Abstract. This paper presents a reformulation of Krylov Subspace Spectral (KSS) Methods, which build on Gene Golub’s many contributions pertaining to moments and Gaussian quadrature, to produce high-order accurate approximate solutions to variable-coefficient time-dependent PDE. This reformulation serves two useful purposes. First, it more clearly illustrates the distinction between KSS methods...

A novel formulation of approximate truncated balanced realization (TBR) is introduced to unify three approaches: two iterative methods for solving the underlying Lyapunov equations – the alternating directions implicit (ADI) iteration and the rational Krylov subspace method (RKSM) – and a two-step procedure that performs a Krylov-based projection and subsequently direct TBR. The framework allow...

We develop an algorithm for computing the solution of a large system of linear ordinary differential equations (ODEs) with polynomial inhomogeneity. This is equivalent to computing the action of a certain matrix function on the vector representing the initial condition. The matrix function is a linear combination of the matrix exponential and other functions related to the exponential (the so-c...

We first introduce a second-order Krylov subspace Gn(A,B;u) based on a pair of square matrices A and B and a vector u. The subspace is spanned by a sequence of vectors defined via a second-order linear homogeneous recurrence relation with coefficient matrices A and B and an initial vector u. It generalizes the well-known Krylov subspace Kn(A;v), which is spanned by a sequence of vectors defined...

Topology optimization is a powerful tool for global and multiscale design of structures, microstructures, and materials. The computational bottleneck of topology optimization is the solution of a large number of extremely ill-conditioned linear systems arising in the finite element analysis. Adaptive mesh refinement (AMR) is one efficient way to reduce the computational cost. We propose a new A...

We show how the quasi-Newton least squares method (QN-LS) relates to Krylov subspace methods in general and to GMRes in particular.

The overlap Dirac operator at nonzero quark chemical potential involves the computation of the sign function of a non-Hermitian matrix. In this talk we present an iterative method, first proposed by us in Ref. [1], which allows for an efficient computation of the operator, even on large lattices. The starting point is a Krylov subspace approximation, based on the Arnoldi algorithm, for the eval...

We consider deflation and augmentation techniques for accelerating the convergence of Krylov subspace methods for the solution of nonsingular linear algebraic systems. Despite some formal similarity, the two techniques are conceptually different from preconditioning. Deflation (in the sense the term is used here) “removes” certain parts from the operator making it singular, while augmentation a...

Reduced-order modeling techniques are now commonly used to e ciently simulate circuits combined with interconnect, but generating reduced-order models from realistic 3-D structures has received less attention. In this paper we describe a Krylov-subspace based method for deriving reduced-order models directly from the 3-D magnetoquasistatic analysis program FastHenry. This new approach is no mor...