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CG, SYMMLQ, and MINRES are Krylov subspace methods for solving symmetric systems of linear equations. When these methods are applied to an incompatible system (that is, a singular symmetric least-squares problem), CG could break down and…

数值分析 · 数学 2015-03-30 Sou-Cheng T. Choi , Christopher C. Paige , Michael A. Saunders

We describe algorithm MINRES-QLP and its FORTRAN 90 implementation for solving symmetric or Hermitian linear systems or least-squares problems. If the system is singular, MINRES-QLP computes the unique minimum-length solution (also known as…

数学软件 · 计算机科学 2015-03-30 Sou-Cheng T. Choi , Michael A. Saunders

Krylov subspace methods for solving linear systems of equations involving skew-symmetric matrices have gained recent attention. Numerical equivalences among Krylov subspace methods for nonsingular skew-symmetric linear systems have been…

数值分析 · 数学 2023-08-01 Kui Du , Jia-Jun Fan , Xiao-Hui Sun , Fang Wang , Ya-Lan Zhang

The celebrated minimum residual method (MINRES), proposed in the seminal paper of Paige and Saunders, has seen great success and widespread use in solving Hermitian (and complex-symmetric) linear systems. Unless the system is consistent,…

数值分析 · 数学 2025-05-22 Yang Liu , Andre Milzarek , Fred Roosta

We introduce an iterative solver named MINARES for symmetric linear systems $Ax \approx b$, where $A$ is possibly singular. MINARES is based on the symmetric Lanczos process, like MINRES and MINRES-QLP, but it minimizes $\|Ar_k\|$ in each…

数值分析 · 数学 2023-10-04 Alexis Montoison , Dominique Orban , Michael A. Saunders

Inverse problems arise in various scientific and engineering applications, necessitating robust numerical methods for their solution. In this work, we consider the effectiveness of Krylov subspace iterative methods, including GMRES, QMR,…

数值分析 · 数学 2025-08-11 Moshen Hu , Lucas Onisk

It is well known that for general linear systems, only optimal Krylov methods with long recurrences exist. For special classes of linear systems it is possible to find optimal Krylov methods with short recurrences. In this paper we consider…

数值分析 · 数学 2023-04-11 R. Idema , C. Vuik

By applying the minimal residual technique to the Hermitian and skew-Hermitian (HSS) iteration scheme, we introduce a non-stationary iteration method named minimal residual Hermitian and skew-Hermitian (MRHSS) iteration method to solve the…

Despite the successful enhancement to the Harrow-Hassidim-Lloyd algorithm by Childs et al., who introduced the Fourier approach leveraging linear combinations of unitary operators, our research has identified non-trivial redundancies within…

量子物理 · 物理学 2024-05-13 Rui-Bin Xu , Zhu-Jun Zheng , Zheng Zheng

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…

数值分析 · 数学 2015-12-02 Stanley C. Eisenstat

The solution of sequences of shifted linear systems is a classic problem in numerical linear algebra, and a variety of efficient methods have been proposed over the years. Nevertheless, there still exist challenging scenarios witnessing a…

数值分析 · 数学 2026-01-28 Hussam Al Daas , Davide Palitta

In the numerical treatment of large-scale Sylvester and Lyapunov equations, projection methods require solving a reduced problem to check convergence. As the approximation space expands, this solution takes an increasing portion of the…

数值分析 · 数学 2017-02-03 Davide Palitta , Valeria Simoncini

This paper presents a single-life reinforcement learning (SLRL) approach to adaptively select the dimension of the Krylov subspace during the generalized minimal residual (GMRES) iteration. GMRES is an iterative algorithm for solving large…

计算工程、金融与科学 · 计算机科学 2025-02-04 Hadi Keramati , Feridun Hamdullahpur

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…

Preconditioned Krylov subspace (KSP) methods are widely used for solving large-scale sparse linear systems arising from numerical solutions of partial differential equations (PDEs). These linear systems are often nonsymmetric due to the…

数值分析 · 数学 2018-09-05 Aditi Ghai , Cao Lu , Xiangmin Jiao

We present variants of the Conjugate Gradient (CG), Conjugate Residual (CR), and Generalized Minimal Residual (GMRES) methods which are both pipelined and flexible. These allow computation of inner products and norms to be overlapped with…

数值分析 · 数学 2016-09-16 Patrick Sanan , Sascha M. Schnepp , Dave. A. May

Stationary iterative methods with a symmetric splitting matrix are performed as inner-iteration preconditioning for Krylov subspace methods. We give conditions such that the inner-iteration preconditioning matrix is definite, and show that…

数值分析 · 数学 2019-05-20 Keiichi Morikuni

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…

数值分析 · 数学 2016-04-15 Martin Peter Neuenhofen , Sven Groß

Block and global Krylov subspace methods have been proposed as methods adapted to the situation where one iteratively solves systems with the same matrix and several right hand sides. These methods are advantageous, since they allow to cast…

数值分析 · 数学 2015-04-20 Somaiyeh Rashedi , Sebastian Birk , Andreas Frommer , Ghodrat Ebadi

It is well known that for singular inconsistent range-symmetric linear systems, the generalized minimal residual (GMRES) method determines a least squares solution without breakdown. The reached least squares solution may be or not be the…

数值分析 · 数学 2024-01-24 Kui Du , Jia-Jun Fan , Fang Wang
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