scholarly journals Analysis of inexact Krylov subspace methods for approximating the matrix exponential

2017 ◽  
Vol 138 ◽  
pp. 1-13 ◽  
Author(s):  
Khanh N. Dinh ◽  
Roger B. Sidje
Keyword(s):  
Krylov Subspace ◽  
Krylov Subspace Methods ◽  
Matrix Exponential ◽  
Subspace Methods ◽  
The Matrix

scholarly journals A Non-Krylov Subspace Method for Solving Large and Sparse Linear System of Equations

2016 ◽  
Vol 9 (2) ◽  
pp. 289-314 ◽  
Author(s):  
Wujian Peng ◽  
Qun Lin
Keyword(s):  
Iterative Methods ◽  
Numerical Experiments ◽  
Krylov Subspace ◽  
Coefficient Matrix ◽  
Projection Methods ◽  
Krylov Subspace Methods ◽  
Subspace Methods ◽  
Linear System Of Equations ◽  
Matrix Vector Multiplication ◽  
The Matrix

AbstractMost current prevalent iterative methods can be classified into the socalled extended Krylov subspace methods, a class of iterative methods which do not fall into this category are also proposed in this paper. Comparing with traditional Krylov subspace methods which always depend on the matrix-vector multiplication with a fixed matrix, the newly introduced methods (the so-called (progressively) accumulated projection methods, or AP (PAP) for short) use a projection matrix which varies in every iteration to form a subspace from which an approximate solution is sought. More importantly an accelerative approach (called APAP) is introduced to improve the convergence of PAP method. Numerical experiments demonstrate some surprisingly improved convergence behavior. Comparison between benchmark extended Krylov subspace methods (Block Jacobi and GMRES) are made and one can also see remarkable advantage of APAP in some examples. APAP is also used to solve systems with extremely ill-conditioned coefficient matrix (the Hilbert matrix) and numerical experiments shows that it can bring very satisfactory results even when the size of system is up to a few thousands.

scholarly journals Krylov subspace methods for estimating operator-vector multiplications in Hilbert spaces

2021 ◽  
Author(s):  
Yuka Hashimoto ◽  
Takashi Nodera
Keyword(s):  
Krylov Subspace ◽  
Time Series Data ◽  
Linear Equations ◽  
Transfer Operator ◽  
Krylov Subspace Methods ◽  
Krylov Subspace Method ◽  
Linear Operators ◽  
Series Data ◽  
Subspace Method ◽  
Subspace Methods

AbstractThe Krylov subspace method has been investigated and refined for approximating the behaviors of finite or infinite dimensional linear operators. It has been used for approximating eigenvalues, solutions of linear equations, and operator functions acting on vectors. Recently, for time-series data analysis, much attention is being paid to the Krylov subspace method as a viable method for estimating the multiplications of a vector by an unknown linear operator referred to as a transfer operator. In this paper, we investigate a convergence analysis for Krylov subspace methods for estimating operator-vector multiplications.

POWER GRIDS ANALYSIS IN COMPRESSED KRYLOV-SUBSPACE METHODS

2008 ◽  
Vol 17 (03) ◽  
pp. 439-446
Author(s):  
HAOHANG SU ◽  
YIMEN ZHANG ◽  
YUMING ZHANG ◽  
JINCAI MAN
Keyword(s):  
Present Method ◽  
Large Scale ◽  
Krylov Subspace ◽  
Power Grid ◽  
Excellent Result ◽  
Krylov Subspace Methods ◽  
Power Grids ◽  
Improved Method ◽  
Subspace Methods ◽  
Transient Simulations

An improved method is proposed based on compressed and Krylov-subspace iterative approaches to perform efficient static and transient simulations for large-scale power grid circuits. It is implemented with CG and BiCGStab algorithms and an excellent result has been obtained. Extensive experimental results on large-scale power grid circuits show that the present method is over 200 times faster than SPICE3 and around 10–20 times faster than ICCG method in transient simulations. Furthermore, the presented algorithm saves the memory usage over 95% of SPICE3 and 75% of ICCG method, respectively while the accuracy is not compromised.

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