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

convergenceeigenvaluesnumerical examplesconjugate gradienteigenvectorsquantum chromodynamicsmultiple right-hand sidesdeflationreorthogonalizationdeflated restarted Lanczos algorithm

Mathematics Subject Classification ID

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

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.

Recommendations

• Restarting the nonsymmetric Lanczos algorithm for eigenvalues and linear equations including multiple right-hand sides
• Explicitly restarted Lanczos algorithms in an MPP environment
• Extending the eigCG algorithm to nonsymmetric Lanczos for linear systems with multiple right-hand sides.
• Computing and deflating eigenvalues while solving multiple right-hand side linear systems with an application to quantum chromodynamics
• Deflated GMRES for systems with multiple shifts and multiple right-hand sides

Cited in

(21)

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

Describes a project that uses

Uses Software

• TRLan

This page was built for publication: Deflated and restarted symmetric Lanczos methods for eigenvalues and linear equations with multiple right-hand sides

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3079322)