preconditioned conjugate gradients
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2022 ◽  
Vol 41 (2) ◽  
pp. 1-14
Author(s):  
Ahmad Nasikun ◽  
Klaus Hildebrandt

Sparse eigenproblems are important for various applications in computer graphics. The spectrum and eigenfunctions of the Laplace–Beltrami operator, for example, are fundamental for methods in shape analysis and mesh processing. The Subspace Iteration Method is a robust solver for these problems. In practice, however, Lanczos schemes are often faster. In this article, we introduce the Hierarchical Subspace Iteration Method (HSIM) , a novel solver for sparse eigenproblems that operates on a hierarchy of nested vector spaces. The hierarchy is constructed such that on the coarsest space all eigenpairs can be computed with a dense eigensolver. HSIM uses these eigenpairs as initialization and iterates from coarse to fine over the hierarchy. On each level, subspace iterations, initialized with the solution from the previous level, are used to approximate the eigenpairs. This approach substantially reduces the number of iterations needed on the finest grid compared to the non-hierarchical Subspace Iteration Method. Our experiments show that HSIM can solve Laplace–Beltrami eigenproblems on meshes faster than state-of-the-art methods based on Lanczos iterations, preconditioned conjugate gradients, and subspace iterations.


Author(s):  
Rosilene A. Kraft ◽  
Alvaro L. G. A. Coutinho

Purpose – The purpose of this paper is to show benefits of deflated preconditioned conjugate gradients (CG) in the solution of transient, incompressible, viscous flows coupled with heat transfer. Design/methodology/approach – This paper presents the implementation of deflated preconditioned CG as the iterative driver for the system of linearized equations for viscous, incompressible flows and heat transfer simulations. The De Sampaio-Coutinho particular form of the Petrov-Galerkin Generalized Least Squares finite element formulation is used in the discretization of the governing equations, leading to symmetric positive definite matrices, allowing the use of the CG solver. Findings – The use of deflation techniques improves the spectral condition number. The authors show in a number of problems of coupled viscous flow and heat transfer that convergence is achieved with a lower number of iterations and smaller time. Originality/value – This work addressed for the first time the use of deflated CG for the solution of transient analysis of free/forced convection in viscous flows coupled with heat transfer.


Author(s):  
Weichung Wang

AbstractIn this article we consider modified search directions in the endgame of interior point methods for linear programming. In this stage, the normal equations determining the search directions become ill-conditioned. The modified search directions are computed by solving perturbed systems in which the systems may be solved efficiently by the preconditioned conjugate gradient solver. A variation of Cholesky factorization is presented for computing a better preconditioner when the normal equations are ill-conditioned. These ideas have been implemented successfully and the numerical results show that the algorithms enhance the performance of the preconditioned conjugate gradients-based interior point methods.


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