Randomized Orthogonal Projection Methods for Krylov Subspace Solvers

02/15/2023

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by   Edouard Timsit, et al.

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Randomized orthogonal projection methods (ROPMs) can be used to speed up the computation of Krylov subspace methods in various contexts. Through a theoretical and numerical investigation, we establish that these methods produce quasi-optimal approximations over the Krylov subspace. Our numerical experiments outline the convergence of ROPMs for all matrices in our test set, with occasional spikes, but overall with a convergence rate similar to that of standard OPMs.