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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

We study Krylov complexity in BMN Plane Wave Matrix Model at large mass deformation. We consider various consistent reductions of the matrix model that allow us to perform a Hamiltonian analysis which leads to different notions of the…

High Energy Physics - Theory · Physics 2026-05-26 Dibakar Roychowdhury

The need for large-scale electronic structure calculations arises recently in the field of material physics and efficient and accurate algebraic methods for large simultaneous linear equations become greatly important. We investigate the…

Mesoscale and Nanoscale Physics · Physics 2015-05-27 H. Teng , T. Fujiwara , T. Hoshi , T. Sogabe , S. -L. Zhang , S. Yamamoto

Mixed-effects models are widely used to model data with hierarchical grouping structures and high-cardinality categorical predictor variables. However, for high-dimensional crossed random effects, current standard computations relying on…

Methodology · Statistics 2026-05-15 Pascal Kündig , Fabio Sigrist

This work is on a user-friendly reduced basis method for solving a family of parametric PDEs by preconditioned Krylov subspace methods including the conjugate gradient method, generalized minimum residual method, and bi-conjugate gradient…

Numerical Analysis · Mathematics 2026-02-24 Yuwen Li , Ludmil T. Zikatanov , Cheng Zuo

Krylov subspace methods are a powerful family of iterative solvers for linear systems of equations, which are commonly used for inverse problems due to their intrinsic regularization properties. Moreover, these methods are naturally suited…

Quadratic minimization problems with orthogonality constraints (QMPO) play an important role in many applications of science and engineering. However, some existing methods may suffer from low accuracy or heavy workload for large-scale…

Numerical Analysis · Mathematics 2023-04-25 Bo Feng , Gang Wu

We provide convergence rates for Krylov subspace solutions to the trust-region and cubic-regularized (nonconvex) quadratic problems. Such solutions may be efficiently computed by the Lanczos method and have long been used in practice. We…

Optimization and Control · Mathematics 2019-01-03 Yair Carmon , John C. Duchi

Krylov complexity, as a novel measure of operator complexity under Heisenberg evolution, exhibits many interesting universal behaviors and also bounds many other complexity measures. In this work, we study Krylov complexity $\mathcal{K}(t)$…

High Energy Physics - Theory · Physics 2024-01-01 Haifeng Tang

For large-scale discrete ill-posed problems, LSQR, a Lanczos bidiagonalization process based Krylov method, is most often used. It is well known that LSQR has natural regularizing properties, where the number of iterations plays the role of…

Numerical Analysis · Mathematics 2015-01-27 Yi Huang , Zhongxiao Jia

Performing Bayesian inference on large spatio-temporal models requires extracting inverse elements of large sparse precision matrices for marginal variances, as well as estimating model hyperparameters. Although direct matrix factorizations…

Computation · Statistics 2026-03-17 Abylay Zhumekenov , Elias T. Krainski , Håvard Rue

The Krylov subspace projection approach is a well-established tool for the reduced order modeling of dynamical systems in the time domain. In this paper, we address the main issues obstructing the application of this powerful approach to…

Mathematical Physics · Physics 2012-04-16 Vladimir Druskin , Rob Remis

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 $f$…

Numerical Analysis · Mathematics 2023-11-07 Igor Simunec

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…

Optimization and Control · Mathematics 2025-02-27 Yan Yang , Bin Gao , Ya-xiang Yuan

The IP matrix model is a simple large $N$ quantum mechanical model made up of an adjoint harmonic oscillator plus a fundamental harmonic oscillator. It is a model introduced previously as a toy model of the gauge theory dual of an AdS black…

High Energy Physics - Theory · Physics 2023-06-09 Norihiro Iizuka , Mitsuhiro Nishida

We give a novel spectral approximation algorithm for the balanced separator problem that, given a graph G, a constant balance b \in (0,1/2], and a parameter \gamma, either finds an \Omega(b)-balanced cut of conductance O(\sqrt(\gamma)) in…

Data Structures and Algorithms · Computer Science 2011-11-08 Lorenzo Orecchia , Sushant Sachdeva , Nisheeth K. Vishnoi

Continuing the previous initiatives arXiv: 2207.05347 and arXiv: 2212.06180, we pursue the exploration of operator growth and Krylov complexity in dissipative open quantum systems. In this paper, we resort to the bi-Lanczos algorithm…

Quantum Physics · Physics 2023-12-15 Aranya Bhattacharya , Pratik Nandy , Pingal Pratyush Nath , Himanshu Sahu

We propose a novel algorithm based on inexact GMRES methods for linear response calculations in density functional theory. Such calculations require iteratively solving a nested linear problem $\mathcal{E} \delta\rho = b$ to obtain the…

Numerical Analysis · Mathematics 2025-10-30 Michael F. Herbst , Bonan Sun

The solution of matrices with $2\times 2$ block structure arises in numerous areas of computational mathematics, such as PDE discretizations based on mixed-finite element methods, constrained optimization problems, or the implicit or steady…

Numerical Analysis · Mathematics 2023-07-07 Ben S. Southworth , Abdullah A. Sivas , Sander Rhebergen

The Lanczos algorithm is evaluated for solving the time-independent as well as the time-dependent Dirac equation with arbitrary electromagnetic fields. We demonstrate that the Lanczos algorithm can yield very precise eigenenergies and…

Computational Physics · Physics 2015-01-05 Randolf Beerwerth , Heiko Bauke