Krylov subspace methods. Principles and analysis.

MaRDI QIDQ4649579zbMATH OpenFDO

Authors Zdeněk Strakoš, Jörg Liesen

Publication date 23 November 2012

zbMATH Keywords

monographconvergencenumerical examplescontinued fractiongeneralized minimal residual methodconjugate gradient methodKrylov subspace methodmodel reductionorthogonal polynomialsJacobi matricesCG-methodGMRES-methodArnoldi and Lanczos algorithm

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to numerical analysis (65-02) Iterative numerical methods for linear systems (65F10)

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Cited in

(only showing first 100 items - show all)

• Weighted and deflated global GMRES algorithms for solving large Sylvester matrix equations
• Sharp algebraic and total a posteriori error bounds for \(h\) and \(p\) finite elements via a multilevel approach. Recovering mass balance in any situation
• A unified approach to Krylov subspace methods for solving linear systems
• Krylov solvers for linear algebraic systems.
• Non-Toeplitz decay bounds for inverses of Hermitian positive definite tridiagonal matrices
• Sparse linear least-squares problems
• Stable iterative refinement for solving linear systems with inaccurate computation
• Error estimates for iterative algorithms for minimizing regularized quadratic subproblems
• Fast and accurate randomized algorithms for linear systems and eigenvalue problems
• Spectral analysis of implicit \(s\)-stage block Runge-Kutta preconditioners
• Optimal modeling of nonlinear systems: method of variable injections
• Computing Semigroups with Error Control
• Randomized matrix-free quadrature: unified and uniform bounds for stochastic Lanczos quadrature and the kernel polynomial method
• Matrix functions in network analysis
• scientific article; zbMATH DE number 7626747 (Why is no real title available?)
• Algebraic description of the finite Stieltjes moment problem
• A general valuation framework for rough stochastic local volatility models and applications
• An MSSS-preconditioned matrix equation approach for the time-harmonic elastic wave equation at multiple frequencies
• Krylov type methods for linear systems exploiting properties of the quadratic numerical range
• On skew-Hamiltonian matrices and their Krylov-Lagrangian subspaces
• Generation of orthogonal rational functions by procedures for structured matrices
• Computation of the von Neumann entropy of large matrices via trace estimators and rational Krylov methods
• Statistical properties of BayesCG under the Krylov prior
• On the Forsythe conjecture
• Accelerated sparse recovery via gradient descent with nonlinear conjugate gradient momentum
• Preconditioning for radial basis function partition of unity methods
• Positive functionals and Hessenberg matrices
• Stability of linear GMRES convergence with respect to compact perturbations
• scientific article; zbMATH DE number 16954 (Why is no real title available?)
• Block Preconditioning of Stochastic Galerkin Problems: New Two-sided Guaranteed Spectral Bounds
• Construction of a Preconditioner for General Elliptic Problems Using Riesz Map
• A Simple Formula for the Generalized Spectrum of Second Order Self-Adjoint Differential Operators
• A New ParaDiag Time-Parallel Time Integration Method
• The Lanczos algorithm and complex Gauss quadrature
• Analyzing the effect of local rounding error propagation on the maximal attainable accuracy of the pipelined conjugate gradient method
• On soft errors in the conjugate gradient method: sensitivity and robust numerical detection
• Numerical simulation of influence of surface features on the elastohydrodynamic lubrication of sliding line contact using Krylov subspace method
• Estimating error norms in CG-like algorithms for least-squares and least-norm problems
• Continuous analogues of Krylov subspace methods for differential operators
• Open problems and perspectives on solving Friedrichs systems by Krylov approximation
• On the spectrum of deflated matrices with applications to the deflated shifted Laplace preconditioner for the Helmholtz equation
• Polynomial matrices, splitting subspaces and Krylov subspaces over finite fields
• On moment methods in Krylov subspaces
• Refined decay bounds on the entries of spectral projectors associated with sparse Hermitian matrices
• CTMC integral equation method for American options under stochastic local volatility models
• Optimality properties of Galerkin and Petrov-Galerkin methods for linear matrix equations
• Some uses of the field of values in numerical analysis
• An optimal solver for linear systems arising from stochastic FEM approximation of diffusion equations with random coefficients
• Krylov solvability under perturbations of abstract inverse linear problems
• Approximating the leading singular triplets of a large matrix function
• Krylov subspace processes, Krylov subspace methods, and iteration polynomials
• Krylov Subspace Methods for Linear Systems
• A new preconditioner update strategy for the solution of sequences of linear systems in structural mechanics: application to saddle point problems in elasticity
• Conjugate direction methods for multiple solution of SLAEs
• Block Hessenberg matrices and spectral transformations for matrix orthogonal polynomials on the unit circle
• Probabilistic linear solvers: a unifying view
• Gauss-Christoffel quadrature for inverse regression: applications to computer experiments
• scientific article; zbMATH DE number 1617968 (Why is no real title available?)
• Superlinear convergence of Krylov subspace methods for self-adjoint problems in Hilbert space
• Exploiting compression in solving discretized linear systems
• Refined saddle-point preconditioners for discretized Stokes problems
• The numerical stability analysis of pipelined conjugate gradient methods: historical context and methodology
• Some observations on preconditioning for non-self-adjoint and time-dependent problems
• Efficient solution of parameter identification problems with $H^1$ regularization
• Subspace profiles over finite fields and q-Whittaker expansions of symmetric functions
• Krylov solvability of unbounded inverse linear problems
• Guaranteed two-sided bounds on all eigenvalues of preconditioned diffusion and elasticity problems solved by the finite element method.
• A flexible short recurrence Krylov subspace method for matrices arising in the time integration of port-Hamiltonian systems and ODEs/DAEs with a dissipative Hamiltonian
• Domain truncation, absorbing boundary conditions, Schur complements, and Padé approximation
• Block Krylov subspace methods for functions of matrices. II: Modified block FOM
• Biorthogonal rational Krylov subspace methods
• Low-Memory Krylov Subspace Methods for Optimal Rational Matrix Function Approximation
• Distribution of the discretization and algebraic error in numerical solution of partial differential equations
• On non-Hermitian positive (semi)definite linear algebraic systems arising from dissipative Hamiltonian DAEs
• On Krylov solutions to infinite-dimensional inverse linear problems
• Numerical approximation of the spectrum of self-adjoint operators in operator preconditioning
• Projections, deflation, and multigrid for nonsymmetric matrices
• Parallel variable-triangular iterative methods in Krylov subspaces
• On general convergence behaviours of finite-dimensional approximants for abstract linear inverse problems
• The conjugate gradient algorithm on a general class of spiked covariance matrices
• Preconditioners for Krylov subspace methods: An overview
• Localized subspace iteration methods for multiscale problems
• Decomposition into subspaces preconditioning: abstract framework
• On generating Sobolev orthogonal polynomials
• Tensor form of the GPBiCG method for solving the Stein tensor equation
• Landmarks in the history of iterative methods
• Gaussian quadrature and polynomial approximation for one-dimensional ridge functions
• Data Driven Modal Decompositions: Analysis and Enhancements
• Weighted Inner Products for GMRES and GMRES-DR
• Support graph preconditioners for off-lattice cell-based models
• Convergence analysis of Krylov subspace methods
• The Gauss quadrature for general linear functionals, Lanczos algorithm, and minimal partial realization
• Convergence of the conjugate gradient method with unbounded operators
• Some hyperbolic iterative methods for linear systems
• On the fast convergence of minibatch heavy ball momentum
• The short-term rational Lanczos method and applications
• Accelerating non-local exchange in generalized optimized Schwarz methods
• An adaptive \(s\)-step conjugate gradient algorithm with dynamic basis updating.
• On prescribing the convergence behavior of the conjugate gradient algorithm
• On the residual norms, the Ritz values and the harmonic Ritz values that can be generated by restarted GMRES

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