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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

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…

Numerical Analysis · Mathematics 2023-02-21 Erin Carson , Kathryn Lund , Miroslav Rozložník , Stephen Thomas

High order exponential integrators require computing linear combination of exponential like $\varphi$-functions of large matrices $A$ times a vector $v$. Krylov projection methods are the most general and remain an efficient choice for…

Numerical Analysis · Mathematics 2024-10-22 Tanya Tafolla , Stéphane Gaudreault , Mayya Tokman

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…

Numerical Analysis · Mathematics 2025-02-25 Oleg Balabanov , Laura Grigori

The parallel strong-scaling of Krylov iterative methods is largely determined by the number of global reductions required at each iteration. The GMRES and Krylov-Schur algorithms employ the Arnoldi algorithm for nonsymmetric matrices. The…

Numerical Analysis · Mathematics 2021-05-18 Daniel Bielich , Julien Langou , Stephen Thomas , Kasia Swirydowicz , Ichitaro Yamazaki , Erik G. Boman

Interest in communication-avoiding orthogonalization schemes for high-performance computing has been growing recently. This manuscript addresses open questions about the numerical stability of various block classical Gram-Schmidt variants…

Numerical Analysis · Mathematics 2025-12-09 Erin Carson , Kathryn Lund , Yuxin Ma , Eda Oktay

We propose a block Krylov subspace version of the GCRO-DR method proposed in [Parks et al.; SISC 2005], which is an iterative method allowing for the efficient minimization of the the residual over an augmented Krylov subspace. We offer a…

Numerical Analysis · Mathematics 2026-05-14 Michael L. Parks , Kirk M. Soodhalter , Daniel B. Szyld

Krylov subspace methods are an essential building block in numerical simulation software. The efficient utilization of modern hardware is a challenging problem in the development of these methods. In this work, we develop Krylov subspace…

Numerical Analysis · Mathematics 2021-04-07 Nils-Arne Dreier

Numerous applications, such as Krylov subspace solvers, make extensive use of the block classical Gram-Schmidt (BCGS) algorithm and its reorthogonalized variants for orthogonalizing a set of vectors. For large-scale problems in distributed…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-07-30 Erin Carson , Yuxin Ma

Communication-avoiding and pipelined variants of Krylov solvers are critical for the scalability of linear system solvers on future exascale architectures. We present low synchronization variants of iterated classical (CGS) and modified…

Numerical Analysis · Computer Science 2018-09-18 Kasia Swirydowicz , Julien Langou , Shreyas Ananthan , Ulrike Yang , Stephen Thomas

The block classical Gram--Schmidt (BCGS) algorithm and its reorthogonalized variant are widely-used methods for computing the economic QR factorization of block columns $X$ due to their lower communication cost compared to other approaches…

Numerical Analysis · Mathematics 2025-06-06 Erin Carson , Yuxin Ma

Block classical Gram-Schmidt (BCGS) is commonly used for orthogonalizing a set of vectors $X$ in distributed computing environments due to its favorable communication properties relative to other orthogonalization approaches, such as…

Numerical Analysis · Mathematics 2025-10-28 Erin Carson , Kathryn Lund , Yuxin Ma , Eda Oktay

We present an overview of randomized orthogonalization techniques that construct a well-conditioned basis whose sketch is orthonormal. Randomized orthogonalization has recently emerged as a powerful paradigm for reducing the computational…

Numerical Analysis · Mathematics 2025-12-18 Jean-Guillaume de Damas , Laura Grigori , Igor Simunec , Edouard Timsit

Block and global Krylov subspace methods have been proposed as methods adapted to the situation where one iteratively solves systems with the same matrix and several right hand sides. These methods are advantageous, since they allow to cast…

Numerical Analysis · Mathematics 2015-04-20 Somaiyeh Rashedi , Sebastian Birk , Andreas Frommer , Ghodrat Ebadi

Using lower precision in algorithms can be beneficial in terms of reducing both computation and communication costs. Motivated by this, we aim to further the state-of-the-art in developing and analyzing mixed precision variants of iterative…

Numerical Analysis · Mathematics 2022-10-18 Eda Oktay , Erin Carson

Block Krylov subspace methods (KSMs) comprise building blocks in many state-of-the-art solvers for large-scale matrix equations as they arise, e.g., from the discretization of partial differential equations. While extended and rational…

Numerical Analysis · Mathematics 2020-02-06 Daniel Kressner , Kathryn Lund , Stefano Massei , Davide Palitta

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…

Numerical Analysis · Mathematics 2026-01-16 Laura Grigori , Daniel Kressner , Nian Shao , Igor Simunec

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

Communication, i.e., data movement, is a critical bottleneck for the performance of classical Krylov subspace method solvers on modern computer architectures. Variants of these methods which avoid communication have been introduced, which,…

Numerical Analysis · Mathematics 2025-06-17 Erin Carson , Yuxin Ma

The overlap operator in lattice QCD requires the computation of the sign function of a matrix, which is non-Hermitian in the presence of a quark chemical potential. In previous work we introduced an Arnoldi-based Krylov subspace…

High Energy Physics - Lattice · Physics 2014-11-20 Jacques C. R. Bloch , Tobias Breu , Andreas Frommer , Simon Heybrock , Katrin Schäfer , Tilo Wettig
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