Infinite GMRES for parameterized linear systems

DOI10.1137/21M1410324MaRDI QIDQ6360096arXivFDO

Authors Elias Jarlebring, Siobhán Correnty

Publication date 8 February 2021

Published in arXiv

Full work available at URL https://doi.org/10.1137/21M1410324

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Computational methods for sparse matrices (65F50)

arXiv classification

cs.NAmath.NA

Abstract: We consider linear parameter-dependent systems $A(mu)x(mu)=b$ for many different $mu$, where $A$ is large and sparse, and depends nonlinearly on $mu$. Solving such systems individually for each $mu$ would require great computational effort. In this work we propose to compute a partial parameterization $ildexapproxx(mu)$ where $ildex(mu)$ is cheap to compute for many different $mu$. Our methods are based on the observation that a companion linearization can be formed where the dependence on $mu$ is only linear. In particular, we develop methods which combine the well-established Krylov subspace method for linear systems, GMRES, with algorithms for nonlinear eigenvalue problems (NEPs) to generate a basis for the Krylov subspace. Within this new approach, the basis matrix is constructed in three different ways, using a tensor structure and exploiting that certain problems have low-rank properties. We show convergence factor bounds obtained similarly to those for the method GMRES for linear systems. More specifically, a bound is obtained based on the magnitude of the parameter $mu$ and the spectrum of the linear companion matrix, which corresponds to the reciprocal solutions to the corresponding NEP. Numerical experiments illustrate the competitiveness of our methods for large-scale problems. The simulations are reproducible and publicly available online.

Cited in

(1)

• Compact Rational Krylov for Parametrized Systems with Application to BEM Frequency Sweeping

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