相关论文: Automatic smoothness detection of the resolvent Kr…

We analyse the Krylov solvability of inverse linear problems on Hilbert space $\mathcal{H}$ where the underlying operator is compact and normal. Krylov solvability is an important feature of inverse linear problems that has profound…

Functions in a Sobolev space are approximated directly by piecewise affine interpolation in the norm of the space. The proof is based on estimates for interpolations and does not rely on the density of smooth functions.

Several problems in machine learning, statistics, and other fields rely on computing eigenvectors. For large scale problems, the computation of these eigenvectors is typically performed via iterative schemes such as subspace iteration or…

Second-order optimization methods, such as cubic regularized Newton methods, are known for their rapid convergence rates; nevertheless, they become impractical in high-dimensional problems due to their substantial memory requirements and…

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…

This paper addresses the gradient flow -- the continuous-time representation of the gradient method -- with the smooth approximation of a non-differentiable objective function and presents convergence analysis framework. Similar to the…

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…

Krylov subspace methods are a ubiquitous tool for computing near-optimal rank $k$ approximations of large matrices. While "large block" Krylov methods with block size at least $k$ give the best known theoretical guarantees, block size one…

Krylov subspace methods are a powerful tool for efficiently solving high-dimensional linear algebra problems. In this work, we study the approximation quality that a Krylov subspace provides for estimating the numerical range of a matrix.…

In this paper, we apply acceleration to the inverse-free preconditioned Krylov subspace method introduced by Golub and Ye, which solves the symmetric generalized eigenvalue problem for the algebraically smallest eigenvalue. As the method is…

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,…

Krylov subspace recycling is a powerful tool for solving long series of large, sparse linear systems that change slowly. In PDE constrained shape optimization, these appear naturally, as hundreds or more optimization steps are needed with…

In this paper we first study a smooth optimization approach for solving a class of nonsmooth strictly concave maximization problems whose objective functions admit smooth convex minimization reformulations. In particular, we apply…

It is well-known that accelerated gradient first order methods possess optimal complexity estimates for the class of convex smooth minimization problems. In many practical situations, it makes sense to work with inexact gradients. However,…

In this note the Chernoff Theorem is used to approximate evolution semigroups constructed by the procedure of subordination. The considered semigroups are subordinate to some original, unknown explicitly but already approximated by the same…

Deflation techniques for Krylov subspace methods have seen a lot of attention in recent years. They provide means to improve the convergence speed of these methods by enriching the Krylov subspace with a deflation subspace. The most common…

Frequency-dependent correlations, such as the spectral function and the dynamical structure factor, help understand condensed matter experiments. Within the density matrix renormalization group (DMRG) framework, an accurate method for…

Regular convergence, together with various other types of convergence, has been studied since the 1970s for the discrete approximations of linear operators. In this paper, we consider the eigenvalue approximation of compact operators whose…

This paper is devoted to some approaches for convex min-min problems with smoothness and strong convexity in only one of the two variable groups. It is shown that the proposed approaches, based on Vaidya's cutting plane method and…

Chernoff approximations to strongly continuous one-parameter semigroups give solutions to a wide class of differential equations. This paper studies the rate of convergence of the Chernoff approximations. We provide simple natural examples…