Recent computational developments in Krylov subspace methods for linear systems

V Simoncini, DB Szyld - Numerical Linear Algebra with …, 2007 - Wiley Online Library
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 …

The quadratic eigenvalue problem

F Tisseur, K Meerbergen - SIAM review, 2001 - SIAM
We survey the quadratic eigenvalue problem, treating its many applications, its
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 …

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 …

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 …

Iterative system solvers for the frequency analysis of linear mechanical systems

A Feriani, F Perotti, V Simoncini - Computer Methods in Applied Mechanics …, 2000 - Elsevier
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 …

Fast matrix square roots with applications to Gaussian processes and Bayesian optimization

G Pleiss, M Jankowiak, D Eriksson… - Advances in neural …, 2020 - proceedings.neurips.cc
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 …

A survey of subspace recycling iterative methods

KM Soodhalter, E de Sturler, ME Kilmer - GAMM‐Mitteilungen, 2020 - Wiley Online Library
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 …

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 …

Fast CG-based methods for Tikhonov--Phillips regularization

A Frommer, P Maass - SIAM Journal on Scientific Computing, 1999 - SIAM
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 …