Preconditioned Chebyshev BiCG method for parameterized linear systems

DOI10.1553/ETNA_VOL58S629MaRDI QIDQ6146167zbMATH OpenFDO

Authors Siobhán Correnty, Elias Jarlebring, Daniel B. Szyld

Publication date 5 February 2024

Published in ETNA - Electronic Transactions on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2212.04295, http://etna.mcs.kent.edu/volumes/2021-2030/vol58/abstract.php?vol=58&pages=629-656

zbMATH Keywords

Chebyshev interpolationcompanion linearizationinexact preconditioningKrylov subspace methodsparameterized Helmholtz equationparameterized linear systemsshifted linear systemsshort-term recurrence methodstime-delay systems

Mathematics Subject Classification ID

Linear equations (linear algebraic aspects) (15A06) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10)

Abstract: The biconjugate gradient method (BiCG) is one of the most popular short-term recurrence methods for solving non-symmetric linear systems of equations. The objective of this paper is to provide an efficient adaption of BiCG to parameterized linear systems. More precisely, we consider the problem of approximating the solution to $A(mu)x(mu)=b$ for many different values of the parameter $mu$. Here we assume $A(mu)$ is large, sparse, and nonsingular with a nonlinear dependence on $mu$. Our method is based on a companion linearization derived from an accurate Chebyshev interpolation of $A(mu)$ on the interval $[-a,a]$, $ainmathbbR$. The solution to the linearization is approximated in a preconditioned BiCG setting for shifted systems, where the Krylov basis matrix is formed once. This process leads to a short-term recurrence method, where one execution of the algorithm produces the approximation to $x(mu)$ for many different values of the parameter $muin[-a,a]$ simultaneously. In particular, this work proposes one algorithm which applies a shift-and-invert preconditioner exactly as well as an algorithm which applies the same preconditioner inexactly. The competitiveness of the algorithms are illustrated with large-scale problems arising from a finite element discretization of a Helmholtz equation with parameterized material coefficient. The software used in the simulations is publicly available online, and thus all our experiments are reproducible.

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Cited in

(5)

• Preconditioned infinite GMRES for parameterized linear systems
• Chebyshev HOPGD with sparse grid sampling for parameterized linear systems
• Solving the parametric eigenvalue problem by Taylor series and Chebyshev expansion
• Generalized Golub-Kahan bidiagonalization for nonsymmetric saddle-point systems
• Compact Rational Krylov for Parametrized Systems with Application to BEM Frequency Sweeping

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