Krylov subspace recycling for matrix functions

• Datum: 3. 10. 2024
• Čas: 14:00 - 15:30
• Adresa:
  Sokolovská 83, Praha
• Místnost: K3
• Přednášející: Liam Burke

I will discuss a new augmented Krylov subspace method which allows for the efficient evaluation of a sequence of matrix function applications on a set of vectors using Krylov subspace recycling. If selected appropriately, the recycling subspace can be used to accelerate the convergence of each problem in the sequence, leading to an overall reduction in the computational overhead required to evaluate the full sequence of function applications, in comparison to standard Krylov subspace methods. Our new algorithm exploits the technique of randomized sketching in order to avoid excessive orthogonalization costs.