arXiv subjects

Lauri Nyman

Publications and source records attributed to Lauri Nyman.

8 recordsLinked to original sources

arXiv2026

Sketch-and-Restart: Randomized Sketching in Quadrature-Based Restarting for Matrix Functions

We develop a sketch-and-restart framework for computing the action of a matrix function on a vector, $f(A) b$, where $A$ is large, sparse, and non-Hermitian. The framework combines quadrature-based restarting with Arnoldi-like decompositions generated by sketched or truncated Arnoldi processes. Within this framework, we develop two classes of restarted algorithms. The first uses a fixed Krylov subspace dimension and is based either on the sketched Arnoldi process or on a new sketched harmonic Arnoldi process proposed in this work. The second class chooses the Krylov subspace dimension adaptively by running the truncated Arnoldi process until the condition number of the generated basis, estimated from its sketch, exceeds a prescribed threshold. We also establish the convergence of the restarted sketched harmonic Arnoldi method for Stieltjes functions under the assumption that $A$ is positive real. Numerical experiments demonstrate the effectiveness of the proposed framework, including the computational savings achieved through sketching, the storage reduction enabled by adaptive truncation, and the acceleration obtained from thick restarting.

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arXiv2026

Flexible GMRES converges in two phases

We derive a sharp upper bound on the residuals produced by the flexible GMRES (FGMRES) method. The bound shows that FGMRES exhibits two phases of convergence depending on the residual tolerance of the inner preconditioner. For small tolerances, the convergence of FGMRES is practically geometric with a constant rate throughout, while for looser tolerances the two-phase behavior becomes more pronounced. We also show that the derived bound cannot be improved and construct an example for which it becomes an equality.

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arXiv2026

Singular vector spaces for computing the structured distance to singularity

Finding the distance to singularity for a matrix is a ubiquitous problem in numerical linear algebra, and is elegantly solved by the Eckart-Young-Mirsky theorem. Its structured variant naturally emerges when one considers structured matrices, and wants to preserve their structure. Recent work has shown that this problem is particularly important for a class of matrix nearness problems that either entirely or partly reduce to a structured distance to singularity problem. In this work, we propose a new framework for addressing this problem, based on the concept of singular vector spaces, that is, linear subsets of the set of singular matrices. We analyze singular vector spaces in the context of this problem, prove new results, and detail how a specific subfamily of singular vector spaces can be incorporated into a practical algorithm. The resulting algorithm is based on globally minimizing a certain objective function alternatingly in its arguments. Numerical experiments demonstrate that this new algorithm is remarkably faster than the state-of-the-art, while the quality of the output remains comparable. This makes it possible to solve problems of much larger size than what was previously possible.

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arXiv2025

Nearest matrix with multiple eigenvalues by Riemannian optimization

Given a square complex matrix $A$, we tackle the problem of finding the nearest matrix with multiple eigenvalues or, equivalently when $A$ had distinct eigenvalues, the nearest defective matrix. To this goal, we extend the general framework described in [M. Gnazzo, V. Noferini, L. Nyman, F. Poloni, \emph{Riemann-Oracle: A general-purpose Riemannian optimizer to solve nearness problems in matrix theory}, Found. Comput. Math., To appear] and based on variable projection and Riemannian optimization, allowing the ambient manifold to simultaneously track left and right eigenvectors. Our method also allows us to impose arbitrary complex-linear constraints on either the perturbation or the perturbed matrix; this can be useful to study structured eigenvalue condition numbers. We present numerical experiments, comparing with preexisting algorithms.

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arXiv2025

Finding the nearest $\Omega$-stable pencil with Riemannian optimization

This paper considers the problem of finding the nearest $\Omega$-stable pencil to a given square pencil $A+xB \in \mathbb{C}^{n \times n}$, where a pencil is called $\Omega$-stable if it is regular and all of its eigenvalues belong to the closed set $\Omega$. We propose a new method, based on the Schur form of a matrix pair and Riemannian optimization over the manifold $U(n) \times U(n)$, that is, the Cartesian product of the unitary group with itself. While the developed theory holds for any closed set $\Omega$, we focus on two cases that are the most common in applications: Hurwitz stability and Schur stability. For these cases, we develop publicly available efficient implementations. Numerical experiments show that the resulting algorithm outperforms existing methods.

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arXiv2024

Riemann-Oracle: A general-purpose Riemannian optimizer to solve nearness problems in matrix theory

We propose an extremely versatile approach to address a large family of matrix nearness problems, possibly with additional linear constraints. Our method is based on splitting a matrix nearness problem into two nested optimization problems, of which the inner one can be solved either exactly or cheaply, while the outer one can be recast as an unconstrained optimization task over a smooth real Riemannian manifold. We observe that this paradigm applies to many matrix nearness problems of practical interest appearing in the literature, thus revealing that they are equivalent in this sense to a Riemannian optimization problem. We also show that the objective function to be minimized on the Riemannian manifold can be discontinuous, thus requiring regularization techniques, and we give conditions for this to happen. Finally, we demonstrate the practical applicability of our method by implementing it for a number of matrix nearness problems that are relevant for applications and are currently considered very demanding in practice. Extensive numerical experiments demonstrate that our method often greatly outperforms its predecessors, including algorithms specifically designed for those particular problems.

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arXiv2024

A Riemannian optimization method to compute the nearest singular pencil

Given a square pencil $A+ λB$, where $A$ and $B$ are $n\times n$ complex (resp. real) matrices, we consider the problem of finding the singular complex (resp. real) pencil nearest to it in the Frobenius distance. This problem is known to be very difficult, and the few algorithms available in the literature can only deal efficiently with pencils of very small size. We show that the problem is equivalent to minimizing a certain objective function $f$ over the Riemannian manifold $SU(n) \times SU(n)$ (resp. $SO(n) \times SO(n)$ if the nearest real singular pencil is sought), where $SU(n)$ denotes the special unitary group (resp. $SO(n)$ denotes the special orthogonal group). This novel perspective is based on the generalized Schur form of pencils, and yields competitive numerical methods, by pairing it with { algorithms} capable of doing optimization on { Riemannian manifolds. We propose one algorithm that directly minimizes the (almost everywhere, but not everywhere, differentiable) function $f$, as well as a smoothed alternative and a third algorithm that is smooth and can also solve the problem} of finding a nearest singular pencil with a specified minimal index. We provide numerical experiments that show that the resulting methods allow us to deal with pencils of much larger size than alternative techniques, yielding candidate minimizers of comparable or better quality. In the course of our analysis, we also obtain a number of new theoretical results related to the generalized Schur form of a (regular or singular) square pencil and to the minimal index of a singular square pencil whose nullity is $1$.

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arXiv2022

Perturbation theory of transfer function matrices

Zeros of rational transfer function matrices $R(λ)$ are the eigenvalues of associated polynomial system matrices $P(λ)$, under minimality conditions. In this paper we define a structured condition number for a simple eigenvalue $λ_0$ of a (locally) minimal polynomial system matrix $P(λ)$, which in turn is a simple zero $λ_0$ of its transfer function matrix $R(λ)$. Since any rational matrix can be written as the transfer function of a polynomial system matrix, our analysis yield a structured perturbation theory for simple zeros of rational matrices $R(λ)$. To capture all the zeros of $R(λ)$, regardless of whether they are poles or not, we consider the notion of root vectors. As corollaries of the main results, we pay particular attention to the special case of $λ_0$ being not a pole of $R(λ)$ since in this case the results get simpler and can be useful in practice. We also compare our structured condition number with Tisseur's unstructured condition number for eigenvalues of matrix polynomials, and show that the latter can be unboundedly larger. Finally, we corroborate our analysis by numerical experiments.

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