Preconditioned infinite GMRES for parameterized linear systems

DOI10.1137/22M1502380MaRDI QIDQ6401703zbMATH OpenFDO

Authors Siobhán Correnty, Elias Jarlebring, Kirk M. Soodhalter

Publication date 10 June 2022

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1137/22M1502380

Mathematics Subject Classification ID

Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10)

Abstract: We are interested in obtaining approximate solutions to parameterized linear systems of the form $A(mu)x(mu)=b$ for many values of the parameter $mu$. Here $A(mu)$ is large, sparse, and nonsingular, with a nonlinear analytic dependence on $mu$. Our approach is based on a companion linearization for parameterized linear systems. The companion matrix is similar to the operator in the infinite Arnoldi method, and we use this to adapt the flexible GMRES setting. In this way, our method returns a function $ildex(mu)$ which is cheap to evaluate for different $mu$, and the preconditioner is applied only approximately. This novel approach leads to increased freedom to carry out the action of the operation inexactly, which provides performance improvement over the method infinite GMRES, without a loss of accuracy in general. We show that the error of our method is estimated based on the magnitude of the parameter $mu$, the inexactness of the preconditioning, and the spectrum of the linear companion matrix. Numerical examples from a finite element discretization of a Helmholtz equation with a parameterized material coefficient illustrate the competitiveness of our approach. The simulations are reproducible and publicly available online.

Recommendations

• Infinite GMRES for parameterized linear systems
• Preconditioned Chebyshev BiCG method for parameterized linear systems
• Preconditioning parametrized linear systems
• Low-rank tensor Krylov subspace methods for parametrized linear systems
• Preconditioned linear solves for parametric model order reduction

Cited in

(6)

• Improving performance of contour integral-based nonlinear eigensolvers with infinite GMRES
• Compact Rational Krylov for Parametrized Systems with Application to BEM Frequency Sweeping
• Preconditioned Chebyshev BiCG method for parameterized linear systems
• A robust implicit high-order discontinuous Galerkin method for solving compressible Navier-Stokes equations on arbitrary grids
• A subspace method based on the Neumann series for the solution of parametric linear systems
• Chebyshev HOPGD with sparse grid sampling for parameterized linear systems

This page was built for publication: Preconditioned infinite GMRES for parameterized linear systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6401703)