Related papers: Randomized Krylov-Schur eigensolver with deflation
A novel numerical approach to solving the shallow-water equations on the sphere using high-order numerical discretizations in both space and time is proposed. A space-time tensor formalism is used to express the equations of motion…
Efficient surgery room scheduling is essential for hospital efficiency, patient satisfaction, and resource utilization. This study addresses this challenge by introducing a novel concept of Random-Key Optimizer (RKO), rigorously tested on…
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…
One of the most computationally expensive steps of the low-rank ADI method for large-scale Lyapunov equations is the solution of a shifted linear system at each iteration. We propose the use of the extended Krylov subspace method for this…
Block Krylov subspace methods (KSMs) comprise building blocks in many state-of-the-art solvers for large-scale matrix equations as they arise, e.g., from the discretization of partial differential equations. While extended and rational…
People employ the function-on-function regression to model the relationship between two random curves. Fitting this model, widely used strategies include algorithms falling into the framework of functional partial least squares (typically…
We consider the linear least squares problem with linear equality constraints (LSE problem) formulated as $\min_{x\in\mathbb{R}^{n}}\|Ax-b\|_2 \ \mathrm{s.t.} \ Cx = d$. Although there are some classical methods available to solve this…
Frequency-dependent correlations, such as the spectral function and the dynamical structure factor, help understand condensed matter experiments. Within the density matrix renormalization group (DMRG) framework, an accurate method for…
Bivariate matrix functions provide a unified framework for various tasks in numerical linear algebra, including the solution of linear matrix equations and the application of the Fr\'echet derivative. In this work, we propose a novel…
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…
This paper develops a new class of algorithms for general linear systems and eigenvalue problems. These algorithms apply fast randomized sketching to accelerate subspace projection methods, such as GMRES and Rayleigh--Ritz. This approach…
This work presents a new Krylov-subspace-recycling method for efficiently solving sequences of linear systems of equations characterized by varying right-hand sides and symmetric-positive-definite matrices. As opposed to typical truncation…
Within the realm of early fault-tolerant quantum computing (EFTQC), quantum Krylov subspace diagonalization (QKSD) has emerged as a promising quantum algorithm for the approximate Hamiltonian diagonalization via projection onto the quantum…
We propose a multigrid correction scheme to solve a new Steklov eigenvalue problem in inverse scattering. With this scheme, solving an eigenvalue problem in a fine finite element space is reduced to solve a series of boundary value problems…
In the present paper, we propose Krylov-based methods for solving large-scale differential Sylvester matrix equations having a low rank constant term. We present two new approaches for solving such differential matrix equations. The first…
Predicting ground state energies of quantum many-body systems is one of the central computational challenges in quantum chemistry, physics, and materials science. Krylov subspace methods, such as Krylov Quantum Diagonalization and…
Spectral clustering is one of the most effective clustering approaches that capture hidden cluster structures in the data. However, it does not scale well to large-scale problems due to its quadratic complexity in constructing similarity…
This paper introduces the Random-Key Optimizer (RKO), a versatile and efficient stochastic local search method tailored for combinatorial optimization problems. Using the random-key concept, RKO encodes solutions as vectors of random keys…
Deflation techniques are typically used to shift isolated clusters of small eigenvalues in order to obtain a tighter distribution and a smaller condition number. Such changes induce a positive effect in the convergence behavior of Krylov…
One of the limitations of recycled GCRO methods is the large amount of computation required to orthogonalize the basis vectors of the newly generated Krylov subspace for the approximate solution when combined with those of the recycle…