Engineering topics

Freund, Roland W.

Publications and source records attributed to Freund, Roland W..

15 records

NASA NTRS1992

Implementation details of the coupled QMR algorithm

The original quasi-minimal residual method (QMR) relies on the three-term look-ahead Lanczos process, to generate basis vectors for the underlying Krylov subspaces. However, empirical observations indicate that, in finite precision arithmetic, three-term vector recurrences are less robust than mathematically equivalent coupled two-term recurrences. Therefore, we recently proposed a new implementation of the QMR method based on a coupled two-term look-ahead Lanczos procedure. In this paper, we describe implementation details of this coupled QMR algorithm, and we present results of numerical experiments.

Freund, Roland W.↗

NASA NTRS1992

Formally biorthogonal polynomials and a look-ahead Levinson algorithm for general Toeplitz systems

Systems of linear equations with Toeplitz coefficient matrices arise in many important applications. The classical Levinson algorithm computes solutions of Toeplitz systems with only O(n(sub 2)) arithmetic operations, as compared to O(n(sub 3)) operations that are needed for solving general linear systems. However, the Levinson algorithm in its original form requires that all leading principal submatrices are nonsingular. An extension of the Levinson algorithm to general Toeplitz systems is presented. The algorithm uses look-ahead to skip over exactly singular, as well as ill-conditioned leading submatrices, and, at the same time, it still fully exploits the Toeplitz structure. In our derivation of this algorithm, we make use of the intimate connection of Toeplitz matrices with formally biorthogonal polynomials.

Freund, Roland W.↗

NASA NTRS1992

An implementation of the QMR method based on coupled two-term recurrences

The authors have proposed a new Krylov subspace iteration, the quasi-minimal residual algorithm (QMR), for solving non-Hermitian linear systems. In the original implementation of the QMR method, the Lanczos process with look-ahead is used to generate basis vectors for the underlying Krylov subspaces. In the Lanczos algorithm, these basis vectors are computed by means of three-term recurrences. It has been observed that, in finite precision arithmetic, vector iterations based on three-term recursions are usually less robust than mathematically equivalent coupled two-term vector recurrences. This paper presents a look-ahead algorithm that constructs the Lanczos basis vectors by means of coupled two-term recursions. Implementation details are given, and the look-ahead strategy is described. A new implementation of the QMR method, based on this coupled two-term algorithm, is described. A simplified version of the QMR algorithm without look-ahead is also presented, and the special case of QMR for complex symmetric linear systems is considered. Results of numerical experiments comparing the original and the new implementations of the QMR method are reported.

Freund, Roland W.↗

NASA NTRS1992

On adaptive weighted polynomial preconditioning for Hermitian positive definite matrices

The conjugate gradient algorithm for solving Hermitian positive definite linear systems is usually combined with preconditioning in order to speed up convergence. In recent years, there has been a revival of polynomial preconditioning, motivated by the attractive features of the method on modern architectures. Standard techniques for choosing the preconditioning polynomial are based only on bounds for the extreme eigenvalues. Here a different approach is proposed, which aims at adapting the preconditioner to the eigenvalue distribution of the coefficient matrix. The technique is based on the observation that good estimates for the eigenvalue distribution can be derived after only a few steps of the Lanczos process. This information is then used to construct a weight function for a suitable Chebyshev approximation problem. The solution of this problem yields the polynomial preconditioner. In particular, we investigate the use of Bernstein-Szego weights.

Fischer, Bernd↗

NASA NTRS1992

Quasi-kernel polynomials and convergence results for quasi-minimal residual iterations

Recently, Freund and Nachtigal have proposed a novel polynominal-based iteration, the quasi-minimal residual algorithm (QMR), for solving general nonsingular non-Hermitian linear systems. Motivated by the QMR method, we have introduced the general concept of quasi-kernel polynomials, and we have shown that the QMR algorithm is based on a particular instance of quasi-kernel polynomials. In this paper, we continue our study of quasi-kernel polynomials. In particular, we derive bounds for the norms of quasi-kernel polynomials. These results are then applied to obtain convergence theorems both for the QMR method and for a transpose-free variant of QMR, the TFQMR algorithm.

Freund, Roland W.↗

NASA NTRS1992

Iterative solution of linear systems

Recent advances in the field of iterative methods for solving large linear systems are reviewed. The main focus is on developments in the area of conjugate gradient-type algorithms and Krylov subspace methods for nonHermitian matrices.

Freund, Roland W.↗

NASA NTRS1992

Recent advances in Lanczos-based iterative methods for nonsymmetric linear systems

In recent years, there has been a true revival of the nonsymmetric Lanczos method. On the one hand, the possible breakdowns in the classical algorithm are now better understood, and so-called look-ahead variants of the Lanczos process have been developed, which remedy this problem. On the other hand, various new Lanczos-based iterative schemes for solving nonsymmetric linear systems have been proposed. This paper gives a survey of some of these recent developments.

Freund, Roland W.↗

NASA NTRS1991

Krylov Subspace Methods for Complex Non-Hermitian Linear Systems

We consider Krylov subspace methods for the solution of large sparse linear systems Ax = b with complex non-Hermitian coefficient matrices. Such linear systems arise in important applications, such as inverse scattering, numerical solution of time-dependent Schrodinger equations, underwater acoustics, eddy current computations, numerical computations in quantum chromodynamics, and numerical conformal mapping. Typically, the resulting coefficient matrices A exhibit special structures, such as complex symmetry, or they are shifted Hermitian matrices. In this paper, we first describe a Krylov subspace approach with iterates defined by a quasi-minimal residual property, the QMR method, for solving general complex non-Hermitian linear systems. Then, we study special Krylov subspace methods designed for the two families of complex symmetric respectively shifted Hermitian linear systems. We also include some results concerning the obvious approach to general complex linear systems by solving equivalent real linear systems for the real and imaginary parts of x. Finally, numerical experiments for linear systems arising from the complex Helmholtz equation are reported.

Freund, Roland W.↗

NASA NTRS1991

An implementation of the look-ahead Lanczos algorithm for non-Hermitian matrices

The nonsymmetric Lanczos method can be used to compute eigenvalues of large sparse non-Hermitian matrices or to solve large sparse non-Hermitian linear systems. However, the original Lanczos algorithm is susceptible to possible breakdowns and potential instabilities. An implementation is presented of a look-ahead version of the Lanczos algorithm that, except for the very special situation of an incurable breakdown, overcomes these problems by skipping over those steps in which a breakdown or near-breakdown would occur in the standard process. The proposed algorithm can handle look-ahead steps of any length and requires the same number of matrix-vector products and inner products as the standard Lanczos process without look-ahead.

Freund, Roland W.↗

NASA NTRS1991

A biconjugate gradient type algorithm on massively parallel architectures

The biconjugate gradient (BCG) method is the natural generalization of the classical conjugate gradient algorithm for Hermitian positive definite matrices to general non-Hermitian linear systems. Unfortunately, the original BCG algorithm is susceptible to possible breakdowns and numerical instabilities. Recently, Freund and Nachtigal have proposed a novel BCG type approach, the quasi-minimal residual method (QMR), which overcomes the problems of BCG. Here, an implementation is presented of QMR based on an s-step version of the nonsymmetric look-ahead Lanczos algorithm. The main feature of the s-step Lanczos algorithm is that, in general, all inner products, except for one, can be computed in parallel at the end of each block; this is unlike the other standard Lanczos process where inner products are generated sequentially. The resulting implementation of QMR is particularly attractive on massively parallel SIMD architectures, such as the Connection Machine.

Freund, Roland W.↗

NASA NTRS1990

QMR: A Quasi-Minimal Residual method for non-Hermitian linear systems

The biconjugate gradient (BCG) method is the natural generalization of the classical conjugate gradient algorithm for Hermitian positive definite matrices to general non-Hermitian linear systems. Unfortunately, the original BCG algorithm is susceptible to possible breakdowns and numerical instabilities. A novel BCG like approach is presented called the quasi-minimal residual (QMR) method, which overcomes the problems of BCG. An implementation of QMR based on a look-ahead version of the nonsymmetric Lanczos algorithm is proposed. It is shown how BCG iterates can be recovered stably from the QMR process. Some further properties of the QMR approach are given and an error bound is presented. Finally, numerical experiments are reported.

Freund, Roland W.↗

NASA NTRS1990

An implementation of the look-ahead Lanczos algorithm for non-Hermitian matrices, part 1

The nonsymmetric Lanczos method can be used to compute eigenvalues of large sparse non-Hermitian matrices or to solve large sparse non-Hermitian linear systems. However, the original Lanczos algorithm is susceptible to possible breakdowns and potential instabilities. We present an implementation of a look-ahead version of the Lanczos algorithm which overcomes these problems by skipping over those steps in which a breakdown or near-breakdown would occur in the standard process. The proposed algorithm can handle look-ahead steps of any length and is not restricted to steps of length 2, as earlier implementations are. Also, our implementation has the feature that it requires roughly the same number of inner products as the standard Lanczos process without look-ahead.

Freund, Roland W.↗

NASA NTRS1990

An implementation of the look-ahead Lanczos algorithm for non-Hermitian matrices, part 2

It is shown how the look-ahead Lanczos process (combined with a quasi-minimal residual QMR) approach) can be used to develop a robust black box solver for large sparse non-Hermitian linear systems. Details of an implementation of the resulting QMR algorithm are presented. It is demonstrated that the QMR method is closely related to the biconjugate gradient (BCG) algorithm; however, unlike BCG, the QMR algorithm has smooth convergence curves and good numerical properties. We report numerical experiments with our implementation of the look-ahead Lanczos algorithm, both for eigenvalue problem and linear systems. Also, program listings of FORTRAN implementations of the look-ahead algorithm and the QMR method are included.

Freund, Roland W.↗

NASA NTRS1989

A restricted signature normal form for Hermitian matrices, quasi-spectral decompositions, and applications

In recent years, a number of results on the relationships between the inertias of Hermitian matrices and the inertias of their principal submatrices appeared in the literature. We study restricted congruence transformation of Hermitian matrices M which, at the same time, induce a congruence transformation of a given principal submatrix A of M. Such transformations lead to concept of the restricted signature normal form of M. In particular, by means of this normal form, we obtain short proofs of most of the known inertia theorems and also derive some new results of this type. For some applications, a special class of almost unitary restricted congruence transformations turns out to be useful. We show that, with such transformations, M can be reduced to a quasi-diagonal form which, in particular, displays the eigenvalues of A. Finally, applications of this quasi-spectral decomposition to generalize inverses and Hermitian matrix pencils are discussed.

Freund, Roland W.↗

NASA NTRS1989

On polynomial preconditioning for indefinite Hermitian matrices

The minimal residual method is studied combined with polynomial preconditioning for solving large linear systems (Ax = b) with indefinite Hermitian coefficient matrices (A). The standard approach for choosing the polynomial preconditioners leads to preconditioned systems which are positive definite. Here, a different strategy is studied which leaves the preconditioned coefficient matrix indefinite. More precisely, the polynomial preconditioner is designed to cluster the positive, resp. negative eigenvalues of A around 1, resp. around some negative constant. In particular, it is shown that such indefinite polynomial preconditioners can be obtained as the optimal solutions of a certain two parameter family of Chebyshev approximation problems. Some basic results are established for these approximation problems and a Remez type algorithm is sketched for their numerical solution. The problem of selecting the parameters such that the resulting indefinite polynomial preconditioners speeds up the convergence of minimal residual method optimally is also addressed. An approach is proposed based on the concept of asymptotic convergence factors. Finally, some numerical examples of indefinite polynomial preconditioners are given.

Freund, Roland W.↗