An accurate restarting for shift-and-invert Krylov subspaces computing matrix exponential actions of nonsymmetric matrices
From MaRDI portal
Publication:2038481
DOI10.1134/S0965542521050031zbMATH Open1469.65087arXiv1912.02643OpenAlexW3187372056WikidataQ115525985 ScholiaQ115525985MaRDI QIDQ2038481FDOQ2038481
Authors: Mike A. Botchev 
Publication date: 7 July 2021
Published in: Computational Mathematics and Mathematical Physics (Search for Journal in Brave)
Abstract: An accurate residual--time (AccuRT) restarting for computing matrix exponential actions of nonsymmetric matrices by the shift-and-invert (SAI) Krylov subspace method is proposed. The proposed restarting method is an extension of the recently proposed RT (residual--time) restarting and it is designed to avoid a possible accuracy loss in the conventional RT restarting. An expensive part of the SAI Krylov method is solution of linear systems with the shifted matrix. Since the AccuRT algorithm adjusts the shift value, we discuss how the proposed restarting can be implemented with just a single LU~factorization (or a preconditioner setup) of the shifted matrix. Numerical experiments demonstrate an improved accuracy and efficiency of the approach.
Full work available at URL: https://arxiv.org/abs/1912.02643
Recommendations
- ART: adaptive residual-time restarting for Krylov subspace matrix exponential evaluations
- Residual, restarting, and Richardson iteration for the matrix exponential
- Residual and restarting in Krylov subspace evaluation of the \(\varphi\) function
- The restarted shift-and-invert Krylov method for matrix functions.
- On Restart and Error Estimation for Krylov Approximation of $w=f(A)v$
Arnoldi processexponential time integrationKrylov subspace restartingshift-and-invert Krylov subspace methods
Matrix exponential and similar functions of matrices (15A16) Numerical computation of matrix exponential and similar matrix functions (65F60)
Cites Work
- Expokit
- Functions of Matrices
- Title not available (Why is that?)
- Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
- GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
- Parallel iterative methods for sparse linear systems
- Title not available (Why is that?)
- Title not available (Why is that?)
- Exponential integrators
- Computing the action of the matrix exponential, with an application to exponential integrators
- On Krylov Subspace Approximations to the Matrix Exponential Operator
- A Krylov projection method for systems of ODEs
- RD-rational approximations of the matrix exponential
- Residual, restarting, and Richardson iteration for the matrix exponential
- Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
- Efficient and stable Arnoldi restarts for matrix functions based on quadrature
- Deflated restarting for matrix functions
- On Restart and Error Estimation for Krylov Approximation of $w=f(A)v$
- Using Nonorthogonal Lanczos Vectors in the Computation of Matrix Functions
- Preconditioning Lanczos Approximations to the Matrix Exponential
- Implementation of a restarted Krylov subspace method for the evaluation of matrix functions
- Efficient time integration for discontinuous Galerkin approximations of linear wave equations
- Iterative Krylov Methods for Large Linear Systems
- Efficient computation of the exponential operator for large, sparse, symmetric matrices
- Computable upper error bounds for Krylov approximations to matrix exponentials and associated \(\varphi\)-functions
- Solution of large scale evolutionary problems using rational Krylov subspaces with optimized shifts
- Stopping Criteria for Rational Matrix Functions of Hermitian and Symmetric Matrices
- Two polynomial methods of calculating functions of symmetric matrices
- Calculation of functions of unsymmetric matrices using Arnoldi's method
- Exponential integrators for quantum-classical molecular dynamics
- Title not available (Why is that?)
- Unconditionally stable integration of Maxwell's equations
- Krylov subspace exponential time domain solution of Maxwell's equations in photonic crystal modeling
- Analysis of directed networks via the matrix exponential
- Exponential Krylov time integration for modeling multi-frequency optical response with monochromatic sources
- Balanced truncation model order reduction in limited time intervals for large systems
- ART: adaptive residual-time restarting for Krylov subspace matrix exponential evaluations
- Title not available (Why is that?)
Cited In (3)
Uses Software
This page was built for publication: An accurate restarting for shift-and-invert Krylov subspaces computing matrix exponential actions of nonsymmetric matrices
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2038481)
