A nested Krylov subspace method to compute the sign function of large complex matrices
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Publication:634061
Abstract: We present an acceleration of the well-established Krylov-Ritz methods to compute the sign function of large complex matrices, as needed in lattice QCD simulations involving the overlap Dirac operator at both zero and nonzero baryon density. Krylov-Ritz methods approximate the sign function using a projection on a Krylov subspace. To achieve a high accuracy this subspace must be taken quite large, which makes the method too costly. The new idea is to make a further projection on an even smaller, nested Krylov subspace. If additionally an intermediate preconditioning step is applied, this projection can be performed without affecting the accuracy of the approximation, and a substantial gain in efficiency is achieved for both Hermitian and non-Hermitian matrices. The numerical efficiency of the method is demonstrated on lattice configurations of sizes ranging from 4^4 to 10^4, and the new results are compared with those obtained with rational approximation methods.
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Cited in
(10)- scientific article; zbMATH DE number 5772902 (Why is no real title available?)
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- A flexible global GCRO-DR method for shifted linear systems and general coupled matrix equations
- Short-recurrence Krylov subspace methods for the overlap Dirac operator at nonzero chemical potential
- An iterative method to compute the sign function of a non-Hermitian matrix and its application to the overlap Dirac operator at nonzero chemical potential
- Two new variants of the simpler block GMRES method with vector deflation and eigenvalue deflation for multiple linear systems
- Computing Fundamental Matrix Decompositions Accurately via the Matrix Sign Function in Two Iterations: The Power of Zolotarev's Functions
- A block \(\mathrm{GCROT}(m, k)\) method for linear systems with multiple right-hand sides
- Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection
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