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arXiv · 2602.14786

A randomized global GMRES method for matrix equations

Achraf Badahmane·Issa Ezzagouri·Xian-Ming GU
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Abstract

In this paper, we develop a new Randomized Global Generalized Minimum Residual (RGlGMRES) algorithm for efficiently computing solutions to large scale linear systems with multiple right hand sides. The proposed method builds on a recently developed randomized global Gram Schmidt process, in which sketched Frobenius inner products are employed to approximate the exact Frobenius inner products of high dimensional matrices. We give some new convergence results of the RGlGMRES method for multiple linear systems. In the case where the coefficient matrix A is diagonalizable, we derive new upper bounds for the randomized Frobenius norm of the residual. In this paper, we study how to introduce matrix sketching in this algorithm. It allows us to reduce the dimension of the problem in one of the main steps of the algorithm. We also show how to apply the RGlGMRES method for solving the Lyapunov matrix equation. To validate the effectiveness and practicality of this approach, we conduct several numerical experiments, which demonstrate that our RGlGMRES method is competitive with the global GMRES method for solving large scale multiple linear systems and Lyapunov matrix equation.

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Achraf Badahmane, Issa Ezzagouri, Xian-Ming GU. 2026-09-04. A randomized global GMRES method for matrix equations. https://arxiv.org/abs/2602.14786

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