English

Computing Krylov iterates in the time of matrix multiplication

Symbolic Computation 2024-08-21 v2

Abstract

Krylov methods rely on iterated matrix-vector products AkujA^k u_j for an n×nn\times n matrix AA and vectors u1,,umu_1,\ldots,u_m. The space spanned by all iterates AkujA^k u_j admits a particular basis -- the \emph{maximal Krylov basis} -- which consists of iterates of the first vector u1,Au1,A2u1,u_1, Au_1, A^2u_1,\ldots, until reaching linear dependency, then iterating similarly the subsequent vectors until a basis is obtained. Finding minimal polynomials and Frobenius normal forms is closely related to computing maximal Krylov bases. The fastest way to produce these bases was, until this paper, Keller-Gehrig's 1985 algorithm whose complexity bound O(nωlog(n))O(n^\omega \log(n)) comes from repeated squarings of AA and logarithmically many Gaussian eliminations. Here ω>2\omega>2 is a feasible exponent for matrix multiplication over the base field. We present an algorithm computing the maximal Krylov basis in O(nωloglog(n))O(n^\omega\log\log(n)) field operations when mO(n)m \in O(n), and even O(nω)O(n^\omega) as soon as mO(n/log(n)c)m\in O(n/\log(n)^c) for some fixed real c>0c>0. As a consequence, we show that the Frobenius normal form together with a transformation matrix can be computed deterministically in O(nω(loglog(n))2)O(n^\omega (\log\log(n))^2), and therefore matrix exponentiation~AkA^k can be performed in the latter complexity if log(k)O(nω1ε)\log(k) \in O(n^{\omega-1-\varepsilon}) for some fixed ε>0\varepsilon>0. A key idea for these improvements is to rely on fast algorithms for m×mm\times m polynomial matrices of average degree n/mn/m, involving high-order lifting and minimal kernel bases.

Keywords

Cite

@article{arxiv.2402.07345,
  title  = {Computing Krylov iterates in the time of matrix multiplication},
  author = {Vincent Neiger and Clément Pernet and Gilles Villard},
  journal= {arXiv preprint arXiv:2402.07345},
  year   = {2024}
}

Comments

10 pages, 5 algorithms

R2 v1 2026-06-28T14:45:32.505Z