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We develop K$\omega$, an open-source linear algebra library for the shifted Krylov subspace methods. The methods solve a set of shifted linear equations $(z_k I-H)x^{(k)}=b\, (k=0,1,2,...)$ for a given matrix $H$ and a vector $b$,…

An inexact semismooth Newton method has been proposed for solving semi-linear elliptic optimal control problems in this paper. This method incorporates the generalized minimal residual (GMRES) method, a type of Krylov subspace method, to…

Optimization and Control · Mathematics 2025-11-14 Shiqi Chen , Xuesong Chen

Many scientific applications require the evaluation of the action of the matrix function over a vector and the most common methods for this task are those based on the Krylov subspace. Since the orthogonalization cost and memory requirement…

Numerical Analysis · Mathematics 2026-03-24 Nicolas L. Guidotti , Per-Gunnar Martinsson , Juan A. Acebrón , José Monteiro

The computation of sparse solutions of large-scale linear discrete ill-posed problems remains a computationally demanding task. A powerful framework in this context is the use of iteratively reweighted schemes, which are based on…

Numerical Analysis · Mathematics 2025-10-14 Malena Sabaté Landman , Yuji Nakatsukasa

CG, SYMMLQ, and MINRES are Krylov subspace methods for solving symmetric systems of linear equations. When these methods are applied to an incompatible system (that is, a singular symmetric least-squares problem), CG could break down and…

Numerical Analysis · Mathematics 2015-03-30 Sou-Cheng T. Choi , Christopher C. Paige , Michael A. Saunders

Operator-theoretic analysis of nonlinear dynamical systems has attracted much attention in a variety of engineering and scientific fields, endowed with practical estimation methods using data such as dynamic mode decomposition. In this…

Machine Learning · Computer Science 2020-09-25 Yuka Hashimoto , Isao Ishikawa , Masahiro Ikeda , Yoichi Matsuo , Yoshinobu Kawahara

We propose a time-exact Krylov-subspace-based method for solving linear ODE (ordinary differential equation) systems of the form $y'=-Ay + g(t)$, where $y(t)$ is the unknown function. The method consists of two stages. The first stage is an…

Numerical Analysis · Mathematics 2011-09-26 Mikhail A. Botchev

A standard approach to model reduction of large-scale higher-order linear dynamical systems is to rewrite the system as an equivalent first-order system and then employ Krylov-subspace techniques for model reduction of first-order systems.…

Numerical Analysis · Mathematics 2007-05-23 Roland W. Freund

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

We consider using the preconditioned-Krylov subspace method to solve the system of linear equations with a three-by-three block structure. By making use of the three-by-three block structure, eight inexact block factorization…

Numerical Analysis · Mathematics 2022-11-18 Sheng-Zhong Song , Zheng-Da Huang

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

ML(n)BiCGStab is a Krylov subspace method for the solution of large, sparse and non-symmetric linear systems. In theory, it is a method that lies between the well-known BiCGStab and GMRES/FOM. In fact, when n = 1, ML(1)BiCGStab is BiCGStab…

Numerical Analysis · Mathematics 2011-06-21 Man-Chung Yeung

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

Krylov methods provide a fast and highly parallel numerical tool for the iterative solution of many large-scale sparse linear systems. To a large extent, the performance of practical realizations of these methods is constrained by the…

Mathematical Software · Computer Science 2020-09-28 José I. Aliaga , Hartwig Anzt , Thomas Grützmacher , Enrique S. Quintana-Ortí , Andrés E. Tomás

On modern large-scale parallel computers, the performance of Krylov subspace iterative methods is limited by global synchronization. This has inspired the development of $s$-step Krylov subspace method variants, in which iterations are…

Numerical Analysis · Computer Science 2017-02-12 Erin Carson

Low-precision computing is essential for efficiently utilizing memory bandwidth and computing cores. While many mixed-precision algorithms have been developed for iterative sparse linear solvers, effectively leveraging half-precision (fp16)…

Numerical Analysis · Mathematics 2025-05-28 Kengo Suzuki , Takeshi Iwashita

Context. Numerical solutions to transfer problems of polarized radiation in solar and stellar atmospheres commonly rely on stationary iterative methods, which often perform poorly when applied to large problems. In recent times, stationary…

Numerical Analysis · Mathematics 2021-12-08 Pietro Benedusi , Gioele Janett , Luca Belluzzi , Rolf Krause

We propose a subgradient-based method for finding the maximum feasible subsystem in a collection of closed sets with respect to a given closed set $C$ (MFS$_C$). In this method, we reformulate the MFS$_C$ problem as an $\ell_0$ optimization…

Optimization and Control · Mathematics 2018-05-09 Minglu Ye , Ting Kei Pong

An accurate residual--time (AccuRT) restarting for computing matrix exponential actions of nonsymmetric matrices by the shift-and-invert (SAI) Krylov subspace method is proposed. The proposed restarting method is an extension of the…

Numerical Analysis · Mathematics 2019-12-06 M. A. Botchev

Consider a zero-dimensional ideal $I$ in $\mathbb{K}[X_1,\dots,X_n]$. Inspired by Faug\`ere and Mou's Sparse FGLM algorithm, we use Krylov sequences based on multiplication matrices of $I$ in order to compute a description of its zero set…

Symbolic Computation · Computer Science 2019-01-16 Seung Gyu Hyun , Vincent Neiger , Hamid Rahkooy , Eric Schost