Spectral behavior of preconditioned non-Hermitian multilevel block Toeplitz matrices with matrix-valued symbol

This note is devoted to preconditioning strategies for non-Hermitian multilevel block Toeplitz linear systems associated with a multivariate Lebesgue integrable matrix-valued symbol. In particular, we consider special preconditioned matrices, where the preconditioner has a band multilevel block Toeplitz structure, and we complement known results on the localization of the spectrum with global distribution results for the eigenvalues of the preconditioned matrices. In this respect, our main result is as follows. Let $I_k:=(-\pi,\pi)^k$, let $\mathcal M_s$ be the linear space of complex $s\times s$ matrices, and let $f,g:I_k\to\mathcal M_s$ be functions whose components $f_{ij},\,g_{ij}:I_k\to\mathbb C,\ i,j=1,\ldots,s,$ belong to $L^\infty$. Consider the matrices $T_n^{-1}(g)T_n(f)$, where $n:=(n_1,\ldots,n_k)$ varies in $\mathbb N^k$ and $T_n(f),T_n(g)$ are the multilevel block Toeplitz matrices of size $n_1\cdots n_ks$ generated by $f,g$. Then $\{T_n^{-1}(g)T_n(f)\}_{n\in\mathbb N^k}\sim_\lambda g^{-1}f$, i.e. the family of matrices $\{T_n^{-1}(g)T_n(f)\}_{n\in\mathbb N^k}$ has a global (asymptotic) spectral distribution described by the function $g^{-1}f$, provided $g$ possesses certain properties (which ensure in particular the invertibility of $T_n^{-1}(g)$ for all $n$) and the following topological conditions are met: the essential range of $g^{-1}f$, defined as the union of the essential ranges of the eigenvalue functions $\lambda_j(g^{-1}f),\ j=1,\ldots,s$, does not disconnect the complex plane and has empty interior. This result generalizes the one obtained by Donatelli, Neytcheva, Serra-Capizzano in a previous work, concerning the non-preconditioned case $g=1$. The last part of this note is devoted to numerical experiments, which confirm the theoretical analysis and suggest the choice of optimal GMRES preconditioning techniques to be used for the considered linear systems.Comment: 18 pages, 26 figure

An Alternating Trust Region Algorithm for Distributed Linearly Constrained Nonlinear Programs, Application to the AC Optimal Power Flow

A novel trust region method for solving linearly constrained nonlinear programs is presented. The proposed technique is amenable to a distributed implementation, as its salient ingredient is an alternating projected gradient sweep in place of the Cauchy point computation. It is proven that the algorithm yields a sequence that globally converges to a critical point. As a result of some changes to the standard trust region method, namely a proximal regularisation of the trust region subproblem, it is shown that the local convergence rate is linear with an arbitrarily small ratio. Thus, convergence is locally almost superlinear, under standard regularity assumptions. The proposed method is successfully applied to compute local solutions to alternating current optimal power flow problems in transmission and distribution networks. Moreover, the new mechanism for computing a Cauchy point compares favourably against the standard projected search as for its activity detection properties

BTTB preconditioners for BTTB least squares problems

AbstractIn this paper, we consider solving the least squares problem minx‖b-Tx‖2 by using preconditioned conjugate gradient (PCG) methods, where T is a large rectangular matrix which consists of several square block-Toeplitz–Toeplitz-block (BTTB) matrices and b is a column vector. We propose a BTTB preconditioner to speed up the PCG method and prove that the BTTB preconditioner is a good preconditioner. We then discuss the construction of the BTTB preconditioner. Numerical examples, including image restoration problems, are given to illustrate the efficiency of our BTTB preconditioner. Numerical results show that our BTTB preconditioner is more efficient than the well-known Level-1 and Level-2 circulant preconditioners

A preconditioned MINRES method for nonsymmetric Toeplitz matrices

Circulant preconditioning for symmetric Toeplitz linear systems is well established; theoretical guarantees of fast convergence for the conjugate gradient method are descriptive of the convergence seen in computations. This has led to robust and highly efficient solvers based on use of the fast Fourier transform exactly as originally envisaged in [G. Strang, Stud. Appl. Math., 74 (1986), pp. 171--176]. For nonsymmetric systems, the lack of generally descriptive convergence theory for most iterative methods of Krylov type has provided a barrier to such a comprehensive guarantee, though several methods have been proposed and some analysis of performance with the normal equations is available. In this paper, by the simple device of reordering, we rigorously establish a circulant preconditioned short recurrence Krylov subspace iterative method of minimum residual type for nonsymmetric (and possibly highly nonnormal) Toeplitz systems. Convergence estimates similar to those in the symmetric case are established

Quantum Circulant Preconditioner for Linear System of Equations

We consider the quantum linear solver for $Ax=b$ with the circulant preconditioner $C$. The main technique is the singular value estimation (SVE) introduced in [I. Kerenidis and A. Prakash, Quantum recommendation system, in ITCS 2017]. However, some modifications of SVE should be made to solve the preconditioned linear system $C^{-1} Ax = C^{-1} b$. Moreover, different from the preconditioned linear system considered in [B. D. Clader, B. C. Jacobs, C. R. Sprouse, Preconditioned quantum linear system algorithm, Phys. Rev. Lett., 2013], the circulant preconditioner is easy to construct and can be directly applied to general dense non-Hermitian cases. The time complexity depends on the condition numbers of $C$ and $C^{-1} A$, as well as the Frobenius norm $\|A\|_F$

Improving Performance of Iterative Methods by Lossy Checkponting

Iterative methods are commonly used approaches to solve large, sparse linear systems, which are fundamental operations for many modern scientific simulations. When the large-scale iterative methods are running with a large number of ranks in parallel, they have to checkpoint the dynamic variables periodically in case of unavoidable fail-stop errors, requiring fast I/O systems and large storage space. To this end, significantly reducing the checkpointing overhead is critical to improving the overall performance of iterative methods. Our contribution is fourfold. (1) We propose a novel lossy checkpointing scheme that can significantly improve the checkpointing performance of iterative methods by leveraging lossy compressors. (2) We formulate a lossy checkpointing performance model and derive theoretically an upper bound for the extra number of iterations caused by the distortion of data in lossy checkpoints, in order to guarantee the performance improvement under the lossy checkpointing scheme. (3) We analyze the impact of lossy checkpointing (i.e., extra number of iterations caused by lossy checkpointing files) for multiple types of iterative methods. (4)We evaluate the lossy checkpointing scheme with optimal checkpointing intervals on a high-performance computing environment with 2,048 cores, using a well-known scientific computation package PETSc and a state-of-the-art checkpoint/restart toolkit. Experiments show that our optimized lossy checkpointing scheme can significantly reduce the fault tolerance overhead for iterative methods by 23%~70% compared with traditional checkpointing and 20%~58% compared with lossless-compressed checkpointing, in the presence of system failures.Comment: 14 pages, 10 figures, HPDC'1