Related papers: Escaping the Krylov space during finite precision …
The Lanczos method is one of the most powerful and fundamental techniques for solving an extremal symmetric eigenvalue problem. Convergence-based error estimates depend heavily on the eigenvalue gap. In practice, this gap is often…
Recently, a novel measure for the complexity of operator growth is proposed based on Lanczos algorithm and Krylov recursion method. We study this Krylov complexity in quantum mechanical systems derived from some well-known local toric…
In this paper, we develop algorithms for computing the recurrence coefficients corresponding to multiple orthogonal polynomials on the step-line. We reformulate the problem as an inverse eigenvalue problem, which can be solved using…
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 propose inexact subspace iteration for solving high-dimensional eigenvalue problems with low-rank structure. Inexactness stems from low-rank compression, enabling efficient representation of high-dimensional vectors in a low-rank tensor…
This work considers large-scale Lyapunov matrix equations of the form $AX + XA = \boldsymbol{c}\boldsymbol{c}^T$, where $A$ is a symmetric positive definite matrix and $\boldsymbol{c}$ is a vector. Motivated by the need to solve such…
Krylov subspace methods quantify operator growth in quantum many-body systems through Lanczos coefficients that encode how operators spread under time evolution. Although these diagnostics were originally motivated by questions of chaos and…
We show that Hall's exact uncertainty relation acquires a simple geometric form in the Krylov basis generated by the Liouvillian. In this canonical operator frame, the uncertainty equality implies that the operator amplitude vector evolves…
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…
Krylov complexity measures operator growth with respect to a basis, which is adapted to the Heisenberg time evolution. The construction of that basis relies on the Lanczos algorithm, also known as the recursion method. The mathematics of…
A new iterative method for solving large scale symmetric nonlinear eigenvalue problems is presented. We firstly derive an infinite dimensional symmetric linearization of the nonlinear eigenvalue problem, then we apply the indefinite Lanczos…
This paper revisits the error analysis of the Stochastic Lanczos Quadrature (SLQ) method for approximating the trace of matrix functions, with a specific focus on asymmetric Lanczos quadrature rules. We reexplain an existing theoretical…
We introduce and review a new complexity measure, called `Krylov complexity', which takes its origins in the field of quantum-chaotic dynamics, serving as a canonical measure of operator growth and spreading. Krylov complexity, underpinned…
We present a comparative study of the application of modern eigenvalue algorithms to an eigenvalue problem arising in quantum physics, namely, the computation of a few interior eigenvalues and their associated eigenvectors for the large,…
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…
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 $\mathcal{K}(t)$…
Quadratic forms of Hermitian matrix resolvents involve the solutions of shifted linear systems. Efficient iterative solutions use the shift-invariance property of Krylov subspaces The Hermitian Lanczos method reduces a given vector and…
We consider the following constrained Rayleigh quotient optimization problem (CRQopt) $$ \min_{x\in \mathbb{R}^n} x^{T}Ax\,\,\mbox{subject to}\,\, x^{T}x=1\,\mbox{and}\,C^{T}x=b, $$ where $A$ is an $n\times n$ real symmetric matrix and $C$…
This paper establishes that Krylov complexity contains the entire information about the dynamics of a quantum operator, extending the list of equivalent quantities that can serve this purpose, such as the Lanczos coefficients, the return…
The time-ordered exponential is defined as the function that solves a system of coupled first-order linear differential equations with generally non-constant coefficients. In spite of being at the heart of much system dynamics, control…