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We present a new Krylov subspace recycling method for solving a linear system of equations, or a sequence of slowly changing linear systems. Our approach is to reduce the computational overhead of recycling techniques while still benefiting…

Numerical Analysis · Mathematics 2024-09-30 Liam Burke , Stefan Güttel , Kirk M. Soodhalter

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

For many applications involving a sequence of linear systems with slowly changing system matrices, subspace recycling, which exploits relationships among systems and reuses search space information, can achieve huge gains in iterations…

Numerical Analysis · Mathematics 2023-06-28 Misha E. Kilmer , Eric de Sturler

Krylov subspace recycling is a powerful tool for solving long series of large, sparse linear systems that change slowly. In PDE constrained shape optimization, these appear naturally, as hundreds or more optimization steps are needed with…

Numerical Analysis · Mathematics 2020-10-23 Matthias Bolten , Eric de Sturler , Camilla Hahn

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…

Computational Engineering, Finance, and Science · Computer Science 2025-02-04 Hadi Keramati , Feridun Hamdullahpur

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…

Numerical Analysis · Mathematics 2016-04-15 Martin Peter Neuenhofen , Sven Groß

We propose a geometry-aware strategy for training neural preconditioners tailored to parametrized linear systems arising from the discretization of mixed-dimensional partial differential equations (PDEs). These systems are typically…

Numerical Analysis · Mathematics 2025-07-22 Nunzio Dimola , Alessandro Coclite , Paolo Zunino

This survey concerns subspace recycling methods, a popular class of iterative methods that enable effective reuse of subspace information in order to speed up convergence and find good initial guesses over a sequence of linear systems with…

Numerical Analysis · Mathematics 2020-07-30 Kirk M. Soodhalter , Eric de Sturler , Misha Kilmer

Recent progress in scientific machine learning (SciML) has opened up the possibility of training novel neural network architectures that solve complex partial differential equations (PDEs). Several (nearly data free) approaches have been…

A Krylov subspace recycling method for the efficient evaluation of a sequence of matrix functions acting on a set of vectors is developed. The method improves over the recycling methods presented in [Burke et al., arXiv:2209.14163, 2022] in…

Numerical Analysis · Mathematics 2023-08-23 Liam Burke , Stefan Güttel

We study the use of Krylov subspace recycling for the solution of a sequence of slowly-changing families of linear systems, where each family consists of shifted linear systems that differ in the coefficient matrix only by multiples of the…

Numerical Analysis · Mathematics 2014-10-01 Kirk M. Soodhalter , Daniel B. Szyld , Fei Xue

Many optimization problems require hyperparameters, i.e., parameters that must be pre-specified in advance, such as regularization parameters and parametric regularizers in variational regularization methods for inverse problems, and…

Optimization and Control · Mathematics 2025-10-09 Matthias J. Ehrhardt , Silvia Gazzola , Sebastian J. Scott

The authors propose a recycling Krylov subspace method for the solution of a sequence of self-adjoint linear systems. Such problems appear, for example, in the Newton process for solving nonlinear equations. Ritz vectors are automatically…

Numerical Analysis · Mathematics 2015-03-13 André Gaul , Nico Schlömer

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

Reconstructing high-quality images with sharp edges requires the use of edge-preserving constraints in the regularized form of the inverse problem. The use of the $\ell_q$-norm on the gradient of the image is a common such constraint. For…

Numerical Analysis · Mathematics 2023-09-28 Mirjeta Pasha , Eric de Sturler , Misha E. Kilmer

In this text I present a couple of new principles and thereon based iterative methods for numerical solution of sequences of systems of linear equations with fixed system matrix and changing right-hand-sides. The use of the new methods is…

Numerical Analysis · Mathematics 2015-12-17 Martin Neuenhofen

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…

Numerical Analysis · Mathematics 2018-07-26 Giuseppe Pitton , Luca Heltai

In recent years, Neural Operators(NO) have gradually emerged as a popular approach for solving Partial Differential Equations (PDEs). However, their application to large-scale engineering tasks suffers from significant computational…

Machine Learning · Computer Science 2025-11-05 Lei Liu , Zhongyi Yu , Hong Wang , Huanshuo Dong , Haiyang Xin , Hongwei Zhao , Bin Li

In this article, we present a parallel recursive algorithm based on multi-level domain decomposition that can be used as a precondtioner to a Krylov subspace method to solve sparse linear systems of equations arising from the discretization…

Numerical Analysis · Mathematics 2012-10-24 Rahul S. Sampath , Bobby Philip , Srikanth Allu , Srdjan Simunovic

Continual Reinforcement Learning (CRL) is essential for developing agents that can learn, adapt, and accumulate knowledge over time. However, a fundamental challenge persists as agents must strike a delicate balance between plasticity,…

Machine Learning · Computer Science 2025-03-11 Chengqi Zheng , Haiyan Yin , Jianda Chen , Terence Ng , Yew-Soon Ong , Ivor Tsang
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