3 papers
math.NA2026
Generalizing Reduced Rank Extrapolation to Low-Rank Matrix Sequences
Pascal den Boef, Patrick Kürschner, Xiaobo Liu +5
Reduced rank extrapolation (RRE) is an acceleration method typically used to accelerate the iterative solution of nonlinear systems of equations using a fixed-point process. In thi…
math.NA2026
Towards a mixed-precision ADI method for Lyapunov equations
Jonas Schulze, Jens Saak
We apply mixed-precision to the low-rank Lyapunov ADI (LR-ADI) by performing certain aspects of the algorithm in a lower working precision. Namely, we accumulate the overall soluti…
math.NA2025
A unifying framework for ADI-like methods for linear matrix equations and beneficial consequences
Jonas Schulze, Jens Saak
We derive the alternating-directions implicit (ADI) method based on a commuting operator split and apply the results in detail to the continuous time algebraic Lyapunov equation wi…