Rational Krylov for Stieltjes matrix functions: convergence and pole selection

Evaluating the action of a matrix function on a vector, that is x= f(M) v, is an ubiquitous task in applications. When M is large, one usually relies on Krylov projection methods. In this paper, we provide effective choices for the poles of the rational Krylov method for approximating x when f(z) is either Cauchy–Stieltjes or Laplace–Stieltjes (or, which is equivalent, completely monotonic) and M is a positive definite matrix. Relying on the same tools used to analyze the generic situation, we then focus on the case M= I⊗ A- BT⊗ I, and v obtained vectorizing a low-rank matrix; this finds application, for instance, in solving fractional diffusion equation on two-dimensional tensor grids. We see how to leverage tensorized Krylov subspaces to exploit the Kronecker structure and we introduce an error analysis for the numerical approximation of x. Pole selection strategies with explicit convergence bounds are given also in this case

Hierarchical adaptive low-rank format with applications to discretized partial differential equations

A novel framework for hierarchical low-rank matrices is proposed that combines an adaptive hierarchical partitioning of the matrix with low-rank approximation. One typical application is the approximation of discretized functions on rectangular domains; the flexibility of the format makes it possible to deal with functions that feature singularities in small, localized regions. To deal with time evolution and relocation of singularities, the partitioning can be dynamically adjusted based on features of the underlying data. Our format can be leveraged to efficiently solve linear systems with Kronecker product structure, as they arise from discretized partial differential equations (PDEs). For this purpose, these linear systems are rephrased as linear matrix equations and a recursive solver is derived from low-rank updates of such equations. We demonstrate the effectiveness of our framework for stationary and time-dependent, linear and nonlinear PDEs, including the Burgers' and Allen-Cahn equations

Model Updating Procedure to Enhance Structural Analysis in FE Code NOSA-ITACA

This paper describes a model updating procedure implemented in NOSA-ITACA, a finite-element (FE) code for the structural analysis of masonry constructions of historical interest. The procedure, aimed at matching experimental frequencies and mode shapes, allows for fine-tuning the calculations of the free parameters in the model. The numerical method is briefly described, and some issues related to its robustness are addressed. The procedure is then applied to a simple case study and two historical structures in Tuscany, the Clock Tower in Lucca and the Maddalena Bridge in Borgo a Mozzano

Nonsingular systems of generalized Sylvester equations: An algorithmic approach

We consider the uniqueness of solution (i.e., nonsingularity) of systems of r generalized Sylvester and ⋆-Sylvester equations with n×n coefficients. After several reductions, we show that it is sufficient to analyze periodic systems having, at most, one generalized ⋆-Sylvester equation. We provide characterizations for the nonsingularity in terms of spectral properties of either matrix pencils or formal matrix products, both constructed from the coefficients of the system. The proposed approach uses the periodic Schur decomposition and leads to a backward stable O(n3r) algorithm for computing the (unique) solution

A computational framework for two-dimensional random walks with restarts

The treatment of two-dimensional random walks in the quarter plane leads to Markov processes which involve semi-infinite matrices having Toeplitz or block Toeplitz structure plus a low-rank correction. We propose an extension of the framework introduced in [D. A. Bini, S. Massei, and B. Meini, Math. Comp., 87 (2018), pp. 2811-2830] which allows us to deal with more general situations such as processes involving restart events. This is motivated by the need for modeling processes that can incur in unexpected failures like computer system reboots. We present a theoretical analysis of an enriched Banach algebra that, combined with appropriate algorithms, enables the numerical treatment of these problems. The results are applied to the solution of bidimensional quasi-birth-death processes with infinitely many phases which model random walks in the quarter plane, relying on the matrix analytic approach. The reliability of our approach is confirmed by extensive numerical experimentation on several case studies

Roots of Polynomials: on twisted QR methods for companion matrices and pencils

Two generalizations of the companion QR algorithm by J.L. Aurentz, T. Mach, R. Vandebril, and D.S. Watkins, SIAM Journal on Matrix Analysis and Applications, 36(3): 942--973, 2015, to compute the roots of a polynomial are presented. First, we will show how the fast and backward stable QR algorithm for companion matrices can be generalized to a QZ algorithm for companion pencils. Companion pencils admit a greater flexibility in scaling the polynomial and distributing the matrix coefficients over both matrices in the pencil. This allows for an enhanced stability for polynomials with largely varying coefficients. Second, we will generalize the pencil approach further to a twisted QZ algorithm. Whereas in the classical QZ case Krylov spaces govern the convergence, the convergence of the twisted case is determined by a rational Krylov space. A backward error analysis to map the error back to the original pencil and to the polynomial coefficients shows that in both cases the error scales quadratically with the input. An extensive set of numerical experiments supports the theoretical backward error, confirms the numerical stability and shows that the computing time depends quadratically on the problem size

Model parameter estimation using Bayesian and deterministic approaches: the case study of the Maddalena Bridge

Finite element modeling has become common practice for assessing the structural health of historic constructions. However, because of the uncertainties typically affecting our knowledge of the geometrical dimensions, material properties and boundary conditions, numerical models can fail to predict the static and dynamic behavior of such structures. In order to achieve more reliable predictions, important information can be obtained measuring the structural response under ambient vibrations. This wholly non-destructive technique allows obtaining very accurate information on the structure’s dynamic properties (Brincker and Ventura (2015)). Moreover, when experimental data is coupled with a finite element model, an estimate of the boundary conditions and the mechanical properties of the constituent materials can also be obtained via model updating procedures. This work presents two different model updating procedures. The first relies on construction of local parametric reduced-order models embedded in a trust region scheme to minimize the distance between the natural frequencies experimentally determined and the corresponding numerically evaluated ones (Girardi et al. (2018)). The second has been developed within a Bayesian statistical framework and uses both frequencies and mode shapes (Yuen (2015)). Both algorithms are used in conjunction with the NOSA-ITACA code for calculation of the eigenfrequencies and eigenvectors. These procedures are illustrated in the case study of the medieval Maddalena Bridge in Borgo a Mozzano (Italy). Experimental data, frequencies and mode shapes, acquired in 2015 (Azzara et al. (2017)) have enabled calibration of the bridge’s constituent materials and boundary condition

A class of quasi-sparse companion pencils

In this paper, we introduce a general class of quasi-sparse potential companion pencils for arbitrary square matrix polynomials over an arbitrary field, which extends the class introduced in [B. Eastman, I.-J. Kim, B. L. Shader, K.N. Vander Meulen, Companion matrix patterns. Linear Algebra Appl. 436 (2014) 255-272] for monic scalar polynomials. We provide a canonical form, up to permutation, for companion pencils in this class. We also relate these companion pencils with other relevant families of companion linearizations known so far. Finally, we determine the number of different sparse companion pencils in the class, up to permutation.This work has been partially supported by theMinisterio de Economía y Competitividad of Spain through grants MTM2015-68805-REDT and MTM2015-65798-P

Rational Krylov and ADI iteration for infinite size quasi-Toeplitz matrix equations

We consider a class of linear matrix equations involving semi-infinite matrices which have a quasi-Toeplitz structure. These equations arise in different settings, mostly connected with PDEs or the study of Markov chains such as random walks on bidimensional lattices. We present the theory justifying the existence of the solution in an appropriate Banach algebra which is computationally treatable, and we propose several methods for computing them. We show how to adapt the ADI iteration to this particular infinite dimensional setting, and how to construct rational Krylov methods. Convergence theory is discussed, and numerical experiments validate the proposed approaches