A Subspace Shift Technique for Nonsymmetric Algebraic Riccati Equations

The worst situation in computing the minimal nonnegative solution of a nonsymmetric algebraic Riccati equation associated with an M-matrix occurs when the corresponding linearizing matrix has two very small eigenvalues, one with positive and one with negative real part. When both these eigenvalues are exactly zero, the problem is called critical or null recurrent. While in this case the problem is ill-conditioned and the convergence of the algorithms based on matrix iterations is slow, there exist some techniques to remove the singularity and transform the problem to a well-behaved one. Ill-conditioning and slow convergence appear also in close-to-critical problems, but when none of the eigenvalues is exactly zero the techniques used for the critical case cannot be applied. In this paper, we introduce a new method to accelerate the convergence properties of the iterations also in close-to-critical cases, by working on the invariant subspace associated with the problematic eigenvalues as a whole. We present a theoretical analysis and several numerical experiments which confirm the efficiency of the new method

A flexible and adaptive Simpler GMRES with deflated restarting for shifted linear systems

In this paper, two efficient iterative algorithms based on the simpler GMRES method are proposed for solving shifted linear systems. To make full use of the shifted structure, the proposed algorithms utilizing the deflated restarting strategy and flexible preconditioning can significantly reduce the number of matrix-vector products and the elapsed CPU time. Numerical experiments are reported to illustrate the performance and effectiveness of the proposed algorithms.Comment: 17 pages. 9 Tables, 1 figure; Newly update: add some new numerical results and correct some typos and syntax error

Deflation of Eigenvalues for Iterative Methods in Lattice QCD

Work on generalizing the deflated, restarted GMRES algorithm, useful in lattice studies using stochastic noise methods, is reported. We first show how the multi-mass extension of deflated GMRES can be implemented. We then give a deflated GMRES method that can be used on multiple right-hand sides of $Ax=b$ in an efficient manner. We also discuss and give numerical results on the possibilty of combining deflated GMRES for the first right hand side with a deflated BiCGStab algorithm for the subsequent right hand sides.Comment: Lattice2003(machine

Contour integral method for obtaining the self-energy matrices of electrodes in electron transport calculations

We propose an efficient computational method for evaluating the self-energy matrices of electrodes to study ballistic electron transport properties in nanoscale systems. To reduce the high computational cost incurred in large systems, a contour integral eigensolver based on the Sakurai-Sugiura method combined with the shifted biconjugate gradient method is developed to solve exponential-type eigenvalue problem for complex wave vectors. A remarkable feature of the proposed algorithm is that the numerical procedure is very similar to that of conventional band structure calculations. We implement the developed method in the framework of the real-space higher-order finite difference scheme with nonlocal pseudopotentials. Numerical tests for a wide variety of materials validate the robustness, accuracy, and efficiency of the proposed method. As an illustration of the method, we present the electron transport property of the free-standing silicene with the line defect originating from the reversed buckled phases.Comment: 36 pages, 13 figures, 2 table

Deflated GMRES for Systems with Multiple Shifts and Multiple Right-Hand Sides

We consider solution of multiply shifted systems of nonsymmetric linear equations, possibly also with multiple right-hand sides. First, for a single right-hand side, the matrix is shifted by several multiples of the identity. Such problems arise in a number of applications, including lattice quantum chromodynamics where the matrices are complex and non-Hermitian. Some Krylov iterative methods such as GMRES and BiCGStab have been used to solve multiply shifted systems for about the cost of solving just one system. Restarted GMRES can be improved by deflating eigenvalues for matrices that have a few small eigenvalues. We show that a particular deflated method, GMRES-DR, can be applied to multiply shifted systems. In quantum chromodynamics, it is common to have multiple right-hand sides with multiple shifts for each right-hand side. We develop a method that efficiently solves the multiple right-hand sides by using a deflated version of GMRES and yet keeps costs for all of the multiply shifted systems close to those for one shift. An example is given showing this can be extremely effective with a quantum chromodynamics matrix.Comment: 19 pages, 9 figure

Weighted Spectral Embedding of Graphs

We present a novel spectral embedding of graphs that incorporates weights assigned to the nodes, quantifying their relative importance. This spectral embedding is based on the first eigenvectors of some properly normalized version of the Laplacian. We prove that these eigenvectors correspond to the configurations of lowest energy of an equivalent physical system, either mechanical or electrical, in which the weight of each node can be interpreted as its mass or its capacitance, respectively. Experiments on a real dataset illustrate the impact of weighting on the embedding