Search arXivSearch

arXiv · 2412.19488

Block cross-interactive residual smoothing for Lanczos-type solvers for linear systems with multiple right-hand sides

Abstract

Lanczos-type solvers for large sparse linear systems often exhibit large oscillations in the residual norms. In finite precision arithmetic, large oscillations increase the residual gap (the difference between the recursively updated residual and the explicitly computed residual) and a loss of attainable accuracy of the approximations. This issue is addressed using cross-interactive residual smoothing (CIRS). This approach improves convergence behavior and reduces the residual gap. Similar to how the standard Lanczos-type solvers have been extended to global and block versions for solving systems with multiple right-hand sides, CIRS can also be extended to these versions. While we have developed a global CIRS scheme (Gl-CIRS) in our previous study [K. Aihara, A. Imakura, and K. Morikuni, SIAM J. Matrix Anal. Appl., 43 (2022), pp.1308--1330], in this study, we propose a block version (Bl-CIRS). Subsequently, we demonstrate the effectiveness of Bl-CIRS from various perspectives, such as theoretical insights into the convergence behaviors of the residual and approximation norms, numerical experiments on model problems, and a detailed rounding error analysis for the residual gap. For Bl-CIRS, orthonormalizing the columns of direction matrices is crucial in effectively reducing the residual gap. This analysis also complements our previous study and evaluates the residual gap of the block Lanczos-type solvers.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Kensuke Aihara, Akira Imakura, Keiichi Morikuni. 2024-12-27. Block cross-interactive residual smoothing for Lanczos-type solvers for linear systems with multiple right-hand sides. https://doi.org/10.1137/24m1720007

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Fully spectral scheme for the linear BGK equation on the whole space

In this article, we design a fully spectral method in both space and velocity for a linear inhomogeneous kinetic equation with mass, momentum and energy conservation. We focus on the linear BGK equation with a confinement potential $Φ$, even if the method could be applied to different collision operators. It is based upon the projection on Hermite polynomials in velocity and orthonormal polynomials with respect to the weight $e^{-$Φ$}$ in space. The potential $Φ$ is assumed to be a polynomial. It is, to the author's knowledge, the first scheme which preserves hypocoercive behavior in addition to the conservation laws. These different properties are illustrated numerically on both quadratic and double well potential.

math.NA

Inverse inequalities for kernel-based approximation on bounded domains and Riemannian manifolds

This paper establishes inverse inequalities for kernel-based approximation spaces defined on bounded Lipschitz domains in $\mathbb{R}^d$ and compact Riemannian manifolds. While inverse inequalities are well-studied for polynomial spaces, their extension to kernel-based trial spaces poses significant challenges. For bounded Lipschitz domains, we extend prior Bernstein inequalities, which only apply to a limited range of Sobolev orders, to the full range of lower and upper orders, and derive Nikolskii inequalities that bound $L_\infty$ norms by $L_2$ norms. For compact Riemannian manifolds, we focus on restricted kernels, which are defined as the restriction of positive definite kernels from the ambient Euclidean space to the manifold, and prove their counterparts.

math.NA

Error Estimates for Hyperbolic Scaling Limits of Linear Kinetic Models on Networks

This paper studies linear discrete kinetic models on networks and their asymptotic behavior in the small Knudsen number limit. For coupling conditions at an n-edge junction under a symmetric formulation, we introduce a change of variables that reformulates the system into n independent initial-boundary value problems. The asymptotic expansions are then constructed and rigorously justified by deriving an error estimate based on the energy method.

math.NA