid onset of ill-conditioning might make accurate energies…
Block Gram-Schmidt algorithms serve as essential kernels in many scientific computing applications, but for many commonly used variants, a rigorous treatment of their stability properties remains open. This work provides a comprehensive…
The cyclic reduction (CR) algorithm is an efficient method for solving quadratic matrix equations that arise in quasi-birth-death (QBD) stochastic processes. However, its convergence is not guaranteed when the associated matrix polynomial…
Frequent Directions, as a deterministic matrix sketching technique, has been proposed for tackling low-rank approximation problems. This method has a high degree of accuracy and practicality, but experiences a lot of computational cost for…
The eigenproblem of low-rank updated matrices are of crucial importance in many applications. Recently, an upper bound on the number of distinct eigenvalues of a perturbed matrix was established. The result can be applied to estimate the…