Questions tagged [krylov-method]

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

17 questions with no upvoted or accepted answers
Filter by
Sorted by
Tagged with
8
votes
0answers
242 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 ...
6
votes
0answers
67 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, ...
3
votes
0answers
62 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 ...
3
votes
0answers
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 $||b-Ax_k||_1$. ...
2
votes
0answers
71 views

Solving a huge least squares system of equations when I can only evaluate Ax

I have a situation where I can generate a system of $M$ linear equations for $N$ variables ($N \ne M$). Implicitly this is of the form $Ax=b$ with $A \in \mathbb{R}^{M \times N}$, although I never ...
2
votes
0answers
68 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
votes
1answer
177 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]-\...
2
votes
0answers
143 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 ...
2
votes
0answers
218 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
votes
0answers
161 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^...
1
vote
0answers
54 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–...
1
vote
0answers
50 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 ...
1
vote
0answers
275 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 ...
1
vote
0answers
39 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 $\...
1
vote
0answers
153 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 ...
0
votes
2answers
141 views

How GMRES method finds smallest singular value and the corresponding singular vectors of a matrix?

https://stackoverflow.com Krylov solvers for iterative computation of the smallest singular value and the corrensponding singular vectors of a matrix Edit: This is a follow-up question to How to ...
0
votes
0answers
64 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 ...