scholarly journals Parallelization of the Rational Arnoldi Algorithm

2017 ◽  
Vol 39 (5) ◽  
pp. S197-S221 ◽  
Author(s):  
Mario Berljafa ◽  
Stefan Güttel
Keyword(s):  
2020 ◽  
Vol 28 (1) ◽  
pp. 15-32
Author(s):  
Silvia Gazzola ◽  
Paolo Novati

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.


1992 ◽  
Vol 6 (1) ◽  
pp. 98-111 ◽  
Author(s):  
S. K. Kim ◽  
A. T. Chrortopoulos

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.


Author(s):  
Gaoxin Zhou ◽  
Zhi Gang

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.


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