1,367 research outputs found
Preconditioned Locally Harmonic Residual Method for Computing Interior Eigenpairs of Certain Classes of Hermitian Matrices
We propose a Preconditioned Locally Harmonic Residual (PLHR) method for
computing several interior eigenpairs of a generalized Hermitian eigenvalue
problem, without traditional spectral transformations, matrix factorizations,
or inversions. PLHR is based on a short-term recurrence, easily extended to a
block form, computing eigenpairs simultaneously. PLHR can take advantage of
Hermitian positive definite preconditioning, e.g., based on an approximate
inverse of an absolute value of a shifted matrix, introduced in [SISC, 35
(2013), pp. A696-A718]. Our numerical experiments demonstrate that PLHR is
efficient and robust for certain classes of large-scale interior eigenvalue
problems, involving Laplacian and Hamiltonian operators, especially if memory
requirements are tight
Randomized Riemannian Preconditioning for Orthogonality Constrained Problems
Optimization problems with (generalized) orthogonality constraints are
prevalent across science and engineering. For example, in computational science
they arise in the symmetric (generalized) eigenvalue problem, in nonlinear
eigenvalue problems, and in electronic structures computations, to name a few
problems. In statistics and machine learning, they arise, for example, in
canonical correlation analysis and in linear discriminant analysis. In this
article, we consider using randomized preconditioning in the context of
optimization problems with generalized orthogonality constraints. Our proposed
algorithms are based on Riemannian optimization on the generalized Stiefel
manifold equipped with a non-standard preconditioned geometry, which
necessitates development of the geometric components necessary for developing
algorithms based on this approach. Furthermore, we perform asymptotic
convergence analysis of the preconditioned algorithms which help to
characterize the quality of a given preconditioner using second-order
information. Finally, for the problems of canonical correlation analysis and
linear discriminant analysis, we develop randomized preconditioners along with
corresponding bounds on the relevant condition number
On acceleration of Krylov-subspace-based Newton and Arnoldi iterations for incompressible CFD: replacing time steppers and generation of initial guess
We propose two techniques aimed at improving the convergence rate of steady
state and eigenvalue solvers preconditioned by the inverse Stokes operator and
realized via time-stepping. First, we suggest a generalization of the Stokes
operator so that the resulting preconditioner operator depends on several
parameters and whose action preserves zero divergence and boundary conditions.
The parameters can be tuned for each problem to speed up the convergence of a
Krylov-subspace-based linear algebra solver. This operator can be inverted by
the Uzawa-like algorithm, and does not need a time-stepping. Second, we propose
to generate an initial guess of steady flow, leading eigenvalue and eigenvector
using orthogonal projection on a divergence-free basis satisfying all boundary
conditions. The approach, including the two proposed techniques, is illustrated
on the solution of the linear stability problem for laterally heated square and
cubic cavities
Block Locally Optimal Preconditioned Eigenvalue Xolvers (BLOPEX) in hypre and PETSc
We describe our software package Block Locally Optimal Preconditioned
Eigenvalue Xolvers (BLOPEX) publicly released recently. BLOPEX is available as
a stand-alone serial library, as an external package to PETSc (``Portable,
Extensible Toolkit for Scientific Computation'', a general purpose suite of
tools for the scalable solution of partial differential equations and related
problems developed by Argonne National Laboratory), and is also built into {\it
hypre} (``High Performance Preconditioners'', scalable linear solvers package
developed by Lawrence Livermore National Laboratory). The present BLOPEX
release includes only one solver--the Locally Optimal Block Preconditioned
Conjugate Gradient (LOBPCG) method for symmetric eigenvalue problems. {\it
hypre} provides users with advanced high-quality parallel preconditioners for
linear systems, in particular, with domain decomposition and multigrid
preconditioners. With BLOPEX, the same preconditioners can now be efficiently
used for symmetric eigenvalue problems. PETSc facilitates the integration of
independently developed application modules with strict attention to component
interoperability, and makes BLOPEX extremely easy to compile and use with
preconditioners that are available via PETSc. We present the LOBPCG algorithm
in BLOPEX for {\it hypre} and PETSc. We demonstrate numerically the scalability
of BLOPEX by testing it on a number of distributed and shared memory parallel
systems, including a Beowulf system, SUN Fire 880, an AMD dual-core Opteron
workstation, and IBM BlueGene/L supercomputer, using PETSc domain decomposition
and {\it hypre} multigrid preconditioning. We test BLOPEX on a model problem,
the standard 7-point finite-difference approximation of the 3-D Laplacian, with
the problem size in the range .Comment: Submitted to SIAM Journal on Scientific Computin
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