相关论文: Error Bounds for the Krylov Subspace Methods for C…

In this work, we propose a reduced basis method for efficient solution of parametric linear systems. The coefficient matrix is assumed to be a linear matrix-valued function that is symmetric and positive definite for admissible values of…

Matrix--vector algorithms, particularly Krylov subspace methods, are widely viewed as the most effective algorithms for solving large systems of linear equations. This paper establishes lower bounds on the worst-case number of…

The fractional inverse $M^{-\gamma}$ (real $\gamma >0$) of a matrix $M$ is expanded in a series of Gegenbauer polynomials. If the spectrum of $M$ is confined to an ellipse not including the origin, convergence is exponential, with the same…

In this work, we consider a rational approximation of the exponential function to design an algorithm for computing matrix exponential in the Hermitian case. Using partial fraction decomposition, we obtain a parallelizable method, where the…

The reduced basis method is a model reduction technique yielding substantial savings of computational time when a solution to a parametrized equation has to be computed for many values of the parameter. Certification of the approximation is…

One of the most computationally expensive steps of the low-rank ADI method for large-scale Lyapunov equations is the solution of a shifted linear system at each iteration. We propose the use of the extended Krylov subspace method for this…

We introduce an algorithm for estimating the trace of a matrix function $f(\mathbf{A})$ using implicit products with a symmetric matrix $\mathbf{A}$. Existing methods for implicit trace estimation of a matrix function tend to treat…

This paper introduces a method for computing eigenvalues and eigenvectors of a generalized Hermitian, matrix eigenvalue problem. The work is focused on large scale eigenvalue problems, where the application of a direct inverse is out of…

An accurate residual--time (AccuRT) restarting for computing matrix exponential actions of nonsymmetric matrices by the shift-and-invert (SAI) Krylov subspace method is proposed. The proposed restarting method is an extension of the…

The Fr\'echet derivative $L_f(A,E)$ of the matrix function $f(A)$ plays an important role in many different applications, including condition number estimation and network analysis. We present several different Krylov subspace methods for…

A method to compute guaranteed lower bounds to the eigenvalues of the Maxwell system in two or three space dimensions is proposed as a generalization of the method of Liu and Oishi [SIAM J. Numer. Anal., 51, 2013] for the Laplace operator.…

We propose a novel Krylov subspace method for estimating the finite impulse response (FIR) of a one-dimensional linear time-invariant systems. The method approximates the system's FIR using a kernel-based formulation combined with…

In this paper a new restarting method for Krylov subspace matrix exponential evaluations is proposed. Since our restarting technique essentially employs the residual, some convergence results for the residual are given. We also discuss how…

Approximating the action of a matrix function $f(\mathbf{A})$ on a vector $\mathbf{b}$ is an increasingly important primitive in machine learning, data science, and statistics, with applications such as sampling high dimensional Gaussians,…

Let $A$ be an $n\times n$ matrix with mutually independent centered Gaussian entries. Define \begin{align*} \sigma^*:=\max\limits_{i,j\leq n}\sqrt{{\mathbb E}\,|A_{i,j}|^2}, \quad \sigma:=\max\bigg(\max\limits_{j\leq n}\sqrt{{\mathbb…

It is well-known that sparse grid algorithm has been widely accepted as an efficient tool to overcome the "curse of dimensionality" in some degree. In this note, we first give the error estimate of hyperbolic cross (HC) approximations with…

Error estimates for the numerical solution of the master equation are presented. Estimates are based on adjoint methods. We find that a good estimate can often be computed without spending computational effort on a dual problem. Estimates…

Given a limited amount of memory and a target accuracy, we propose and compare several polynomial Krylov methods for the approximation of f(A)b, the action of a Stieltjes matrix function of a large Hermitian matrix on a vector. Using new…

Krylov subspace methods are widely known as efficient algebraic methods for solving large scale linear systems. However, on massively parallel hardware the performance of these methods is typically limited by communication latency rather…

A class of linear parabolic equations are considered. We give a posteriori error estimates in the maximum norm for a method that comprises extrapolation applied to the backward Euler method in time and finite element discretisations in…