Related papers: On Relaxed Filtered Krylov Subspace Method for Non…
With the ever increasing computational power available and the development of high-performances computing, investigating the properties of realistic very large-scale nonlinear dynamical systems has been become reachable. It must be noted…
We propose a matrix-free parallel two-level-deflation preconditioner combined with the Complex Shifted Laplacian preconditioner(CSLP) for the two-dimensional Helmholtz problems. The Helmholtz equation is widely studied in seismic…
This work presents a novel approach to compute the eigenvalues of non-Hermitian matrices using an enhanced shifted QR algorithm. The existing QR algorithms fail to converge early in the case of non-hermitian matrices, and our approach shows…
In this paper, a numerical method is proposed to calculate the eigenvalues of the Zakharov-Shabat system based on Chebyshev polynomials. A mapping in the form of tanh(ax) is constructed according to the asymptotic of the potential function…
In this paper, we propose a novel reduced-rank adaptive filtering algorithm by blending the idea of the Krylov subspace methods with the set-theoretic adaptive filtering framework. Unlike the existing Krylov-subspace-based reduced-rank…
In this paper, we assess the performance of adaptive and nested factorized sparse approximate inverses as smoothers in multilevel V-cycles, when smoothing is performed following the Chebyshev iteration of the fourth kind. For our test…
We present a method for solving nonlinear eigenvalue problems using rational approximation. The method uses the AAA method by Nakatsukasa, S\`{e}te, and Trefethen to approximate the nonlinear eigenvalue problem by a rational eigenvalue…
In this paper, an inexact Newton method for solving real-valued nonlinear eigenvalue problems with eigenvector dependency (NEPv) is introduced that is able to solve the problem on a matrix level. Our main contribution is to derive a variant…
Large-scale eigenvalue problems arise in various fields of science and engineering and demand computationally efficient solutions. In this study, we investigate the subspace approximation for parametric linear eigenvalue problems, aiming to…
We consider the minimization or maximization of the $J$th largest eigenvalue of an analytic and Hermitian matrix-valued function, and build on Mengi et al. (2014, SIAM J. Matrix Anal. Appl., 35, 699-724). This work addresses the setting…
This paper considers the sparse eigenvalue problem, which is to extract dominant (largest) sparse eigenvectors with at most $k$ non-zero components. We propose a simple yet effective solution called truncated power method that can…
The central importance of large scale eigenvalue problems in scientific computation necessitates the development of massively parallel algorithms for their solution. Recent advances in dense numerical linear algebra have enabled the routine…
Low-precision computing is essential for efficiently utilizing memory bandwidth and computing cores. While many mixed-precision algorithms have been developed for iterative sparse linear solvers, effectively leveraging half-precision (fp16)…
A parallel time integration method for nonlinear partial differential equations is proposed. It is based on a new implementation of the Paraexp method for linear partial differential equations (PDEs) employing a block Krylov subspace…
Recently a novel family of eigensolvers, called spectral indicator methods (SIMs), was proposed. Given a region on the complex plane, SIMs first compute an indicator by the spectral projection. The indicator is used to test if the region…
We propose a new iterative algorithm for generating a subset of eigenvalues and eigenvectors of large matrices which generalizes the method of optimal relaxations. We also give convergence criteria for the iterative process, investigate its…
Preconditioned Krylov subspace (KSP) methods are widely used for solving large-scale sparse linear systems arising from numerical solutions of partial differential equations (PDEs). These linear systems are often nonsymmetric due to the…
Tensor train decomposition is a powerful tool for dealing with high-dimensional, large-scale tensor data, which is not suffering from the curse of dimensionality. To accelerate the calculation of the auxiliary unfolding matrix, some…
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…
Recently, enlarged Krylov subspace methods, that consists of enlarging the Krylov subspace by a maximum of t vectors per iteration based on the domain decomposition of the graph of A, were introduced in the aim of reducing communication…