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Randomized block Krylov subspace methods form a powerful class of algorithms for computing the extreme eigenvalues of a symmetric matrix or the extreme singular values of a general matrix. The purpose of this paper is to develop new…

Numerical Analysis · Mathematics 2021-10-05 Joel A. Tropp

Kernel machines have sustained continuous progress in the field of quantum chemistry. In particular, they have proven to be successful in the low-data regime of force field reconstruction. This is because many equivariances and invariances…

Chemical Physics · Physics 2023-07-12 Stefan Blücher , Klaus-Robert Müller , Stefan Chmiela

Krylov subspace methods are a powerful tool for efficiently solving high-dimensional linear algebra problems. In this work, we study the approximation quality that a Krylov subspace provides for estimating the numerical range of a matrix.…

Numerical Analysis · Mathematics 2024-12-02 Cecilia Chen , John Urschel

Nowadays, many fields of study are have to deal with large and sparse data matrixes, but the most important issue is finding the inverse of these matrixes. Thankfully, Krylov subspace methods can be used in solving these types of problem.…

Optimization and Control · Mathematics 2018-11-26 Shitao Fan

Randomized sketching is currently introduced into every area of numerical linear algebra. In Krylov subspace methods, it allows runtime savings at the cost of small accuracy reductions. This work offers a different view on sketching in…

Numerical Analysis · Mathematics 2026-04-09 Kai Bergermann

This survey is an introduction to positive definite kernels and the set of methods they have inspired in the machine learning literature, namely kernel methods. We first discuss some properties of positive definite kernels as well as…

Machine Learning · Statistics 2009-12-04 Marco Cuturi

Graph-based methods pervade the inference toolkits of numerous disciplines including sociology, biology, neuroscience, physics, chemistry, and engineering. A challenging problem encountered in this context pertains to determining the…

Machine Learning · Computer Science 2018-09-25 Daniel Romero , Vassilis N. Ioannidis , Georgios B. Giannakis

We propose a novel Krylov subspace method for estimating the finite impulse response (FIR) of a one-dimensional linear time-invariant systems. The method approximates the system's FIR using a kernel-based formulation combined with…

Numerical Analysis · Mathematics 2026-05-12 Fabio Matti , Martin Skovgaard Andersen , Tianshi Chen , Daniel Kressner

Randomized iterative methods, such as the randomized Kaczmarz method, have gained significant attention for solving large-scale linear systems due to their simplicity and efficiency. Meanwhile, Krylov subspace methods have emerged as a…

Numerical Analysis · Mathematics 2025-05-28 Yonghan Sun , Deren Han , Jiaxin Xie

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

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

This article gives a new insight of kernel-based (approximation) methods to solve the high-dimensional stochastic partial differential equations. We will combine the techniques of meshfree approximation and kriging interpolation to extend…

Numerical Analysis · Mathematics 2015-02-20 Qi Ye

Kernel methods are versatile tools for function approximation and surrogate modeling. In particular, greedy techniques offer computational efficiency and reliability through inherent sparsity and provable convergence. Inspired by the…

Numerical Analysis · Mathematics 2026-03-09 Marian Klink , Tobias Ehring , Robin Herkert , Robin Lautenschlager , Dominik Göddeke , Bernard Haasdonk

Learning can be seen as approximating an unknown function by interpolating the training data. Kriging offers a solution to this problem based on the prior specification of a kernel. We explore a numerical approximation approach to kernel…

Machine Learning · Statistics 2019-05-01 Houman Owhadi , Gene Ryan Yoo

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…

Numerical Analysis · Mathematics 2019-11-05 Silvia Gazzola , Chang Meng , James Nagy

These notes provide a self-contained introduction to kernel methods and their geometric foundations in machine learning. Starting from the construction of Hilbert spaces, we develop the theory of positive definite kernels, reproducing…

Bivariate matrix functions provide a unified framework for various tasks in numerical linear algebra, including the solution of linear matrix equations and the application of the Fr\'echet derivative. In this work, we propose a novel…

Numerical Analysis · Mathematics 2018-02-22 Daniel Kressner

We review machine learning methods employing positive definite kernels. These methods formulate learning and estimation problems in a reproducing kernel Hilbert space (RKHS) of functions defined on the data domain, expanded in terms of a…

Statistics Theory · Mathematics 2009-09-29 Thomas Hofmann , Bernhard Schölkopf , Alexander J. Smola

Graph-based clustering has shown promising performance in many tasks. A key step of graph-based approach is the similarity graph construction. In general, learning graph in kernel space can enhance clustering accuracy due to the…

Machine Learning · Computer Science 2019-05-22 Zhao Kang , Honghui Xu , Boyu Wang , Hongyuan Zhu , Zenglin Xu

In recent years two Krylov subspace methods have been proposed for solving skew symmetric linear systems, one based on the minimum residual condition, the other on the Galerkin condition. We give new, algorithm-independent proofs that in…

Numerical Analysis · Mathematics 2015-12-02 Stanley C. Eisenstat
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