1,526 research outputs found
A biconjugate gradient type algorithm on massively parallel architectures
The biconjugate gradient (BCG) method is the natural generalization of the classical conjugate gradient algorithm for Hermitian positive definite matrices to general non-Hermitian linear systems. Unfortunately, the original BCG algorithm is susceptible to possible breakdowns and numerical instabilities. Recently, Freund and Nachtigal have proposed a novel BCG type approach, the quasi-minimal residual method (QMR), which overcomes the problems of BCG. Here, an implementation is presented of QMR based on an s-step version of the nonsymmetric look-ahead Lanczos algorithm. The main feature of the s-step Lanczos algorithm is that, in general, all inner products, except for one, can be computed in parallel at the end of each block; this is unlike the other standard Lanczos process where inner products are generated sequentially. The resulting implementation of QMR is particularly attractive on massively parallel SIMD architectures, such as the Connection Machine
Conjugate gradient type methods for linear systems with complex symmetric coefficient matrices
We consider conjugate gradient type methods for the solution of large sparse linear system Ax equals b with complex symmetric coefficient matrices A equals A(T). Such linear systems arise in important applications, such as the numerical solution of the complex Helmholtz equation. Furthermore, most complex non-Hermitian linear systems which occur in practice are actually complex symmetric. We investigate conjugate gradient type iterations which are based on a variant of the nonsymmetric Lanczos algorithm for complex symmetric matrices. We propose a new approach with iterates defined by a quasi-minimal residual property. The resulting algorithm presents several advantages over the standard biconjugate gradient method. We also include some remarks on the obvious approach to general complex linear systems by solving equivalent real linear systems for the real and imaginary parts of x. Finally, numerical experiments for linear systems arising from the complex Helmholtz equation are reported
QMR: A Quasi-Minimal Residual method for non-Hermitian linear systems
The biconjugate gradient (BCG) method is the natural generalization of the classical conjugate gradient algorithm for Hermitian positive definite matrices to general non-Hermitian linear systems. Unfortunately, the original BCG algorithm is susceptible to possible breakdowns and numerical instabilities. A novel BCG like approach is presented called the quasi-minimal residual (QMR) method, which overcomes the problems of BCG. An implementation of QMR based on a look-ahead version of the nonsymmetric Lanczos algorithm is proposed. It is shown how BCG iterates can be recovered stably from the QMR process. Some further properties of the QMR approach are given and an error bound is presented. Finally, numerical experiments are reported
Approximation of the scattering amplitude
The simultaneous solution of Ax=b and ATy=g is required in a number of situations. Darmofal and Lu have proposed a method based on the Quasi-Minimal residual algorithm (QMR). We will introduce a technique for the same purpose based on the LSQR method and show how its performance can be improved when using the Generalized LSQR method. We further show how preconditioners can be introduced to enhance the speed of convergence and discuss different preconditioners that can be used. The scattering amplitude gTx, a widely used quantity in signal processing for example, has a close connection to the above problem since x represents the solution of the forward problem and g is the right hand side of the adjoint system. We show how this quantity can be efficiently approximated using Gauss quadrature and introduce a Block-Lanczos process that approximates the scattering amplitude and which can also be used with preconditioners
Restarted Hessenberg method for solving shifted nonsymmetric linear systems
It is known that the restarted full orthogonalization method (FOM)
outperforms the restarted generalized minimum residual (GMRES) method in
several circumstances for solving shifted linear systems when the shifts are
handled simultaneously. Many variants of them have been proposed to enhance
their performance. We show that another restarted method, the restarted
Hessenberg method [M. Heyouni, M\'ethode de Hessenberg G\'en\'eralis\'ee et
Applications, Ph.D. Thesis, Universit\'e des Sciences et Technologies de Lille,
France, 1996] based on Hessenberg procedure, can effectively be employed, which
can provide accelerating convergence rate with respect to the number of
restarts. Theoretical analysis shows that the new residual of shifted restarted
Hessenberg method is still collinear with each other. In these cases where the
proposed algorithm needs less enough CPU time elapsed to converge than the
earlier established restarted shifted FOM, weighted restarted shifted FOM, and
some other popular shifted iterative solvers based on the short-term vector
recurrence, as shown via extensive numerical experiments involving the recent
popular applications of handling the time fractional differential equations.Comment: 19 pages, 7 tables. Some corrections for updating the reference
Evaluating the Impact of SDC on the GMRES Iterative Solver
Increasing parallelism and transistor density, along with increasingly
tighter energy and peak power constraints, may force exposure of occasionally
incorrect computation or storage to application codes. Silent data corruption
(SDC) will likely be infrequent, yet one SDC suffices to make numerical
algorithms like iterative linear solvers cease progress towards the correct
answer. Thus, we focus on resilience of the iterative linear solver GMRES to a
single transient SDC. We derive inexpensive checks to detect the effects of an
SDC in GMRES that work for a more general SDC model than presuming a bit flip.
Our experiments show that when GMRES is used as the inner solver of an
inner-outer iteration, it can "run through" SDC of almost any magnitude in the
computationally intensive orthogonalization phase. That is, it gets the right
answer using faulty data without any required roll back. Those SDCs which it
cannot run through, get caught by our detection scheme
Many Masses on One Stroke: Economic Computation of Quark Propagators
The computational effort in the calculation of Wilson fermion quark
propagators in Lattice Quantum Chromodynamics can be considerably reduced by
exploiting the Wilson fermion matrix structure in inversion algorithms based on
the non-symmetric Lanczos process. We consider two such methods: QMR (quasi
minimal residual) and BCG (biconjugate gradients). Based on the decomposition
of the Wilson mass matrix, using QMR, one can carry
out inversions on a {\em whole} trajectory of masses simultaneously, merely at
the computational expense of a single propagator computation. In other words,
one has to compute the propagator corresponding to the lightest mass only,
while all the heavier masses are given for free, at the price of extra storage.
Moreover, the symmetry can be used to cut
the computational effort in QMR and BCG by a factor of two. We show that both
methods then become---in the critical regime of small quark
masses---competitive to BiCGStab and significantly better than the standard MR
method, with optimal relaxation factor, and CG as applied to the normal
equations.Comment: 17 pages, uuencoded compressed postscrip
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