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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…

数值分析 · 数学 2024-11-28 Houda Barkouki , Khalide Jbilou

This work considers large-scale Lyapunov matrix equations of the form $AX + XA = \boldsymbol{c}\boldsymbol{c}^T$, where $A$ is a symmetric positive definite matrix and $\boldsymbol{c}$ is a vector. Motivated by the need to solve such…

数值分析 · 数学 2025-05-29 Angelo A. Casulli , Francesco Hrobat , Daniel Kressner

We develop K$\omega$, an open-source linear algebra library for the shifted Krylov subspace methods. The methods solve a set of shifted linear equations $(z_k I-H)x^{(k)}=b\, (k=0,1,2,...)$ for a given matrix $H$ and a vector $b$,…

The numerical and computational aspects of the overlap formalism in lattice quantum chromodynamics are extremely demanding due to a matrix-vector product that involves the sign function of the hermitian Wilson matrix. In this paper we…

高能物理 - 格点 · 物理学 2009-11-07 J. van den Eshof , A. Frommer , Th. Lippert , K. Schilling , H. A. van der Vorst

The computation of approximating e^tA B, where A is a large sparse matrix and B is a rectangular matrix, serves as a crucial element in numerous scientific and engineering calculations. A powerful way to consider this problem is to use…

数值分析 · 数学 2023-08-29 H. Barkouki , A. H. Bentbib , K. Jbilou

Krylov subspace methods, such as the Conjugate Gradient (CG) and BiCGSTAB methods, are widely used in scientific computing for solving linear systems. In this study, we propose a new framework for solving large Sylvester equations in a…

数值分析 · 数学 2026-05-28 Yuki Satake , Takeshi Fukaya , Tomohiro Sogabe , Shao-Liang Zhang

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…

最优化与控制 · 数学 2019-01-03 Yair Carmon , John C. Duchi

A new approach is discussed for solving large nonsymmetric systems of linear equations with multiple right-hand sides. The first system is solved with a deflated GMRES method that generates eigenvector information at the same time that the…

数学物理 · 物理学 2007-07-05 Ronald B. Morgan , Walter Wilcox

In this work we introduce a memory-efficient method for computing the action of a Hermitian matrix function on a vector. Our method consists of a rational Lanczos algorithm combined with a basis compression procedure based on rational…

数值分析 · 数学 2024-03-08 Angelo A. Casulli , Igor Simunec

We investigate the application of Krylov space methods to the solution of shifted linear systems of the form (A+\sigma) x - b = 0 for several values of \sigma simultaneously, using only as many matrix-vector operations as the solution of a…

高能物理 - 格点 · 物理学 2007-05-23 B. Jegerlehner

For Hermitian positive definite linear systems and eigenvalue problems, the eigCG algorithm is a memory efficient algorithm that solves the linear system and simultaneously computes some of its eigenvalues. The algorithm is based on the…

高能物理 - 格点 · 物理学 2010-02-19 Abdou Abdel-Rehim , Kostas Orginos , Andreas Stathopoulos

We consider three improvements to seed methods for Hermitian linear systems with multiple right-hand sides: only the Krylov subspace for the first system is used for seeding subsequent right-hand sides, the first right-hand side is solved…

高能物理 - 格点 · 物理学 2009-03-19 Abdou Abdel-Rehim , Ronald B. Morgan , Walter Wilcox

Quantum Krylov algorithms have emerged as a promising approach for ground-state energy estimation in the near-term quantum computing era. A major challenge, however, lies in their inherently substantial sampling cost, primarily due to the…

In this paper, we present a new approach for model reduction of large scale first and second order dynamical systems with multiple inputs and multiple outputs (MIMO). This approach is based on the projection of the initial problem onto…

数值分析 · 计算机科学 2019-03-19 Yassine Kaouane , Khalide Jbilou

We present an algorithm that uses block encoding on a quantum computer to exactly construct a Krylov space, which can be used as the basis for the Lanczos method to estimate extremal eigenvalues of Hamiltonians. While the classical Lanczos…

量子物理 · 物理学 2023-05-24 William Kirby , Mario Motta , Antonio Mezzacapo

We consider iterative methods for solving linear ill-posed problems with compact operator and right-hand side only available via noise-polluted measurements. Conjugate gradients (CG) applied to the normal equations with an appropriate…

数值分析 · 数学 2026-02-19 Daniel Gerth , Kirk M. Soodhalter

We consider the approximation of $B^T (A+sI)^{-1} B$ for large s.p.d. $A\in\mathbb{R}^{n\times n}$ with dense spectrum and $B\in\mathbb{R}^{n\times p}$, $p\ll n$. We target the computations of Multiple-Input Multiple-Output (MIMO) transfer…

数值分析 · 数学 2025-04-18 Vladimir Druskin , Jörn Zimmerling

A new approach is discussed for solving large nonsymmetric systems of linear equations with multiple right-hand sides. The first system is solved with a deflated GMRES method that generates eigenvector information at the same time that the…

数学物理 · 物理学 2007-05-23 Ronald B. Morgan , Walter Wilcox

Krylov subspace methods are a powerful family of iterative solvers for linear systems of equations, which are commonly used for inverse problems due to their intrinsic regularization properties. Moreover, these methods are naturally suited…

Ground-state energy and matrix element are reconstructed from correlators in lattice QCD by diagonalizing transfer matrix $\hat{T}$ within the Krylov subspace spanned by $\hat{T}^n|\chi\rangle$, where $|\chi\rangle$ is a state generated by…

高能物理 - 格点 · 物理学 2026-05-18 Ryutaro Tsuji , Shoji Hashimoto , Ryan Kellermann