Related papers: A low-memory Lanczos method with rational Krylov c…
This work is concerned with the computation of the action of a matrix function f(A), such as the matrix exponential or the matrix square root, on a vector b. For a general matrix A, this can be done by computing the compression of A onto a…
Bilevel optimization, with broad applications in machine learning, has an intricate hierarchical structure. Gradient-based methods have emerged as a common approach to large-scale bilevel problems. However, the computation of the…
This paper describes practical randomized algorithms for low-rank matrix approximation that accommodate any budget for the number of views of the matrix. The presented algorithms, which are aimed at being as pass efficient as needed, expand…
Inhomogeneous dynamical mean-field theory has been employed to solve many interesting strongly interacting problems from transport in multilayered devices to the properties of ultracold atoms in a trap. The main computational step,…
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…
We consider the approximation of $B^T (A+sI)^{-1} B$ for large s.p.d. $A\in\mathbb{R}^{n\times n}$ with dense spectrum and $B\in\mathbb{R}^{n\times p}$, $p\ll n$. We target the computations of Multiple-Input Multiple-Output (MIMO) transfer…
We present a modified Lanczos algorithm to diagonalize lattice Hamiltonians with dramatically reduced memory requirements, {\em without restricting to variational ansatzes}. The lattice of size $N$ is partitioned into two subclusters. At…
We derive an augmented Krylov subspace method with subspace recycling for computing a sequence of matrix function applications on a set of vectors. The matrix is either fixed or changes as the sequence progresses. We assume consecutive…
Recent work found that an analysis formalism based on the Lanczos algorithm allows energy levels to be extracted from Euclidean correlation functions with faster ground-state convergence than effective masses, convergent estimators for…
This paper is concerned with the reduction of a unitary matrix U to CMV-like shape. A Lanczos--type algorithm is presented which carries out the reduction by computing the block tridiagonal form of the Hermitian part of U, i.e., of the…
We analyze the Lanczos method for matrix function approximation (Lanczos-FA), an iterative algorithm for computing $f(\mathbf{A}) \mathbf{b}$ when $\mathbf{A}$ is a Hermitian matrix and $\mathbf{b}$ is a given vector. Assuming that $f :…
We introduce an algorithm for estimating the trace of a matrix function $f(\mathbf{A})$ using implicit products with a symmetric matrix $\mathbf{A}$. Existing methods for implicit trace estimation of a matrix function tend to treat…
We study the Lanczos algorithm where the initial vector is sampled uniformly from $\mathbb{S}^{n-1}$. Let $A$ be an $n \times n$ Hermitian matrix. We show that when run for few iterations, the output of Lanczos on $A$ is almost…
We obtain an expression for the error in the approximation of $f(A) \boldsymbol{b}$ and $\boldsymbol{b}^T f(A) \boldsymbol{b}$ with rational Krylov methods, where $A$ is a symmetric matrix, $\boldsymbol{b}$ is a vector and the function $f$…
Matrices are exceptionally useful in various fields of study as they provide a convenient framework to organize and manipulate data in a structured manner. However, modern matrices can involve billions of elements, making their storage and…
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…
The Lanczos algorithm, introduced by Cornelius Lanczos, has been known for a long time and is widely used in computational physics. While often employed to approximate extreme eigenvalues and eigenvectores of an operator, recently interest…
Hierarchical matrices provide a highly memory-efficient way of storing dense linear operators arising, for example, from boundary element methods, particularly when stored in the H^2 format. In such data-sparse representations, iterative…
We present a class of algorithms based on rational Krylov methods to compute the action of a generalized matrix function on a vector. These algorithms incorporate existing methods based on the Golub-Kahan bidiagonalization as a special…
Since being analyzed by Rokhlin, Szlam, and Tygert and popularized by Halko, Martinsson, and Tropp, randomized Simultaneous Power Iteration has become the method of choice for approximate singular value decomposition. It is more accurate…