Block Krylov subspace methods for functions of matrices. II: Modified block FOM

DOI10.1137/19M1255847zbMATH Open1441.65051WikidataQ115155989 ScholiaQ115155989MaRDI QIDQ5113367FDOQ5113367

Kathryn Lund, Daniel B. Szyld, Andreas Frommer

Publication date: 4 June 2020

Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)

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• On restarted and deflated block FOM and GMRES methods for sequences of shifted linear systems

zbMATH Keywords

matrix functionsmatrix polynomialsmultiple right-hand sidesshifted linear systemsgeneralized block Krylov methods

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Numerical computation of matrix exponential and similar matrix functions (65F60) Numerical methods for low-rank matrix approximation; matrix compression (65F55)

Cites Work

• The university of Florida sparse matrix collection
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• Variational Iterative Methods for Nonsymmetric Systems of Linear Equations
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• Efficient and stable Arnoldi restarts for matrix functions based on quadrature
• Error Estimates and Evaluation of Matrix Functions via the Faber Transform
• Analysis of Some Krylov Subspace Approximations to the Matrix Exponential Operator
• Approximate solutions and eigenvalue bounds from Krylov subspaces
• Convergence of Restarted Krylov Subspace Methods for Stieltjes Functions of Matrices
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• On the global Krylov subspace methods for solving general coupled matrix equations
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• A Preconditioned and Shifted GMRES Algorithm for the PageRank Problem with Multiple Damping Factors
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• The Algebraic Theory of Matrix Polynomials
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• Short-recurrence Krylov subspace methods for the overlap Dirac operator at nonzero chemical potential
• A Flexible Krylov Solver for Shifted Systems with Application to Oscillatory Hydraulic Tomography
• A block GMRES method with deflated restarting for solving linear systems with multiple shifts and multiple right‐hand sides
• Algebraic properties of the block GMRES and block Arnoldi methods
• Field-of-values analysis of preconditioned iterative methods for nonsymmetric elliptic problems
• Block Krylov subspace methods for functions of matrices
• The Radau--Lanczos Method for Matrix Functions
• Algorithms for Solvents of Matrix Polynomials
• Multipreconditioned Gmres for Shifted Systems
• Ritz and pseudo-Ritz values using matrix polynomials
• On short recurrence Krylov type methods for linear systems with many right-hand sides
• Low-Rank Updates of Matrix Functions

Cited In (14)

• Two new variants of the simpler block GMRES method with vector deflation and eigenvalue deflation for multiple linear systems
• Low-rank-modified Galerkin methods for the Lyapunov equation
• A priori error bounds on invariant subspace approximations by block Krylov subspaces
• Adaptively restarted block Krylov subspace methods with low-synchronization skeletons
• New matrix function approximations and quadrature rules based on the Arnoldi process
• A posteriori superlinear convergence bounds for block conjugate gradient
• Limited‐memory polynomial methods for large‐scale matrix functions
• Preserving geometric properties of the exponential matrix by block Krylov subspace methods
• Randomized Low-Rank Approximation of Monotone Matrix Functions
• Faster randomized partial trace estimation
• A posteriori error bounds for the block-Lanczos method for matrix function approximation
• Krylov subspace recycling with randomized sketching for matrix functions
• GMRES algorithms over 35 years
• Block Gram-Schmidt algorithms and their stability properties

Uses Software

• SparseMatrix
• mftoolbox

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