A sketch-and-select Arnoldi process

DOI10.1137/23M1588007MaRDI QIDQ6598496zbMATH OpenFDO

Authors Stefan Güttel, Igor Simunec

Publication date 5 September 2024

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/23M1588007

zbMATH Keywords

Arnoldi processKrylov methodrandomized sketching

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Computational methods for sparse matrices (65F50)

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Cites work

• A fast randomized algorithm for the approximation of matrices
• A Krylov--Schur algorithm for large eigenproblems
• A mathematical introduction to compressive sensing
• A survey of subspace recycling iterative methods
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• Benchmarking optimization software with performance profiles.
• Best subset selection via a modern optimization lens
• Decoding by Linear Programming
• Dynamic Thick Restarting of the Davidson, and the Implicitly Restarted Arnoldi Methods
• Efficient and stable Arnoldi restarts for matrix functions based on quadrature
• Efficient computation of the DFT with only a subset of input or output points
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Greed is Good: Algorithmic Results for Sparse Approximation
• scientific article; zbMATH DE number 1906319 (Why is no real title available?)
• Implementation of a restarted Krylov subspace method for the evaluation of matrix functions
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• Sketching as a tool for numerical linear algebra
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• Spectral Perturbation Bounds for Positive Definite Matrices
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• Stable signal recovery from incomplete and inaccurate measurements
• Subspace Pursuit for Compressive Sensing Signal Reconstruction
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Cited in

(6)

• Krylov subspace recycling with randomized sketching for matrix functions
• A unified convergence analysis of random sketch methods for rank deficient linear systems
• Randomized sketched TT-GMRES for linear systems with tensor structure
• GP-CMRH: an inner product free iterative method for block two-by-two nonsymmetric linear systems
• A general framework for Krylov ODE residuals with applications to randomized Krylov methods
• On the numerical stability of sketched GMRES

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