294 research outputs found

    A Preconditioned Iteration Method for Solving Sylvester Equations

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    A preconditioned gradient-based iterative method is derived by judicious selection of two auxil- iary matrices. The strategy is based on the Newton’s iteration method and can be regarded as a generalization of the splitting iterative method for system of linear equations. We analyze the convergence of the method and illustrate that the approach is able to considerably accelerate the convergence of the gradient-based iterative method

    Isogeometric preconditioners based on fast solvers for the Sylvester equation

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    We consider large linear systems arising from the isogeometric discretization of the Poisson problem on a single-patch domain. The numerical solution of such systems is considered a challenging task, particularly when the degree of the splines employed as basis functions is high. We consider a preconditioning strategy which is based on the solution of a Sylvester-like equation at each step of an iterative solver. We show that this strategy, which fully exploits the tensor structure that underlies isogeometric problems, is robust with respect to both mesh size and spline degree, although it may suffer from the presence of complicated geometry or coefficients. We consider two popular solvers for the Sylvester equation, a direct one and an iterative one, and we discuss in detail their implementation and efficiency for 2D and 3D problems on single-patch or conforming multi-patch NURBS geometries. Numerical experiments for problems with different domain geometries are presented, which demonstrate the potential of this approach

    Matrix-equation-based strategies for convection-diffusion equations

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    We are interested in the numerical solution of nonsymmetric linear systems arising from the discretization of convection-diffusion partial differential equations with separable coefficients and dominant convection. Preconditioners based on the matrix equation formulation of the problem are proposed, which naturally approximate the original discretized problem. For certain types of convection coefficients, we show that the explicit solution of the matrix equation can effectively replace the linear system solution. Numerical experiments with data stemming from two and three dimensional problems are reported, illustrating the potential of the proposed methodology

    Preconditioned low-rank Riemannian optimization for linear systems with tensor product structure

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    The numerical solution of partial differential equations on high-dimensional domains gives rise to computationally challenging linear systems. When using standard discretization techniques, the size of the linear system grows exponentially with the number of dimensions, making the use of classic iterative solvers infeasible. During the last few years, low-rank tensor approaches have been developed that allow to mitigate this curse of dimensionality by exploiting the underlying structure of the linear operator. In this work, we focus on tensors represented in the Tucker and tensor train formats. We propose two preconditioned gradient methods on the corresponding low-rank tensor manifolds: A Riemannian version of the preconditioned Richardson method as well as an approximate Newton scheme based on the Riemannian Hessian. For the latter, considerable attention is given to the efficient solution of the resulting Newton equation. In numerical experiments, we compare the efficiency of our Riemannian algorithms with other established tensor-based approaches such as a truncated preconditioned Richardson method and the alternating linear scheme. The results show that our approximate Riemannian Newton scheme is significantly faster in cases when the application of the linear operator is expensive.Comment: 24 pages, 8 figure

    Efficient Approaches for Enclosing the United Solution Set of the Interval Generalized Sylvester Matrix Equation

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    In this work, we investigate the interval generalized Sylvester matrix equation AXB+CXD=F{\bf{A}}X{\bf{B}}+{\bf{C}}X{\bf{D}}={\bf{F}} and develop some techniques for obtaining outer estimations for the so-called united solution set of this interval system. First, we propose a modified variant of the Krawczyk operator which causes reducing computational complexity to cubic, compared to Kronecker product form. We then propose an iterative technique for enclosing the solution set. These approaches are based on spectral decompositions of the midpoints of A{\bf{A}}, B{\bf{B}}, C{\bf{C}} and D{\bf{D}} and in both of them we suppose that the midpoints of A{\bf{A}} and C{\bf{C}} are simultaneously diagonalizable as well as for the midpoints of the matrices B{\bf{B}} and D{\bf{D}}. Some numerical experiments are given to illustrate the performance of the proposed methods

    From low-rank approximation to an efficient rational Krylov subspace method for the Lyapunov equation

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    We propose a new method for the approximate solution of the Lyapunov equation with rank-11 right-hand side, which is based on extended rational Krylov subspace approximation with adaptively computed shifts. The shift selection is obtained from the connection between the Lyapunov equation, solution of systems of linear ODEs and alternating least squares method for low-rank approximation. The numerical experiments confirm the effectiveness of our approach.Comment: 17 pages, 1 figure
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