skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.


This content will become publicly available on February 1, 2026

Title: Krylov Subspace Based FISTA‐Type Methods for Linear Discrete Ill‐Posed Problems
ABSTRACT Several iterative soft‐thresholding algorithms, such as FISTA, have been proposed in the literature for solving regularized linear discrete inverse problems that arise in various applications in science and engineering. These algorithms are easy to implement, but their rates of convergence may be slow. This paper describes novel approaches to reduce the computations required for each iteration by using Krylov subspace techniques. Specifically, we propose to impose sparsity on the coefficients in the representation of the computed solution in terms of a Krylov subspace basis. Several numerical examples from image deblurring and computerized tomography are used to illustrate the efficiency and accuracy of the proposed methods.  more » « less
Award ID(s):
2410699
PAR ID:
10610685
Author(s) / Creator(s):
; ; ;
Publisher / Repository:
Wiley
Date Published:
Journal Name:
Numerical Linear Algebra with Applications
Volume:
32
Issue:
1
ISSN:
1070-5325
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. Abstract We present a novel preconditioning technique for Krylov subspace algorithms to solve fluid‐structure interaction (FSI) linearized systems arising from finite element discretizations. An outer Krylov subspace solver preconditioned with a geometric multigrid (GMG) algorithm is used, where for the multigrid level subsolvers, a field‐split (FS) preconditioner is proposed. The block structure of the FS preconditioner is derived using the physical variables as splitting strategy. To solve the subsystems originated by the FS preconditioning, an additive Schwarz (AS) block strategy is employed. The proposed FS preconditioner is tested on biomedical FSI applications. Both 2D and 3D simulations are carried out considering aneurysm and venous valve geometries. The performance of the FS preconditioner is compared with that of a second preconditioner of pure domain decomposition type. 
    more » « less
  2. Approximating the action of a matrix function $$f(\vec{A})$$ on a vector $$\vec{b}$$ is an increasingly important primitive in machine learning, data science, and statistics, with applications such as sampling high dimensional Gaussians, Gaussian process regression and Bayesian inference, principle component analysis, and approximating Hessian spectral densities. Over the past decade, a number of algorithms enjoying strong theoretical guarantees have been proposed for this task. Many of the most successful belong to a family of algorithms called \emph{Krylov subspace methods}. Remarkably, a classic Krylov subspace method, called the Lanczos method for matrix functions (Lanczos-FA), frequently outperforms newer methods in practice. Our main result is a theoretical justification for this finding: we show that, for a natural class of \emph{rational functions}, Lanczos-FA matches the error of the best possible Krylov subspace method up to a multiplicative approximation factor. The approximation factor depends on the degree of $f(x)$'s denominator and the condition number of $$\vec{A}$$, but not on the number of iterations $$k$$. Our result provides a strong justification for the excellent performance of Lanczos-FA, especially on functions that are well approximated by rationals, such as the matrix square root. 
    more » « less
  3. Ye, Qiang (Ed.)
    An inexact rational Krylov subspace method is studied to solve large-scale nonsymmetric eigenvalue problems. Each iteration (outer step) of the rational Krylov subspace method requires solution to a shifted linear system to enlarge the subspace, performed by an iterative linear solver for large-scale problems. Errors are introduced at each outer step if these linear systems are solved approx- imately by iterative methods (inner step), and they accumulate in the rational Krylov subspace. In this article, we derive an upper bound on the errors intro- duced at each outer step to maintain the same convergence as exact rational Krylov subspace method for approximating an invariant subspace. Since this bound is inversely proportional to the current eigenresidual norm of the target invariant subspace, the tolerance of iterative linear solves at each outer step can be relaxed with the outer iteration progress. A restarted variant of the inexact rational Krylov subspace method is also proposed. Numerical experiments show the effectiveness of relaxing the inner tolerance to save computational cost. 
    more » « less
  4. This paper concerns the theory and development of inexact rational Krylov subspace methods for approximating the action of a function of a matrix f(A) to a column vector b. At each step of the rational Krylov subspace methods, a shifted linear system of equations needs to be solved to enlarge the subspace. For large-scale problems, such a linear system is usually solved approximately by an iterative method. The main question is how to relax the accuracy of these linear solves without negatively affecting the convergence of the approximation of f(A)b. Our insight into this issue is obtained by exploring the residual bounds for the rational Krylov subspace approximations of f(A)b, based on the decaying behavior of the entries in the first column of certain matrices of A restricted to the rational Krylov subspaces. The decay bounds for these entries for both analytic functions and Markov functions can be efficiently and accurately evaluated by appropriate quadrature rules. A heuristic based on these bounds is proposed to relax the tolerances of the linear solves arising in each step of the rational Krylov subspace methods. As the algorithm progresses toward convergence, the linear solves can be performed with increasingly lower accuracy and computational cost. Numerical experiments for large nonsymmetric matrices show the effectiveness of the tolerance relaxation strategy for the inexact linear solves of rational Krylov subspace methods. 
    more » « less
  5. The dynamics of quantum systems unfolds within a subspace of the state space or operator space, known as the Krylov space. This review presents the use of Krylov subspace methods to provide an efficient description of quantum evolution and quantum chaos, with emphasis on nonequilibrium phenomena of many-body systems with a large Hilbert space. It provides a comprehensive update of recent developments, focused on the quantum evolution of operators in the Heisenberg picture as well as pure and mixed states. It further explores the notion of Krylov complexity and associated metrics as tools for quantifying operator growth, their bounds by generalized quantum speed limits, the universal operator growth hypothesis, and its relation to quantum chaos, scrambling, and generalized coherent states. A comparison of several generalizations of the Krylov construction for open quantum systems is presented. A closing discussion addresses the application of Krylov subspace methods in quantum field theory, holog- raphy, integrability, quantum control, and quantum computing, as well as current open problems. 
    more » « less