Krylov Subspace Methods
Overview
Krylov subspace methods build low-dimensional spaces from repeated applications of a matrix, then use those spaces to approximate solutions, eigenvalues, or matrix functions. Conjugate gradients, GMRES, and Lanczos are core methods, often paired with preconditioning or stochastic estimates to tackle large sparse systems, PDEs, and statistical models. Recent approaches also learn useful subspaces or use Krylov approximations for graph filtering, spectral features, and influence estimation. A central challenge is improving speed and memory use while retaining reliable convergence, especially when guarantees must hold beyond the problem instances used to design or train a solver.
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