scholarly journals Parallelization of the Rational Arnoldi Algorithm

2017 ◽  
Vol 39 (5) ◽  
pp. S197-S221 ◽  
Author(s):  
Mario Berljafa ◽  
Stefan Güttel
Keyword(s):  
Arnoldi Algorithm

scholarly journals Some transpose-free CG-like solvers for nonsymmetric ill-posed problems

2020 ◽  
Vol 28 (1) ◽  
pp. 15-32
Author(s):  
Silvia Gazzola ◽  
Paolo Novati
Keyword(s):  
Krylov Subspace ◽  
Main Idea ◽  
System Matrix ◽  
Numerical Tests ◽  
New Methods ◽  
Arnoldi Algorithm ◽  
Ill Posed ◽  
Efficient Alternative ◽  
Original Class ◽  
Theoretical Insight

AbstractThis paper introduces and analyzes an original class of Krylov subspace methods that provide an efficient alternative to many well-known conjugate-gradient-like (CG-like) Krylov solvers for square nonsymmetric linear systems arising from discretizations of inverse ill-posed problems. The main idea underlying the new methods is to consider some rank-deficient approximations of the transpose of the system matrix, obtained by running the (transpose-free) Arnoldi algorithm, and then apply some Krylov solvers to a formally right-preconditioned system of equations. Theoretical insight is given, and many numerical tests show that the new solvers outperform classical Arnoldi-based or CG-like methods in a variety of situations.

An Efficient Parallel Algorithm for Extreme Eigenvalues of Sparse Nonsymmetric Matrices

1992 ◽  
Vol 6 (1) ◽  
pp. 98-111 ◽  
Author(s):  
S. K. Kim ◽  
A. T. Chrortopoulos
Keyword(s):  
Shared Memory ◽  
Message Passing ◽  
Sparse Matrices ◽  
Data Locality ◽  
Main Memory ◽  
Global Memory ◽  
Global Communication ◽  
Step Method ◽  
Arnoldi Algorithm ◽  
Large Sparse Matrices

Main memory accesses for shared-memory systems or global communications (synchronizations) in message passing systems decrease the computation speed. In this paper, the standard Arnoldi algorithm for approximating a small number of eigenvalues, with largest (or smallest) real parts for nonsymmetric large sparse matrices, is restructured so that only one synchronization point is required; that is, one global communication in a message passing distributed-memory machine or one global memory sweep in a shared-memory machine per each iteration is required. We also introduce an s-step Arnoldi method for finding a few eigenvalues of nonsymmetric large sparse matrices. This method generates reduction matrices that are similar to those generated by the standard method. One iteration of the s-step Arnoldi algorithm corresponds to s iterations of the standard Arnoldi algorithm. The s-step method has improved data locality, minimized global communication, and superior parallel properties. These algorithms are implemented on a 64-node NCUBE/7 Hypercube and a CRAY-2, and performance results are presented.

Refined Algorithm for Solving High-Order Harmonics of Multi Group Neutron Diffusion Equation

2017 ◽  
Author(s):  
Gaoxin Zhou ◽  
Zhi Gang
Keyword(s):  
Diffusion Equation ◽  
Iteration Method ◽  
Krylov Subspace ◽  
Krylov Subspace Method ◽  
Neutron Diffusion ◽  
Subspace Method ◽  
Arnoldi Method ◽  
Arnoldi Algorithm ◽  
Eigenvalue And Eigenvector ◽  
Neutron Diffusion Equation

In recent years, high order harmonic (or eigenvector) of neutron diffusion equation has been widely used in on-line monitoring system of reactor power. There are two kinds of calculation method to solve the equation: corrected power iteration method and Krylov subspace methods. Fu Li used the corrected power iteration method. When solving for the ith harmonic, it tries to eliminate the influence of the front harmonics using the orthogonality of the harmonic function. But its convergence speed depends on the occupation ratio. When the dominant ratios equal to 1 or close to 1, convergence speed of fixed source iteration method is slow or convergence can’t be achieved. Another method is the Krylov subspace method, the main idea of this method is to project the eigenvalue and eigenvector of large-scale matrix to a small one. Then we can solve the small matrix eigenvalue and eigenvector to get the large ones. In recent years, the restart Arnoldi method emerged as a development of Krylov subspace method. The method uses continuous reboot Arnoldi decomposition, limiting expanding subspace, and the orthogonality of the subspace is guaranteed using orthogonalization method. This paper studied the refined algorithms, a method based on the Krylov subspace method of solving eigenvalue problem for large sparse matrix of neutron diffusion equation. Two improvements have been made for a restarted Arnoldi method. One is that using an ingenious linear combination of the refined Ritz vector forms an initial vector and then generates a new Krylov subspace. Another is that retaining the refined Ritz vector in the new subspace, called, augmented Krylov subspace. This way retains useful information and makes the resulting algorithm converge faster. Several numerical examples are the new algorithm with the implicitly restart Arnoldi algorithm (IRA) and the implicitly restarted refined Arnoldi algorithm (IRRA). Numerical results confirm efficiency of the new algorithm.

Sign in / Sign up

Export Citation Format

Share Document