Computing Krylov iterates in the time of matrix multiplication
Abstract
Krylov methods rely on iterated matrix-vector products for an matrix and vectors . The space spanned by all iterates admits a particular basis -- the \emph{maximal Krylov basis} -- which consists of iterates of the first vector , 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 comes from repeated squarings of and logarithmically many Gaussian eliminations. Here is a feasible exponent for matrix multiplication over the base field. We present an algorithm computing the maximal Krylov basis in field operations when , and even as soon as for some fixed real . As a consequence, we show that the Frobenius normal form together with a transformation matrix can be computed deterministically in , and therefore matrix exponentiation~ can be performed in the latter complexity if for some fixed . A key idea for these improvements is to rely on fast algorithms for polynomial matrices of average degree , 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