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A standard approach to reduced-order modeling of higher-order linear dynamical systems is to rewrite the system as an equivalent first-order system and then employ Krylov-subspace techniques for reduced-order modeling of first-order…

Numerical Analysis · Mathematics 2007-05-23 Roland W. Freund

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

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…

Numerical Analysis · Mathematics 2020-10-23 Matthias Bolten , Eric de Sturler , Camilla Hahn

We study the use of Krylov subspace recycling for the solution of a sequence of slowly-changing families of linear systems, where each family consists of shifted linear systems that differ in the coefficient matrix only by multiples of the…

Numerical Analysis · Mathematics 2014-10-01 Kirk M. Soodhalter , Daniel B. Szyld , Fei Xue

In this paper, we investigate the use of multilinear algebra for reducing the order of multidimensional linear time-invariant (MLTI) systems. Our main tools are tensor rational Krylov subspace methods, which enable us to approximate the…

Numerical Analysis · Mathematics 2024-11-28 Houda Barkouki , Khalide Jbilou

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

A model order reduction algorithm is presented that generates a reduced-order model of the original high-order model, which ensures high-fidelity within the desired time interval. The reduced model satisfies a subset of the first-order…

Systems and Control · Electrical Eng. & Systems 2020-07-16 Umair Zulfiqar , Victor Sreeram , Xin Du

We derive an augmented Krylov subspace method with subspace recycling for computing a sequence of matrix function applications on a set of vectors. The matrix is either fixed or changes as the sequence progresses. We assume consecutive…

Numerical Analysis · Mathematics 2025-08-21 Liam Burke , Andreas Frommer , Gustavo Ramirez-Hidalgo , Kirk M. Soodhalter

For many applications involving a sequence of linear systems with slowly changing system matrices, subspace recycling, which exploits relationships among systems and reuses search space information, can achieve huge gains in iterations…

Numerical Analysis · Mathematics 2023-06-28 Misha E. Kilmer , Eric de Sturler

This survey concerns subspace recycling methods, a popular class of iterative methods that enable effective reuse of subspace information in order to speed up convergence and find good initial guesses over a sequence of linear systems with…

Numerical Analysis · Mathematics 2020-07-30 Kirk M. Soodhalter , Eric de Sturler , Misha Kilmer

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…

Numerical Analysis · Mathematics 2020-02-06 Daniel Kressner , Kathryn Lund , Stefano Massei , Davide Palitta

This paper discusses model order reduction of large sparse second-order index-3 differential algebraic equations (DAEs) by applying Iterative Rational Krylov Algorithm (IRKA). In general, such DAEs arise in constraint mechanics, multibody…

Optimization and Control · Mathematics 2021-01-11 Xin Du , M. Monir Uddiny , A. Mostakim Fonyz , Md. Tanzim Hossainx , Md. Nazmul Islam Shuzan

Rational Krylov subspaces have become a reference tool in dimension reduction procedures for several application problems. When data matrices are symmetric, a short-term recurrence can be used to generate an associated orthonormal basis. In…

Numerical Analysis · Mathematics 2021-12-21 Davide Palitta , Stefano Pozza , Valeria Simoncini

In this work, we explore the application of multilinear algebra in reducing the order of multidimentional linear time-invariant (MLTI) systems. We use tensor Krylov subspace methods as key tools, which involve approximating the system…

Numerical Analysis · Mathematics 2023-05-19 M. A. Hamadi , K. Jbilou , A. Ratnani

Krylov subspace methods are a powerful tool for efficiently solving high-dimensional linear algebra problems. In this work, we study the approximation quality that a Krylov subspace provides for estimating the numerical range of a matrix.…

Numerical Analysis · Mathematics 2024-12-02 Cecilia Chen , John Urschel

In this paper, we discuss a novel model reduction framework for generalized linear systems. The transfer functions of these systems are assumed to have a special structure, e.g., coming from second-order linear systems and time-delay…

Numerical Analysis · Mathematics 2019-10-31 Peter Benner , Pawan Goyal , Igor Pontes Duff

We consider Arnoldi like processes to obtain symplectic subspaces for Hamiltonian systems. Large systems are locally approximated by ones living in low dimensional subspaces; we especially consider Krylov subspaces and some extensions. This…

Numerical Analysis · Mathematics 2021-06-24 Antti Koskela

In recent years two Krylov subspace methods have been proposed for solving skew symmetric linear systems, one based on the minimum residual condition, the other on the Galerkin condition. We give new, algorithm-independent proofs that in…

Numerical Analysis · Mathematics 2015-12-02 Stanley C. Eisenstat

We develop a novel convergence analysis of the classical deterministic block Krylov methods for the approximation of $h$-dimensional dominant subspaces and low-rank approximations of matrices $ A\in\mathbb K^{m\times n}$ (where $\mathbb…

Numerical Analysis · Mathematics 2024-08-22 Pedro Massey

We present a new short-recurrence reaidual-optimal Krylov subspace recycling method for sequences of Hermitian systems of linear equations with a fixed system matrix and changing right-hand sides. Such sequences of linear systems occur…

Numerical Analysis · Mathematics 2016-04-15 Martin Peter Neuenhofen , Sven Groß
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