Matrix-valued polynomials in Lanczos type methods
- Universita di Padova (Italy)
- Univ. of Illinois, Urbana, IL (United States)
It is well known that convergence properties of iterative methods can be derived by studying the behavior of the residual polynomial over a suitable domain of the complex plane. Block Krylov subspace methods for the solution of linear systems A[x{sub 1},{hor_ellipsis}, x{sub s}] = [b{sub 1},{hor_ellipsis}, b{sub s}] lead to the generation of residual polynomials {phi}{sub m} {element_of} {bar P}{sub m,s} where {bar P}{sub m,s} is the subset of matrix-valued polynomials of maximum degree m and size s such that {phi}{sub m}(0) = I{sub s}, R{sub m} := B - AX{sub m} = {phi}{sub m}(A) {circ} R{sub 0}, where {phi}{sub m}(A) {circ} R{sub 0} := R{sub 0} - A{summation}{sub j=0}{sup m-1} A{sup j}R{sub 0}{xi}{sub j}, {xi}{sub j} {element_of} R{sup sxs}. An effective method has to balance adequate approximation with economical computation of iterates defined by the polynomial. Matrix valued polynomials can be used to improve the performance of block methods. Another approach is to solve for a single right-hand side at a time and use the generated information in order to update the approximations of the remaining systems. In light of this, a more general scheme is as follows: A subset of residuals (seeds) is selected and a block short term recurrence method is used to compute approximate solutions for the corresponding systems. At the same time the generated matrix valued polynomial is implicitly applied to the remaining residuals. Subsequently a new set of seeds is selected and the process is continued as above, till convergence of all right-hand sides. The use of a quasi-minimization technique ensures a smooth convergence behavior for all systems. In this talk the authors discuss the implementation of this class of algorithms and formulate strategies for the selection of parameters involved in the computation. Experiments and comparisons with other methods will be presented.
- Research Organization:
- Front Range Scientific Computations, Inc., Boulder, CO (United States); US Department of Energy (USDOE), Washington DC (United States); National Science Foundation, Washington, DC (United States)
- OSTI ID:
- 219561
- Report Number(s):
- CONF-9404305-Vol.2; ON: DE96005736; CNN: Grant NSF CCR-9120105; Grant COM-NIST-UNIVMINN; TRN: 96:002321-0009
- Resource Relation:
- Conference: Colorado conference on iterative methods, Breckenridge, CO (United States), 5-9 Apr 1994; Other Information: PBD: [1994]; Related Information: Is Part Of Colorado Conference on iterative methods. Volume 2; PB: 261 p.
- Country of Publication:
- United States
- Language:
- English
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