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Among randomized numerical linear algebra strategies, so-called sketching procedures are emerging as effective reduction means to accelerate the computation of Krylov subspace methods for, e.g., the solution of linear systems, eigenvalue…

Numerical Analysis · Mathematics 2024-08-02 Davide Palitta , Marcel Schweitzer , Valeria Simoncini

In the present work, we propose new tensor Krylov subspace method for ill posed linear tensor problems such as in color or video image restoration. Those methods are based on the tensor-tensor discrete cosine transform that gives fast…

Numerical Analysis · Mathematics 2021-03-23 M. El Guide , A. El Ichi , K. Jbilou

Pipelined Krylov subspace methods (also referred to as communication-hiding methods) have been proposed in the literature as a scalable alternative to classic Krylov subspace algorithms for iteratively computing the solution to a large…

Numerical Analysis · Computer Science 2019-05-16 Siegfried Cools , Jeffrey Cornelis , Wim Vanroose

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 apply novel inner-iteration preconditioned Krylov subspace methods to the interior-point algorithm for linear programming (LP). Inner-iteration preconditioners recently proposed by Morikuni and Hayami enable us to overcome the severe…

Optimization and Control · Mathematics 2021-11-09 Yiran Cui , Keiichi Morikuni , Takashi Tsuchiya , Ken Hayami

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

Inverse problems arise in various scientific and engineering applications, necessitating robust numerical methods for their solution. In this work, we consider the effectiveness of Krylov subspace iterative methods, including GMRES, QMR,…

Numerical Analysis · Mathematics 2025-08-11 Moshen Hu , Lucas Onisk

In the present paper, we propose Krylov-based methods for solving large-scale differential Sylvester matrix equations having a low rank constant term. We present two new approaches for solving such differential matrix equations. The first…

Numerical Analysis · Mathematics 2017-07-10 M. Hached , K. Jbilou

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.…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-29 Jeffrey Cornelis , Siegfried Cools , Wim Vanroose

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…

Numerical Analysis · Mathematics 2024-09-17 Yanfei Yang

In this work, we propose a reduced basis method for efficient solution of parametric linear systems. The coefficient matrix is assumed to be a linear matrix-valued function that is symmetric and positive definite for admissible values of…

Numerical Analysis · Mathematics 2021-09-28 Antti Autio , Antti Hannukainen

The solution of sequences of shifted linear systems is a classic problem in numerical linear algebra, and a variety of efficient methods have been proposed over the years. Nevertheless, there still exist challenging scenarios witnessing a…

Numerical Analysis · Mathematics 2026-01-28 Hussam Al Daas , Davide Palitta

Krylov subspace recycling is a process for accelerating the convergence of sequences of linear systems. Based on this technique, the recycling BiCG algorithm has been developed recently. Here, we now generalize and extend this recycling…

Numerical Analysis · Mathematics 2015-01-27 Kapil Ahuja , Peter Benner , Eric de Sturler , Lihong Feng

We propose inexact subspace iteration for solving high-dimensional eigenvalue problems with low-rank structure. Inexactness stems from low-rank compression, enabling efficient representation of high-dimensional vectors in a low-rank tensor…

Numerical Analysis · Mathematics 2025-10-16 Alec Dektor , Peter DelMastro , Erika Ye , Roel Van Beeumen , Chao Yang

The rational Krylov subspace method (RKSM) and the low-rank alternating directions implicit (LR-ADI) iteration are established numerical tools for computing low-rank solution factors of large-scale Lyapunov equations. In order to generate…

Numerical Analysis · Mathematics 2019-05-07 Patrick Kürschner , Melina A. Freitag

We set up, at the abstract Hilbert space setting, the general question on when an inverse linear problem induced by an operator of Friedrichs type admits solutions belonging to (the closure of) the Krylov subspace associated to such…

Functional Analysis · Mathematics 2024-07-23 Noe Angelo Caruso , Alessandro Michelangeli

We consider Arnoldi like processes to obtain symplectic subspaces for Hamiltonian systems. Large systems are locally approximated by ones living in low dimensional subspaces; we especially consider Krylov subspaces and some extensions. This…

Numerical Analysis · Mathematics 2021-06-24 Antti Koskela

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…

Numerical Analysis · Mathematics 2020-10-20 Mike A. Botchev , Leonid A. Knizhnerman , Eugene E. Tyrtyshnikov

This paper presents a study of the inherent structural properties of Krylov subspaces, in particular for the self-adjoint class of operators, and how they relate with the important phenomenon of `Krylov solvability' of linear inverse…

Functional Analysis · Mathematics 2024-10-31 Noè Angelo Caruso

This paper describes a new MATLAB software package of iterative regularization methods and test problems for large-scale linear inverse problems. The software package, called IR Tools, serves two related purposes: we provide implementations…

Numerical Analysis · Mathematics 2018-07-03 Silvia Gazzola , Per Christian Hansen , James G. Nagy
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