Recent computational developments in Krylov subspace methods for linear systems
Many advances in the development of Krylov subspace methods for the iterative solution of
linear systems during the last decade and a half are reviewed. These new developments …
linear systems during the last decade and a half are reviewed. These new developments …
The quadratic eigenvalue problem
We survey the quadratic eigenvalue problem, treating its many applications, its
mathematical properties, and a variety of numerical solution techniques. Emphasis is given …
mathematical properties, and a variety of numerical solution techniques. Emphasis is given …
GMRES algorithms over 35 years
Q Zou - Applied Mathematics and Computation, 2023 - Elsevier
This paper is about GMRES algorithms for the solution of nonsingular linear systems. We
first consider basic algorithms and study their convergence. We then focus on acceleration …
first consider basic algorithms and study their convergence. We then focus on acceleration …
Low-rank tensor Krylov subspace methods for parametrized linear systems
D Kressner, C Tobler - SIAM Journal on Matrix Analysis and Applications, 2011 - SIAM
We consider linear systems A(α)x(α)=b(α) depending on possibly many parameters
α=(\alpha_1,...,\alpha_p). Solving these systems simultaneously for a standard discretization …
α=(\alpha_1,...,\alpha_p). Solving these systems simultaneously for a standard discretization …
Real valued iterative methods for solving complex symmetric linear systems
O Axelsson, A Kucherov - Numerical linear algebra with …, 2000 - Wiley Online Library
Complex valued systems of equations with a matrix R+ 1S where R and S are real valued
arise in many applications. A preconditioned iterative solution method is presented when R …
arise in many applications. A preconditioned iterative solution method is presented when R …
Iterative system solvers for the frequency analysis of linear mechanical systems
The paper deals with the numerical treatment of the direct frequency domain (DFD) analysis
of linear mechanical systems. Attention is mainly focused on the solution of the complex …
of linear mechanical systems. Attention is mainly focused on the solution of the complex …
Fast matrix square roots with applications to Gaussian processes and Bayesian optimization
Matrix square roots and their inverses arise frequently in machine learning, eg, when
sampling from high-dimensional Gaussians N (0, K) or “whitening” a vector b against …
sampling from high-dimensional Gaussians N (0, K) or “whitening” a vector b against …
A survey of subspace recycling iterative methods
This survey concerns subspace recycling methods, a popular class of iterative methods that
enable effective reuse of subspace information in order to speed up convergence and find …
enable effective reuse of subspace information in order to speed up convergence and find …
Rational Krylov methods for operator functions
S Güttel - 2010 - eprints.maths.manchester.ac.uk
We present a unified and self-contained treatment of rational Krylov methods for
approximating the product of a function of a linear operator with a vector. With the help of …
approximating the product of a function of a linear operator with a vector. With the help of …
Fast CG-based methods for Tikhonov--Phillips regularization
Tikhonov--Phillips regularization is one of the best-known regularization methods for inverse
problems. A posteriori criteria for determining the regularization parameter α require solving …
problems. A posteriori criteria for determining the regularization parameter α require solving …