A Study on the Convergence Analysis of the Inexact Simplified Jacobi–Davidson Method

The Jacobi–Davidson iteration method is very efficient in solving Hermitian eigenvalue problems. If the correction equation involved in the Jacobi–Davidson iteration is solved accurately, the simplified Jacobi–Davidson iteration is equivalent to the Rayleigh quotient iteration which achieves cubic convergence rate locally. When the involved linear system is solved by an iteration method, these two methods are also equivalent. In this paper, we present the convergence analysis of the simplified Jacobi–Davidson method and present the estimate of iteration numbers of the inner correction equation. Furthermore, based on the convergence factor, we can see how the accuracy of the inner iteration controls the outer iteration.

MN-PGSOR Method for Solving Nonlinear Systems with Block Two-by-Two Complex Symmetric Jacobian Matrices

For solving the large sparse linear systems with 2 × 2 block structure, the generalized successive overrelaxation (GSOR) iteration method is an efficient iteration method. Based on the GSOR method, the PGSOR method introduces a preconditioned matrix with a new parameter for the coefficient matrix which can enhance the efficiency. To solve the nonlinear systems in which the Jacobian matrices are complex and symmetric with the block two-by-two form, we try to use the PGSOR method as an inner iteration, with the help of the modified Newton method as an efficient outer iteration method. This new method is called the modified Newton-PGSOR (MN-PGSOR) method. Local convergence properties of the MN-PGSOR are analyzed under the Hölder condition. Finally, we give the comparison of our new method with some previous methods in the numerical results. The MN-PGSOR method is superior in both iteration steps and computing time.

A multi-power and multi-splitting inner-outer iteration for PageRank computation

As an effective and possible method for computing PageRank problem, the inner-outer (IO) iteration has attracted wide interest in the past few years since it was first proposed by Gleich et al. (2010). In this paper, we present a variant of the IO iteration, which is based on multi-step power and multi-step splitting and is denoted by MPMIO. The description and convergence are discussed in detail. Numerical examples are given to illustrate the effectiveness of the proposed method.

GCRO with dynamic deflated restarting for solving adjoint systems of equations for aerodynamic shape optimization

Purpose This paper aims to present a dynamically adjusted deflated restarting procedure for the generalized conjugate residual method with an inner orthogonalization (GCRO) method. Design/methodology/approach The proposed method uses a GCR solver for the outer iteration and the generalized minimal residual (GMRES) with deflated restarting in the inner iteration. Approximate eigenpairs are evaluated at the end of each inner GMRES restart cycle. The approach determines the number of vectors to be deflated from the spectrum based on the number of negative Ritz values, k∗. Findings The authors show that the approach restores convergence to cases where GMRES with restart failed and compare the approach against standard GMRES with restarts and deflated restarting. Efficiency is demonstrated for a 2D NACA 0012 airfoil and a 3D common research model wing. In addition, numerical experiments confirm the scalability of the solver. Originality/value This paper proposes an extension of dynamic deflated restarting into the traditional GCRO method to improve convergence performance with a significant reduction in the memory usage. The novel deflation strategy involves selecting the number of deflated vectors per restart cycle based on the number of negative harmonic Ritz eigenpairs and defaulting to standard restarted GMRES within the inner loop if none, and restricts the deflated vectors to the smallest eigenvalues present in the modified Hessenberg matrix.

The modified matrix splitting iteration method for computing PageRank problem

In this paper, based on the iteration methods [3,10], we propose a modified multi-step power-inner-outer (MMPIO) iteration method for solving the PageRank problem. In the MMPIO iteration method, we use the multi-step matrix splitting iterations instead of the power method, and combine with the inner-outer iteration [24]. The convergence of the MMPIO iteration method is analyzed in detail, and some comparison results are also given. Several numerical examples are presented to illustrate the effectiveness of the proposed algorithm.