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Krylov Subspace Solvers and Preconditioners [PDF]
In these lecture notes an introduction to Krylov subspace solvers and preconditioners is presented. After a discretization of partial differential equations large, sparse systems of linear equations have to be solved.
Vuik C.
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The Hamiltonian extended Krylov subspace method
An algorithm for constructing a $J$-orthogonal basis of the extended Krylov subspace$\mathcal{K}_{r,s}=\operatorname{range}\{u,Hu, H^2u,$ $ \ldots, $ $H^{2r-1}u, H^{-1}u, H^{-2}u, \ldots, H^{-2s}u\},$where $H \in \mathbb{R}^{2n \times 2n}$ is a large (and sparse) Hamiltonian matrix is derived (for $r = s+1$ or $r=s$).
Peter Benner +2 more
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Reduced-Rank Adaptive Filtering Using Krylov Subspace
A unified view of several recently introduced reduced-rank adaptive filters is presented. As all considered methods use Krylov subspace for rank reduction, the approach taken in this work is inspired from Krylov subspace methods for iterative solutions ...
Burykh Sergueï, Abed-Meraim Karim
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Estimating the numerical range with a Krylov subspace
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 contrast to prior results, which often depend on the gaps between eigenvalues, our estimates depend only on the ...
Cecilia Chen, John Urschel
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Krylov Subspace Estimation [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Michael K. Schneider, Alan S. Willsky
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Convergence of Restarted Krylov Subspaces to Invariant Subspaces [PDF]
The authors prove estimates for the angle (strictly spoken: for the containment gap) between a searched invariant subspace of a general \(n\times n\) matrix and the subspace generated by Krylov subspace methods like the Arnoldi algorithm or the biorthogonal Lanczos algorithm.
Christopher Beattie +2 more
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Preconditioners for Krylov subspace methods: An overview [PDF]
AbstractWhen simulating a mechanism from science or engineering, or an industrial process, one is frequently required to construct a mathematical model, and then resolve this model numerically. If accurate numerical solutions are necessary or desirable, this can involve solving large‐scale systems of equations.
Pearson, John W., Pestana, Jennifer
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Krylov Subspace Methods in Dynamical Sampling [PDF]
Let $B$ be an unknown linear evolution process on $\mathbb C^d\simeq l^2(\mathbb Z_d)$ driving an unknown initial state $x$ and producing the states $\{B^\ell x, \ell = 0,1,\ldots\}$ at different time levels. The problem under consideration in this paper is to find as much information as possible about $B$ and $x$ from the measurements $Y=\{x(i)$, $Bx ...
Akram Aldroubi, Ilya A. Krishtal
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Pipelined, Flexible Krylov Subspace Methods [PDF]
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 operator and nonlinear or nondeterministic preconditioner application.The methods are hence aimed at hiding network
Patrick Sanan +2 more
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KRYLOV SUBSPACE METHODS FOR SOLVING LARGE LYAPUNOV EQUATIONS [PDF]
Published ...
KASENALLY, EM, JAIMOUKHA, IM
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