Related papers: Lanczos with compression for symmetric eigenvalue …
I construct a Lanczos process on a large and sparse matrix and use the results of this iteration to compute the inverse square root of the same matrix. The algorithm is a stable version of an earlier proposal by the author. It can be used…
Krylov subspace recycling is a powerful tool for solving long series of large, sparse linear systems that change slowly. In PDE constrained shape optimization, these appear naturally, as hundreds or more optimization steps are needed with…
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…
In this work, we propose a new method, termed as R-CORK, for the numerical solution of large-scale rational eigenvalue problems, which is based on a linearization and on a compact decomposition of the rational Krylov subspaces corresponding…
With the emergence of Artificial Intelligence, numerical algorithms are moving towards more approximate approaches. For methods such as PCA or diffusion maps, it is necessary to compute eigenvalues of a large matrix, which may also be dense…
We consider the problem of extracting a few desired eigenpairs of the buckling eigenvalue problem $Kx = \lambda K_Gx$, where $K$ is symmetric positive semi-definite, $K_G$ is symmetric indefinite, and the pencil $K - \lambda K_G$ is…
Lanczos-based methods have become standard tools for tasks involving matrix functions. Progress on these algorithms has been driven by several largely disjoint communities, resulting many innovative and important advancements which would…
We introduce an algorithm that is simultaneously memory-efficient and low-scaling for applying ab initio molecular Hamiltonians to matrix-product states (MPS) via the tensor-hypercontraction (THC) format. These gains carry over to Krylov…
Currently, existing tensor recovery methods fail to recognize the impact of tensor scale variations on their structural characteristics. Furthermore, existing studies face prohibitive computational costs when dealing with large-scale…
Overparameterized models have proven to be powerful tools for solving various machine learning tasks. However, overparameterization often leads to a substantial increase in computational and memory costs, which in turn requires extensive…
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…
The Krylov subspace methods, being one category of the most important classical numerical methods for linear algebra problems, can be much more powerful when generalised to quantum computing. However, quantum Krylov subspace algorithms are…
This work has been submitted to the IEEE for possible publication. Copyright may be transferred without notice, after which this version may no longer be accessible. Numerous renowned algorithms for tackling the compressed sensing problem…
The parallel strong-scaling of Krylov iterative methods is largely determined by the number of global reductions required at each iteration. The GMRES and Krylov-Schur algorithms employ the Arnoldi algorithm for nonsymmetric matrices. The…
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…
Solving symmetric positive definite linear problems is a fundamental computational task in machine learning. The exact solution, famously, is cubicly expensive in the size of the matrix. To alleviate this problem, several linear-time…
We present a new Krylov subspace recycling method for solving a linear system of equations, or a sequence of slowly changing linear systems. Our approach is to reduce the computational overhead of recycling techniques while still benefiting…
This paper introduces new solvers for the computation of low-rank approximate solutions to large-scale linear problems, with a particular focus on the regularization of linear inverse problems. Although Krylov methods incorporating explicit…
Using a mild variant of polar codes we design linear compression schemes compressing Hidden Markov sources (where the source is a Markov chain, but whose state is not necessarily observable from its output), and to decode from Hidden Markov…
Global and block Krylov subspace methods are efficient iterative solvers for large sparse linear systems with multiple right-hand sides. However, global or block Lanczos-type solvers often exhibit large oscillations in the residual norms…