1,774 research outputs found

    Restarted Q-Arnoldi-type methods exploiting symmetry in quadratic eigenvalue problems

    Full text link
    The final publication is available at Springer via http://dx.doi.org/ 10.1007/s10543-016-0601-5.We investigate how to adapt the Q-Arnoldi method for the case of symmetric quadratic eigenvalue problems, that is, we are interested in computing a few eigenpairs of with M, C, K symmetric matrices. This problem has no particular structure, in the sense that eigenvalues can be complex or even defective. Still, symmetry of the matrices can be exploited to some extent. For this, we perform a symmetric linearization , where A, B are symmetric matrices but the pair (A, B) is indefinite and hence standard Lanczos methods are not applicable. We implement a symmetric-indefinite Lanczos method and enrich it with a thick-restart technique. This method uses pseudo inner products induced by matrix B for the orthogonalization of vectors (indefinite Gram-Schmidt). The projected problem is also an indefinite matrix pair. The next step is to write a specialized, memory-efficient version that exploits the block structure of A and B, referring only to the original problem matrices M, C, K as in the Q-Arnoldi method. This results in what we have called the Q-Lanczos method. Furthermore, we define a stabilized variant analog of the TOAR method. We show results obtained with parallel implementations in SLEPc.This work was supported by the Spanish Ministry of Economy and Competitiveness under Grant TIN2013-41049-P. Carmen Campos was supported by the Spanish Ministry of Education, Culture and Sport through an FPU Grant with reference AP2012-0608.Campos, C.; Román Moltó, JE. (2016). Restarted Q-Arnoldi-type methods exploiting symmetry in quadratic eigenvalue problems. BIT Numerical Mathematics. 56(4):1213-1236. https://doi.org/10.1007/s10543-016-0601-5S12131236564Bai, Z., Su, Y.: SOAR: a second-order Arnoldi method for the solution of the quadratic eigenvalue problem. SIAM J. Matrix Anal. Appl. 26(3), 640–659 (2005)Bai, Z., Day, D., Ye, Q.: ABLE: an adaptive block Lanczos method for non-Hermitian eigenvalue problems. SIAM J. Matrix Anal. Appl. 20(4), 1060–1082 (1999)Bai, Z., Ericsson, T., Kowalski, T.: Symmetric indefinite Lanczos method. In: Bai, Z., Demmel, J., Dongarra, J., Ruhe, A., van der Vorst, H. (eds.) Templates for the solution of algebraic eigenvalue problems: a practical guide, pp. 249–260. Society for Industrial and Applied Mathematics, Philadelphia (2000)Balay, S., Abhyankar, S., Adams, M., Brown, J., Brune, P., Buschelman, K., Dalcin, L., Eijkhout, V., Gropp, W., Kaushik, D., Knepley, M., McInnes, L.C., Rupp, K., Smith, B., Zampini, S., Zhang, H.: PETSc users manual. Tech. Rep. ANL-95/11 - Revision 3.6, Argonne National Laboratory (2015)Benner, P., Faßbender, H., Stoll, M.: Solving large-scale quadratic eigenvalue problems with Hamiltonian eigenstructure using a structure-preserving Krylov subspace method. Electron. Trans. Numer. Anal. 29, 212–229 (2008)Betcke, T., Higham, N.J., Mehrmann, V., Schröder, C., Tisseur, F.: NLEVP: a collection of nonlinear eigenvalue problems. ACM Trans. Math. Softw. 39(2), 7:1–7:28 (2013)Campos, C., Roman, J.E.: Parallel Krylov solvers for the polynomial eigenvalue problem in SLEPc (2015, submitted)Day, D.: An efficient implementation of the nonsymmetric Lanczos algorithm. SIAM J. Matrix Anal. Appl. 18(3), 566–589 (1997)Hernandez, V., Roman, J.E., Vidal, V.: SLEPc: a scalable and flexible toolkit for the solution of eigenvalue problems. ACM Trans. Math. Softw. 31(3), 351–362 (2005)Hernandez, V., Roman, J.E., Tomas, A.: Parallel Arnoldi eigensolvers with enhanced scalability via global communications rearrangement. Parallel Comput. 33(7–8), 521–540 (2007)Jia, Z., Sun, Y.: A refined variant of SHIRA for the skew-Hamiltonian/Hamiltonian (SHH) pencil eigenvalue problem. Taiwan J. Math. 17(1), 259–274 (2013)Kressner, D., Roman, J.E.: Memory-efficient Arnoldi algorithms for linearizations of matrix polynomials in Chebyshev basis. Numer. Linear Algebra Appl. 21(4), 569–588 (2014)Kressner, D., Pandur, M.M., Shao, M.: An indefinite variant of LOBPCG for definite matrix pencils. Numer. Algorithms 66(4), 681–703 (2014)Lancaster, P.: Linearization of regular matrix polynomials. Electron. J. Linear Algebra 17, 21–27 (2008)Lancaster, P., Ye, Q.: Rayleigh-Ritz and Lanczos methods for symmetric matrix pencils. Linear Algebra Appl. 185, 173–201 (1993)Lu, D., Su, Y.: Two-level orthogonal Arnoldi process for the solution of quadratic eigenvalue problems (2012, manuscript)Meerbergen, K.: The Lanczos method with semi-definite inner product. BIT 41(5), 1069–1078 (2001)Meerbergen, K.: The Quadratic Arnoldi method for the solution of the quadratic eigenvalue problem. SIAM J. Matrix Anal. Appl. 30(4), 1463–1482 (2008)Mehrmann, V., Watkins, D.: Structure-preserving methods for computing eigenpairs of large sparse skew-Hamiltonian/Hamiltonian pencils. SIAM J. Sci. Comput. 22(6), 1905–1925 (2001)Parlett, B.N.: The symmetric Eigenvalue problem. Prentice-Hall, Englewood Cliffs (1980) (reissued with revisions by SIAM, Philadelphia)Parlett, B.N., Chen, H.C.: Use of indefinite pencils for computing damped natural modes. Linear Algebra Appl. 140(1), 53–88 (1990)Parlett, B.N., Taylor, D.R., Liu, Z.A.: A look-ahead Lánczos algorithm for unsymmetric matrices. Math. Comput. 44(169), 105–124 (1985)de Samblanx, G., Bultheel, A.: Nested Lanczos: implicitly restarting an unsymmetric Lanczos algorithm. Numer. Algorithms 18(1), 31–50 (1998)Sleijpen, G.L.G., Booten, A.G.L., Fokkema, D.R., van der Vorst, H.A.: Jacobi-Davidson type methods for generalized eigenproblems and polynomial eigenproblems. BIT 36(3), 595–633 (1996)Stewart, G.W.: A Krylov-Schur algorithm for large eigenproblems. SIAM J. Matrix Anal. Appl. 23(3), 601–614 (2001)Su, Y., Zhang, J., Bai, Z.: A compact Arnoldi algorithm for polynomial eigenvalue problems. In: Presented at RANMEP (2008)Tisseur, F.: Tridiagonal-diagonal reduction of symmetric indefinite pairs. SIAM J. Matrix Anal. Appl. 26(1), 215–232 (2004)Tisseur, F., Meerbergen, K.: The quadratic eigenvalue problem. SIAM Rev. 43(2), 235–286 (2001)Watkins, D.S.: The matrix Eigenvalue problem: GR and Krylov subspace methods. Society for Industrial and Applied Mathematics (2007)Wu, K., Simon, H.: Thick-restart Lanczos method for large symmetric eigenvalue problems. SIAM J. Matrix Anal. Appl. 22(2), 602–616 (2000

    Memory-efficient Arnoldi algorithms for linearizations of matrix polynomials in Chebyshev basis

    Full text link
    Novel memory-efficient Arnoldi algorithms for solving matrix polynomial eigenvalue problems are presented. More specifically, we consider the case of matrix polynomials expressed in the Chebyshev basis, which is often numerically more appropriate than the standard monomial basis for a larger degree dd. The standard way of solving polynomial eigenvalue problems proceeds by linearization, which increases the problem size by a factor dd. Consequently, the memory requirements of Krylov subspace methods applied to the linearization grow by this factor. In this paper, we develop two variants of the Arnoldi method that build the Krylov subspace basis implicitly, in a way that only vectors of length equal to the size of the original problem need to be stored. The proposed variants are generalizations of the so called Q-Arnoldi and TOAR methods, which have been developed for the monomial case. We also show how the typical ingredients of a full implementation of the Arnoldi method, including shift-and-invert and restarting, can be incorporated. Numerical experiments are presented for matrix polynomials up to degree 3030 arising from the interpolation of nonlinear eigenvalue problems which stem from boundary element discretizations of PDE eigenvalue problems.Daniel Kressner; Román Moltó, JE. (2014). Memory-efficient Arnoldi algorithms for linearizations of matrix polynomials in Chebyshev basis. Numerical Linear Algebra with Applications. 21(4):569-588. doi:10.1002/nla.1913S569588214Mackey, D. S., Mackey, N., Mehl, C., & Mehrmann, V. (2006). Vector Spaces of Linearizations for Matrix Polynomials. SIAM Journal on Matrix Analysis and Applications, 28(4), 971-1004. doi:10.1137/050628350Mackey, D. S., Mackey, N., Mehl, C., & Mehrmann, V. (2006). Structured Polynomial Eigenvalue Problems: Good Vibrations from Good Linearizations. SIAM Journal on Matrix Analysis and Applications, 28(4), 1029-1051. doi:10.1137/050628362Higham, N. J., Mackey, D. S., & Tisseur, F. (2006). The Conditioning of Linearizations of Matrix Polynomials. SIAM Journal on Matrix Analysis and Applications, 28(4), 1005-1028. doi:10.1137/050628283Adhikari, B., Alam, R., & Kressner, D. (2011). Structured eigenvalue condition numbers and linearizations for matrix polynomials. Linear Algebra and its Applications, 435(9), 2193-2221. doi:10.1016/j.laa.2011.04.020Bai, Z., & Su, Y. (2005). SOAR: A Second-order Arnoldi Method for the Solution of the Quadratic Eigenvalue Problem. SIAM Journal on Matrix Analysis and Applications, 26(3), 640-659. doi:10.1137/s0895479803438523Meerbergen, K. (2009). The Quadratic Arnoldi Method for the Solution of the Quadratic Eigenvalue Problem. SIAM Journal on Matrix Analysis and Applications, 30(4), 1463-1482. doi:10.1137/07069273xLin, Y., Bao, L., & Wei, Y. (2010). Model-order reduction of large-scalekth-order linear dynamical systems via akth-order Arnoldi method. International Journal of Computer Mathematics, 87(2), 435-453. doi:10.1080/00207160802130164Stewart, G. W. (2001). Matrix Algorithms. doi:10.1137/1.9780898718058Kamiya, N., Andoh, E., & Nogae, K. (1993). Eigenvalue analysis by the boundary element method: new developments. Engineering Analysis with Boundary Elements, 12(3), 151-162. doi:10.1016/0955-7997(93)90011-9Bindel D Hood A Localization theorems for nonlinear eigenvalues. arXiv: 1303.4668 2013Botchev, M. A., Sleijpen, G. L. G., & Sopaheluwakan, A. (2009). An SVD-approach to Jacobi–Davidson solution of nonlinear Helmholtz eigenvalue problems. Linear Algebra and its Applications, 431(3-4), 427-440. doi:10.1016/j.laa.2009.03.024Effenberger, C., & Kressner, D. (2012). Chebyshev interpolation for nonlinear eigenvalue problems. BIT Numerical Mathematics, 52(4), 933-951. doi:10.1007/s10543-012-0381-5Van Beeumen, R., Meerbergen, K., & Michiels, W. (2013). A Rational Krylov Method Based on Hermite Interpolation for Nonlinear Eigenvalue Problems. SIAM Journal on Scientific Computing, 35(1), A327-A350. doi:10.1137/120877556Sitton, G. A., Burrus, C. S., Fox, J. W., & Treitel, S. (2003). Factoring very-high-degree polynomials. IEEE Signal Processing Magazine, 20(6), 27-42. doi:10.1109/msp.2003.1253552Amiraslani, A., Corless, R. M., & Lancaster, P. (2008). Linearization of matrix polynomials expressed in polynomial bases. IMA Journal of Numerical Analysis, 29(1), 141-157. doi:10.1093/imanum/drm051Betcke, T., & Kressner, D. (2011). Perturbation, extraction and refinement of invariant pairs for matrix polynomials. Linear Algebra and its Applications, 435(3), 514-536. doi:10.1016/j.laa.2010.06.029Beyn, W. J., & Thümmler, V. (2010). Continuation of Invariant Subspaces for Parameterized Quadratic Eigenvalue Problems. SIAM Journal on Matrix Analysis and Applications, 31(3), 1361-1381. doi:10.1137/080723107Kressner, D. (2009). A block Newton method for nonlinear eigenvalue problems. Numerische Mathematik, 114(2), 355-372. doi:10.1007/s00211-009-0259-xLehoucq, R. B., Sorensen, D. C., & Yang, C. (1998). ARPACK Users’ Guide. doi:10.1137/1.9780898719628Hernandez, V., Roman, J. E., & Vidal, V. (2005). SLEPc. ACM Transactions on Mathematical Software, 31(3), 351-362. doi:10.1145/1089014.1089019Clenshaw, C. W. (1955). A note on the summation of Chebyshev series. Mathematics of Computation, 9(51), 118-118. doi:10.1090/s0025-5718-1955-0071856-0Stewart, G. W. (2002). A Krylov--Schur Algorithm for Large Eigenproblems. SIAM Journal on Matrix Analysis and Applications, 23(3), 601-614. doi:10.1137/s0895479800371529Su Y A compact Arnoldi algorithm for polynomial eigenvalue problems 2008 http://math.cts.nthu.edu.tw/Mathematics/RANMEP%20Slides/Yangfeng%20Su.pdfSteinbach, O., & Unger, G. (2009). A boundary element method for the Dirichlet eigenvalue problem of the Laplace operator. Numerische Mathematik, 113(2), 281-298. doi:10.1007/s00211-009-0239-1Effenberger, C., Kressner, D., Steinbach, O., & Unger, G. (2012). Interpolation-based solution of a nonlinear eigenvalue problem in fluid-structure interaction. PAMM, 12(1), 633-634. doi:10.1002/pamm.201210305Betcke, T., Higham, N. J., Mehrmann, V., Schröder, C., & Tisseur, F. (2013). NLEVP. ACM Transactions on Mathematical Software, 39(2), 1-28. doi:10.1145/2427023.2427024Grammont, L., Higham, N. J., & Tisseur, F. (2011). A framework for analyzing nonlinear eigenproblems and parametrized linear systems. Linear Algebra and its Applications, 435(3), 623-640. doi:10.1016/j.laa.2009.12.03

    On the Convergence of Ritz Pairs and Refined Ritz Vectors for Quadratic Eigenvalue Problems

    Full text link
    For a given subspace, the Rayleigh-Ritz method projects the large quadratic eigenvalue problem (QEP) onto it and produces a small sized dense QEP. Similar to the Rayleigh-Ritz method for the linear eigenvalue problem, the Rayleigh-Ritz method defines the Ritz values and the Ritz vectors of the QEP with respect to the projection subspace. We analyze the convergence of the method when the angle between the subspace and the desired eigenvector converges to zero. We prove that there is a Ritz value that converges to the desired eigenvalue unconditionally but the Ritz vector converges conditionally and may fail to converge. To remedy the drawback of possible non-convergence of the Ritz vector, we propose a refined Ritz vector that is mathematically different from the Ritz vector and is proved to converge unconditionally. We construct examples to illustrate our theory.Comment: 20 page

    Computing a partial Schur factorization of nonlinear eigenvalue problems using the infinite Arnoldi method

    Full text link
    The partial Schur factorization can be used to represent several eigenpairs of a matrix in a numerically robust way. Different adaptions of the Arnoldi method are often used to compute partial Schur factorizations. We propose here a technique to compute a partial Schur factorization of a nonlinear eigenvalue problem (NEP). The technique is inspired by the algorithm in [8], now called the infinite Arnoldi method. The infinite Arnoldi method is a method designed for NEPs, and can be interpreted as Arnoldi's method applied to a linear infinite-dimensional operator, whose reciprocal eigenvalues are the solutions to the NEP. As a first result we show that the invariant pairs of the operator are equivalent to invariant pairs of the NEP. We characterize the structure of the invariant pairs of the operator and show how one can carry out a modification of the infinite Arnoldi method by respecting the structure. This also allows us to naturally add the feature known as locking. We nest this algorithm with an outer iteration, where the infinite Arnoldi method for a particular type of structured functions is appropriately restarted. The restarting exploits the structure and is inspired by the well-known implicitly restarted Arnoldi method for standard eigenvalue problems. The final algorithm is applied to examples from a benchmark collection, showing that both processing time and memory consumption can be considerably reduced with the restarting technique

    A Hamiltonian Krylov-Schur-type method based on the symplectic Lanczos process

    Get PDF
    We discuss a Krylov-Schur like restarting technique applied within the symplectic Lanczos algorithm for the Hamiltonian eigenvalue problem. This allows to easily implement a purging and locking strategy in order to improve the convergence properties of the symplectic Lanczos algorithm. The Krylov-Schur-like restarting is based on the SR algorithm. Some ingredients of the latter need to be adapted to the structure of the symplectic Lanczos recursion. We demonstrate the efficiency of the new method for several Hamiltonian eigenproblems
    • …
    corecore