Polynomial preconditioned Arnoldi with stability control
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Publication:5856683
Abstract: Polynomial preconditioning can improve the convergence of the Arnoldi method for computing eigenvalues. Such preconditioning significantly reduces the cost of orthogonalization; for difficult problems, it can also reduce the number of matrix-vector products. Parallel computations can particularly benefit from the reduction of communication-intensive operations. The GMRES algorithm provides a simple and effective way of generating the preconditioning polynomial. For some problems high degree polynomials are especially effective, but they can lead to stability problems that must be mitigated. A two-level "double polynomial preconditioning" strategy provides an effective way to generate high-degree preconditioners.
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- A Hybrid GMRES Algorithm for Nonsymmetric Linear Systems
- A Krylov--Schur algorithm for large eigenproblems
- A Newton basis GMRES implementation
- A harmonic restarted Arnoldi algorithm for calculating eigenvalues and determining multiplicity
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- Computing interior eigenvalues of large matrices
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- Convergence of Restarted Krylov Subspaces to Invariant Subspaces
- Dynamic Thick Restarting of the Davidson, and the Implicitly Restarted Arnoldi Methods
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- Harmonic Ritz and Lehmann bounds
- Implicit Application of Polynomial Filters in a k-Step Arnoldi Method
- Least Squares Polynomials in the Complex Plane and Their Use for Solving Nonsymmetric Linear Systems
- Newton interpolation at Leja points
- Numerical methods for large eigenvalue problems
- On restarting the Arnoldi method for large nonsymmetric eigenvalue problems
- Polynomial Preconditioned GMRES and GMRES-DR
- Quasi-kernel polynomials and their use in non-Hermitian matrix iterations
- Ritz Value Localization for Non-Hermitian Matrices
- Shift-invert and Cayley transforms for detection of rightmost eigenvalues of nonsymmetric matrices
- Solution of Sparse Indefinite Systems of Linear Equations
- Stability of polynomial preconditioning
- The Arnoldi eigenvalue iteration with exact shifts can fail
- The University of Florida sparse matrix collection
- Thick-restart Lanczos method for large symmetric eigenvalue problems
- Variations on Arnoldi's method for computing eigenelements of large unsymmetric matrices
Cited in
(7)- Parallelization of the rational Arnoldi algorithm
- Stability of polynomial preconditioning
- Polynomial preconditioning for the action of the matrix square root and inverse square root
- Proxy-GMRES: Preconditioning via GMRES in Polynomial Space
- Parallel matrix-free polynomial preconditioners with application to flow simulations in discrete fracture networks
- Coarsest-level improvements in multigrid for lattice QCD on large-scale computers
- GMRES algorithms over 35 years
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