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Krylov subspace information


In linear algebra, the order-r Krylov subspace generated by an n-by-n matrix A and a vector b of dimension n is the linear subspace spanned by the images of b under the first r powers of A (starting from ), that is,[1][2]

  1. ^ Nocedal, Jorge; Wright, Stephen J. (2006). Numerical optimization. Springer series in operation research and financial engineering (2nd ed.). New York, NY: Springer. p. 108. ISBN 978-0-387-30303-1.
  2. ^ Simoncini, Valeria (2015), "Krylov Subspaces", in Nicholas J. Higham; et al. (eds.), The Princeton Companion to Applied Mathematics, Princeton University Press, pp. 113–114

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Krylov subspace

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linear algebra, the order-r Krylov subspace generated by an n-by-n matrix A and a vector b of dimension n is the linear subspace spanned by the images of...

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Iterative method

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methods. Krylov subspace methods work by forming a basis of the sequence of successive matrix powers times the initial residual (the Krylov sequence)...

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Arnoldi iteration

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non-Hermitian) matrices by constructing an orthonormal basis of the Krylov subspace, which makes it particularly useful when dealing with large sparse...

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Generalized minimal residual method

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equations. The method approximates the solution by the vector in a Krylov subspace with minimal residual. The Arnoldi iteration is used to find this vector...

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Lanczos algorithm

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_{1}} is merely the maximum on an m {\displaystyle m} -dimensional Krylov subspace, we trivially get λ 1 ⩾ θ 1 {\displaystyle \lambda _{1}\geqslant \theta...

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Conjugate gradient method

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\mathbf {p} _{i}} and r i {\displaystyle \mathbf {r} _{i}} span the same Krylov subspace. Where r i {\displaystyle \mathbf {r} _{i}} form the orthogonal basis...

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LOBPCG

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Lanczos algorithm, although both approximations will belong to the same Krylov subspace. Extreme simplicity and high efficiency of the single-vector version...

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Parareal

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large. Different approaches exist to stabilise Parareal, one being Krylov-subspace enhanced Parareal. There are multiple algorithms that are directly...

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Aleksey Krylov

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In 1931 he published a paper on what is now called the Krylov subspace and Krylov subspace methods. The paper deals with eigenvalue problems, namely...

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Galerkin method

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method, the boundary element method for solving integral equations, Krylov subspace methods. We first introduce and illustrate the Galerkin method as being...

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Minimal residual method

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The Minimal Residual Method or MINRES is a Krylov subspace method for the iterative solution of symmetric linear equation systems. It was proposed by...

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Harmonic balance

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until the mid-1990s, when Krylov subspace methods were applied to the problem. The application of preconditioned Krylov subspace methods allowed much larger...

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Model order reduction

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tangential interpolation Loewner framework (Empirical) cross Gramian Krylov subspace methods RBmatlab: A MATLAB library containing all reduced simulation...

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Companion matrix

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_{(n-1)i}x^{n-1}.} Frobenius endomorphism Cayley–Hamilton theorem Krylov subspace Horn, Roger A.; Charles R. Johnson (1985). Matrix Analysis. Cambridge...

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Biconjugate gradient stabilized method

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variants such as the conjugate gradient squared method (CGS). It is a Krylov subspace method. Unlike the original BiCG method, it doesn't require multiplication...

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Cyclic subspace

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polynomial p ( x ) {\displaystyle p(x)} . Companion matrix Krylov subspace PlanetMath: cyclic subspace Hoffman, Kenneth; Kunze, Ray (1971). Linear algebra (2nd ed...

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Power iteration

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algorithms look at the whole subspace generated by the vectors b k {\displaystyle b_{k}} . This subspace is known as the Krylov subspace. It can be computed by...

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Computational fluid dynamics

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either stationary methods such as successive overrelaxation or Krylov subspace methods. Krylov methods such as GMRES, typically used with preconditioning...

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List of numerical analysis topics

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Householder transformation for general inner product spaces Givens rotation Krylov subspace Block matrix pseudoinverse Bidiagonalization Cuthill–McKee algorithm...

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Multigrid method

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choice of smoothing operators are extremely diverse as they include Krylov subspace methods and can be preconditioned. Any geometric multigrid cycle iteration...

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SpectreRF

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it pioneered the use of Krylov subspace methods. The use of shooting methods gave SpectreRF remarkable robustness and the Krylov methods gave it capacity...

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QR algorithm

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2021-08-09. Watkins, David S. (2007). The Matrix Eigenvalue Problem: GR and Krylov Subspace Methods. Philadelphia, PA: SIAM. ISBN 978-0-89871-641-2. Parlett, Beresford...

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Ken Kundert

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for their paper Efficient steady-state analysis based on matrix-free Krylov-subspace methods. Verilog-A Language Reference Manual Verilog-AMS Language Reference...

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