Preconditioning complex symmetric linear systems

A new polynomial preconditioner for symmetric complex linear systems based on Hermitian and skew-Hermitian splitting (HSS) for complex symmetric linear systems is herein presented. It applies to Conjugate Orthogonal Conjugate Gradient (COCG) or Conjugate Orthogonal Conjugate Residual (COCR) iterative solvers and does not require any estimation of the spectrum of the coefficient matrix. An upper bound of the condition number of the preconditioned linear system is provided. Moreover, to reduce the computational cost, an inexact variant based on incomplete Cholesky decomposition or orthogonal polynomials is proposed. Numerical results show that the present preconditioner and its inexact variant are efficient and robust solvers for this class of linear systems. A stability analysis of the method completes the description of the preconditioner.Comment: 26 pages, 4 figures, 4 table

A Multi-GPU Programming Library for Real-Time Applications

We present MGPU, a C++ programming library targeted at single-node multi-GPU systems. Such systems combine disproportionate floating point performance with high data locality and are thus well suited to implement real-time algorithms. We describe the library design, programming interface and implementation details in light of this specific problem domain. The core concepts of this work are a novel kind of container abstraction and MPI-like communication methods for intra-system communication. We further demonstrate how MGPU is used as a framework for porting existing GPU libraries to multi-device architectures. Putting our library to the test, we accelerate an iterative non-linear image reconstruction algorithm for real-time magnetic resonance imaging using multiple GPUs. We achieve a speed-up of about 1.7 using 2 GPUs and reach a final speed-up of 2.1 with 4 GPUs. These promising results lead us to conclude that multi-GPU systems are a viable solution for real-time MRI reconstruction as well as signal-processing applications in general.Comment: 15 pages, 10 figure

Over-constrained Weierstrass iteration and the nearest consistent system

We propose a generalization of the Weierstrass iteration for over-constrained systems of equations and we prove that the proposed method is the Gauss-Newton iteration to find the nearest system which has at least $k$ common roots and which is obtained via a perturbation of prescribed structure. In the univariate case we show the connection of our method to the optimization problem formulated by Karmarkar and Lakshman for the nearest GCD. In the multivariate case we generalize the expressions of Karmarkar and Lakshman, and give explicitly several iteration functions to compute the optimum. The arithmetic complexity of the iterations is detailed

On Relaxed Averaged Alternating Reflections (RAAR) Algorithm for Phase Retrieval from Structured Illuminations

In this paper, as opposed to the random phase masks, the structured illuminations with a pixel-dependent deterministic phase shift are considered to derandomize the model setup. The RAAR algorithm is modified to adapt to two or more diffraction patterns, and the modified RAAR algorithm operates in Fourier domain rather than space domain. The local convergence of the RAAR algorithm is proved by some eigenvalue analysis. Numerical simulations is presented to demonstrate the effectiveness and stability of the algorithm compared to the HIO (Hybrid Input-Output) method. The numerical performances show the global convergence of the RAAR in our tests.Comment: 17 pages, 26 figures, submitting to Inverse Problem

Accelerating Wilson Fermion Matrix Inversions by Means of the Stabilized Biconjugate Gradient Algorithm

The stabilized biconjugate gradient algorithm BiCGStab recently presented by van der Vorst is applied to the inversion of the lattice fermion operator in the Wilson formulation of lattice Quantum Chromodynamics. Its computational efficiency is tested in a comparative study against the conjugate gradient and minimal residual methods. Both for quenched gauge configurations at beta= 6.0 and gauge configurations with dynamical fermions at beta=5.4, we find BiCGStab to be superior to the other methods. BiCGStab turns out to be particularly useful in the chiral regime of small quark masses.Comment: 25 pages, WUB 94-1