Abstract
The problem of shifted linear systems is an important and challenging issue in a number of research applications. Krylov subspace methods are effective techniques for different kinds of this problem due to their advantages in large and sparse matrix problems. In this paper, two new block projection methods based on respectively block FOM and block GMRES are introduced for solving sequences of shifted linear systems. We first express the original problem explicitly by a sequence of Sylvester matrix equations whose coefficient matrices are obtained from the shifted linear systems. Then, we show the restarted shifted block FOM (rsh-BFOM) method and derive some of its properties. We also present a framework for the restarted shifted block GMRES (rsh-BGMRES) method. In this regard, we describe two variants of rsh-BGMRES, including (1) rsh-BGMRES with an unshifted base system that applies a fixed unshifted base system and (2) rsh-BGMRES with a variable shifted base system in which the base block system can change after restart. Furthermore, we consider the use of deflation techniques for improving the performance of the rsh-BFOM and rsh-BGMRES methods. Finally, some numerical experiments are conducted to demonstrate the effectiveness of the proposed methods.
Similar content being viewed by others
References
Datta, B.N.: Numerical Methods for Linear Control Systems. Academic Press, 82 (2004)
Laub, A.: Numerical linear algebra aspects of control design computations. IEEE Trans. Autom. Control 30(2), 97–108 (1985). https://doi.org/10.1109/TAC.1985.1103900
Bloch, J., Frommer, A., Lang, B., Wettig, T.: 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. Comput. Phys. Commun. 177(12), 933–943 (2007). https://doi.org/10.1016/j.cpc.2007.07.012, http://www.sciencedirect.com/science/article/pii/S0010465507003633
Darnell, D., Morgan, R.B., Wilcox, W.: Deflation of eigenvalues for iterative methods in lattice QCD. Nuclear Physics B - Proceedings Supplements 129-130, 856–858 (2004). https://doi.org/10.1016/S0920-5632(03)02734-8, http://www.sciencedirect.com/science/article/pii/S0920563203027348
Freund, R.W.: Solution of shifted linear systems by quasi-minimal residual iterations. Numerical Linear Algebra. Berlin, Boston: De Gruyter, pp 101–121 https://doi.org/10.1515/9783110857658.101 (1993)
Narayanan, R., Neuberger, H.: An Alternative to domain wall fermions. Phys. Rev. D62, 074504 (2000). https://doi.org/10.1103/PhysRevD.62.074504. hep-lat/0005004
Sakurai, T., Tadano, H., Kuramashi, Y.: Application of block Krylov subspace algorithms to the Wilson-Dirac equation with multiple right-hand sides in lattice QCD. Comput. Phys. Commun. 181(1), 113–117 (2010). https://doi.org/10.1016/j.cpc.2009.09.006, http://www.sciencedirect.com/science/article/pii/S0010465509002859
Gallopoulos, E., Saad, Y.: Efficient solution of parabolic equations by Krylov approximation methods. SIAM J. Sci. Stat. Comput. 13(5), 1236–1264 (1992). https://doi.org/10.1137/0913071
Garrappa, R., Popolizio, M.: On the use of matrix functions for fractional partial differential equations. Math. Comput. Simul. 81(5), 1045–1056 (2011). https://doi.org/10.1016/j.matcom.2010.10.009, http://www.sciencedirect.com/science/article/pii/S0378475410003150, Important aspects on structural dynamical systems and their numerical computation
Meerbergen, K.: The solution of parametrized symmetric linear systems. SIAM Journal on Matrix Analysis and Applications 24(4), 1038–1059 (2003). https://doi.org/10.1137/S0895479800380386
Weideman, J.A.C., Trefethen, L.N.: Parabolic and Hyperbolic Contours for computing the Bromwich integral. Math. Comput. 76(259), 1341–1356 (2007). http://www.jstor.org/stable/40234432
Ikegami, T., Sakurai, T.: Contour integral eigensolver for non-Hermitian systems: A Rayleigh-Ritz-type approach. Taiwanese J. Math. 14(3A), 825–837 (2010). https://doi.org/10.11650/twjm/1500405869. https://doi.org/10.11650/twjm/1500405869
Ikegami, T., Sakurai, T., Nagashima, U.: A filter diagonalization for generalized eigenvalue problems based on the SakuraiSugiura projection method. J. Comput. Appl. Math. 233(8), 1927–1936 (2010)
Feriani, A., Perotti, F., Simoncini, V.: Iterative system solvers for the frequency analysis of linear mechanical systems. Comput. Methods Appl. Mech. Eng. 190(13), 1719–1739 (2000). https://doi.org/10.1016/S0045-7825(00)00187-0. http://www.sciencedirect.com/science/article/pii/S0045782500001870
Saibaba, A., Bakhos, T., Kitanidis, P.: A flexible Krylov solver for shifted systems with application to Oscillatory Hydraulic Tomography. SIAM J. Sci. Comput. 35(6), A3001–A3023 (2013). https://doi.org/10.1137/120902690
Sogabe, T., Hoshi, T., L., Z S, Fujiwara, T.: On a weighted quasi-residual minimization strategy for solving complex symmetric shifted linear systemss. Electron. Trans. Numer. Anal. 31, 126–140 (2008)
Sogabe, T., Hoshi, T., Zhang, S.-L., Fujiwara, T.: A numerical method for calculating the Green’s function arising from structure theory. In: Kaneda, Y, Kawamura, H, Sasai, M (eds.) Frontiers of Computational Science, Springer Berlin Heidelberg, Berlin, Heidelberg, pp 189–195 (2007)
Takayama, R., Hoshi, T., Sogabe, T., Zhang, S-L, Fujiwara, T.: Linear algebraic calculation of the Green’s function for large-scale electronic structure theory. Phys. Rev. B 73, 165108 (2006). https://doi.org/10.1103/PhysRevB.73.165108. https://link.aps.org/doi/10.1103/PhysRevB.73.165108
Wu, G., Wang, Y., Jin, X.: A preconditioned and shifted GMRES algorithm for the PageRank problem with multiple damping factors. SIAM J. Sci. Comput. 34(5), A2558–A2575 (2012). https://doi.org/10.1137/110834585
Elbouyahyaoui, L., Heyouni, M., Jbilou, K., Messaoudi, A.: A block Arnoldi method for the solution of the Sylvester-observer equations. Electron. Trans. Numer. Anal. 47, 18–36 (2017)
Benzi, M., Bertaccini, D.: Approximate inverse preconditioning for shifted linear systems. BIT Numer. Math. 43(2), 231–244 (2003). https://doi.org/10.1023/A:1026089811044
Dehghan, M., Mohammadi-Arani, R.: Generalized product-type methods based on bi-conjugate gradient (GPBiCG) for solving shifted linear systems. Comput. Appl. Math. 36(4), 1591–1606 (2017). https://doi.org/10.1007/s40314-016-0315-y
Frommer, A.: BiCGStab(l) for families of shifted linear systems. Computing 70(2), 87–109 (2003). https://doi.org/10.1007/s00607-003-1472-6
van den Eshof, J., Sleijpen, G.L.G.: Accurate conjugate gradient methods for families of shifted systems. Appl. Numer. Math. 49(1), 17–37 (2004). https://doi.org/10.1016/j.apnum.2003.11.010, http://www.sciencedirect.com/science/article/pii/S0168927403001934, Numerical Algorithms, Parallelism and Applications
Frommer, A., Glässner, U: Restarted GMRES for shifted linear systems. SIAM J. Sci. Comput. 19(1), 15–26 (1998). https://doi.org/10.1137/S1064827596304563
Jing, Y.-F., Yuan, P., Huang, T.-Z.: A simpler GMRES and its adaptive variant for shifted linear systems. Numerical Linear Algebra with Applications 24(1), e2076 (2017). https://doi.org/10.1002/nla.2076. e2076 nla.2076
Simoncini, V.: Restarted full orthogonalization method for shifted linear systems. BIT Numer. Math. 43(2), 459–466 (2003). https://doi.org/10.1023/A:1026000105893
Soodhalter, K.M., Szyld, D.B., Xue, F.: Krylov subspace recycling for sequences of shifted linear systems. Appl. Numer. Math. 81, 105–118 (2014). https://doi.org/10.1016/j.apnum.2014.02.006, http://www.sciencedirect.com/science/article/pii/S0168927414000208
Gu, X.-M., Huang, T.-Z., Carpentieri, B., Imakura, A., Zhang, K., Du, L.: Efficient variants of the CMRH method for solving a sequence of multi-shifted non-Hermitian linear systems simultaneously. arXiv e-prints, arXiv:1611.00288 (2016)
Gu, X.-M., Huang, T.-Z., Yin, G., Carpentieri, B., Wen, C., Du, L.: Restarted Hessenberg method for solving shifted nonsymmetric linear systems. J. Comput. Appl. Math. 331, 166–177 (2018)
Ahmad, M., Szyld, D., van Gijzen, M.: Preconditioned multishift BiCG for \({\mathscr{H}}_2\)-optimal model reduction. SIAM Journal on Matrix Analysis and Applications 38(2), 401–424 (2017). https://doi.org/10.1137/130914905
Soodhalter, K.M.: Two recursive GMRES-type methods for shifted linear systems with general preconditioning. Electron. Trans. Numer. Anal. 451, 499–523 (2016)
Darnell, D., Morgan, R.B., Wilcox, W.: Deflated GMRES for systems with multiple shifts and multiple right-hand sides. Linear Algebra Appl. 429(10), 2415–2434 (2008). https://doi.org/10.1016/j.laa.2008.04.019, http://www.sciencedirect.com/science/article/pii/S0024379508001997, Special Issue in honor of Richard S. Varga
Yin, J-F, Yin, G-J: Restarted full orthogonalization method with deflation for shifted linear systems. Numerical Mathematics: Theory, Methods and Applications 7(3), 399–412 (2014). https://doi.org/10.1017/S1004897900000179
Gu, G.: Restarted GMRES augmented with harmonic Ritz vectors for shifted linear systems. Int. J. Comput. Math. 82(7), 837–849 (2005). https://doi.org/10.1080/00207160512331323317
Simoncini, V.: On the numerical solution of AX − XB = C. BIT Numer. Math. 36(4), 814–830 (1996). https://doi.org/10.1007/BF01733793
El Guennouni, A., Jbilou, K., Riquet, A.J.: Block Krylov subspace methods for solving large Sylvester equations. Numerical Algorithms 29(1), 75–96 (2002). https://doi.org/10.1023/A:1014807923223
Robbé, M., Sadkane, M.: A convergence analysis of GMRES and FOM methods for Sylvester equations. Numerical Algorithms 30(1), 71–89 (2002). https://doi.org/10.1023/A:1015615310584
Jbilou, K.: Low rank approximate solutions to large Sylvester matrix equations. Appl. Math. Comput. 177(1), 365–376 (2006)
Robbé, M., Sadkane, M.: Use of near-breakdowns in the block Arnoldi method for solving large Sylvester equations. Appl. Numer. Math. 58 (4), 486–498 (2008). https://doi.org/10.1016/j.apnum.2007.01.025, http://www.sciencedirect.com/science/article/pii/S0168927407000372, Selected Papers from the Seventh IMACS International Symposium on Iterative Methods in Scientific Computing
Datta, B.N., Saad, Y.: Arnoldi methods for large Sylvester-like observer matrix equations, and an associated algorithm for partial spectrum assignment. Linear Algebra Appl. 154-156, 225–244 (1991). https://doi.org/10.1016/0024-3795(91)90378-A, http://www.sciencedirect.com/science/article/pii/002437959190378A
Frommer, A., Lund, K., Szyld, D.B.: Block Krylov subspace methods for functions of matrices. Electron. Trans. Numer. Anal. 47, 100–126 (2017)
Kubínová, M., Soodhalter, K.M.: Admissible and attainable convergence behavior of block Arnoldi and GMRES. https://arxiv.org/abs/1907.03677 (2019)
Soodhalter, K.: Block Krylov subspace recycling for shifted systems with unrelated right-hand sides. SIAM J. Sci. Comput. 38(1), A302–A324 (2016). https://doi.org/10.1137/140998214
Sun, D.-L., Huang, T.-Z., Jing, Y.-F., Carpentieri, B.: A block GMRES method with deflated restarting for solving linear systems with multiple shifts and multiple right-hand sides. Numerical Linear Algebra with Applications 25(5), e2148 (2018)
Wu, G., Pang, H.-K., Sun, J.-L.: A shifted block FOM algorithm with deflated restarting for matrix exponential computations. Appl. Numer. Math. 127, 306–323 (2018). https://doi.org/10.1016/j.apnum.2018.01.015, http://www.sciencedirect.com/science/article/pii/S0168927418300242
Simoncini, V., Gallopoulos, E.: Convergence properties of block GMRES and matrix polynomials. Linear Algebra Appl. 247, 97–119 (1996). https://doi.org/10.1016/0024-3795(95)00093-3, http://www.sciencedirect.com/science/article/pii/0024379595000933
Gaul, A.: Recycling krylov subspace methods for sequences of linear systems analysis and applications. Ph.D. Thesis (2014)
Parks, M.L., de Sturler, E., Mackey, G., Johnson, D.D., Maiti, S.: Recycling krylov subspaces for sequences of linear systems. SIAM J. Sci. Comput. 28(5), 1651–1674 (2006). https://doi.org/10.1137/040607277
Morgan, R.: GMRES with deflated restarting. SIAM J. Sci. Comput. 24(1), 20–37 (2002). https://doi.org/10.1137/S1064827599364659
Morgan, R.B.: Restarted block-GMRES with deflation of eigenvalues. Appl. Numer. Math. 54(2), 222–236 (2005)
Gaul, A., Gutknecht, M.H., Liesen, J., Nabben, R.: A framework for deflated and augmented Krylov subspace methods. SIAM Journal on Matrix Analysis and Applications 34(2), 495–518 (2013)
Giraud, L., Gratton, S., Pinel, X., Vasseur, X.: Flexible GMRES with deflated restarting. SIAM J. Sci. Comput. 32(4), 1858–1878 (2010)
Meng, J., Zhu, P.-Y., Li, H.-B., Gu, X.-M.: A deflated block flexible GMRES-DR method for linear systems with multiple right-hand sides. Electron. Trans. Numer. Anal. 41, 478–496 (2014)
de Sturler, E.: Nested Krylov methods based on GCR. J. Comput. Appl. Math. 67(1), 15–41 (1996)
Gutknecht, M.H.: Block krylov space methods for linear systems with multiple right-hand sides: An introduction (2007)
Saad, Y.: Iterative methods for sparse linear systems. Society for Industrial and Applied Mathematics, 2nd edition. https://epubs.siam.org/doi/abs/10.1137/1.9780898718003 (2003)
Kent, M.D.: Chebyshev, Krylov, Lanczos: Matrix relationships and computations. Ph.D. Thesis, Stanford University, Stanford, CA, USA. UMI Order No: GAX89-25896 (1989)
Vital, B.: Etude de quelques méthodes de résolution de problémes linéaires de grande taille sur multiprocesseur. Ph.D. Thesis, Université Rennes 1. http://www.sudoc.fr/044024320 (1990)
Golub, G., Nash, S., Van Loan, C.: A Hessenberg-Schur method for the problem AX + XB = C. IEEE Trans. Autom. Control 24 (6), 909–913 (1979). https://doi.org/10.1109/TAC.1979.1102170
Chan, T., Wan, W.: Analysis of projection methods for solving linear systems with multiple right-hand sides. SIAM J. Sci. Comput. 18(6), 1698–1721 (1997). https://doi.org/10.1137/S1064827594273067
Simoncini, V., Gallopoulos, E.: An iterative method for nonsymmetric systems with multiple right-hand sides. SIAM J. Sci. Comput. 16(4), 917–933 (1995). https://doi.org/10.1137/0916053
Davis, T.A., Hu, Y.: The University of Florida sparse matrix collection. ACM Transactions on Mathematical Software (TOMS) 38(1), 1 (2011)
Morgan, R.B.: A restarted GMRES method augmented with eigenvectors. SIAM Journal on Matrix Analysis and Applications 16(4), 1154–1171 (1995)
Zhong, H.-X., Gu, X.-M.: A flexible and adaptive Simpler GMRES with deflated restarting for shifted linear systems. Computers & Mathematics with Applications 78(3), 997–1007 (2019)
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher’s note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Elbouyahyaoui, L., Heyouni, M., Tajaddini, A. et al. On restarted and deflated block FOM and GMRES methods for sequences of shifted linear systems. Numer Algor 87, 1257–1299 (2021). https://doi.org/10.1007/s11075-020-01007-3
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s11075-020-01007-3