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.
翻译:随机正交投影方法(ROPMs)可用于加速不同场景下Krylov子空间方法的计算。通过理论与数值研究,我们证明这些方法可在Krylov子空间上产生准最优近似。数值实验表明,ROPMs对测试集中的所有矩阵均收敛,虽然偶尔出现波动,但总体收敛速度与标准OPMs相近。