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Related papers: Augmented unprojected Krylov subspace methods

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Subspace recycling iterative methods and other subspace augmentation schemes are a successful extension to Krylov subspace methods in which a Krylov subspace is augmented with a fixed subspace spanned by vectors deemed to be helpful in…

Numerical Analysis · Mathematics 2022-02-11 Kirk M. Soodhalter

The use of block Krylov subspace methods for computing the solution to a sequence of shifted linear systems using subspace recycling was first proposed in [Soodhalter, SISC 2016], where a recycled shifted block GMRES algorithm (rsbGMRES)…

Numerical Analysis · Mathematics 2022-09-16 Liam Burke

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

We present a new Krylov subspace recycling method for solving a linear system of equations, or a sequence of slowly changing linear systems. Our approach is to reduce the computational overhead of recycling techniques while still benefiting…

Numerical Analysis · Mathematics 2024-09-30 Liam Burke , Stefan Güttel , Kirk M. Soodhalter

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,…

Numerical Analysis · Mathematics 2023-10-10 Malena Sabate Landman , Jiahua Jiang , Jianru Zhang , Wuwei Ren

One of the limitations of recycled GCRO methods is the large amount of computation required to orthogonalize the basis vectors of the newly generated Krylov subspace for the approximate solution when combined with those of the recycle…

Numerical Analysis · Mathematics 2023-06-12 Stephen Thomas , Alison Baker , Stephane Gaudreault

We consider deflation and augmentation techniques for accelerating the convergence of Krylov subspace methods for the solution of nonsingular linear algebraic systems. Despite some formal similarity, the two techniques are conceptually…

Numerical Analysis · Mathematics 2015-10-20 André Gaul , Martin H. Gutknecht , Jörg Liesen , Reinhard Nabben

In this paper, we study the restarted Krylov subspace method, which is typically represented by the GMRES(m) method. Our work mainly focused on the amount of change in the iterative solution of GMRES(m) at each restart. We propose an…

Numerical Analysis · Mathematics 2018-10-25 Hou-biao Li , Peng-hui He , Shao-Liang Zhang

Randomized orthogonal projection methods (ROPMs) can be used to speed up the computation of Krylov subspace methods in various contexts. Through a theoretical and numerical investigation, we establish that these methods produce…

Numerical Analysis · Mathematics 2023-03-14 Edouard Timsit , Laura Grigori , Oleg Balabanov

Many practical imaging systems suffer from uncertainty in acquisition geometry -- such as projection angles in computed tomography or sensor positions in photoacoustic tomography -- leading to nonlinear inverse problems that require joint…

Numerical Analysis · Mathematics 2026-05-08 Toluwani Okunola , Mirjeta Pasha , Misha E. Kilmer , James G. Nagy , Eric de Sturler

This work presents a new Krylov-subspace-recycling method for efficiently solving sequences of linear systems of equations characterized by varying right-hand sides and symmetric-positive-definite matrices. As opposed to typical truncation…

Numerical Analysis · Mathematics 2016-01-22 Kevin Carlberg , Virginia Forstall , Ray Tuminaro

Reconstructing high-quality images with sharp edges requires the use of edge-preserving constraints in the regularized form of the inverse problem. The use of the $\ell_q$-norm on the gradient of the image is a common such constraint. For…

Numerical Analysis · Mathematics 2023-09-28 Mirjeta Pasha , Eric de Sturler , Misha E. Kilmer

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…

Numerical Analysis · Mathematics 2016-09-16 Patrick Sanan , Sascha M. Schnepp , Dave. A. May

This survey concerns subspace recycling methods, a popular class of iterative methods that enable effective reuse of subspace information in order to speed up convergence and find good initial guesses over a sequence of linear systems with…

Numerical Analysis · Mathematics 2020-07-30 Kirk M. Soodhalter , Eric de Sturler , Misha Kilmer

Many Krylov subspace methods for shifted linear systems take advantage of the invariance of the Krylov subspace under a shift of the matrix. However, exploiting this fact in the non-Hermitian case introduces restrictions; e.g., initial…

Numerical Analysis · Mathematics 2016-02-05 Kirk M. Soodhalter

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…

Numerical Analysis · Mathematics 2025-02-06 Malena Sabaté Landman , Ariana N. Brown , Julianne Chung , James G. Nagy

We propose an acceleration scheme for first-order methods (FOMs) for convex quadratic programs (QPs) that is analogous to Anderson acceleration and the Generalized Minimal Residual algorithm for linear systems. We motivate our proposed…

Optimization and Control · Mathematics 2026-04-09 Gabriel Berk Pereira , Paul J. Goulart

With the emergence of mixed precision capabilities in hardware, iterative refinement schemes for solving linear systems $Ax=b$ have recently been revisited and reanalyzed in the context of three or more precisions. These new analyses show…

Numerical Analysis · Mathematics 2022-02-17 Eda Oktay , Erin Carson

In large-scale X-ray computed tomography (CT), matrix-free iterative methods are essential due to the prohibitive cost of explicitly forming the system matrix. In practice, forward projectors and backprojectors are often implemented with…

Numerical Analysis · Mathematics 2026-02-23 Ryan Bentley , Mirjeta Pasha , Malena Sabaté Landman , Luisa Yang , Jeffery Zhang

Krylov subspace methods are considered a standard tool to solve large systems of linear algebraic equations in many scientific disciplines such as image restoration or solving partial differential equations in mechanics of continuum. In the…

Numerical Analysis · Mathematics 2021-10-27 Vojtěch Kulvait , Georg Rose
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