Deflated and restarted symmetric Lanczos methods for eigenvalues and linear equations with multiple right-hand sides

DOI10.1137/080727361MaRDI QIDQ3079322zbMATH OpenOpenAlexFDO

Authors Abdou Abdel-Rehim, Ronald B. Morgan, Dywayne A. Nicely, Walter M. Wilcox

Publication date 2 March 2011

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0806.3477

zbMATH Keywords

conjugate gradientconvergencedeflated restarted Lanczos algorithmdeflationeigenvalueseigenvectorsmultiple right-hand sidesnumerical examplesquantum chromodynamicsreorthogonalization

Mathematics Subject Classification ID

Linear equations (linear algebraic aspects) (15A06) Eigenvalues, singular values, and eigenvectors (15A18) Iterative numerical methods for linear systems (65F10) Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Orthogonalization in numerical linear algebra (65F25) Strong interaction, including quantum chromodynamics (81V05)

Abstract: A deflated restarted Lanczos algorithm is given for both solving symmetric linear equations and computing eigenvalues and eigenvectors. The restarting limits the storage so that finding eigenvectors is practical. Meanwhile, the deflating from the presence of the eigenvectors allows the linear equations to generally have good convergence in spite of the restarting. Some reorthogonalization is necessary to control roundoff error, and several approaches are discussed. The eigenvectors generated while solving the linear equations can be used to help solve systems with multiple right-hand sides. Experiments are given with large matrices from quantum chromodynamics that have many right-hand sides.

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Cited in

(22)

• Deflated BiCG with an application to model reduction
• Accelerating data uncertainty quantification by solving linear systems with multiple right-hand sides
• A new projected variant of the deflated block conjugate gradient method
• The infinite Lanczos method for symmetric nonlinear eigenvalue problems
• Disconnected loop subtraction methods in lattice QCD
• Computing and deflating eigenvalues while solving multiple right-hand side linear systems with an application to quantum chromodynamics
• Restarting the nonsymmetric Lanczos algorithm for eigenvalues and linear equations including multiple right-hand sides
• The deflated Lanczos method for ill-conditioned linear systems
• scientific article; zbMATH DE number 2058670 (Why is no real title available?)
• Two-grid and multiple-grid Arnoldi for eigenvalues
• A deflated conjugate gradient method for multiple right hand sides and multiple shifts
• The deflated conjugate gradient method: convergence, perturbation and accuracy
• Simultaneous iterative solutions for the trust-region and minimum eigenvalue subproblem
• Projections, deflation, and multigrid for nonsymmetric matrices
• Effective noise reduction techniques for disconnected loops in lattice QCD
• Weighted Inner Products for GMRES and GMRES-DR
• Improved seed methods for symmetric positive definite linear equations with multiple right-hand sides.
• Extending the eigCG algorithm to nonsymmetric Lanczos for linear systems with multiple right-hand sides.
• A survey of subspace recycling iterative methods
• On deflated CGW methods for solving nonsymmetric positive definite linear systems
• Multigrid deflation for lattice QCD
• Deflated GMRES for systems with multiple shifts and multiple right-hand sides

Describes a project that uses

Uses Software

• TRLan

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