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Related papers: GMRES convergence bounds for eigenvalue problems

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Preconditioned eigenvalue solvers (eigensolvers) are gaining popularity, but their convergence theory remains sparse and complex. We consider the simplest preconditioned eigensolver--the gradient iterative method with a fixed step size--for…

Numerical Analysis · Mathematics 2010-06-02 Andrew V. Knyazev , Klaus Neymeyr

In this note we present a parameterized class of lower triangular matrices. The components of the eigenvectors grow rapidly and will exceed the representational range of any finite number system. The eigenvalues and the eigenvectors are…

Numerical Analysis · Mathematics 2020-05-13 Carl Christian Kjelgaard Mikkelsen

The large systems of complex linear equations that are generated in QCD problems often have multiple right-hand sides (for multiple sources) and multiple shifts (for multiple masses). Deflated GMRES methods have previously been developed…

High Energy Physics - Lattice · Physics 2008-11-26 Abdou Abdel-Rehim , Ronald B. Morgan , Walter Wilcox

First, we derive explicit computable expressions of structured backward errors of approximate eigenelements of structured matrix polynomials including symmetric, skew-symmetric, Hermitian, skew-Hermitian, even and odd polynomials. We also…

Numerical Analysis · Mathematics 2009-07-16 Bibhas Adhikari , Rafikul Alam

An implementation of GMRES with multiple preconditioners (MPGMRES) is proposed for solving shifted linear systems with shift-and-invert preconditioners. With this type of preconditioner, the Krylov subspace can be built without requiring…

Numerical Analysis · Mathematics 2016-03-31 Tania Bakhos , Peter Kitanidis , Scott Ladenheim , Arvind K. Saibaba , Daniel Szyld

In this work, we investigate the convergence of numerical approximations to coercivity constants of variational problems. These constants are essential components of rigorous error bounds for reduced-order modeling; extension of these…

Numerical Analysis · Mathematics 2022-05-25 Peter Sentz , Jehanzeb Hameed Chaudhry , Luke N. Olson

We propose consistent locally stabilized, conforming finite element schemes on completely unstructured simplicial space-time meshes for the numerical solution of non-autonomous parabolic evolution problems under the assumption of maximal…

Numerical Analysis · Mathematics 2019-03-07 Ulrich Langer , Andreas Schafelner

In many contexts the modal properties of a structure change, either due to the impact of a changing environment, fatigue, or due to the presence of structural damage. For example during flight, an aircraft's modal properties are known to…

Machine Learning · Computer Science 2018-12-12 Prasad Cheema , Mehrisadat M. Alamdari , Gareth A. Vio

This manuscript presents a new extended linear system for integral equation based techniques for solving boundary value problems on locally perturbed geometries. The new extended linear system is similar to a previously presented technique…

Numerical Analysis · Mathematics 2021-03-17 Yabin Zhang , Adrianna Gillman

We derive bounds on the eigenvalues of a generic form of double saddle-point matrices. The bounds are expressed in terms of extremal eigenvalues and singular values of the associated block matrices. Inertia and algebraic multiplicity of…

Numerical Analysis · Mathematics 2022-02-16 Susanne Bradley , Chen Greif

With the commercial availability of mixed precision hardware, mixed precision GMRES-based iterative refinement schemes have emerged as popular approaches for solving sparse linear systems. Existing analyses of these approaches, however, are…

Numerical Analysis · Mathematics 2022-09-02 Erin Carson , Noaman Khan

We consider GMRES applied to discretisations of the high-frequency Helmholtz equation with strong trapping; recall that in this situation the problem is exponentially ill-conditioned through an increasing sequence of frequencies. Under…

Numerical Analysis · Mathematics 2021-11-15 Pierre Marchand , Jeffrey Galkowski , Alastair Spence , Euan A. Spence

The generalized minimal residual (GMRES) algorithm is applied to image reconstruction using linear computed tomography (CT) models. The GMRES algorithm iteratively solves square, non-symmetric linear systems and it has practical application…

Medical Physics · Physics 2022-05-04 Emil Y. Sidky , Per Christian Hansen , Jakob S. Jørgensen , Xiaochuan Pan

In this paper, we study a class of inexact block triangular preconditioners for double saddle-point symmetric linear systems arising from the mixed finite element and mixed hybrid finite element discretization of Biot's poroelasticity…

Numerical Analysis · Mathematics 2025-07-02 Luca Bergamaschi , Massimiliano Ferronato , Angeles Martinez

Linear solvers are major computational bottlenecks in a wide range of decision support and optimization computations. The challenges become even more pronounced on heterogeneous hardware, where traditional sparse numerical linear algebra…

Computational Engineering, Finance, and Science · Computer Science 2024-01-26 Kasia Świrydowicz , Nicholson Koukpaizan , Maksudul Alam , Shaked Regev , Michael Saunders , Slaven Peleš

We consider the eigenvalue problem for the case where the input matrix is symmetric and its entries perturb in some given intervals. We present a characterization of some of the exact boundary points, which allows us to introduce an inner…

Robotics · Computer Science 2011-02-22 Milan Hladik , David Daney , Elias Tsigaridas

We present two minimum residual methods for solving sequences of shifted linear systems, the right-preconditioned shifted GMRES and shifted recycled GMRES algorithms which use a seed projection strategy often employed to solve multiple…

Numerical Analysis · Mathematics 2016-02-04 Kirk M. Soodhalter

We propose a two-level nested preconditioned iterative scheme for solving sparse linear systems of equations in which the coefficient matrix is symmetric and indefinite with relatively small number of negative eigenvalues. The proposed…

Numerical Analysis · Computer Science 2019-01-29 Murat Manguoglu , Volker Mehrmann

We introduce a class of efficient multiple right-hand side multigrid algorithm for domain wall fermions. The simultaneous solution for a modest number of right hand sides concurrently allows for a significant reduction in the time spent…

High Energy Physics - Lattice · Physics 2024-09-09 Peter A Boyle

We propose a time stepping scheme for the space-time systems obtained from Galerkin time-domain boundary element methods for the wave equation. Based on extrapolation, the method proves stable, becomes exact for increasing degrees of…

Numerical Analysis · Mathematics 2020-03-06 Heiko Gimperlein , David Stark