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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

A parallel time integration method for nonlinear partial differential equations is proposed. It is based on a new implementation of the Paraexp method for linear partial differential equations (PDEs) employing a block Krylov subspace…

Numerical Analysis · Mathematics 2015-09-16 G. L. Kooij , M. A. Botchev , B. J. Geurts

Conjugated gradients on the normal equation (CGNE) is a popular method to regularise linear inverse problems. The idea of the method can be summarised as minimising the residuum over a suitable Krylov subspace. It is shown that using the…

Numerical Analysis · Mathematics 2019-12-30 Volker Grimm

In this manuscript, we introduce the tensor-train reduced basis method, a novel projection-based reduced-order model designed for the efficient solution of parameterized partial differential equations. While reduced-order models are widely…

Numerical Analysis · Mathematics 2025-05-06 Nicholas Mueller , Yiran Zhao , Santiago Badia , Tiangang Cui

For large scale electronic structure calculation, the Krylov subspace method is introduced to calculate the one-body density matrix instead of the eigenstates of given Hamiltonian. This method provides an efficient way to extract the…

Materials Science · Physics 2009-11-10 Ryu Takayama , Takeo Hoshi , Takeo Fujiwara

We consider deflation and augmentation techniques for accelerating the convergence of Krylov subspace methods for the solution of nonsingular linear algebraic systems. Despite some formal similarity, the two techniques are conceptually…

Numerical Analysis · Mathematics 2015-10-20 André Gaul , Martin H. Gutknecht , Jörg Liesen , Reinhard Nabben

In this paper we present deflation and augmentation techniques that have been designed to accelerate the convergence of Krylov subspace methods for the solution of linear systems of equations. We review numerical approaches both for linear…

Numerical Analysis · Mathematics 2013-03-25 Olivier Coulaud , Luc Giraud , Pierre Ramet , Xavier Vasseur

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 this paper, we present numerical methods suitable for solving convex quadratic Fractional Differential Equation (FDE) constrained optimization problems, with box constraints on the state and/or control variables. We develop an…

Optimization and Control · Mathematics 2021-02-01 Spyridon Pougkakiotis , John W. Pearson , Santolo Leveque , Jacek Gondzio

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

In this work, we propose a class of novel preconditioned Krylov subspace methods for solving an optimal control problem of parabolic equations. Namely, we develop a family of block $\omega$-circulant based preconditioners for the…

Numerical Analysis · Mathematics 2024-06-04 Po Yin Fung , Sean Hon

An algorithm for constructing a $J$-orthogonal basis of the extended Krylov subspace $\mathcal{K}_{r,s}=\operatorname{range}\{u,Hu, H^2u,$ $ \ldots, $ $H^{2r-1}u, H^{-1}u, H^{-2}u, \ldots, H^{-2s}u\},$ where $H \in \mathbb{R}^{2n \times…

Numerical Analysis · Mathematics 2022-02-28 Peter Benner , Heike Faßbender , Michel-Niklas Senn

In this work, we present a POD-greedy reduced basis method for parabolic partial differential equations (PDEs), based on the least squares space-time formulation proposed in [Hinze, Kahle, Stahl, A least-squares space-time approach for…

Numerical Analysis · Mathematics 2026-01-30 Michael Hinze , Christian Kahle , Michael Stahl

We consider an effective new method for solving trust-region and norm-regularization problems that arise as subproblems in many optimization applications. We show that the solutions to such subproblems effectively lie in a…

Numerical Analysis · Mathematics 2026-03-03 Hussam Al Daas , Nicholas I. M. Gould

In this paper, we propose a certified reduced basis (RB) method for quasilinear parabolic problems. The method is based on a space-time variational formulation. We provide a residual-based a-posteriori error bound on a space-time level and…

Numerical Analysis · Mathematics 2020-12-21 Michael Hinze , Denis Korolev

Low-rank Krylov methods are one of the few options available in the literature to address the numerical solution of large-scale general linear matrix equations. These routines amount to well-known Krylov schemes that have been equipped with…

Numerical Analysis · Mathematics 2020-01-28 Davide Palitta , Patrick Kürschner

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

Quantum Krylov subspace diagonalization is a prominent candidate for early fault tolerant quantum simulation of many-body and molecular systems, but so far the focus has been mainly on computing ground-state energies. We go beyond this by…

When a solution to an abstract inverse linear problem on Hilbert space is approximable by finite linear combinations of vectors from the cyclic subspace associated with the datum and with the linear operator of the problem, the solution is…

Functional Analysis · Mathematics 2021-03-01 Noe Angelo Caruso , Alessandro Michelangeli

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