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Questions tagged [krylov-method]

Referring to Krylov Subspaces and the methods of solutions to linear systems of equations which exploit these spaces.

16 questions with no upvoted or accepted answers
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How to find a good preconditioner to the system $(A^T A + \lambda I) x = A^T b$?

The system in the title has a damper factor $\lambda > 0$ and the matrix $A$ is sparse and rectangular, with a structure I can exploit to solve matrix vector products very fast. My current solver, ...
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220 views

Wanted: sequences of linear systems for recycling Krylov solver analysis

In the solution of sequences of linear systems $$A_ix_i=b_i\quad\text{for}\quad i=1,2,\dots$$ with Krylov subspace methods, data can be recycled from already solved linear systems in order to speed up ...
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35 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, ...
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43 views

Solving saddle point problem having non-invertible top-left block with a PETSc nested matrix

My system is a symmetric FE problem with lagrange multipliers: $Z=\begin{pmatrix}A & C^T \\ C & 0\end{pmatrix}$ The matrix $A$ is positive semi-definite, non-invertible. The whole matrix is ...
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109 views

Conjugate gradient: the 1-norm of the residual

I am trying to solve $Ax=b$ using the conjugate gradient method. However, it is important to me to obtain a bound not only on the usual residual $||b-Ax_k||_2$ but also on the quantity $||b-Ax_k||_1$. ...
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55 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 ...
2
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136 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 ...
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195 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....
2
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151 views

preconditioned Uzawa method with Petsc

I am trying to improve the resolution of a Stokes problem (P2/P1 on unstructured mesh) defined by the matrix $M$: $M= \begin{pmatrix} A_u & 0 & B_u \\ 0 & A_v & B_v\\ B_u^T & B_v^...
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46 views

Numerical methods. MDF (ILU) implementation

I am trying to implement Minimum Discarded Fill (MDF) Ordering algorithm for incomplete matrix factorization. The algorithm description is here on page 60 Preconditioning Techniques for a Newton–...
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40 views

How to compute the computational cost and storage of the Full Orthogonalization Method?

About the analysis of Full Orthogonalization Method (FOM) in Prof. Saad's book, wrote as follows: Algorithm 6.4 (FOM): \begin{array}{l} r_0=b-Ax_0,\beta=\|r_0\|_2,v_1 = r_0/\beta\\ Define \quad H_m ...
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1answer
121 views

Solving nonlinear PDE with finite difference based on Newton-Krylov

I am now working on solving MHD equations with finite difference method, which include nonlinear equations: $$ \frac{\partial\rho}{\partial t}+\nabla\cdot\left[\left(\rho_0+\rho\right){v}\right]-\...
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229 views

Is reduced stiffness matrix positive definite too?

The stiffness matrix $K$ in a finite element analysis is a symmetric positive definite matrix. When we introduce essential boundary conditions, we remove rows and columns associated with prescribed ...
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37 views

Name for vectors in a Krylov space but not the preceding one

It seems to me that a useful concept to define when studying Krylov subspace methods is the idea of a vector that belongs to a Krylov subspace $\mathcal{K}_{n+1}(A,b)$ but not to the preceding one $\...
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152 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 ...
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42 views

Why does GMRES converge much slower for large Dirichlet boundary conditions?

I'm trying to numerically solve a simple Laplace equation in 2D, with a nonlinear source term: $\nabla^2 u = u^2$ with boundary conditions as $u=0$ everywhere except for $y=1$ where $u=u_0$. I'm ...