Related papers: Augmented unprojected Krylov subspace methods
We propose algorithms for efficient time integration of large systems of oscillatory second order ordinary differential equations (ODEs) whose solution can be expressed in terms of trigonometric matrix functions. Our algorithms are based on…
The generalized minimal residual (GMRES) algorithm is applied to image reconstruction using linear computed tomography (CT) models. The GMRES algorithm iteratively solves square, non-symmetric linear systems and it has practical application…
In this paper, we introduce an uplifted reduced order modeling (UROM) approach through the integration of standard projection based methods with long short-term memory (LSTM) embedding. Our approach has three modeling layers or components.…
This paper presents an efficient algorithm to solve total variation (TV) regularizations of images contaminated by a both blur and noise. The unconstrained structure of the problem suggests that one can solve a constrained optimization…
The hybrid LSMR algorithm is proposed for large-scale general-form regularization. It is based on a Krylov subspace projection method where the matrix $A$ is first projected onto a subspace, typically a Krylov subspace, which is implemented…
This paper introduces new solvers for efficiently computing solutions to large-scale inverse problems with group sparsity regularization, including both non-overlapping and overlapping groups. Group sparsity regularization refers to a type…
Krylov subspace methods are a powerful family of iterative solvers for linear systems of equations, which are commonly used for inverse problems due to their intrinsic regularization properties. Moreover, these methods are naturally suited…
Nesterov's accelerated gradient methods (AGM) have been successfully applied in many machine learning areas. However, their empirical performance on training max-margin models has been inferior to existing specialized solvers. In this…
We develop and analyze an inexact regularized alternating projection method for nonconvex feasibility problems. Such a method employs inexact projections on one of the two sets, according to a set of well-defined conditions. We prove the…
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…
The discretization of convection-diffusion equations by implicit or semi-implicit methods leads to a sequence of linear systems usually solved by iterative linear solvers such as GMRES. Many techniques bearing the name of \emph{recycling…
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…
This paper presents a single-life reinforcement learning (SLRL) approach to adaptively select the dimension of the Krylov subspace during the generalized minimal residual (GMRES) iteration. GMRES is an iterative algorithm for solving large…
Motivated by applications arising from sensor networks and machine learning, we consider the problem of minimizing a finite sum of nondifferentiable convex functions where each component function is associated with an agent and a…
Krylov subspace methods are among the most efficient solvers for large scale linear algebra problems. Nevertheless, classic Krylov subspace algorithms do not scale well on massively parallel hardware due to synchronization bottlenecks.…
We address the inverse problem of cosmic large-scale structure reconstruction from a Bayesian perspective. For a linear data model, a number of known and novel reconstruction schemes, which differ in terms of the underlying signal prior,…
We present two minimum residual methods for solving sequences of shifted linear systems, the right-preconditioned shifted GMRES and shifted recycled GMRES algorithms which use a seed projection strategy often employed to solve multiple…
This paper introduces a new class of algorithms for solving large-scale linear inverse problems based on new flexible and inexact Golub-Kahan factorizations. The proposed methods iteratively compute regularized solutions by approximating a…
We present SKA-SGD (Streaming Krylov-Accelerated Stochastic Gradient Descent), a novel optimization approach that accelerates convergence for ill-conditioned problems by projecting stochastic gradients onto a low-dimensional Krylov…
This paper introduces new solvers for the computation of low-rank approximate solutions to large-scale linear problems, with a particular focus on the regularization of linear inverse problems. Although Krylov methods incorporating explicit…