A nested Krylov subspace method to compute the sign function of large complex matrices

DOI10.1016/J.CPC.2010.09.022zbMATH Open1221.65104arXiv0912.4457OpenAlexW2074393408MaRDI QIDQ634061FDOQ634061

Authors: J. C. R. Bloch, Simon Heybrock 

Publication date: 2 August 2011

Published in: Computer Physics Communications (Search for Journal in Brave)

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.

Full work available at URL: https://arxiv.org/abs/0912.4457

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zbMATH Keywords

numerical examplespreconditioningKrylov methodschiral symmetrysign functionHermitian and non-Hermitian matricesKrylov-Ritz methodlattice quantum chromodynamics simulationssign function of large complex matrices

Mathematics Subject Classification ID

Iterative numerical methods for linear systems (65F10) Strong interaction, including quantum chromodynamics (81V05)

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Cited In (10)

• Two new variants of the simpler block GMRES method with vector deflation and eigenvalue deflation for multiple linear systems
• Title not available (Why is that?)
• Short-recurrence Krylov subspace methods for the overlap Dirac operator at nonzero chemical potential
• A numerical method to compute derivatives of functions of large complex matrices and its application to the overlap Dirac operator at finite chemical potential
• A new deflated block GCROT(\(m,k\)) method for the solution of linear systems with multiple right-hand sides
• 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
• A flexible global GCRO-DR method for shifted linear systems and general coupled matrix equations
• 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
• Rational Krylov approximation of matrix functions: numerical methods and optimal pole selection

Uses Software

• Chroma

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