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arXiv · 2503.22631

Accelerating a restarted Krylov method for matrix functions with randomization

Nicolas L. Guidotti·Per-Gunnar Martinsson·Juan A. Acebrón·José Monteiro
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Abstract

Many scientific applications require the evaluation of the action of a matrix function on a vector, and Krylov subspace methods are the most common ones for this task. Since the orthogonalization cost and the memory requirements can quickly become overwhelming as the basis grows, the Krylov method is often restarted after a few iterations. This paper proposes a new acceleration technique for restarted Krylov methods based on randomization. The numerical experiments show that the randomized method greatly outperforms the classical approach at the same level of accuracy. In fact, randomization can actually improve the convergence rate of restarted methods in some cases. The paper also compares the performance and stability of several existing randomized methods for solving very large, ill-conditioned problems, complementing the numerical analyses from previous studies.

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Nicolas L. Guidotti, Per-Gunnar Martinsson, Juan A. Acebrón, José Monteiro. 2025-03-28. Accelerating a restarted Krylov method for matrix functions with randomization. https://arxiv.org/abs/2503.22631

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