# Questions tagged [krylov-method]

Referring to Krylov Subspaces and the methods of solutions to linear systems of equations which exploit these spaces.

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### How to reproduce the numerical examples in Prof. Saad's Book about Krylov subspace methods?

After reading Prof. Saad' Book, "Iterative methods for Sparse Linear Systems, 2nd version", I want to do the numerical examples about the Krylov subspace methods not only to reproduce the results in ...
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### When do we choose full orthogonalization method (FOM)? [duplicate]

Today, I have studied Full Orthogonalization Method (FOM), one of the Krylov subspace methods, using Y. Saad. Iterative Methods for Sparse Linear Systems. SIAM, Philadelphia, PA, second edition, 2003. ...
279 views

### What are the major differences between GMRES and FOM?

I am reading Professor Saad's "Iterative Methods for Sparse Linear Systems" (2nd edition). The basic algorithm for FOM is given on page 166 and the basic algorithm for GMRES is given on page 172. ...
422 views

### Why MATLAB chooses the Householder in its built-in function gmres.m?

Recently, I have studied how to construct an orthonormal basis for Krylov subspace to solve $Ax=b$, where $A\in \mathbb{R}^{n\times n}$ is nonsingular. As we know, there are usually 4 ways to ...
60 views

### How to understand the choice of Krylov subspace orthonormal basis?

This semester, I study the Krylov subspace iterative methods (about Ax=b) using the book H. A. Van der Vorst. Iterative Krylov Methods for Large Linear Systems, volume 13. Cambridge University Press, ...
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### Appropriate iterative linear solver for an eigenvalue problem

I'm trying to solve a generalized eigenvalue problem $$Ax = \lambda Bx, \quad A = A^\top > 0,\; B = B^\top > 0$$ with $\lambda \approx \sigma$ using Rayleigh Quotient Iteration (RQI) (RQI is ...
185 views

### Choosing preconditioner for unsymmetric pressure-velocity coupled system

I'm working with pressure-velocity coupled systems. It means that instead of solving 4 different linear systems in segregated approach (1 for pressure and 3 for Ux, Uy, Uz), we can solve only one ...
261 views

### How do low rank modifications affect Krylov method convergence?

Say I have a linear system $A x = b$, which converges quickly using a suitable Krylov method (such as CG or GMRES) for all $b$. If $B$ is a matrix with low rank $r$, will the same Krylov method on ...
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### Search Direction in Conjugate Gradient

Could you help me with a Conjugate Gradient question? In using CG to solve Ax=b, why is the search direction $p_{k+1}$ in CG chosen as a linear combination of the residual $r_k$ and previous direction ...
845 views

### Calculating determinant while solving $Ax=b$ using CG

I am solving $Ax=b$ for a huge sparse positive definite matrix $A$ using the conjugate gradient (CG) method. It is possible to compute the determinant of $A$ using the information produced during the ...
I am interested in computing the solution of a lage system of ODEs using a krylov method as in . Such method involve functions related to the exponential (the so-called $\varphi$-functions). It ...