All Questions
Tagged with krylov-method iterative-method
25 questions
3
votes
1
answer
155
views
How does the Arnoldi iterations algorithm deal with repeated eigenvalues?
The simplest possible matrix I can think of to use an arnoldi method is the identity matrix.
In this case the Krylov sequence is just $\{v, v, v, v, \cdots\}$ for any $v$.
Thus the span of the krylov ...
- 379
1
vote
0
answers
63
views
Does the choice of a complex inner product affect Krylov methods?
As far as I understand there are two definitions of the complex inner product:
$$(a,b) = b^H a$$
and
$$(a,b) = a^H b$$
I know some linear algebra libraries such as BLAS and Eigen uses the second one.
...
0
votes
0
answers
110
views
Help with debugging block GMRES
I have written block version of GMRES by referring [1] and MATLAB implementation of gmres. I need to write it for complex matrices. My block implementation when run on single RHS is giving correct ...
0
votes
2
answers
385
views
Why minimizing with respect to A-norm?
Assume solving the linear system $A \textbf x = \textbf b$, with an $A$ so large that nothing but iterative methods may be employed. Assuming $A$ induces a norm, I realized that it is often desired to ...
- 121
1
vote
0
answers
92
views
2-norm of solution update suddenly becomes zero after a few iterations
I am trying to solve the Poisson equation in 2D for heterostructure devices. I have linearized the equation and discretized it using FDM. I am using BiCGStab to iteratively solve for the solution as ...
- 33
3
votes
0
answers
247
views
How to reproduce the numerical examples in Prof. Saad's Book about Krylov subspace methods?
After reading Prof. Saad' Book, "Iterative methods for Sparse Linear Systems, 2nd version", I want to do the numerical examples about the Krylov subspace methods not only to reproduce the results in ...
- 981
5
votes
1
answer
687
views
Why MATLAB chooses the Householder in its built-in function gmres.m?
Recently, I have studied how to construct an orthonormal basis for Krylov subspace to solve $Ax=b$, where $A\in \mathbb{R}^{n\times n}$ is nonsingular. As we know, there are usually 4 ways to ...
- 981
2
votes
2
answers
592
views
How to understand the choice of Krylov subspace orthonormal basis?
This semester, I study the Krylov subspace iterative methods (about Ax=b) using the book H. A. Van der Vorst. Iterative Krylov Methods for Large Linear Systems,
volume 13. Cambridge University Press, ...
- 981
2
votes
1
answer
570
views
What's wrong with the **PCG and MINRES** in matlab?
Last week, I have learned the details of the robust iterative methods of PCG, MINRES, GMRES, which will converges to the exact solution $x^*$ of nonsingular system within $N$ steps for $A\in \mathbb{R}...
- 981
2
votes
1
answer
805
views
Why Krylov subspace iterative methods are faster than classical iteration?
This semester, I have been studying the most popular iterative methods, i.e., Krylov subspace iteration methods.
For a large sparse system linear
$$
Ax=b,
$$
where $A$ is nonsingular, I know that ...
- 981
7
votes
0
answers
371
views
Implementation of Lanczos method that returns tridiagonal matrix
The Lanczos method can be used to obtain extremal eigenpairs of sparse symmetric or hermitian matrices. I know there are several implementations of the Lanczos method (as well as Arnoldi, Davidson, ...
- 171
1
vote
1
answer
139
views
Questions about iterative projection methods in Saad book
I am reading Chapter 5 of Saad's iterative methods book, and I don't understand section 5.2.1 about the two propositions of optimality results.
In the statements of the propositions, what does it mean ...
- 699
4
votes
3
answers
445
views
For which problems Krylov subspace methods are preferred over multigrid methods?
As multigrid methods are known to have grid independent convergence rates with $O(N)$ computational cost, then why would one be interested in using Krylov subspace methods at all, for which ...
- 191
2
votes
0
answers
228
views
Generalized eigenvalue with null space
Define $S\in\mathbb{R}^{n\times n}$ as
$$S:=H+Q^\top V^{-1} Q.$$
$H,V$ are positive semidefinite. Here, $H$, $Q$, and $V$ are large, dense matrices but they are structured: I can write code for ...
- 1,433
2
votes
0
answers
326
views
Does Conjugate Residual really have convergence properties similar to that of Conjugate Gradient?
I have coded up a toy implementation of Conjugate Residual and have been testing it. Both wikipedia and the Saad claim that Conjugate Residual and Conjugate Gradient have similar convergence behavior....
- 1,000
1
vote
0
answers
168
views
Search Direction in Conjugate Gradient
Could you help me with a Conjugate Gradient question? In using CG to solve Ax=b, why is the search direction $p_{k+1}$ in CG chosen as a linear combination of the residual $r_k$ and previous direction ...
- 81
7
votes
2
answers
2k
views
Convergence/stagnation of BiCGStab(l)
I am solving 3D time-harmonic Maxwell FDFD problems (which result in huge sparse linear systems) using BiCGStab(l). I have tried out a bunch of different methods and for my specific use case, it seems ...
- 1,330
11
votes
3
answers
717
views
Are there any libraries out there that implement block Krylov subspace methods?
Question
Are there libraries out there that implement block Krylov subspace methods? (I was not able to find any from a simple Google search.)
Background
Right now, I am working with a code that ...
- 30.4k
6
votes
2
answers
334
views
Krylov subspace iterative methods in floating point arithmetic
Is there any work that considers Krylov subspace iterative methods in floating point arithmetic? I'm especially interested in how rounding errors influence the convergence and the accuracy of the ...
- 800
15
votes
1
answer
923
views
What is the current state of polynomial preconditioners?
I wonder what has happened to polynomial preconditioners. I am interested in them, because they appear to be comparatively elegant from a mathematical perspective, but as far as I have read in surveys ...
- 3,720
0
votes
1
answer
2k
views
A Comparison between GMRES, QMR and LU for Dense Matrices
As I see it, there are 3 ways to solve unstructured dense system of equations: GMRES, QMR and LU.
Has anyone done a comparison for these three? As far as I know, LU is the preferred choice and it is ...
- 3,384
11
votes
1
answer
511
views
How to establish that an iterative method for large linear systems is convergent in practice?
In computational science we often encounter large linear systems which we are required to solve by some (efficient) means, e.g. by either direct or iterative methods. If we focus on the latter, how ...
- 3,226
17
votes
1
answer
3k
views
Can a Krylov subspace method be used as a smoother for multigrid?
As far as I am aware, multigrid solvers use iterative smoothers such as Jacobi, Gauss-Seidel, and SOR to dampen the error at various frequencies. Could a Krylov subspace method (like conjugate ...
- 12.2k
8
votes
3
answers
1k
views
Krylov Subspace Methods for Dense Systems
I am currently researching on the viability of using KS methods for solving large dense systems. What I wish to prove (or disprove) is that methods like CG, BiCG and QMR are as good (if not better) ...
- 3,384
30
votes
2
answers
16k
views
Why is my iterative linear solver not converging?
What can go wrong when using preconditoned Krylov methods from KSP (PETSc's linear solver package) to solve a sparse linear system such as those obtained by discretizing and linearizing partial ...
- 25.8k