On a fast deterministic block Kaczmarz method for solving large-scale linear systems

Author(s):  
Jia-Qi Chen ◽  
Zheng-Da Huang
2020 ◽  
Vol 223 (2) ◽  
pp. 1378-1397
Author(s):  
Rosemary A Renaut ◽  
Jarom D Hogue ◽  
Saeed Vatankhah ◽  
Shuang Liu

SUMMARY We discuss the focusing inversion of potential field data for the recovery of sparse subsurface structures from surface measurement data on a uniform grid. For the uniform grid, the model sensitivity matrices have a block Toeplitz Toeplitz block structure for each block of columns related to a fixed depth layer of the subsurface. Then, all forward operations with the sensitivity matrix, or its transpose, are performed using the 2-D fast Fourier transform. Simulations are provided to show that the implementation of the focusing inversion algorithm using the fast Fourier transform is efficient, and that the algorithm can be realized on standard desktop computers with sufficient memory for storage of volumes up to size n ≈ 106. The linear systems of equations arising in the focusing inversion algorithm are solved using either Golub–Kahan bidiagonalization or randomized singular value decomposition algorithms. These two algorithms are contrasted for their efficiency when used to solve large-scale problems with respect to the sizes of the projected subspaces adopted for the solutions of the linear systems. The results confirm earlier studies that the randomized algorithms are to be preferred for the inversion of gravity data, and for data sets of size m it is sufficient to use projected spaces of size approximately m/8. For the inversion of magnetic data sets, we show that it is more efficient to use the Golub–Kahan bidiagonalization, and that it is again sufficient to use projected spaces of size approximately m/8. Simulations support the presented conclusions and are verified for the inversion of a magnetic data set obtained over the Wuskwatim Lake region in Manitoba, Canada.


2020 ◽  
Vol 65 (10) ◽  
pp. 4090-4105 ◽  
Author(s):  
Shuang Gao ◽  
Peter E. Caines

2012 ◽  
Vol 2012 ◽  
pp. 1-15 ◽  
Author(s):  
Xi Chen ◽  
Kok Kwang Phoon

Two solution schemes are proposed and compared for large 3D soil consolidation problems with nonassociated plasticity. One solution scheme results in the nonsymmetric linear equations due to the Newton iteration, while the other leads to the symmetric linear systems due to the symmetrized stiffness strategies. To solve the resulting linear systems, the QMR and SQMR solver are employed in conjunction with nonsymmetric and symmetric MSSOR preconditioner, respectively. A simple footing example and a pile-group example are used to assess the performance of the two solution schemes. Numerical results disclose that compared to the Newton iterative scheme, the symmetric stiffness schemes combined with adequate acceleration strategy may lead to a significant reduction in total computer runtime as well as in memory requirement, indicating that the accelerated symmetric stiffness method has considerable potential to be exploited to solve very large problems.


2002 ◽  
Vol 29 (1) ◽  
pp. 1-7 ◽  
Author(s):  
Elhadi Shakshuki ◽  
Kumaraswamy Ponnambalam ◽  
Tassew Wodaj

Uncertainty is an inherent feature of environmental systems, which makes probabilistic models important. Environmental risk assessment is an important but time consuming task. For large-scale systems, use of linear systems with uncertainty information on parameters and inputs is one of the few possible methods to assess risk. To estimate risk, it is necessary to have at least the first two moments of output variables. This paper describes an efficient method developed for second-moment analysis of linear systems with uncertain coefficients. The main objective is to provide the means and the variances of the output and to provide efficient formulation and automation of the moment equations. This method is demonstrated in two real-world applications of environmental modeling.Key words: uncertainty, second-moment methods, risk analysis, reliability, linear systems.


2016 ◽  
Vol 52 (8) ◽  
pp. 419-427
Author(s):  
Fumiya WATANABE ◽  
Tomonori SADAMOTO ◽  
Takayuki ISHIZAKI ◽  
Jun-ichi IMURA

2019 ◽  
Vol 67 (14) ◽  
pp. 3806-3817 ◽  
Author(s):  
Navid Azizan-Ruhi ◽  
Farshad Lahouti ◽  
Amir Salman Avestimehr ◽  
Babak Hassibi
Keyword(s):  

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